A new optimizing procedure for ν-support vector regressor
Fernando Pérez‐Cruz, Antonio Artés-Rodrı́guez · 2002
We present an approach to solve the v-SVR. It is based on an iterative re-weighted least squares (IRWLS) procedure, which is simple to implement and can be tuned to the usual /spl nu/-SVR solution. The IRWLS procedure is much more efficient (computational load) than quadratic programming techniques, which are usually employed to solve it.