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Software developed by the members of the CLRC available for download/online use:

Support Vector Machine

Confidence Machine


A new technique for "hedging" predictions was presented and discussed recently by Alexander Gammerman and Vladimir Vovk at a special meeting of the British Computer Society. The method can be applied to many algorithms, including Support Vector Machines, Kernel Ridge Regression, Kernel Nearest Neighbours and other state-of-the-art methods.

The hedged predictions include confidence measures that are provably valid and it becomes possible to control the number of errors by selecting a suitable confidence level.

The discussants of the technique included Vladimir Vapnik, Alexey Chervonenkis, Glenn Shafer, Zhiyuan Luo and many others.

The paper and the discussion can be found here.

Last updated Wed, 17-Jun-2009 15:57 GMT
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