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svrpath (version 0.1.2)

The SVR Path Algorithm

Description

Computes the entire solution paths for Support Vector Regression(SVR) with respect to the regularization parameter, lambda and epsilon in epsilon-intensive loss function, efficiently. We call each path algorithm svrpath and epspath. See Wang, G. et al (2008) for details regarding the method.

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Install

install.packages('svrpath')

Monthly Downloads

117

Version

0.1.2

License

GPL (>= 2)

Maintainer

Dohyun Kim

Last Published

June 29th, 2018

Functions in svrpath (0.1.2)

epspath

Fit the entire epsilon path for Support Vector Regression
plot.epspath

plot the epspath, solution paths of SVR as a function of epsilon
svrpath

Fit the entire regularization path for Support Vector Regression
plot.svrpath

plot the svrpath, solution paths of SVR as a function of lambda
predict.epspath

Make predictions from an "epspath" object
predict.svrpath

Make predictions from a "svrpath" object
solve.svr

QP solver for SVR