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Analysis of support vector machines regression. (English) Zbl 1185.68577
Summary: Support vector machines regression (SVMR) is a regularized learning algorithm in reproducing kernel Hilbert spaces with a loss function called the \(\varepsilon \)-insensitive loss function. Compared with the well-understood least square regression, the study of SVMR is not satisfactory, especially the quantitative estimates of the convergence of this algorithm. This paper provides an error analysis for SVMR, and introduces some recently developed methods for analysis of classification algorithms such as the projection operator and the iteration technique. The main result is an explicit learning rate for the SVMR algorithm under some assumptions.

MSC:
68T05 Learning and adaptive systems in artificial intelligence
62J02 General nonlinear regression
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