相關向量機

相關向量機 （ Relevance vector machine ， RVM ） 是使用貝葉斯推理得到迴歸和分類的簡約解的機器學習技術 。 RVM的函數形式與支持向量機相同 ， 但是可以提供概率分類 。 其與帶協方差函數的高斯過程等效 。 ： 其中φ是核函數 （ 通常是高斯核函數 ） ， x1, …, xN是訓練集的輸入向量 。 Compared to the SVM the Bayesian formulation allows avoiding the set of free parameters that the SVM has and that usually require cross-validation based post optimizations. However RVMs use an Expectation Maximization ( EM ) - like learning method and are therefore at risk of local minima, unlike the standard SMO - based algorithms employed by SVMs which are guaranteed to find a global optimum.