kernlab - An S4 Package for Kernel Methods in strongRstrong.pdfVIP

kernlab – An S4 Package for Kernel Methods in R Alexandros Karatzoglou Alex Smola Technische Universitat Wien Australian National University, NICTA ¨ Kurt Hornik Wirtschaftsuniversitat Wien ¨ Abstract kernlab is an extensible package for kernel-based machine learning methods in R. It takes advantage of R’s new S4 object model and provides a framework for creating and using kernel- based algorithms. The package contains dot product primitives (kernels), implementations of support vector machines and the relevance vector machine, Gaussian processes, a ranking algorithm, kernel PCA, kernel CCA, kernel feature analysis, online kernel methods and a spectral clustering algorithm. Moreover it provides a general purpose quadratic programming solver, and an incomplete Cholesky decomposition method. Keywords : kernel methods, support vector machines, quadratic programming, ranking, clustering, S4, R. 1. Introduction Machine learning is all about extracting structure from data, but it is often difficult to solve prob- lems like classification, regression and clustering in the space in which the underlying observations have been made. Kernel-based learning methods use an implicit mapping of the input data into a high dimensional feature space defined by a kernel function, i.e., a function returning the inner product Φ(x), Φ(y) between the images of two data points x, y in the feature space. The learning then takes place in the feature space, provided the learning algorithm can be entirely rewritten so