%PE_KERNELM Pseudo-Euclidean kernel mapping % % K = PE_KERNELM(A,B) % W = B*PE_KERNELM % W = PE_KERNELM([],B) % K = A*W % % INPUT % A Pseudo-Euclidean dataset of size NxK % B Pseudo-Euclidean dataset of size MxK % % OUTPUT % W PE mapping % K Kernel matrix, size [N M] % % DESCRIPTION % Computation of a kernel matrix in a pseudo-Euclidean space. The signature % of this space should be stored in the datasets A and B, see SETSIG. % K = A*J*B', where J is a diagonal matrix with 1's, followed by -1's. % J = diag ([ONES(SIG(1),1); -ONES(SIG(2),1)]); % The two-element vector SIG stores the signature of the space. This is the % number of 'positive' dimensions, followed by the number of 'negative' % dimensions. It is computed by a pseudo-Eucledean embedding, e.g. PSEM, % and stored in the related mapping and datasets that are projected in this % space. % % The resulting kernel matrix K is indefinite in case A == B. This routine % may be used in support vector routines and other kernelized procedures. % Note that most of such routines are not optimal for indefinite kernels. % % EXAMPLE % a = gendatb; % generate dataset % d = a*proxm(a,'m',1); % compute L1 distance matrix % w = psem(d); % embed in PE space % b = d*w; % project data in this space % [trainset testset] = gendat(b,0.5); % split in trainset and testset % ktrain = pe_kernelm(trainset,trainset); % compute train kernel % w = svc(ktrain,0); % compute SV classifier % ktest = pe_kernelm(testset,trainset); % compute test kernel % ktest*w*testc % inspect error of testset % % SEE ALSO % DATASETS, MAPPINGS, PE_EM, PE_DISTM % Copyright: R.P.W. Duin, r.p.w.duin@prtools.org % Faculty EWI, Delft University of Technology % P.O. Box 5031, 2600 GA Delft, The Netherlands function w = pe_kernelm(a,b); if nargin < 2, b = []; end mapname = 'PE kernel mapping'; if (nargin < 1) | (isempty(a) & nargin == 1) % Definition: pe kernel mapping. w = prmapping(mfilename,{b}); w = setname(w,mapname); elseif isempty(a) w = prmapping(mfilename,'trained',b,getlab(b),size(b,2),size(b,1)); w = setname(w,mapname); elseif isdataset(a) & ~isempty(a) if isempty(b) % store a as rep set, 'training' w = prmapping(mfilename,'trained',a,getlab(a),size(a,2),size(a,1)); w = setname(w,mapname); elseif isdataset(b); % compute kernel between a and b w = pe_mtimes(a,b'); elseif ismapping(b) if isuntrained(b) % nothing stored yet, do it now, a is rep set w = prmapping(mfilename,'trained',a,getlab(a),size(a,2),size(a,1)); w = setname(w,mapname); else % we have already a rep set: compute kernel matrix b = getdata(b); w = pe_mtimes(a,b'); end else error('Second parameter should be dataset') end else % may be double ??? a = prdataset(a); w = feval(mfilename,a,b); end return