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Some Remarks on the Statistical Analysis of SVMs and Related Methods

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Empirical Inference

Abstract

Since their invention by Vladimir Vapnik and his co-workers in the early 1990s, support vector machines (SVMs)Support vector machine (SVM)—( have attracted a lot of research activities from various communities. While at the beginning this research mostly focused on generalization bounds, the last decade witnessed a shift towards consistencyConsistency, oracle inequalities, and learning ratesLearning rate. We discuss some of these developments in view of binary classificationBinary classification and least squares regressionLeast squares regression.

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Notes

  1. 1.

    In [15] the authors actually give some credit to the 1987 paper [35] for the case d = 1.

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Steinwart, I. (2013). Some Remarks on the Statistical Analysis of SVMs and Related Methods. In: Schölkopf, B., Luo, Z., Vovk, V. (eds) Empirical Inference. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-41136-6_4

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  • DOI: https://doi.org/10.1007/978-3-642-41136-6_4

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