for 1. you can definitely modify an SVM to be used for regression, as far as I know most standard SVM libraries have support for regression, and I have personally used them very successfully for this task. [0]
2. There are actually ways you can modify the output of an SVM to give a probabilistic interpretation[1]. But I'll agree with the not having a 'natural' probabilistic interpretation.
3. Is definitely correct, but I'm not sure NNs are that much better.
Comments
for 1. you can definitely modify an SVM to be used for regression, as far as I know most standard SVM libraries have support for regression, and I have personally used them very successfully for this task. [0]
2. There are actually ways you can modify the output of an SVM to give a probabilistic interpretation[1]. But I'll agree with the not having a 'natural' probabilistic interpretation.
3. Is definitely correct, but I'm not sure NNs are that much better.
[0] http://www.svms.org/regression/
[1] http://www.cs.colorado.edu/~mozer/Teaching/syllabi/6622/pape...