Support Vector Regression Support vector regression (SVR) is a method for regression analogous to the support vector classifier. Let (xi, yi) ∈ Rd R, i = 1, ..., n be training data for a regression problem. In the case of linear regression, SVR solves min 1/2 ||w||^2 + C/n Σ (ξi+ + ξi-) s.t. yi - wTxi - b ≤ ε + ξi+ ∀i, wTxi + b - yi ≤ ε + ξi- ∀i, ξi+ ≥ 0 ∀i, ξi- ≥ 0 ∀i where w ∈ Rd, b ∈ R, ξ+ = (ξ1+, ..., ηn+ )T, and ξ- = (ξ1-, ..., ηn-)T. Here ε is fixed.