The Support Vector Machine Regressor is a maximum margin algorithm for the purposes of regression. Similarly to the SVC, the model produced by SVR (R for regression) depends only on a subset of the training data, because the cost function for building the model ignores any training data close to the model prediction given by parameter epsilon. Thus, the value of epsilon defines a margin of tolerance where no penalty is given to errors.

Note: This estimator requires the SVM extension which uses the LIBSVM engine under the hood.

Interfaces: Estimator, Learner

Data Type Compatibility: Continuous


# Param Default Type Description
1 c 1.0 float The parameter that defines the width of the margin used to separate the classes.
2 epsilon 0.1 float Specifies the margin within which no penalty is associated in the training loss.
3 kernel RBF object The kernel function used to operate in higher dimensions.
4 shrinking true bool Should we use the shrinking heuristic?
5 tolerance 1e-3 float The minimum change in the cost function necessary to continue training.
6 cache size 100. float The size of the kernel cache in MB.

Additional Methods#

Save the model data to the filesystem:

public save(string $path) : void

Load the model data from the filesystem:

public load(string $path) : void


use Rubix\ML\Classifiers\SVR;
use Rubix\ML\Kernels\SVM\RBF;

$estimator = new SVR(1.0, 0.03, new RBF(), true, 1e-3, 256.);



// ...

$estimator = new SVR();


$predictions = $estimator->predict($dataset);


  • C. Chang et al. (2011). LIBSVM: A library for support vector machines.
  • A. Smola et al. (2003). A Tutorial on Support Vector Regression.