multi output SVR

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多输出支持向量回归 对于一般的回归问题,给定训练样本D={(x1,y1),(x2,y2),...,(xn,yn)},yi€R,我们希望学习到一个f(x)使得其与y尽可能的接近,w,b是待确定的参数。在这个模型中,只有当f(x)与y完全相同时,损失才为零,而支持向量回归假设我们能容忍的f(x)与y之间最多有ε的偏差,当且仅当f(x)与y的差别绝对值大于ε时,才计算损失,此时相当于以f(x)为中心,构建一个宽度为2ε的间隔带,若训练样本落入此间隔带,则认为是被预测正确的。(间隔带两侧的松弛程度可有所不同) ------
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