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Internal fitter for the symmetric RMSPE LS-SVR family. Use psvr() with loss = "rmspe" and sym = +1L / -1L instead. Returns the legacy psvr_rmspe_sym shape; the deprecation wrapper rmspe_sym_lssvr() forwards directly to this function. The kernel must satisfy Assumption 3 of the paper (kernel symmetry); see make_kernel().

Usage

.fit_rmspe_sym(X, y, kernel, gamma, a = 1, precondition = "auto")

Arguments

X, y, kernel, gamma, a, precondition

See rmspe_sym_lssvr() for the full semantics of each argument (including the Remark-17 preconditioner).

Value

A list of class "psvr_rmspe_sym" (legacy shape).