Benchmarking Support Vector Machines

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"

Identiferoai:union.ndltd.org:VIENNA/oai:epub.wu-wien.ac.at:epub-wu-01_42c
Date January 2002
CreatorsMeyer, David, Leisch, Friedrich, Hornik, Kurt
PublisherSFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business
Source SetsWirtschaftsuniversität Wien
LanguageEnglish
Detected LanguageEnglish
TypePaper, NonPeerReviewed
Formatapplication/pdf
Relationhttp://epub.wu.ac.at/1578/

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