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Cost parameter with extended range for psvr models

cost_psvr.Rd

A dials parameter for the regularisation parameter in psvr models. The default range [-2, 10] on the log2 scale (corresponding to approximately 0.25 to 1024) is wider than dials::cost() to accommodate the larger regularisation values typically needed by LS-SVR models.

Usage

cost_psvr(range = c(-2, 10), trans = scales::log2_trans())

Arguments

range

Numeric vector of length 2 on the log2 scale. Default c(-2, 10).

trans

A scales transformation object. Default scales::log2_trans().

Value

A quant_param dials object.

Details

For LS-SVR (m3, m4) models the static range is still frequently too narrow, because \(\Gamma\) enters the LS-SVR system through the \(y_k^2/\Gamma\) diagonal and so scales with var(y) * N rather than sitting at a fixed magnitude. Prefer cost_psvr_ls_data(), whose range is computed from the training outcome.

See also

cost_psvr_ls_data() for a data-driven LS-SVR variant.

Examples

cost_psvr()
#> Cost (quantitative)
#> Transformer: log-2 [1e-100, Inf]
#> Range (transformed scale): [-2, 10]