Update README.md

- Added epsilon hyperparameter
pull/384/head
Anirban Mukherjee 4 years ago
parent 854e5c6178
commit c0dada9db4

@ -12,7 +12,7 @@ In this lesson, you will discover a specific way to build models with [**SVM**:
Before understanding the importance of SVR in time series prediction, here are some of the important concepts that you need to know:
- **Regression:** Supervised learning technique to predict continuous values from a given set of inputs. The idea is to fit a curve (or line) in the feature space that has the maximum number of data points.
- **Support Vector Machine (SVM):** A type of supervised machine learning model used for classification, regression and outliers detection. The model is a hyperplane in the feature space, which in case of classification acts as a boundary, and in case of regression acts as the best-fit line. In SVM, a kernel function is generally used to transform the dataset so that a non-linear decision surface is able to transform to a linear equation in a higher number of dimension spaces
- **Support Vector Machine (SVM):** A type of supervised machine learning model used for classification, regression and outliers detection. The model is a hyperplane in the feature space, which in case of classification acts as a boundary, and in case of regression acts as the best-fit line. In SVM, a kernel function is generally used to transform the dataset, so that a non-linear decision surface is able to transform to a linear equation in a higher number of dimension spaces.
- **Support Vector Regressor (SVR):** A type of SVM, to find the best fit line (which in the case of SVM is a hyperplane) that has the maximum number of data points.
### Why SVR?
@ -179,10 +179,10 @@ Now you need to follow several steps
2. Prepare the model for the training data by calling the `fit()` function.
3. Make predictions calling the `predict()` function
Create an SVR model:
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.
```python
model = SVR(kernel='rbf',gamma=0.5, C=10)
model = SVR(kernel='rbf',gamma=0.5, C=10, epsilon = 0.05)
```
Fit the model on training data
@ -191,6 +191,11 @@ Fit the model on training data
model.fit(x_train, y_train[:,0])
```
```output
SVR(C=10, cache_size=200, coef0=0.0, degree=3, epsilon=0.05, gamma=0.5,
kernel='rbf', max_iter=-1, shrinking=True, tol=0.001, verbose=False)
```
Make model predictions
```python
@ -263,8 +268,6 @@ print('MAPE for training data: ', mape(y_train_pred, y_train)*100, '%')
MAPE for training data: 1.7195710200875551 %
```
Plot the predictions for testing data
```python

Loading…
Cancel
Save