Kernels for the Relevance Vector Machine - An empirical study

Abstract

The Relevance Vector Machine (RVM) is a generalized linear model that can use kernel functions as basis functions. Experiments with the Matérn kernel indicate that the kernel choice has a significant impact on the sparsity of the solution. Furthermore, not every kernel is suitable for the RVM. Our experiments indicate that the Matérn kernel of order 3 is a good initial choice for many types of data. © Springer-Verlag Berlin Heidelberg 2006.