On the Noise Model of Support Vector Machine Regression

Support Vector Machines Regression (SVMR) is a regression technique which has been recently introduced by V. Vapnik and his collaborators (Vapnik, 1995; Vapnik, Golowich and Smola, 1996). In SVMR the goodness of fit is measured not by the usual quadratic loss function (the mean square error), but by a different loss function called Vapnik"s $epsilon$- insensitive loss function, which is similar to the "robust" loss functions introduced by Huber (Huber, 1981). The quadratic loss function is well justified under the assumption of Gaussian additive noise. However, the noise model underlying the choice of Vapnik's loss function is less clear. In this paper the use of Vapnik's loss function is shown to be equivalent to a model of additive and Gaussian noise, where the variance and mean of the Gaussian are random variables. The probability distributions for the variance and mean will be stated explicitly. While this work is presented in the framework of SVMR, it can be extended to justify non-quadratic loss functions in any Maximum Likelihood or Maximum A Posteriori approach. It applies not only to Vapnik's loss function, but to a much broader class of loss functions.

Thermal Noise Behavior of the Bridge Circuit

This paper considers a connection between the deterministic and noisy behavior of nonlinear networks. Specifically, a particular bridge circuit is examined which has two possibly nonlinear energy storage elements. By proper choice of the constitutive relations for the network elements, the deterministic terminal behavior reduces to that of a single linear resistor. This reduction of the deterministic terminal behavior, in which a natural frequency of a linear circuit does not appear in the driving-point impedance, has been shown in classical circuit theory books (e.g. [1, 2]). The paper shows that, in addition to the reduction of the deterministic behavior, the thermal noise at the terminals of the network, arising from the usual Nyquist-Johnson noise model associated with each resistor in the network, is also exactly that of a single linear resistor. While this result for the linear time-invariant (LTI) case is a direct consequence of a well-known result for RLC circuits, the nonlinear result is novel. We show that the terminal noise current is precisely that predicted by the Nyquist-Johnson model for R if the driving voltage is zero or constant, but not if the driving voltage is time-dependent or the inductor and capacitor are time-varying