I'm reading The Elements of Statistical Learning by Jerome H. Friedman, Robert Tibshirani, and Trevor Hastie. In their chapter on support vector machines, they make a brief mention of support vector regression.

Are there many cases where that approach is superior to more widely used techniques like linear regression / local regression / random forest regression?

  • 1
    $\begingroup$ I can tell you where it is not superior. In cases where you have lots of data, support vector machines can take some time to fit. $\endgroup$ – Demetri Pananos Dec 27 '18 at 6:06

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.