feat: adds e-SVR

src/svm/mod.rs

@@ -0,0 +1,25 @@
+//! # Support Vector Machines
+//!
+
+pub mod svr;
+
+use serde::{Deserialize, Serialize};
+
+use crate::linalg::BaseVector;
+use crate::math::num::RealNumber;
+
+/// Kernel
+pub trait Kernel<T: RealNumber, V: BaseVector<T>> {
+    /// Apply kernel function to x_i and x_j
+    fn apply(&self, x_i: &V, x_j: &V) -> T;
+}
+
+/// Linear Kernel
+#[derive(Serialize, Deserialize, Debug)]
+pub struct LinearKernel {}
+
+impl<T: RealNumber, V: BaseVector<T>> Kernel<T, V> for LinearKernel {
+    fn apply(&self, x_i: &V, x_j: &V) -> T {
+        x_i.dot(x_j)
+    }
+}