vonNeumann: Von Neumann entropy

In kerntools: Kernel Functions and Tools for Machine Learning Applications

Von Neumann entropy

Description

'vonNeumann()' computes the von Neumann entropy of a kernel matrix. Entropy values close to 0 indicate that all its elements are very similar, which may result in underfitting when training a prediction model. Instead, values close to 1 indicate a high variability which may produce overfitting.

Usage

vonNeumann(K)

Arguments

K	Kernel matrix (class "matrix").

Value

Von Neumann entropy (a single value).

References

Belanche-Muñoz, L.A. and Wiejacha, M. (2023) Analysis of Kernel Matrices via the von Neumann Entropy and Its Relation to RVM Performances. Entropy, 25, 154. doi:10.3390/e25010154. Link

Examples

data <- matrix(rnorm(150),ncol=50,nrow=30)
K <- Linear(data)
vonNeumann(K)

kerntools documentation built on April 3, 2025, 7:52 p.m.