from sklearn.svm import SVR, LinearSVR
from aydin.regression.base import RegressorBase
from aydin.util.log.log import lprint, lsection
[docs]class SupportVectorRegressor(RegressorBase):
"""
The Support Vector Regressor is too slow and does not in pour experience
perform better than random forests or gradient boosting.
"""
def __init__(self, linear: bool = True):
"""Constructs a linear regressor.
Parameters
----------
linear : bool
Flag to choose between a linear or non-linear SVR
(advanced)
"""
super().__init__()
self.linear = linear
def __repr__(self):
return f"<{self.__class__.__name__}, linear={self.linear}>"
def _fit(
self, x_train, y_train, x_valid=None, y_valid=None, regressor_callback=None
):
"""Fits function y=f(x) given training pairs (x_train, y_train).
Stops when performance stops improving on the test dataset: (x_test, y_test).
"""
if self.linear:
model = LinearSVR() # gamma='scale')
else:
model = SVR(gamma='scale')
model.fit(x_train, y_train)
return _SVRModel(model)
class _SVRModel:
def __init__(self, model):
self.model = model
self.loss_history = {'training': [], 'validation': []}
def _save_internals(self, path: str):
pass
def _load_internals(self, path: str):
pass
def predict(self, x):
with lsection("SVR regressor prediction"):
lprint(f"Number of data points : {x.shape[0]}")
lprint(f"Number of features per data points: {x.shape[-1]}")
with lsection("SVR prediction now"):
prediction = self.model.predict(x)
lprint("SVR regressor predicting done!")
return prediction