SHOGUN  v3.0.0
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Groups Pages
MMDKernelSelectionCombOpt.h File Reference

Go to the source code of this file.


class  CMMDKernelSelectionCombOpt
 Implementation of optimal kernel selection for combined kernel. This class selects a combination of baseline kernels that maximises the ratio of the MMD and its standard deviation for a combined kernel. This boils down to solve the convex program

\[ \min_\beta \{\beta^T (Q+\lambda_m) \beta \quad \text{s.t.}\quad \beta^T \eta=1, \beta\succeq 0\}, \]

where \(\eta\) is a vector whose elements are the MMDs of the baseline kernels and \(Q\) is a linear time estimate of the covariance of \(\eta\). More...

SHOGUN Machine Learning Toolbox - Documentation