Matlab Kernel Toolbox

This page describes the kernel toolbox for MATLAB available for download here.

Dependencies

The kern toolbox depends on the ndlutil toolbox and the optimi toolbox. You can use your user name and password for accessing these toolboxes.

Release Information

Current release is 0.14.

This toolbox allows computation of several different kernels and their gradients. You can add kernels to the toolbox by creating versions of the relevant files. Once added, they can be tested using the kernTest. For example you can test the RBF kernel by writing

>> kernTest('rbf')

There are several kernels implemented, the ones that are being maintained for the latest release are:

lin linard rbf rbfard mlp mlpard poly polyard white bias cmpnd

A new kernel can be created using the compound kernel, cmpnd. The compound kernel is made up of sums of individual kernels. Most often you will need to create a kernel containing a base kernel (e.g. rbf) and adding a white noise kernel, white and perhaps a constant offset through the bias kernel bias. On initialisation most kernel parameters are set to 1. Exceptions are ARD scale parameters, and the variance of the white and bias kernels.