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2000 | OriginalPaper | Buchkapitel

Methods of Function Estimation

verfasst von : Vladimir N. Vapnik

Erschienen in: The Nature of Statistical Learning Theory

Verlag: Springer New York

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In this chapter we generalize results obtained for estimating indicator function (for the pattern recognition problem) to the problem of estimating real-valued functions (regressions). We introduce a new type of loss function (the so-called ε-insensitive loss function) that makes our estimates not only robust but also sparse. As we will see, in this and in the next chapter, the sparsity of the solution is very important for estimating dependencies in high-dimensional spaces using a large number of data.

Metadaten
Titel
Methods of Function Estimation
verfasst von
Vladimir N. Vapnik
Copyright-Jahr
2000
Verlag
Springer New York
DOI
https://doi.org/10.1007/978-1-4757-3264-1_7