svrpath

The SVR Path Algorithm

CRAN Package

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) doi:10.1109/TNN.2008.2002077 for details regarding the method.


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