Kernel Ridge Regression Documentation

The KRR tools are split into two binaries, one for training and one for prediction. The data file consists of either explicit feature vectors or a kernel matrix, both of which should be in LIBSVM format.

krr-train

Flags:

• kernel - The data_file contains a kernel matrix, as oppose to feature vectors.
• sparse - Represent the feature vectors using a sparse data-structure.
• dual - Force the KRR problem to be solved in the dual.
• primal - Force the KRR problem to be solved in the primal.
• approx - Specify the rank to be used with a low-rank approximation of the kernel matrix (between 1 and # of training points).

Prediction

Flags:

• kernel - The data_file contains a kernel matrix, as oppose to feature vectors.
• sparse - Represent the feature vectors using a sparse data-structure.

-- AfshinRostamizadeh - 11 Sep 2009