import numpy as np from sklearn.svm import SVR import matplotlib.pyplot as plt X = np.sort(5 * np.random.rand(40, 1), axis=0) y = np.sin(X).ravel() # add noise to targets y[::5] += 3 * (0.5 - np.random.rand(8)) svr_rbf = SVR(kernel="rbf", C=100, gamma=0.1, epsilon=0.1) svr_lin = SVR(kernel="linear", C=100, gamma="auto") svr_poly = SVR(kernel="poly", C=100, gamma="auto", degree=3, epsilon=0.1, coef0=1) lw = 2 svrs = [svr_rbf, svr_lin, svr_poly] kernel_label = ["RBF", "Linear", "Polynomial"] model_color = ["m", "c", "g"] fig, axes = plt.subplots(nrows=1, ncols=3, figsize=(15, 10), sharey=True) for ix, svr in enumerate(svrs): axes[ix].plot( X, svr.fit(X, y).predict(X), color=model_color[ix], lw=lw, label="{} model".format(kernel_label[ix]), ) axes[ix].scatter( X[svr.support_], y[svr.support_], facecolor="none", edgecolor=model_color[ix], s=50, label="{} support vectors".format(kernel_label[ix]), ) axes[ix].scatter( X[np.setdiff1d(np.arange(len(X)), svr.support_)], y[np.setdiff1d(np.arange(len(X)), svr.support_)], facecolor="none", edgecolor="k", s=50, label="other training data", ) axes[ix].legend( loc="upper center", bbox_to_anchor=(0.5, 1.1), ncol=1, fancybox=True, shadow=True, ) fig.text(0.5, 0.04, "data", ha="center", va="center") fig.text(0.06, 0.5, "target", ha="center", va="center", rotation="vertical") fig.suptitle("Support Vector Regression", fontsize=14) plt.show()