Tutorial SVR01

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x

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

(.) (.) ... (.) dot product (Φ(x).Φ(xi)) = k (x,xi)

Φ(x1) Φ(x2) Φ(x) Φ(xn) mapped vectors Φ(xi), Φ(x)

... support vectors x1 ... xn

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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