Tutorial SVR01
Tutorial SVR01
Tutorial SVR01
ζ x +ε ζ
x x
0
x x −ε
x x
x
x
x x x
x −ε +ε
x
3 3
loss function loss function
density density
2.5 2.5
2 2
1.5 1.5
1 1
0.5 0.5
0 0
-3 -2 -1 0 1 2 3 -3 -2 -1 0 1 2 3
3 3
loss function "loss function"
density density
2.5 2.5
2 2
1.5 1.5
1 1
0.5 0.5
0 0
-3 -2 -1 0 1 2 3 -3 -2 -1 0 1 2 3
Σ output Σ vi k (x,xi) + b
v1 v2 ... vm weights
test vector x
1 1
sinc x sinc x + 0.1
sinc x - 0.1
0.8 0.8 approximation
0.6 0.6
0.4 0.4
0.2 0.2
0 0
-0.2 -0.2
-0.4 -0.4
-0.6 -0.6
-0.8 -0.8
-1 -1
-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1 -1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
1 1
sinc x + 0.2 sinc x + 0.5
sinc x - 0.2 sinc x - 0.5
0.8 approximation 0.8 approximation
0.6 0.6
0.4 0.4
0.2 0.2
0 0
-0.2 -0.2
-0.4 -0.4
-0.6 -0.6
-0.8 -0.8
-1 -1
-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1 -1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
1
sample
interpolation
0.8 alpha
0.6
0.4
0.2
-0.2
-0.4
-0.6
-0.8
-1
-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
empirical Error
w1 w2 w3 ||w||
1 0
10
0.9
0.8
−50
0.7 10
0.6
k(x)
0.5
k(ω)
−100
10
0.4
0.3
−150
10
0.2
0.1
0
−3 −2 −1 0 1 2 3 −20 −15 −10 −5 0 5 10 15 20
x 2π⋅ω
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