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Scala: Guide for Data Science Professionals by Patrick R. Nicolas, Arun Manivannan, Pascal Bugnion

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Support vector regression (SVR)

Most of the applications using support vector machines are related to classification. However, the same technique can be applied to regression problems. Luckily, as with classification, LIBSVM supports two formulations for support vector regression:

  • Support vector regression (SVR)-VR (sometimes called C-SVR)
  • υ-SVR

For the sake of consistency with the two previous cases, the following test uses the Support vector regression (SVR) (or C) formulation of the support vector regression.

Overview

The SVR introduces the concept of error insensitive zone and insensitive error, ε. The insensitive ...

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