支持向量机和BP神经网络虽然都可以用来做非线性回归，但它们所基于的理论基础不同，回归的机理也不相同。支持向量机基于结构风险最小化理论，普遍认为其泛化能力要比神经网络的强。为了验证这种观点，本文编写了支持向量机非线性回归的通用Matlab程序和基于神经网络工具箱的BP神经网络仿真模块，仿真结果证实，支持向量机做非线性回归不仅泛化能力强于BP网络，而且能避免神经网络的固有缺陷——训练结果不稳定。

-Support Vector Machine and BP neural network, even though there can be used to make non-linear regression, but they are based on the theoretical basis for the different, the mechanism of regression is not the same. Support vector machine based on structural risk minimization theory, generally considered the generalization ability of neural networks than the strong. To test this view, the paper prepared by non-linear regression support vector machine procedures and based on a common Matlab neural network toolbox of BP neural network