- Book Chapter
45
- 10.1007/978-0-387-77242-4_9
Support Vector Machines for Regression.
- Jan 01, 2008
- Ingo Steinwart + 1 more +1
Support Vector Machine (SVM) for regression has recently attracted growing research interest due to its obvious advantage such as nonlinear function approximation with arbitrary accuracy, and good generalization ability, unique and globally optimal solutions. An overview of the basic ideas underlying SVM for regression is given in this paper. In particular, new methods such as n-SVM, LS-SVM, weighted SVM and linear SVM, and optimization algorithms including decomposition method and SMO and incremental learning with fast computational speed and ease of implementation are concentrated as well. SVM for regression is an important and promising new direction in the area of nonlinear parameter identification, forecast, modeling and control.
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