What if SVR encounters Multicollinearity ?

avatar 2020年1月7日18:44:10What if SVR encounters Multicollinearity ?已关闭评论

Q: What if SVR encounters Multi-collinearity  ?
1>We all know that if multi-colinearity exists, explanatory variables have a high degree of correlation between themselves which is problematic in all regression models.

2>Multicolinearity is not generally a problem for SVMs/SVRs.

3>Ridge Regression is a neat way to ensure you don't overfit your training data - essentially, you are desensitizing your model to the training data.
However, the variance of this new estimate can be so much lower than that of the least-squares estimator.