gist-kpca

Description: Compute kernel-based eigenvectors for a set of training examples.

Usage: gist-kpca [options] -train <filename>

Input:

• -train <filename> - a tab-delimited, labeled file of training examples. The first column contains labels, and the remaining columns containing real-valued features.

Output: A tab-delimited matrix in which each column corresponds to an eigenvector. Eigenvectors are normalized so that the dot product of the eigenvector with itself equals the reciprocal of the corresponding eigenvalue. In the output, the eigenvectors are sorted by increasing magnitude.

Options:

• -zeromean - Subtract from each element in the input data the mean of the elements in that row, giving the row a mean of zero.
• -varone - Divide each element in the input data by the standard deviation of the elements in that row, giving the row a variance of one.

By default, the base kernel function is a dot product. In this case, the kernel-pca will give the same results as a 'standard' principal component analysis. If desired, this kernel can be modified using the following options. The operations occur in the order listed below.

• -nocenter - PCA requires a centered matrix, in which the sum of each column is zero. This centering operation can be performed in kernel space, and is done by default. The -nocenter option disables this operation. This option is only useful in conjunction with the -kernelout operation, to produce an intermediate matrix.
• -adddiag <value> - Add the given value to the diagonal of the kernel matrix.
• -nonormalize - Do not normalize the kernel matrix. By default, the matrix is normalized by dividing K(x,y) by sqrt(K(x,x) * K(y,y)).
• -constant <value> - Add a given constant to the kernel. The default constant is 10.
• -coefficient <value> - Multiply the kernel by a given coefficient. The default coefficient is 1.
• -power <value> - Raise the kernel to a given power. The default power is 1.
• -radial - Convert the kernel to a radial basis function. If K is the base kernel, this option creates a kernel of the form exp[(-D(x,y)²)/(2 w²)], where w is the width of the kernel (see below) and D(x,y) is the distance between x and y, defined as D(x,y) = sqrt[K(x,x)² - 2 K(x,y) + K(y,y)²].
• -widthfactor <value> - The width w of the radial basis kernel is set using a heuristic: it is the median of the distance from each training point to the nearest training point. This option specifies a multiplicative factor to be applied to that width. The default is a width factor of 1.
• -width <value> - Directly set the width w of the radial basis kernel. If set, this option overrides the -widthfactor option.

If the supplied kernel functions are insufficient, the user can supply as input a precalculated kernel matrix using the following option

• -matrix - By default, the base kernel function is a dot product. This option allows that function to be replaced by an arbitrary function supplied by the user (for many commonly used kernels, see the options listed above). If supplied, the software reads kernel values, rather than raw feature data, from the file specified by -train. The matrix must be an n+1 by n+1 tab-delimited matrix, where n is the number of training examples. The first row and column contain data labels. The matrix entry for row x, column y, contains the kernel value K(x,y).

The remaining options (except for -rdb) affect the output of the software.

• -numeigens <value> - Include in the output at most the specified number of eigenvectors (subject to the next constraint). By default, all are included.
• -eigenthresh <value> - Include in the output only eigenvectors whose corresponding eigenvalues are greater than the specified value. Default value is zero (all eigenvectors).
• -eigenvalues <file> - Create a file with the given name and store the eigenvalues there as a space-separated array of numbers.
• -rdb - Allow the program to read and create RDB formatted files, which contain an additional format line after the first line of text.
• -kernelout - Compute and print the kernel matrix to stdout. Do not compute the eigenvectors.
• -notime - Do not include timing information in the output header.
• -precision <value> - Number of digits after the decimal place in the output file. The default is 6.
• -verbose 1|2|3|4|5 - Set the verbosity level of the output to stderr. The default level is 2.