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Journal Articles

Efficient Computation and Model Selection for the Support Vector Regression

Lacey Gunter, Ji Zhu
Publisher: Journals Gateway
Neural Computation (2007) 19 (6): 1633–1655.
DOI: https://doi.org/10.1162/neco.2007.19.6.1633
Published: 01 June 2007
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.
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