Difference between ep-SVR and nu-SVR (and least squares SVR)

I am trying to find out which SVR is suited for that kind of data.

I know 4 types of SVRs:

  • epsilon
  • nu
  • least squares and
  • linear.

I understand linear SVR is more or less like lasso with L1 Reg, But what is the difference between the remaining 3 techniques?


In ν-SVR, the parameter ν is used to determine the proportion of the number of support vectors you desire to keep in your solution with respect to the total number of samples in the dataset. In ν-SVR the parameter ϵ is introduced into the optimization problem formulation and it is estimated automatically (optimally) for you.

However, in ϵ-SVR you have no control on how many data vectors from the dataset become support vectors, it could be a few, it could be many. Nonetheless, you will have total control of how much error you will allow your model to have, and anything beyond the specified ϵ will be penalized in proportion to C, which is the regularization parameter.

Depending of what I want, I choose between the two. If I am really desperate for a small solution (fewer support vectors) I choose ν-SVR and hope to obtain a decent model. But if I really want to control the amount of error in my model and go for the best performance, I choose ϵ-SVR and hope that the model is not too complex (lots of support vectors).

Source : Link , Question Author : Sharath Chandra , Answer Author : Pablo Rivas

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