Support Vector Machines (SVMs) are rarely benchmarked against other classification or regression methods. We compare a popular SVM implementation (libsvm) to 16 classification methods and 9 regression methods-all accessible through the software R-by the means of standard performance measures (classification error and mean squared error) which are also analyzed by the means of bias-variance decompositions. SVMs showed mostly good performances both on classification and regression tasks, but other methods proved to be very competitive. / Series: Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
Identifer | oai:union.ndltd.org:VIENNA/oai:epub.wu-wien.ac.at:epub-wu-01_42c |
Date | January 2002 |
Creators | Meyer, David, Leisch, Friedrich, Hornik, Kurt |
Publisher | SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business |
Source Sets | Wirtschaftsuniversität Wien |
Language | English |
Detected Language | English |
Type | Paper, NonPeerReviewed |
Format | application/pdf |
Relation | http://epub.wu.ac.at/1578/ |
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