The SVMACHINE Procedure

In this example, support vector regression training is performed. For the sake of simplicity, the same data set mycas.dmagecr is used. Instead of using the binary target good_bad, amount is chosen as the interval target. The insensitive loss parameter epsilon is set to 5.0, and the LEVEL=INTERVAL option in the TARGET statement requests support vector regression training.

The following statements execute the SVR algorithm on the mycas.dmagecr data table and produce Figure 11 and Figure 12.

proc svmachine data=mycas.dmagecr epsilon=5.0;
   input checking history purpose savings employed marital coapp
         property other job housing telephon foreign/level=nominal;
   input duration installp resident existcr depends age/level=interval;
   target amount / level=INTERVAL;
run;

The "Model Information" table is displayed in Figure 11.

The "Training Results" table is displayed in Figure 12.