A new optimizing procedure for ν-support vector regressor

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Fernando Pérez-Cruz, Antonio Artés-Rodríguez

Published: 2001, Last Modified: 27 Sept 2024ICASSP 2001EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: We present an approach to solve the v-SVR. It is based on an iterative re-weighted least squares (IRWLS) procedure, which is simple to implement and can be tuned to the usual /spl nu/-SVR solution. The IRWLS procedure is much more efficient (computational load) than quadratic programming techniques, which are usually employed to solve it.