epsilonSVR
Epsilon Support Vector Regression (ε-SVR) is a variant of Support Vector Regression (SVR), a type of machine learning algorithm used for regression tasks. Developed by Vladimir Vapnik and his followers at AT&T Bell Labs, ε-SVR is widely used in various fields, including economics, finance, and engineering.
ε-SVR is based on the principle of minimizing the amount of regularization, as denoted by the definition
A key component of ε-SVR is the choice of the regularization parameter epsilon (ε). It has two primary
The algorithm works by introducing slack factors to minimize the penalties in the objective function. There
In practice, ε-SVR can be tuned using techniques such as grid search, cross-validation, and regularization path.
Commonly used libraries for implementing ε-SVR include R, Python, and MATLAB. Overall, ε-SVR offers a valuable