awerries / Online Svr
Implementation of Accurate Online Support Vector Regression in Python.
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Online SVR
Methods adapted from the paper "Accurate On-line Support Vector Regression" from Junshui Ma, James Theiler, and Simon Perkins. This code is essentially a Python rewrite of Francesco Parrella's MATLAB code http://onlinesvr.altervista.org/. Includes an undocumented application to cluster-size prediction in traffic flow. Used for a group project in 16-831 Statistical Techniques in Robotics at Carnegie Mellon University.
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