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Benchmarking Support Vector Machines

Publication: Working/Discussion PaperWU Working Paper and Case

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Abstract

Support Vector Machines (SVMs) are rarely benchmarked against other classification or regression methods. We compare a popular SVM implementation (libsvm) to 16 classification methods and 9 regression methods-all accessible through the software R-by the means of standard performance measures (classification error and mean squared error) which are also analyzed by the means of bias-variance decompositions. SVMs showed mostly good performances both on classification and regression tasks, but other methods proved to be very competitive.

Publication series

SeriesReport Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
Number78

WU Working Papes and Cases

  • Report Series SFB \Adaptive Information Systems and Modelling in Economics and Management Science\

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