sklearn.svm.NuSVR  
class sklearn.svm.NuSVR(*, nu=0.5, C=1.0, kernel='rbf', degree=3, gamma='scale', coef0=0.0, shrinking=True, tol=0.001, cache_size=200, verbose=False, max_iter=- 1) [source]
 
Nu Support Vector Regression. Similar to NuSVC, for regression, uses a parameter nu to control the number of support vectors. However, unlike NuSVC, where nu replaces C, here nu replaces the parameter epsilon of epsilon-SVR. The implementation is based on libsvm. Read more in the User Guide.  Parameters 
 
nufloat, default=0.5 

An upper bound on the fraction of training errors and a lower bound of the fraction of support vectors. Should be in the interval (0, 1]. By default 0.5 will be taken.  
Cfloat, default=1.0 

Penalty parameter C of the error term.  
kernel{‘linear’, ‘poly’, ‘rbf’, ‘sigmoid’, ‘precomputed’}, default=’rbf’ 

Specifies the kernel type to be used in the algorithm. It must be one of ‘linear’, ‘poly’, ‘rbf’, ‘sigmoid’, ‘precomputed’ or a callable. If none is given, ‘rbf’ will be used. If a callable is given it is used to precompute the kernel matrix.  
degreeint, default=3 

Degree of the polynomial kernel function (‘poly’). Ignored by all other kernels.  
gamma{‘scale’, ‘auto’} or float, default=’scale’ 

Kernel coefficient for ‘rbf’, ‘poly’ and ‘sigmoid’.  if gamma='scale' (default) is passed then it uses 1 / (n_features * X.var()) as value of gamma, if ‘auto’, uses 1 / n_features.   Changed in version 0.22: The default value of gamma changed from ‘auto’ to ‘scale’.   
coef0float, default=0.0 

Independent term in kernel function. It is only significant in ‘poly’ and ‘sigmoid’.  
shrinkingbool, default=True 

Whether to use the shrinking heuristic. See the User Guide.  
tolfloat, default=1e-3 

Tolerance for stopping criterion.  
cache_sizefloat, default=200 

Specify the size of the kernel cache (in MB).  
verbosebool, default=False 

Enable verbose output. Note that this setting takes advantage of a per-process runtime setting in libsvm that, if enabled, may not work properly in a multithreaded context.  
max_iterint, default=-1 

Hard limit on iterations within solver, or -1 for no limit.    Attributes 
 
class_weight_ndarray of shape (n_classes,) 

Multipliers of parameter C for each class. Computed based on the class_weight parameter.  
coef_ndarray of shape (1, n_features) 

Weights assigned to the features (coefficients in the primal problem). This is only available in the case of a linear kernel. coef_ is readonly property derived from dual_coef_ and support_vectors_.  
dual_coef_ndarray of shape (1, n_SV) 

Coefficients of the support vector in the decision function.  
fit_status_int 

0 if correctly fitted, 1 otherwise (will raise warning)  
intercept_ndarray of shape (1,) 

Constants in decision function.  
n_support_ndarray of shape (n_classes,), dtype=int32 

Number of support vectors for each class.  
shape_fit_tuple of int of shape (n_dimensions_of_X,) 

Array dimensions of training vector X.  
support_ndarray of shape (n_SV,) 

Indices of support vectors.  
support_vectors_ndarray of shape (n_SV, n_features) 

Support vectors.      See also  
NuSVC


Support Vector Machine for classification implemented with libsvm with a parameter to control the number of support vectors.  
SVR


Epsilon Support Vector Machine for regression implemented with libsvm.    References  
1  
LIBSVM: A Library for Support Vector Machines  
2  
Platt, John (1999). “Probabilistic outputs for support vector machines and comparison to regularizedlikelihood methods.”   Examples >>> from sklearn.svm import NuSVR
>>> from sklearn.pipeline import make_pipeline
>>> from sklearn.preprocessing import StandardScaler
>>> import numpy as np
>>> n_samples, n_features = 10, 5
>>> np.random.seed(0)
>>> y = np.random.randn(n_samples)
>>> X = np.random.randn(n_samples, n_features)
>>> regr = make_pipeline(StandardScaler(), NuSVR(C=1.0, nu=0.1))
>>> regr.fit(X, y)
Pipeline(steps=[('standardscaler', StandardScaler()),
                ('nusvr', NuSVR(nu=0.1))])
 Methods  
fit(X, y[, sample_weight]) Fit the SVM model according to the given training data.  
get_params([deep]) Get parameters for this estimator.  
predict(X) Perform regression on samples in X.  
score(X, y[, sample_weight]) Return the coefficient of determination \(R^2\) of the prediction.  
set_params(**params) Set the parameters of this estimator.    
fit(X, y, sample_weight=None) [source]
 
Fit the SVM model according to the given training data.  Parameters 
 
X{array-like, sparse matrix} of shape (n_samples, n_features) or (n_samples, n_samples) 

Training vectors, where n_samples is the number of samples and n_features is the number of features. For kernel=”precomputed”, the expected shape of X is (n_samples, n_samples).  
yarray-like of shape (n_samples,) 

Target values (class labels in classification, real numbers in regression).  
sample_weightarray-like of shape (n_samples,), default=None 

Per-sample weights. Rescale C per sample. Higher weights force the classifier to put more emphasis on these points.    Returns 
 
selfobject 
   Notes If X and y are not C-ordered and contiguous arrays of np.float64 and X is not a scipy.sparse.csr_matrix, X and/or y may be copied. If X is a dense array, then the other methods will not support sparse matrices as input. 
  
get_params(deep=True) [source]
 
Get parameters for this estimator.  Parameters 
 
deepbool, default=True 

If True, will return the parameters for this estimator and contained subobjects that are estimators.    Returns 
 
paramsdict 

Parameter names mapped to their values.     
  
predict(X) [source]
 
Perform regression on samples in X. For an one-class model, +1 (inlier) or -1 (outlier) is returned.  Parameters 
 
X{array-like, sparse matrix} of shape (n_samples, n_features) 

For kernel=”precomputed”, the expected shape of X is (n_samples_test, n_samples_train).    Returns 
 
y_predndarray of shape (n_samples,) 
   
  
score(X, y, sample_weight=None) [source]
 
Return the coefficient of determination \(R^2\) of the prediction. The coefficient \(R^2\) is defined as \((1 - \frac{u}{v})\), where \(u\) is the residual sum of squares ((y_true - y_pred)
** 2).sum() and \(v\) is the total sum of squares ((y_true -
y_true.mean()) ** 2).sum(). The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a \(R^2\) score of 0.0.  Parameters 
 
Xarray-like of shape (n_samples, n_features) 

Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead with shape (n_samples, n_samples_fitted), where n_samples_fitted is the number of samples used in the fitting for the estimator.  
yarray-like of shape (n_samples,) or (n_samples, n_outputs) 

True values for X.  
sample_weightarray-like of shape (n_samples,), default=None 

Sample weights.    Returns 
 
scorefloat 

\(R^2\) of self.predict(X) wrt. y.     Notes The \(R^2\) score used when calling score on a regressor uses multioutput='uniform_average' from version 0.23 to keep consistent with default value of r2_score. This influences the score method of all the multioutput regressors (except for MultiOutputRegressor). 
  
set_params(**params) [source]
 
Set the parameters of this estimator. The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.  Parameters 
 
**paramsdict 

Estimator parameters.    Returns 
 
selfestimator instance 

Estimator instance.     
 
 Examples using sklearn.svm.NuSVR
 
  Model Complexity Influence