Cholesky decomposition of a positive semidefinite matrix with known kernel.
Zdenek DostálTomás KozubekAlexandros MarkopoulosMartin MensíkPublished in: Appl. Math. Comput. (2011)
Keyphrases
- positive semidefinite
- kernel matrix
- kernel methods
- kernel function
- semidefinite programming
- low rank
- kernel matrices
- metric learning
- positive definite
- kernel learning
- feature space
- similarity function
- reproducing kernel hilbert space
- input space
- kernel pca
- model selection
- gram matrix
- semidefinite
- support vectors
- positive semidefinite matrices
- ls svm
- support vector
- training samples
- support vector machine
- kernel principal component analysis
- polynomial kernels
- linear combination
- least squares
- convolution kernel
- training data
- convex optimization
- interior point methods
- missing data