Commit 34e5ce7f authored by Davis King's avatar Davis King

updated docs

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extra : convert_revision : svn%3Afdd8eb12-d10e-0410-9acb-85c331704f74/trunk%403665
parent a929b066
...@@ -579,23 +579,26 @@ Davis E. King. <a href="http://www.jmlr.org/papers/volume10/king09a/king09a.pdf" ...@@ -579,23 +579,26 @@ Davis E. King. <a href="http://www.jmlr.org/papers/volume10/king09a/king09a.pdf"
<description> <description>
<p> <p>
This is an implementation of an online algorithm for recursively finding a This is an implementation of an online algorithm for recursively finding a
set of linearly independent vectors in a kernel induced feature space. To set (aka dictionary) of linearly independent vectors in a kernel induced
use it you decide how large you would like the set to be and then you feed it feature space. To use it you decide how large you would like the dictionary
sample points. to be and then you feed it sample points.
</p> </p>
<p> <p>
The implementation uses the Approximately Linearly Dependent metric described
Each time you present it with a new sample point it either in the paper The Kernel Recursive Least Squares Algorithm by Yaakov Engel to
keeps the current set of independent points unchanged, or if the new point decide which points are more linearly independent than others. The metric is
is "more linearly independent" than one of the points it already has, simply the squared distance between a test point and the subspace spanned by
it replaces the weakly linearly independent point with the new one. the current set of dictionary vectors.
</p> </p>
<p> <p>
Each time you present this object with a new sample point
This object uses the Approximately Linearly Dependent metric described in the paper it calculates the projection distance and if it is sufficiently large then this
The Kernel Recursive Least Squares Algorithm by Yaakov Engel to decide which new point is included into the current dictionary. Note that this object can
points are more linearly independent than others. be configured to have a maximum size. Once the max dictionary size is reached
each new point kicks out a previous point. This is done by selecting the current
dictionary vector that has the smallest projection error onto the others. That
is, the "least linearly independent" vector is removed to make room for the
new one.
</p> </p>
</description> </description>
<examples> <examples>
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