https://scholars.lib.ntu.edu.tw/handle/123456789/115794
標題: | Simple Probabilistic Predictions for Support Vector Regression | 作者: | Lin, Chih-Jen Weng, Ruby-C. |
公開日期: | 2004 | 出版社: | 臺北市:國立臺灣大學資訊工程學系 | 摘要: | Support vector regression (SVR) has been popular in the past decade, but it provides only an estimated target value instead of predictive probability intervals. Many work have addressed this issue but sometimes the SVR formula must be modified. This paper presents a rather simple and direct approach to construct such intervals. We assume that the conditional distribution of the target value depends on its input only through the predicted value, and propose to model this distribution by simple functions. Experiments show that the proposed approach gives predictive intervals with competitive coverages with Bayesian SVR methods. |
URI: | http://ntur.lib.ntu.edu.tw//handle/246246/20060927122850679786 | 其他識別: | 20060927122850679786 |
顯示於: | 資訊工程學系 |
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svrprob.pdf | 182.46 kB | Adobe PDF | 檢視/開啟 |
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