Class KernelUtils

java.lang.Object
edu.cmu.tetrad.search.utils.KernelUtils

public class KernelUtils extends Object
Provides various kernel utilities.
Author:
Robert Tillman
  • Constructor Details

    • KernelUtils

      public KernelUtils()
  • Method Details

    • constructGramMatrix

      public static Matrix constructGramMatrix(List<Kernel> kernels, DataSet dataset, List<Node> nodes)
      Constructs Gram matrix for a given vector valued sample. The set of kernels corresponds to the variables in the set. The output matrix is the tensor product of Gram matrices for each variable.
      Parameters:
      kernels - the kernels for each variable
      dataset - the dataset containing each variable
      nodes - the variables to construct the Gram matrix for
    • constructCentralizedGramMatrix

      public static Matrix constructCentralizedGramMatrix(List<Kernel> kernels, DataSet dataset, List<Node> nodes)
      Constructs the centralized Gram matrix for a given vector valued sample. The set of kernels corresponds to the variables in the set. The output matrix is the tensor product of Gram matrices for each variable.
      Parameters:
      kernels - the kernels for each variable
      dataset - the dataset containing each variable
      nodes - the variables to construct the Gram matrix for
    • constructH

      public static Matrix constructH(int m)
      Constructs the projection matrix on 1/m
      Parameters:
      m - the sample size
    • incompleteCholeskyGramMatrix

      public static Matrix incompleteCholeskyGramMatrix(List<Kernel> kernels, DataSet dataset, List<Node> nodes, double precision)
      Approximates Gram matrix using incomplete Cholesky factorization
      Parameters:
      kernels - the kernels for each variable
      dataset - the dataset containing each variable
      nodes - the variables to construct the Gram matrix for