Using an svm regressor from sklearn

[azuric]

Hi,
I have created an svmregressor using sklearn and skl2onnx:

    initial_type = [('double_input', DoubleTensorType([None, len(d)]))]
    onx = convert_sklearn(results[i].estimator_, initial_types=initial_type)
    
    with open(r"C:\my folder\x_" + str(i) + "_1.onnx", "wb") as f:
        f.write(onx.SerializeToString())

I call it in c# using

                session = new InferenceSession(modelPath);

                modelInputNames = session.InputMetadata.Keys.Single();

                dimensions = new int[] { 1, X.Length };

                DenseTensor<double> inputTensor = new DenseTensor<double>(X, dimensions);

                List<NamedOnnxValue> modelInput = new List<NamedOnnxValue>
                {
                    NamedOnnxValue.CreateFromTensor(modelInputNames, inputTensor)
                };

                var result = session.Run(modelInput);

                var prediction = ((DenseTensor<double>)result.Single().Value).ToArray();

and I get the error in:

    class NativeApiStatus
    {
        private static string GetErrorMessage(IntPtr /*(ONNXStatus*)*/status)
        {
            // nativeString belongs to status, no need for separate release
            IntPtr nativeString = NativeMethods.OrtGetErrorMessage(status);
            return NativeOnnxValueHelper.StringFromNativeUtf8(nativeString);
        }

        /// <summary>
        /// Checks the native Status if the errocode is OK/Success. Otherwise constructs an appropriate exception and throws.
        /// Releases the native status object, as needed.
        /// </summary>
        /// <param name="nativeStatus"></param>
        /// <throws></throws>
        public static void VerifySuccess(IntPtr nativeStatus)
        {
            if (nativeStatus != IntPtr.Zero)
            {
                try
                {
                    ErrorCode statusCode = NativeMethods.OrtGetErrorCode(nativeStatus);
                    string errorMessage = GetErrorMessage(nativeStatus);
                }
                finally
                {
                    NativeMethods.OrtReleaseStatus(nativeStatus);
                }
            }
        }
    }

I get this error:

Microsoft.ML.OnnxRuntime.OnnxRuntimeException
HResult=0x80131500
Message=[ErrorCode:NotImplemented] Could not find an implementation for SVMRegressor(1) node with name 'SVM'
Source=Microsoft.ML.OnnxRuntime
StackTrace:
at Microsoft.ML.OnnxRuntime.NativeApiStatus.VerifySuccess(IntPtr nativeStatus) in D:\a_work\1\s\csharp\src\Microsoft.ML.OnnxRuntime\NativeApiStatus.cs:line 31
at Microsoft.ML.OnnxRuntime.InferenceSession.Init(String modelPath, SessionOptions options, PrePackedWeightsContainer prepackedWeightsContainer) in D:\a_work\1\s\csharp\src\Microsoft.ML.OnnxRuntime\InferenceSession.cs:line 776
at Microsoft.ML.OnnxRuntime.InferenceSession..ctor(String modelPath) in D:\a_work\1\s\csharp\src\Microsoft.ML.OnnxRuntime\InferenceSession.cs:line 59
at OpenQuant.MyStrategy.Volatility(Price price) in C:\Users\b1uce\OneDrive\Documents\OpenQuant 2014\Solutions\Full_6_iq_test_4\MyStrategy\MyStrategy.cs:line 1571
at OpenQuant.MyStrategy.OnBar(Bar bar) in C:\Users\b1uce\OneDrive\Documents\OpenQuant 2014\Solutions\Full_6_iq_test_4\MyStrategy\MyStrategy.cs:line 931
at SmartQuant.Strategy_.Strategy_.D44Vr03dlii(Bar bar)
at SmartQuant.Strategy_.StrategyManager_.f7Z8p42UPH(Bar )
at SmartQuant.EventManager.CxVPNp1OWI(Event )
at SmartQuant.EventManager.OnEvent(Event e)

can you help?