Struct SVR 

pub struct SVR<F, K> {
    pub kernel: K,
    pub c: F,
    pub epsilon: F,
    pub tol: F,
    pub max_iter: usize,
    pub cache_size: usize,
}

Support Vector Regressor.

Uses SMO to solve the epsilon-SVR dual problem.

Type Parameters

• F: The floating-point type (f32 or f64).
• K: The kernel type.

Fields

kernel: K

The kernel function.

c: F

Regularization parameter.

epsilon: F

Epsilon tube width (insensitive loss zone).

tol: F

Convergence tolerance.

max_iter: usize

Maximum number of SMO iterations.

cache_size: usize

Size of the kernel evaluation LRU cache.

Implementations

impl<F: Float, K: Kernel<F>> SVR<F, K>

pub fn new(kernel: K) -> Self

Create a new SVR with the given kernel and default hyperparameters.

Defaults: C = 1.0, epsilon = 0.1, tol = 1e-3, max_iter = 10000, cache_size = 1024.

pub fn with_c(self, c: F) -> Self

Set the regularization parameter C.

pub fn with_epsilon(self, epsilon: F) -> Self

Set the epsilon tube width.

pub fn with_tol(self, tol: F) -> Self

Set the convergence tolerance.

pub fn with_max_iter(self, max_iter: usize) -> Self

Set the maximum number of SMO iterations.

pub fn with_cache_size(self, cache_size: usize) -> Self

Set the kernel cache size.

Trait Implementations

impl<F: Clone, K: Clone> Clone for SVR<F, K>

fn clone(&self) -> SVR<F, K>

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<F: Debug, K: Debug> Debug for SVR<F, K>

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<F: Float + Send + Sync + ScalarOperand + 'static, K: Kernel<F> + 'static> Fit<ArrayBase<OwnedRepr<F>, Dim<[usize; 2]>>, ArrayBase<OwnedRepr<F>, Dim<[usize; 1]>>> for SVR<F, K>

fn fit( &self, x: &Array2<F>, y: &Array1<F>, ) -> Result<FittedSVR<F, K>, FerroError>

Fit the SVR model using SMO.

Errors

Returns FerroError::ShapeMismatch if x and y have different sample counts. Returns FerroError::InvalidParameter if C is not positive.

type Fitted = FittedSVR<F, K>

The fitted model type returned by fit.

type Error = FerroError

The error type returned by fit.