Abstract
The Relevance Vector Machine (RVM) is a generalized linear model that can use kernel functions as basis functions. Experiments with the Matérn kernel indicate that the kernel choice has a significant impact on the sparsity of the solution. Furthermore, not every kernel is suitable for the RVM. Our experiments indicate that the Matérn kernel of order 3 is a good initial choice for many types of data.
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Ben-Shimon, D., Shmilovici, A. (2006). Kernels for the Relevance Vector Machine - An Empirical Study. In: Last, M., Szczepaniak, P.S., Volkovich, Z., Kandel, A. (eds) Advances in Web Intelligence and Data Mining. Studies in Computational Intelligence, vol 23. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-33880-2_26
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DOI: https://doi.org/10.1007/3-540-33880-2_26
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