Method of Support Vector Regression

kernel

polynomial

Gaussian

2

1

2

3

σ

1.

C

10.

ϵ

0.2

This Demonstration uses the method of support vector regression to calculate curves representing chemical data. The regression curve is shown in magenta. The margins (dashed green curves) are at distance

ϵ

from the regression curve. The circled black points outside of the margins are the support vectors; the points inside the margins could be deleted and the regression curve would not change. The method of support vector regression uses kernels: here either a polynomial kernel (of degree 1, 2 or 3) or a Gaussian kernel (with parameter

σ

). You can vary the parameter

C

to adjust the weights given to the fitting errors from the curve to the support vectors.