A Probabilistic Framework for SVM Regression and Error Bar Estimation
- Cite this article as:
- Gao, J., Gunn, S., Harris, C. et al. Machine Learning (2002) 46: 71. doi:10.1023/A:1012494009640
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In this paper, we elaborate on the well-known relationship between Gaussian Processes (GP) and Support Vector Machines (SVM) under some convex assumptions for the loss functions. This paper concentrates on the derivation of the evidence and error bar approximation for regression problems. An error bar formula is derived based on the ∈-insensitive loss function.