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 rc-svr


Duality, Geometry, and Support Vector Regression

Neural Information Processing Systems

We develop an intuitive geometric framework for support vector regression (SVR). By examining when ɛ-tubes exist, we show that SVR can be regarded as a classification problem in the dual space. Hard and soft ɛ-tubes are constructed by separating the convex or reduced convex hulls respectively of the training data with the response variable shifted up and down by ɛ. A novel SVR model is proposed based on choosing the max-margin plane between the two shifted datasets.


Duality, Geometry, and Support Vector Regression

Neural Information Processing Systems

We develop an intuitive geometric framework for support vector regression (SVR). By examining when ɛ-tubes exist, we show that SVR can be regarded as a classification problem in the dual space. Hard and soft ɛ-tubes are constructed by separating the convex or reduced convex hulls respectively of the training data with the response variable shifted up and down by ɛ. A novel SVR model is proposed based on choosing the max-margin plane between the two shifted datasets.


Duality, Geometry, and Support Vector Regression

Neural Information Processing Systems

We develop an intuitive geometric framework for support vector regression (SVR). By examining when ɛ-tubes exist, we show that SVR can be regarded as a classification problem in the dual space. Hard and soft ɛ-tubes are constructed by separating the convex or reduced convex hulls respectively of the training data with the response variable shifted up and down by ɛ. A novel SVR model is proposed based on choosing the max-margin plane between the two shifted datasets.