相关向量机
相关向量机(Relevance vector machine,RVM)是使用贝叶斯推理得到回归和分类的简约解的机器学习技术。RVM的函数形式与支持向量机相同,但是可以提供概率分类。
其中φ是核函数(通常是高斯核函数),x1,…,xN是训练集的输入向量。[来源请求]
Compared to the SVM the Bayesian formulation allows avoiding the set of free parameters that the SVM has and that usually require cross-validation based post optimizations. However RVMs use an Expectation Maximization (EM)-like learning method and are therefore at risk of local minima, unlike the standard SMO-based algorithms employed by SVMs which are guaranteed to find a global optimum.[来源请求]
参考
- Tipping, Michael E. Sparse Bayesian Learning and the Relevance Vector Machine. Journal of Machine Learning Research. 2001, 1: 211–244 [2010-03-31]. doi:10.1162/15324430152748236. (原始内容存档于2020-02-19).
软件
- dlib C++ Library (页面存档备份,存于互联网档案馆)
- The Kernel-Machine Library (页面存档备份,存于互联网档案馆)