Statistical learning theory
Citations
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Cites background from "Statistical learning theory"
...Under given parameters C > 0and E> 0, the standard form of support vector regression [Vapnik 1998] is ll tt 1 T min w w + C .i + C .i * w,b,.,. * 2 i=1 i=1 subject to w T f(xi) + b- zi = E + .i, zi - w T f(xi) - b = E + .i * , * .i,.i = 0,i = 1,...,l....
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...It can be clearly seen that C-SVC and one-class SVM are already in the form of problem (11)....
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..., l, in two classes, and a vector y ∈ Rl such that yi ∈ {1,−1}, C-SVC (Cortes and Vapnik, 1995; Vapnik, 1998) solves the following primal problem:...
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...Then, according to the SVM formulation, svm train one calls a corresponding subroutine such as solve c svc for C-SVC and solve nu svc for ....
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...Note that b of C-SVC and E-SVR plays the same role as -. in one-class SVM, so we de.ne ....
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40,147 citations
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Cites methods from "Statistical learning theory"
...However, since it is hard to estimate the probability distribution P , we choose to minimize the ERM instead, ¼ arg min 2 1 n Xn i¼1 ½lðxi; yi; Þ ; where n is size of the training data....
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...To see how importance-sampling-based methods may help in this setting, we first review the problem of empirical risk minimization (ERM) [60]....
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References
40,147 citations