sklearn SVR与KRR对比

ravel方法为矩阵按行拉直。
::这种切片运算可以通过设置步长来进行切片，由于切片属于view, 即对切片的修改会改变原数组。
对数组进行升高维度的工作可以通过切片运算后加一个None(在新维度上取None完成)
 Ex: np.array([[1, 2], [3, 4]])[:,:,None]

SVR由于没有显式解拟合较慢，但在预测上由于仅用到支持向量故比KRR快：
简单代码：

from __future__ import division 
import time
import numpy as np 
from sklearn.svm import SVR
from sklearn.grid_search import GridSearchCV
from sklearn.kernel_ridge import KernelRidge 

rng = np.random.RandomState(0)
X = 5 * rng.rand(10000, 1)
y = np.sin(X).ravel()

y[::5] += 3 * (0.5 - rng.rand(X.shape[0]/5))
X_plot = np.linspace(0, 5, 100000)[:, None]

train_size = 100
svr = GridSearchCV(SVR(kernel = 'rbf', gamma = 0.1), cv = 5, 
 param_grid = {"C": [1e0,1e1,1e2,1e3], "gamma": np.logspace(-2, 2, 5)})

kr = GridSearchCV(KernelRidge(kernel = 'rbf', gamma = 0.1), cv = 5,
 param_grid = {"alpha": [1e0,0.1,1e-2,1e-3], "gamma": np.logspace(-2,2,5)})

t0 = time.time()
svr.fit(X[:train_size], y[:train_size])
svr_fit = time.time() - t0 
print "SVR complexity and bandwidth selected and model fitted in %.3f s" % svr_fit

t0 = time.time()
kr.fit(X[:train_size], y[:train_size])
kr_fit = time.time() - t0 
print "KRR complexity and bandwidth selected and model fitted in %.3f s" % kr_fit

sv_ratio = svr.best_estimator_.support_.shape[0] / train_size
print "Support vector ratio: %.3f" % sv_ratio

t0 = time.time()
y_svr = svr.predict(X_plot)
svr_predict = time.time() - t0 
print "SVR prediction for %d inputs in %.3f s" % (X_plot.shape[0], svr_predict)

t0 = time.time()
y_kr = kr.predict(X_plot)
kr_predict = time.time() - t0 
print "KRR prediction for %d inputs in %.3f s" % (X_plot.shape[0], kr_predict)