Analysis of Support Vector Machines Regression |
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Authors: | Hongzhi Tong Di-Rong Chen Lizhong Peng |
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Institution: | (1) LMAM, School of Mathematical Sciences, Peking University, Beijing, 100871, People’s Republic of China;(2) Department of Mathematics, and LMIB, Beijing University of Aeronautics and Astronautics, Beijing, 100083, People’s Republic of China |
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Abstract: | Support vector machines regression (SVMR) is a regularized learning algorithm in reproducing kernel Hilbert spaces with a
loss function called the ε-insensitive loss function. Compared with the well-understood least square regression, the study of SVMR is not satisfactory,
especially the quantitative estimates of the convergence of this algorithm. This paper provides an error analysis for SVMR,
and introduces some recently developed methods for analysis of classification algorithms such as the projection operator and
the iteration technique. The main result is an explicit learning rate for the SVMR algorithm under some assumptions.
Research supported by NNSF of China No. 10471002, No. 10571010 and RFDP of China No. 20060001010. |
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Keywords: | Support vector machines regression Regularization Learning rates Reproducing kernel Hilbert spaces Excess error |
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