Integrating the evidence framework and the support vector machine
نویسنده
چکیده
In this paper, we show that training of the support vector machine (SVM) can be interpreted as performing the level 1 inference of MacKay's evidence framework. We further on show that levels 2 and 3 can also be applied to SVM. This allows automatic adjustment of the regularization parameter and the kernel parameter. More importantly, it opens up a wealth of Bayesian tools for use with SVM. Performance is evaluated on both synthetic and real-world data sets.
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تاریخ انتشار 1999