Expand description
Kernel selection and cross-validation utilities.
This module provides tools for selecting the best kernel and hyperparameters for a given dataset, including:
- Kernel Target Alignment (KTA): Quick kernel quality metric
- Leave-One-Out Cross-Validation (LOO-CV): Efficient for GP regression
- K-Fold Cross-Validation: For general kernel evaluation
- Kernel comparison utilities: Compare multiple kernels on same data
§Example
use tensorlogic_sklears_kernels::kernel_selection::{
KernelSelector, KernelComparison, KFoldConfig
};
use tensorlogic_sklears_kernels::{RbfKernel, RbfKernelConfig, LinearKernel, Kernel};
// Create kernels to compare
let rbf = RbfKernel::new(RbfKernelConfig::new(0.5)).unwrap();
let linear = LinearKernel::new();
// Sample data
let data = vec![
vec![1.0, 2.0],
vec![2.0, 3.0],
vec![3.0, 4.0],
vec![4.0, 5.0],
];
let targets = vec![1.0, 2.0, 3.0, 4.0];
// Compare using Kernel Target Alignment
let selector = KernelSelector::new();
let rbf_kta = selector.kernel_target_alignment(&rbf, &data, &targets).unwrap();
let linear_kta = selector.kernel_target_alignment(&linear, &data, &targets).unwrap();Structs§
- Cross
Validation Result - Results from cross-validation.
- Gamma
Search Result - Result of gamma grid search for RBF kernel.
- KFold
Config - Configuration for K-fold cross-validation.
- Kernel
Comparison - Comparison results for multiple kernels.
- Kernel
Selector - Kernel selector for choosing and comparing kernels.