Journal of Applied Mathematics / 2013 / Article / Alg 1

Research Article

Multiple Kernel Spectral Regression for Dimensionality Reduction

Algorithm 1

MKL-SR algorithm.
The training procedure of MKL-SR
 Input: A set of training data, matrices and , a set of base kernels
    and parameter in (21).
 Output: Sample coefficient vectors ;
    Kernel weight vectors ;
 Make an initial guess for or ;
 Computing the largest generalized eigenvectors of eigen-problem (2);
For     do
      (1) Compute ;
      (2) A is obtained by solving the least squares problem (21);
      (3) Compute in (24) and in (25);
      (4) is optimized by solving optimization problem (24) via SDP;
Return  A and ;

We are committed to sharing findings related to COVID-19 as quickly as possible. We will be providing unlimited waivers of publication charges for accepted research articles as well as case reports and case series related to COVID-19. Review articles are excluded from this waiver policy. Sign up here as a reviewer to help fast-track new submissions.