Support vector machine regression (SVR)

You can find an executable version of this example in bin/examples/python/sklearn/svc.py in your Optunity release.

In this example, we will train an SVC with RBF kernel using scikit-learn. In this case, we have to tune two hyperparameters: C and gamma. We will use twice iterated 10-fold cross-validation to test a pair of hyperparameters.

In this example, we will use optunity.maximize().