Regularization paths for ν-SVM and ν-SVR

Abstract

This paper presents the v-SVM and the ν-SVR full regularizaron paths along with a leave-one-out inspired stopping criterion and an efficient implementation. In the ν-SVR method, two parameters are provided by the user: the regularization parameter C and ν which settles the width of the ε-tube. In the classical ν-SVM method, parameter v is an lower bound on the number of support vectors in the solution. Based on the previous works of [1,2], extensions of regularization paths for SVM and SVR are proposed and permit to automatically compute the solution path by varying ν or the regularization parameter. © Springer-Verlag Berlin Heidelberg 2007.