Trjtdtk

I'm working on a regression problem. While tunning the Parameters of SVR I got the following values c=100, gamma= 10 and epsilon =100. For which I got 95 percent r-square. My question is what is the theoretical range of these parameters values.?

I support vector regression the inverse regularization parameter $C$ can be selected from the interval $[0,infty)$. In which $C=0$ means that we are very heavily regularizing and $Cto infty$ no regularization.

The parameter $varepsilon$ is also from the interval $[0,infty)$. In which $varepsilon=0$ forces the regression to penalize every point that is not exactly on the regression line. Whereas $varepsilon > 0$ allows an indifference margin around the regression in which a deviation will not be counted as an error.

Additionally, there are slack variables of $xigeq 0$ and $hatxigeq 0$. These are zero if a point is inside the indifference margin. If a data point lies above and outside the indifference margin we will have $xi>0$ and if a data point lies below and outside the indifference margin we will have $hatxi<0$.

I think you mean the form parameter of your radial basis function when you talk about $gamma$. If we have

$$varphi(boldsymbolx_i,boldsymbolx_j|gamma)=expleft[-gamma||boldsymbolx_i-boldsymbolx_j||^2right]$$

then $gamma in (0,infty)$ (Note the minus sign in front of $gamma$). For $gamma to 0$ we make the kernel flatter as $varphi approx 1$. If $gamma to infty$ we will get a very peaked kernel. Which will be 1 when $boldsymbolx_iapprox boldsymbolx_i$ and almost zero everywhere else.

You should also have a look at the documentation for the implementation of these parameters. It might happen that these parameters are not implemented as you think (see note on $gamma$).