Comparison of the support vector machine and relevant vector machine in regression and classification problems
Wei Miao Yu, Tiehua Du, Kah Bin Lim · 2005
In this paper, we introduce the relevant vector machine (RVM) from Michael Tipping. The formulation of the RVM in regression and classification is reviewed. Then we analyze why the RVM can reach a sparse solution. In the experiment, we use the real application data to compare the performance of SVM and RVM. The advantages and disadvantage of the SVM and RVM is analyzed based on the experimental results. Some suggestion for the RVM is presented in the discussion section.