Support Vector Regression

Rooted in statistical learning or Vapnik-Chervonenkis (VC) theory, support vector machines (SVMs) are well positioned to generalize on yet-to-be-seen data. The SVM concepts presented in Chapter 3 can be generalized to become applicable to regression problems. As in classification, support vector regression (SVR) is characterized by the use of kernels, sparse solution, and VC control of the margin and the number of support vectors. Although less popular than SVM, SVR has been proven to be an effective tool in real-value function estimation. As a supervised-learning approach, SVR trains using a symmetrical loss function, which equally penalizes high and low misestimates. Using Vapnik’s -insensitive approach, a…