迈向数据科学的第一步：在Python中支持向量回归

什么是支持向量回归？ (What is Support Vector Regression?)

Support vector regression is a special kind of regression that gives you some sort of buffer or flexibility with the error. How does it do that ? I’m going to explain it to you in simple terms by showing 2 different graphs.

支持向量回归是一种特殊的回归，它为您提供了某种缓冲或灵活的误差。 它是如何做到的？ 我将通过显示2个不同的图形以简单的方式向您解释。

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The above is an hypothetical linear regression graph. You can see that the regression line is drawn at a position with minimum sqaured errors. Errors are basically the sqaures of difference in distance between the original data point (points in black) and the regression line (predicted values).

上面是一个假设的线性回归图。 您可以看到回归线绘制在具有最小平方误差的位置。 误差基本上是原始数据点(黑色的点)与回归线(预测值)之间的距离差的平方。

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The above is the same setting with SVR(Support Vector Regression). You can observe that there are 2 boundaries around the regression line. This is a tube with the vertical distance of epsilon above and below the regression line. In reality, it is kown as epsilon insensitive tube. The role of this tube is that it creates a buffer for the error. To be specific, all the data points within this tube are considered to have zero error from the regression line. Only the points outside of this tube are considered for calculating the errors. The error is calculated as the distance from the data point to the boundary of the tube rather than data point to the regression line (as seen in Linear Regression)

上面与SVR(支持向量回归)的设置相同。 您可以观察到回归线周围有2个边界。 这是在回归线上方和下方都有ε垂直距离的管。 实际上，它被称为ε敏感管。 该管的作用是为错误创建缓冲区。 具体而言，该管内的所有数据点都被认为与回归线的误差为零。 仅考虑该管外部的点才能计算