SVMs for Regression (SVR)
SVR epsilon tube, nu-SVR, comparing SVR to linear regression on non-linear data.
SVMs Can Do Regression Too
The margin idea extends to regression. Support Vector Regression (SVR) fits a function while keeping predictions within a tolerance band, ignoring small errors.
The Epsilon-Insensitive Tube
SVR draws an epsilon tube around the predicted function. Points inside the tube contribute zero loss; only points outside are penalized. This focuses the model on meaningful errors.