How can I improve regression?
We are not able to answer your question. You dont even try to provide data or your code. How could one tell why your problem appears.
Just my two cents:

Is the train and test data unbalanced?
-> This is the main reason for bad test results

Is the sample reasonable large?
I want to ask if there is any way to make the regression really generalized for my dataset.
My problem is that after I trained the data with Random forest or SVM regressor, it works kinda well in the training dataset but it shows very bad result when I try with test dataset.. even if they have the same underlying equations.
I really don't have idea how to improve this. Does it mean that I should keep training my regression with more dataset?
Could anybody help me? :(