kernel_intercept: Generating A Single Matrix-wise Function Using Intercept

In statmlhb/CVEK: Cross-Validated Kernel Ensemble

Description

Generate matrix-wise functions for two matrices using intercept kernel.

Usage

kernel_intercept(l, d)

Arguments

l	(numeric) A numeric number indicating the hyperparameter (flexibility) of a specific kernel.
d	(integer) For polynomial, d is the power; for matern, v = d + 1 / 2; for rational, alpha = d.

Details

Polynomial Kernels

k(x, x')=(x \cdot x')^d

We have intercept kernel when d=0, and linear kernel when d=1.

Value

matrix_wise

(function) A function calculating the relevance of two matrices.

Author(s)

Wenying Deng

References

The MIT Press. Gaussian Processes for Machine Learning, 2006.

statmlhb/CVEK documentation built on May 5, 2019, 3:47 a.m.