To solve the problem of rotating machinery fault diagnosis, a method based on correlation vector machine(RVM)is proposed, which is a Bayesian sparse kernel method for regression and classification. The prominent advantage of RVM is the sparseness of the model and the probability of prediction. In order to improve the robustness of RVM and reduce the influence of outliers on the predicted value, and solve the problem that the redundant feature can not be removed when Lasso method is used for feature selectio...