Compute a Kernel Matrix

Computes the kernel (Gram) matrix between two sets of observations.

Usage

kernel_matrix(x, y = NULL, kernel = kernel_spec())

Arguments

x

Numeric matrix (n x d) or vector.

y

Numeric matrix (m x d) or vector. If NULL (default), computes the kernel matrix of x with itself.

kernel

A kernel_spec object. Default is RBF with median heuristic bandwidth.

Value

An n x m numeric matrix.

See also

Other kernel primitives: kernel_spec(), resolve_bandwidth(), select_bandwidth(), weighted_hsic_stat()

Examples

x <- matrix(rnorm(100), 50, 2)
K <- kernel_matrix(x)
dim(K)  # 50 x 50
#> [1] 50 50