Efficient Computation and Model Selection for the Support Vector Regression

200760 citationsJournal Article

Authors

Lacey Gunter · University of Medicine and Health Sciences

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.

Topics & Keywords

Control Systems and Identification Model Reduction and Neural Networks Advanced Multi-Objective Optimization Algorithms

UN Sustainable Development Goals

Peace, Justice and strong institutions

Publication Details

Published in: Neural Computation

Volume 19, Issue 6, pp. 1633-1655

DOI: 10.1162/neco.2007.19.6.1633

Field-Weighted Citation Impact: 14.81