Dear R users,
To implement the Support Vector Regression by a general QP, I'm using for example the function ipop in kernlab package.
Let me please have some questions for my understanding. In the example for ipop function, the matrix A includes only variable y. However, in Support Vector Regression formulation, we have these constraints:
y-f(x)+b<=e
f(x)+b-y<=e
How vector y does correspond to the matrix A in this formulation?
How can we include the constant b of above constraints in ipop?
In the first term of objective function (according to the kernlab package document), variable x should correspond to slack variables by means of SVR formulation. However, in the rest of the objective function (quadratic term) , variable x corresponds to w in SVR formulation. Therefore, as far as I understand x corresponds to two variables. Or what is my missing?
I thank you so much for your guids. I'm not an expert in this area. Please help me to understand ipop.
with the best regards,
T. S.
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