Bayesian inference;
evidence framework;
support vector machine (SVM);
D O I:
10.1109/72.870047
中图分类号:
TP18 [人工智能理论];
学科分类号:
081104 ;
0812 ;
0835 ;
1405 ;
摘要:
In this paper, we show that training of the support vector machine (SVM) can be interpreted as performing the level 1 inference of MacKay's evidence framework. We further on show that levels 2 and 3 of the evidence framework can also be applied to SVMs. This integration allows automatic adjustment of the regularization parameter and the kernel parameter to their near-optimal values, Moreover, it opens up a wealth of Bayesian tools for use with SVMs. Performance of this method is evaluated on both synthetic and real-world data sets.