Training v-Support Vector Regression: Theory and Algorithms
We discuss the relation between-support vector regression (-SVR) and v-support vector regression (v-SVR). In particular, we focus on properties that are different from those of C-support vector classification (C-SVC) andv-support vector classification (v-SVC). We then discuss some issues that do not occur in the case of classification: the possible range of and the scaling of target values. A practical decomposition method forv-SVR is implemented, and computational experiments are conducted. We show some interesting numerical observations specific to regression.