相關向量機
機器學習與資料探勘 |
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相關向量機(Relevance vector machine,RVM)是使用貝葉斯推理得到回歸和分類的簡約解的機器學習技術。RVM的函數形式與支持向量機相同,但是可以提供概率分類。
其中φ是核函數(通常是高斯核函數),x1,…,xN是訓練集的輸入向量。[來源請求]
Compared to the SVM the Bayesian formulation allows avoiding the set of free parameters that the SVM has and that usually require cross-validation based post optimizations. However RVMs use an Expectation Maximization (EM)-like learning method and are therefore at risk of local minima, unlike the standard SMO-based algorithms employed by SVMs which are guaranteed to find a global optimum.[來源請求]
參考
- Tipping, Michael E. Sparse Bayesian Learning and the Relevance Vector Machine. Journal of Machine Learning Research. 2001, 1: 211–244 [2010-03-31]. doi:10.1162/15324430152748236. (原始內容存檔於2020-02-19).