How to use svmtrain() with a custom kernel in Matlab?

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Tom 2012-12-22

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评论： jyoti lele 2021-7-22

svmtain() is a function in MATLAB for SVM learning. The help doc is here:

http://www.mathworks.com/help/bioinfo/ref/svmtrain.html

How can I use it with a custom kernel? In the help doc, it says:

------------------------------------------------------------------------------------

@kfun — Function handle to a kernel function. A kernel function must be of the form

function K = kfun(U, V)

The returned value, K, is a matrix of size M-by-N, where U and V have M and N rows respectively. ------------------------------------------------------------------------------------

It mentions nothing about what U and V are and what M and N mean. I just don't know how to use it in the right format. Can anyone tell me what U and V are and what M and N mean? For example, the training data are 5-dimensional vectors and the kernel function is the sum of the length of the vectors. How can I write the kernel function?

Thank you!

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Ilya 2012-12-22

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By convention adopted for svmtrain, observations are in rows and predictors are in columns. The same convention would hold for kfun. This means U is of size M-by-P, and V is of size N-by-P, where P is the number of predictors (P=5 for you). Other functions such as pdist2 in the Statistics Tlbx follow the same convention. If you want your kernel function to be a simple dot product, you would do

kfun = @(U,V) U*V';

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Defne Ozan 2021-3-31

For anyone else having similar problems, writing the kernel function in a separate file (instead of at the bottom of the same file) and then calling it with 'KernelFunction','kernel' worked for me.