Xu Cui

SVM regression with libsvm

May 20th, 2010

98 comments

SVM is mostly commonly used for binary classifications. But one branch of SVM, SVM regression or SVR, is able to fit a continuous function to data. This is particularly useful when the predicted variable is continuous. Here I tried some very simple cases using libsvm matlab package:

1. Feature 1D, use 1st half to train, 2nd half to test. The fitting is pretty good.