regress_svr_tr.m

function [model] = regress_svr_tr(X,Y,param)
%Train an SVR regressor.
%	A wrapper of svmtrain in libsvm
%	X : each row is a sample. Better be zscored.
%	Y : a column vector.
%	PARAM: struct of parameters. The beginning part of this code (before 
% defParam) explains each parameter, and also sets the default parameters. 
% You can change parameter p to x by setting PARAM.p = x. For parameters
% that are not set, default values will be used.
% Return:
%	MODEL: a struct returned by SVMTRAIN in libsvm
% 
% Dependence: libsvm toolbox
% 
%	Note: there is a function named svmtrain in both Matlab and libsvm. If
%	one intends to use libsvm, one should config its path to be prior
% 
%	Ke YAN, 2016, Tsinghua Univ. http://yanke23.com, xjed09@gmail.com

addpath libsvm-3.13\matlab

% see the intro of libsvm at the bottom of this code.
% Can add more parameters based on the kernel used
c = 1;
t = 0;
g = 10;

defParam

type = sprintf('-s 3 -t %d -g %f -c %f -q', t,g,c);

model = svmtrain(Y, X, type);

end

%{
-s svm_type : set type of SVM (default 0)
	0 -- C-SVC		(multi-class classification)
	1 -- nu-SVC		(multi-class classification)
	2 -- one-class SVM
	3 -- epsilon-SVR	(regression)
	4 -- nu-SVR		(regression)
-t kernel_type : set type of kernel function (default 2)
	0 -- linear: u'*v
	1 -- polynomial: (gamma*u'*v + coef0)^degree
	2 -- radial basis function: exp(-gamma*|u-v|^2)
	3 -- sigmoid: tanh(gamma*u'*v + coef0)
	4 -- precomputed kernel (kernel values in training_set_file)
-d degree : set degree in kernel function (default 3)
-g gamma : set gamma in kernel function (default 1/num_features)
-r coef0 : set coef0 in kernel function (default 0)
-c cost : set the parameter C of C-SVC, epsilon-SVR, and nu-SVR (default 1)
-n nu : set the parameter nu of nu-SVC, one-class SVM, and nu-SVR (default 0.5)
-p epsilon : set the epsilon in loss function of epsilon-SVR (default 0.1)
-m cachesize : set cache memory size in MB (default 100)
-e epsilon : set tolerance of termination criterion (default 0.001)
-h shrinking : whether to use the shrinking heuristics, 0 or 1 (default 1)
-b probability_estimates : whether to train a SVC or SVR model for probability estimates, 0 or 1 (default 0)
-wi weight : set the parameter C of class i to weight*C, for C-SVC (default 1)
-v n: n-fold cross validation mode
-q : quiet mode (no outputs)
%}