Efficient Computation and Model Selection for the Support Vector Regression.

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Bibliographic Details
Title: Efficient Computation and Model Selection for the Support Vector Regression.
Authors: Gunter, Lacey, Ji Zhu
Source: Neural Computation. Jun2007, Vol. 19 Issue 6, p1633-1655. 23p.
Subjects: Regression analysis, Multivariate analysis, Algorithms, Parameters (Statistics), Selection theorems
Abstract: In this letter, we derive an algorithm that computes the entire solution path of the support vector regression (SVR).We also propose an unbiased estimate for the degrees of freedom of the SVR model, which allows convenient selection of the regularization parameter. [ABSTRACT FROM AUTHOR]
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Database: Psychology and Behavioral Sciences Collection
Description
Abstract:In this letter, we derive an algorithm that computes the entire solution path of the support vector regression (SVR).We also propose an unbiased estimate for the degrees of freedom of the SVR model, which allows convenient selection of the regularization parameter. [ABSTRACT FROM AUTHOR]
ISSN:08997667
DOI:10.1162/neco.2007.19.6.1633