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Difference between classification and regression, with SVMs

What is the exact difference between a Support Vector Machine classifier and a Support Vector Machine regresssion machine?

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London guy Avatar asked Feb 19 '23 18:02

London guy


1 Answers

The one sentence answer is that SVM classifier performs binary classification and SVM regression performs regression.

While performing very different tasks, they are both characterized by following points.

  • usage of kernels
  • absence of local minima
  • sparseness of the solution
  • capacity control obtained by acting on the margin
  • number of support vectors, etc.

For SVM classification the hinge loss is used, for SVM regression the epsilon insensitive loss function is used.

SVM classification is more widely used and in my opinion better understood than SVM regression.

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carlosdc Avatar answered Apr 07 '23 19:04

carlosdc