Implements Alex Smola and Bernhard Scholkopf's sequential minimal optimization algorithm for training a support vector regression model. This implementation globally replaces all missing values and transforms nominal attributes into binary ones. It also normalizes all attributes by default. (Note that the coefficients in the output are based on the normalized/standardized data, not the original data.)
For more information on the SMO algorithm, see
Alex J. Smola, Bernhard Schoelkopf: A Tutorial on Support Vector Regression. In NeuroCOLT2 Technical Report Series, 1998.
S.K. Shevade, S.S. Keerthi, C. Bhattacharyya, K.R.K. Murthy (1999). Improvements to SMO Algorithm for SVM Regression. Control Division Dept of Mechanical and Production Engineering, National University of Singapore.
The table below describes the options available for SMOreg.
|c||The complexity parameter C.|
|checksTurnedOff||Turns time-consuming checks off - use with caution.|
|debug||If set to true, classifier may output additional info to the console.|
|eps||The epsilon for round-off error (shouldn't be changed).|
|epsilon||The amount up to which deviations are tolerated. Watch out, the value of epsilon is used with the (normalized/standardized) data.|
|filterType||Determines how/if the data will be transformed.|
|kernel||The kernel to use.|
|toleranceParameter||The tolerance parameter (shouldn't be changed).|
The table below describes the capabilites of SMOreg.
|Class||Date class, Numeric class, Missing class values|
|Attributes||Binary attributes, Nominal attributes, Empty nominal attributes, Unary attributes, Missing values, Numeric attributes|
|Min # of instances||1|