class sklearn.svm.LinearSVR(*, epsilon=0.0, tol=0.0001, C=1.0, loss='epsilon_insensitive', fit_intercept=True, intercept_scaling=1.0, dual=True, verbose=0, random_state=None, max_iter=1000) [source]
 
Linear Support Vector Regression. Similar to SVR with parameter kernel=’linear’, but implemented in terms of liblinear rather than libsvm, so it has more flexibility in the choice of penalties and loss functions and should scale better to large numbers of samples. This class supports both dense and sparse input. Read more in the User Guide.  New in version 0.16.   Parameters 
 
epsilonfloat, default=0.0 

Epsilon parameter in the epsilon-insensitive loss function. Note that the value of this parameter depends on the scale of the target variable y. If unsure, set epsilon=0.  
tolfloat, default=1e-4 

Tolerance for stopping criteria.  
Cfloat, default=1.0 

Regularization parameter. The strength of the regularization is inversely proportional to C. Must be strictly positive.  
loss{‘epsilon_insensitive’, ‘squared_epsilon_insensitive’}, default=’epsilon_insensitive’ 

Specifies the loss function. The epsilon-insensitive loss (standard SVR) is the L1 loss, while the squared epsilon-insensitive loss (‘squared_epsilon_insensitive’) is the L2 loss.  
fit_interceptbool, default=True 

Whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (i.e. data is expected to be already centered).  
intercept_scalingfloat, default=1. 

When self.fit_intercept is True, instance vector x becomes [x, self.intercept_scaling], i.e. a “synthetic” feature with constant value equals to intercept_scaling is appended to the instance vector. The intercept becomes intercept_scaling * synthetic feature weight Note! the synthetic feature weight is subject to l1/l2 regularization as all other features. To lessen the effect of regularization on synthetic feature weight (and therefore on the intercept) intercept_scaling has to be increased.  
dualbool, default=True 

Select the algorithm to either solve the dual or primal optimization problem. Prefer dual=False when n_samples > n_features.  
verboseint, default=0 

Enable verbose output. Note that this setting takes advantage of a per-process runtime setting in liblinear that, if enabled, may not work properly in a multithreaded context.  
random_stateint, RandomState instance or None, default=None 

Controls the pseudo random number generation for shuffling the data. Pass an int for reproducible output across multiple function calls. See Glossary.  
max_iterint, default=1000 

The maximum number of iterations to be run.    Attributes 
 
coef_ndarray of shape (n_features) if n_classes == 2 else (n_classes, 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 a readonly property derived from raw_coef_ that follows the internal memory layout of liblinear.  
intercept_ndarray of shape (1) if n_classes == 2 else (n_classes) 

Constants in decision function.  
n_iter_int 

Maximum number of iterations run across all classes.      See also  
LinearSVC


Implementation of Support Vector Machine classifier using the same library as this class (liblinear).  
SVR


Implementation of Support Vector Machine regression using libsvm: the kernel can be non-linear but its SMO algorithm does not scale to large number of samples as LinearSVC does.  
sklearn.linear_model.SGDRegressor


SGDRegressor can optimize the same cost function as LinearSVR by adjusting the penalty and loss parameters. In addition it requires less memory, allows incremental (online) learning, and implements various loss functions and regularization regimes.    Examples >>> from sklearn.svm import LinearSVR
>>> from sklearn.pipeline import make_pipeline
>>> from sklearn.preprocessing import StandardScaler
>>> from sklearn.datasets import make_regression
>>> X, y = make_regression(n_features=4, random_state=0)
>>> regr = make_pipeline(StandardScaler(),
...                      LinearSVR(random_state=0, tol=1e-5))
>>> regr.fit(X, y)
Pipeline(steps=[('standardscaler', StandardScaler()),
                ('linearsvr', LinearSVR(random_state=0, tol=1e-05))])
 >>> print(regr.named_steps['linearsvr'].coef_)
[18.582... 27.023... 44.357... 64.522...]
>>> print(regr.named_steps['linearsvr'].intercept_)
[-4...]
>>> print(regr.predict([[0, 0, 0, 0]]))
[-2.384...]
 Methods  
fit(X, y[, sample_weight]) Fit the model according to the given training data.  
get_params([deep]) Get parameters for this estimator.  
predict(X) Predict using the linear model.  
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 model according to the given training data.  Parameters 
 
X{array-like, sparse matrix} of shape (n_samples, n_features) 

Training vector, where n_samples in the number of samples and n_features is the number of features.  
yarray-like of shape (n_samples,) 

Target vector relative to X  
sample_weightarray-like of shape (n_samples,), default=None 

Array of weights that are assigned to individual samples. If not provided, then each sample is given unit weight.  New in version 0.18.     Returns 
 
selfobject 

An instance of the estimator.     
  
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]
 
Predict using the linear model.  Parameters 
 
Xarray-like or sparse matrix, shape (n_samples, n_features) 

Samples.    Returns 
 
Carray, shape (n_samples,) 

Returns predicted values.     
  
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.