kpca_predict
PURPOSE
Returns projections of feature vectors giving rise to kernel matrix (Knew) onto principal components vectors (pcv) of the kernel matrix (K)
SYNOPSIS
function predict = kpca_predict(K,Knew,pcv)
DESCRIPTION
Returns projections of feature vectors giving rise to kernel matrix (Knew) onto principal components vectors (pcv) of the kernel matrix (K)
PREDICT = KPCA_PREDICT(K,KNEW,PCV)
Inputs:
(K): Kernel matrix on which principal component vectors (PCV) were estimated through KPCA function
(KNEW): Kernel matrix of inner products (in feature space) between observations that
are to be predicted and observations that gave rise to (K)
(PCV): Principal components vectors of (K) as estimated through KPCA
Output:
(PREDICT): Projection of feature vectors in (KNEW) onto (PCV)
Reference:
B. Scholkopf, A. Smola, K.-R. Mueller. Nonlinear component analysis
as a kernel eigenvalue problem. Neural Computation 10:1299-1319, 1998.CROSS-REFERENCE INFORMATION
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