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MMDKernelSelectionCombMaxL2.h File Reference

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class  CMMDKernelSelectionCombMaxL2
 Implementation of maximum MMD kernel selection for combined kernel. This class selects a combination of baseline kernels that maximises the the MMD for a combined kernel based on a L2-regularization approach. This boils down to solve the convex program

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

where \(\eta\) is a vector whose elements are the MMDs of the baseline kernels. More...


SHOGUN Machine Learning Toolbox - Documentation