Shrinking the Thbe: A New Support Vector Regression Algorithm

نویسندگان

  • Alex Smola
  • Robert Williamson
چکیده

A new algorithm for Support Vector regression is described. For a priori chosen 1/, it automatically adjusts a flexible tube of minimal radius to the data such that at most a fraction 1/ of the data points lie outside. Moreover, it is shown how to use parametric tube shapes with non-constant radius. The algorithm is analysed theoretically and experimentally.

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تاریخ انتشار 1998