Not sure how, but I got DataConversionWarning at this the following codes cell:
(1)
svm_confirmed = svm_search.best_estimator_
svm_confirmed = SVR(shrinking=True, kernel='poly',gamma=0.01, epsilon=1,degree=3, C=0.1)
svm_confirmed.fit(X_train_confirmed, y_train_confirmed)
svm_pred = svm_confirmed.predict(future_forcast)
output(1)
/home/jupyterlab/conda/envs/python/lib/python3.6/site-packages/sklearn/utils/validation.py:761: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().
y = column_or_1d(y, warn=True)
(2):
bayesian ridge polynomial regression
tol = [1e-6, 1e-5, 1e-4, 1e-3, 1e-2]
alpha_1 = [1e-7, 1e-6, 1e-5, 1e-4, 1e-3]
alpha_2 = [1e-7, 1e-6, 1e-5, 1e-4, 1e-3]
lambda_1 = [1e-7, 1e-6, 1e-5, 1e-4, 1e-3]
lambda_2 = [1e-7, 1e-6, 1e-5, 1e-4, 1e-3]
normalize = [True, False]
bayesian_grid = {'tol': tol, 'alpha_1': alpha_1, 'alpha_2' : alpha_2, 'lambda_1': lambda_1, 'lambda_2' : lambda_2,
'normalize' : normalize}
bayesian = BayesianRidge(fit_intercept=False)
bayesian_search = RandomizedSearchCV(bayesian, bayesian_grid, scoring='neg_mean_squared_error', cv=3, return_train_score=True, n_jobs=-1, n_iter=40, verbose=1)
bayesian_search.fit(bayesian_poly_X_train_confirmed, y_train_confirmed)