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Solving support vector regression using sequential minimal optimization.

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SVR_class document:

Author Info:


Parameters:

  • kernel: string or callable method, optional (default='rbf')
    • Kernel type, currently support linear, rbf kernel and custom kernel.
    • Custom kernel must satisfy the Mercer's conditions.
  • C: float, optional (default=1)
    • Penalty parameter C of the error term.
  • gamma: float, optional (default='auto')
    • Coefficient of kernel like rbf kernel.
  • epsilon: float, optional (default=0.1)
    • Epsilon in epsilon-SVR
  • max_iter: int, optional (default=-1)
    • Maximum iterations to solving problem, using -1 for no limit.
  • debug: bool, optional (default=False)
    • Print all traininig detail if debug is True.
  • random_seed: int, optional (default=0)
    • Seed for numpy.random.seed and random.seed.

Attributes:

  • kerneled_matrix: 2-D array
    • Training set after kernel transfer.
  • alphas: array
    • Coefficients of the support vector.
  • b: float
    • Bias of the prediction function.

Methods:

  • get_params(self):
    • Print the parameters set by initially defined.
  • fit(self, train_X, train_y):
    • Fit the model according to the given training data.
  • predict(self, test_X):
    • Perform regression on testing input.
    • Can only be used if the model is fit or loaded.
  • save_model(self, save_dir='default', file_name='default'):
    • Save the trained model as json form. Defaultly using "trained_models" as save_dir and time form as file_name.
  • load_model(self, file_dir):
    • Load the trained model.

Reference:

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