Support vector regression (SVR)

The theoretical background of SVR is similar to that of SVM (Smola et al.; Vapnik 1995; Yuan et al. 2004). In SVR, the kernel function is used to map the vectors into a higher dimensional feature space and linear regression is then conducted in this space. The optimal regression function can be represented by:

svrpredy.jpg

where y represents the predicted value of a biological property, and the coefficients alpha, alpha* and bias b are determined by maximizing the following Langrangian expression:

svrlangrangian.jpg

under the following conditions:

svralpha.jpg
svrsum.jpg

References

  • Smola AJ and Scholkopf B A tutorial on support vector regression. NeuroCOLT2 Technical Report NC2-TR-1998-030.
  • Vapnik VN (1995). The nature of statistical learning theory. New York, Springer.
  • Yuan Z and Huang BX (2004). Prediction of protein accessible surface areas by support vector regression. Proteins 57(3): 558-564.
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