makl_train {MAKL}

Train a Multiple Approximate Kernel Learning (MAKL) Model

Description

Train a MAKL model to be used as an input to makl_test().

Usage

makl_train(
  X,
  y,
  D = 100,
  sigma_N = 1000,
  CV = 1,
  lambda_set = c(0.9, 0.8, 0.7, 0.6),
  membership
)

Arguments

X

training dataset, matrix of size N x d.

y

response vector of length N, containing only -1 and 1.

D

numeric value related to the number of random features to be used for approximation.

sigma_N

numeric value preferably smaller than N, used to calculate sigma to create random features.

CV

integer value between 0 and N. If CV is equal to 0 or 1, no cross validation is performed. If CV is greater than or equal to 2, CV is assigned as fold count in the cross validation.

lambda_set

a continuous number between 0 and 1, used for regularization.

membership

a list of length of number of groups, containing feature memberships to each group.

Value

a list containing the MAKL model and related parameters to be used in makl_test().