hidimstat.standardized_svr

hidimstat.standardized_svr(X, y, Cs=array([1.e-07, 1.e-06, 1.e-05, 1.e-04, 1.e-03, 1.e-02, 1.e-01, 1.e+00, 1.e+01]), n_jobs=1)

Cross-validated SVR

Parameters:

Xndarray, shape (n_samples, n_features)

Data.

yndarray, shape (n_samples,)

Target.

Csndarray, optional (default=np.logspace(-7, 1, 9))

The linear SVR regularization parameter is set by cross-val running a grid search on the list of hyper-parameters contained in Cs.

n_jobsint or None, optional (default=1)

Number of CPUs to use during the cross validation.

Returns:

beta_hatarray, shape (n_features,)

Estimated parameter vector.

scalendarray, shape (n_features,)

Value of the standard deviation of the parameters.