Experimentally optimal v in support vector regression for different noise models and parameter settings
In Support Vector (SV) regression, a parameter ν controls the number of Support Vectors and the number of points that come to lie outside of the so-called var epsilon-insensitive tube. For various noise models and SV parameter settings, we experimentally determine the values of ν that lead to the lowest generalization error. We find good agreement with the values that had previously been predicted by a theoretical argument based on the asymptotic efficiency of a simplified model of SV regression. As a side effect of the experiments, valuable information about the generalization behavior of the remaining SVM parameters and their dependencies is gained. The experimental findings are valid even for complex real-world data sets. Based on our results on the role of the ν-SVM parameters, we discuss various model selection methods.
Author(s): | Chalimourda, A. and Schölkopf, B. and Smola, AJ. |
Journal: | Neural Networks |
Volume: | 17 |
Number (issue): | 1 |
Pages: | 127-141 |
Year: | 2004 |
Month: | January |
Day: | 0 |
Bibtex Type: | Article (article) |
DOI: | 10.1016/S0893-6080(03)00209-0 |
Digital: | 0 |
Electronic Archiving: | grant_archive |
Language: | en |
Organization: | Max-Planck-Gesellschaft |
School: | Biologische Kybernetik |
Links: |
BibTex
@article{4680, title = {Experimentally optimal v in support vector regression for different noise models and parameter settings}, journal = {Neural Networks}, abstract = {In Support Vector (SV) regression, a parameter ν controls the number of Support Vectors and the number of points that come to lie outside of the so-called var epsilon-insensitive tube. For various noise models and SV parameter settings, we experimentally determine the values of ν that lead to the lowest generalization error. We find good agreement with the values that had previously been predicted by a theoretical argument based on the asymptotic efficiency of a simplified model of SV regression. As a side effect of the experiments, valuable information about the generalization behavior of the remaining SVM parameters and their dependencies is gained. The experimental findings are valid even for complex real-world data sets. Based on our results on the role of the ν-SVM parameters, we discuss various model selection methods.}, volume = {17}, number = {1}, pages = {127-141}, organization = {Max-Planck-Gesellschaft}, school = {Biologische Kybernetik}, month = jan, year = {2004}, slug = {4680}, author = {Chalimourda, A. and Sch{\"o}lkopf, B. and Smola, AJ.}, month_numeric = {1} }