Does fitrlinear return linear regression model or svm regression model

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f mehr 2017-11-19

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https://ww2.mathworks.cn/matlabcentral/answers/367919-does-fitrlinear-return-linear-regression-model-or-svm-regression-model

回答： Karsten Reuß 2018-1-21

based on the documentation of fitrlinear function, it Fits linear regression model to high-dimensional data.

but in the first line of description, it returns a trained regression model object that contains the results of fitting a support vector machine regression model to the predictors X and response Y.

what it does exactly? It does not seem to work correctly for linear regression model with regularization.

Introducing any other function for this task or any related example would be highly appreciated.

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Answer 1

Karsten Reuß 2018-1-21

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https://ww2.mathworks.cn/matlabcentral/answers/367919-does-fitrlinear-return-linear-regression-model-or-svm-regression-model#answer_301097

It fits both, depending on if you specify 'Learner','leastsquares' or 'Learner','svm'

Anyways, fitrlinear has so many different options one needs to experiment with to get the maximum output from it. I guess one could write a whole book just about fitrlinear ;-)