Part of Advances in Neural Information Processing Systems 9 (NIPS 1996)
Harris Drucker, Christopher J. C. Burges, Linda Kaufman, Alex Smola, Vladimir Vapnik
A new regression technique based on Vapnik's concept of support vectors is introduced. We compare support vector regression (SVR) with a committee regression technique (bagging) based on regression trees and ridge regression done in feature space. On the basis of these experiments, it is expected that SVR will have advantages in high dimensionality space because SVR optimization does not depend on the dimensionality of the input space.