Relevance Vector Machine


Synopsis

An implementation of a relevance vector machine.


Description

Relevance Vector Machine (RVM) Learner. The RVM is a probabilistic method both for classification and regression. The implementation of the relevance vector machine is based on the original algorithm described by Tipping/2001. The fast version of the marginal likelihood maximization (Tipping/Faul/2003) is also available if the parameter "rvm_type" is set to "Constructive-Regression-RVM".


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ExampleProcess