A relevance vector machine (RVM) for data modeling is disclosed. The RVM is a probabilistic basis model. Sparsity is achieved through a Bayesian treatment, where a prior is introduced over the weights governed by a set of hyperparameters. As compared to a Support Vector Machine (SVM), the non-zero weights in the RVM represent more prototypical examples of classes, which are termed relevance vectors. The trained RVM utilizes many fewer basis functions than the corresponding SVM, and typically superior test performance. No additional validation of parameters (such as C) is necessary to specify the model, except those associated with the basis.