mql5

Support Vector Regression (SVR) is a form of regression derived from Support Vector Machines. At its core, SVR uses kernel methods to map input data into higher-dimensional spaces, allowing for more complex relationships to be captured, which contrasts with dimensionality reduction. For this article though we are exploring strictly its loss function role when used with a multi-layer perceptron. A related but different form of regression we looked at in an earlier article was Gaussian Process Regression. So perhaps it is key we start by drawing distinctions between the two.

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