Builds an approximate nonlinear feature map which corresponds to an SVM Kernel.
Builds an approximate nonlinear feature map which corresponds to an SVM Kernel. This is done using the Nystrom method i.e. approximating the eigenvalues and eigenvectors of the Kernel matrix of some data set.
For each data point, calculate m dimensions of the feature map where m is the number of eigenvalues/vectors obtained from the Eigen Decomposition.
phi_i(x) = (1/sqrt(eigenvalue(i)))*Sum(k, 1, m, K(k, x)*eigenvector(i)(k))
The Eigenvalue decomposition calculated from the kernel matrix of the prototype subset.
The prototype subset.
The dataset on which the feature map is to be applied.
Defines an abstract class outlines the basic functionality requirements of an SVM Kernel