SHOGUN  v3.0.0
MMDKernelSelectionCombOpt.h File Reference

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## Classes

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