rkhs2iv.ApproxRKHS2IVL2CV

class rkhs2iv.ApproxRKHS2IVL2CV(kernel_approx='nystrom', n_components=10, kernel='rbf', gamma=2, degree=3, coef0=1, kernel_params=None, delta_scale='auto', delta_exp='auto', alpha_scales='auto', n_alphas=30, cv=6, expand_alpha_grid=True)[source]

Cross-validated approximate Appendix J / Algorithm 2 RKHS estimator.

Parameters

  • kernel_approx (str) – Kernel approximation method (‘nystrom’ or ‘rbfsampler’).

  • n_components (int or float) – Number of approximation components. If integer-like and >= 1, treated as a fixed component count. If float in (0, 1], treated as the sample fraction with a floor of 10.

  • kernel (str or callable) – Kernel function or string identifier.

  • gamma (str or float) – Length scale for the kernel.

  • degree (int) – Degree for polynomial kernels.

  • coef0 (float) – Zero coefficient for polynomial kernels.

  • kernel_params (dict) – Additional parameters for the kernel.

  • delta_scale (str or float) – Scale of the critical radius.

  • delta_exp (str or float) – Exponent of the critical radius.

  • alpha_scales (str or array-like) – Scale of the regularization parameter.

  • n_alphas (int) – Number of alpha scales to try.

  • cv (int) – Number of folds for cross-validation.

  • expand_alpha_grid (bool) – Whether to expand the alpha grid when the CV optimum lies on a boundary.