diff --git a/7-TimeSeries/3-SVR/README.md b/7-TimeSeries/3-SVR/README.md index f73fb3c9..da50702f 100644 --- a/7-TimeSeries/3-SVR/README.md +++ b/7-TimeSeries/3-SVR/README.md @@ -173,10 +173,10 @@ print(x_test.shape, y_test.shape) ### Implement SVR [^1] -Now, It's time to implement SVR: +Now, it's time to implement SVR. To read more about this implementation, you can refer to [this documentation](https://scikit-learn.org/stable/modules/generated/sklearn.svm.SVR.html). For our implementation, we follow these steps: 1. Define the model by calling `SVR()` and passing in the model hyperparameters: kernel, gamma, c and epsilon - 2. Prepare the model for the training data by calling the `fit()` function. + 2. Prepare the model for the training data by calling the `fit()` function 3. Make predictions calling the `predict()` function Now we create an SVR model. Here we use the [RBF kernel](https://scikit-learn.org/stable/modules/svm.html#parameters-of-the-rbf-kernel), and set the hyperparameters gamma, C and epsilon as 0.5, 10 and 0.05 respectively. @@ -361,6 +361,10 @@ MAPE: 2.0572089029888656 % - Try to use different kernel functions for the model and analyze their performances on the dataset. A helpful document can be found [here](https://scikit-learn.org/stable/modules/svm.html#kernel-functions). - Try using different values for `timesteps` for the model to look back to make prediction. +## Review & Self Study + +This lesson was to introduce the application of SVR for Time Series Forecasting. To read more about SVR, you can refer to [this blog](https://www.analyticsvidhya.com/blog/2020/03/support-vector-regression-tutorial-for-machine-learning/). This [documentation on scikit-learn](https://scikit-learn.org/stable/modules/svm.html) provides a more comprehensive explanation about SVMs in general, [SVRs](https://scikit-learn.org/stable/modules/svm.html#regression) and also other implementation details such as the different [kernel functions](https://scikit-learn.org/stable/modules/svm.html#kernel-functions) that can be used, and their parameters. + ## Assignment [A new SVR model](assignment.md)