Optimal $\gamma$ and $C$ for $\epsilon$-Support Vector Regression with RBF Kernels

Abstract

The objective of this study is to investigate the efficient determination of $C$ and $\gamma$ for Support Vector Regression with RBF or mahalanobis kernel based on numerical and statistician considerations, which indicates the connection between $C$ and kernels and demonstrates that the deviation of geometric distance of neighbour observation in mapped space effects the predict accuracy of $\epsilon$-SVR. We determinate the arrange of $\gamma$ & $C$ and propose our method to choose their best values.