A new regression technique based on Vapnik's concept of support vectors is introduced. We compare support vector regression (SVR) with a committee regression technique (bagging) based on regression trees and ridge regression done in feature space. On the basis of these experiments, it is expected that SVR will have advantages in high dimensionality space because SVR optimization does not depend on the dimensionality of the input space.

A new regression technique based on Vapnik's concept of support vectors is introduced. We compare support vector regression (SVR) with a committee regression technique (bagging) based on regression trees and ridge regression done in feature space. On the basis of these experiments, it is expected that SVR will have advantages in high dimensionality space because SVR optimization does not depend on the dimensionality of the input space.

We introduce a constructive, incremental learning system for regression problems that models data by means of locally linear experts. In contrast to other approaches, the experts are trained independently and do not compete for data during learning. Only when a prediction for a query is required do the experts cooperate by blending their individual predictions. Each expert is trained by minimizing a penalized local cross validation error using second order methods. In this way, an expert is able to find a local distance metric by adjusting the size and shape of the receptive field in which its predictions are valid, and also to detect relevant input features by adjusting its bias on the importance of individual input dimensions. We derive asymptotic results for our method. In a variety of simulations the properties of the algorithm are demonstrated with respect to interference, learning speed, prediction accuracy, feature detection, and task oriented incremental learning.

We introduce a constructive, incremental learning system for regression problems that models data by means of locally linear experts. In contrast to other approaches, the experts are trained independently and do not compete for data during learning. Only when a prediction for a query is required do the experts cooperate by blending their individual predictions. Eachexpert is trained by minimizing a penalized local cross validation errorusing second order methods. In this way, an expert is able to find a local distance metric by adjusting the size and shape of the receptive fieldin which its predictions are valid, and also to detect relevant input features by adjusting its bias on the importance of individual input dimensions. We derive asymptotic results for our method. In a variety of simulations the properties of the algorithm are demonstrated with respect to interference, learning speed, prediction accuracy, feature detection, and task oriented incremental learning.

A boosting algorithm converts a learning machine with error rate less than 50% to one with an arbitrarily low error rate. However, the algorithm discussed here depends on having a large supply of independent training samples. We show how to circumvent this problem and generate an ensemble of learning machines whose performance in optical character recognition problems is dramatically improved over that of a single network. We report the effect of boosting on four databases (all handwritten) consisting of 12,000 digits from segmented ZIP codes from the United State Postal Service (USPS) and the following from the National Institute of Standards and Testing (NIST): 220,000 digits, 45,000 upper case alphas, and 45,000 lower case alphas. We use two performance measures: the raw error rate (no rejects) and the reject rate required to achieve a 1% error rate on the patterns not rejected.

A boosting algorithm converts a learning machine with error rate less than 50% to one with an arbitrarily low error rate. However, the algorithm discussed here depends on having a large supply of independent training samples. We show how to circumvent this problem and generate an ensemble of learning machines whose performance in optical character recognition problems is dramatically improved over that of a single network. We report the effect of boosting on four databases (all handwritten) consisting of 12,000 digits from segmented ZIP codes from the United State Postal Service (USPS) and the following from the National Institute of Standards and Testing (NIST): 220,000 digits, 45,000 upper case alphas, and 45,000 lower case alphas. We use two performance measures: the raw error rate (no rejects) and the reject rate required to achieve a 1% error rate on the patterns not rejected.