What is the predict formula for fitrsvm (gaussian kernel) generated model?

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Cecil Scott
Cecil Scott am 18 Mai 2016
Kommentiert: antlhem am 29 Mai 2021
Using fitrsvm, I have generated a model from X and Y data:
mdl = fitrsvm(X,Y,'Standardize',true,...
'KernelFunction','gaussian','KernelScale','auto');
Given an input x, the predicted output using Matlab is:
y_expected=predict(mdl,x);
My attempt below at replicating 'predict' function does not yield the correct answer as y and y_expected do not agree.
y=mdl.Bias;
for i=1:length(mdl.Alpha)
xmxd=x-mdl.SupportVectors(i,:);
y=y + mdl.Alpha(i)*exp(-xmxd*xmxd'/2/mdl.KernelParameters.Scale);
end
y
What is the underlying formula behind the predict function in this case? I need it to write equivalent java code from parameters in the mdl model.
  1 Kommentar
sanjeev kumar T M
sanjeev kumar T M am 12 Aug. 2018
Hello, Actually i tried with the predictive formula given above but am not able to get the result what am getting using predict function. if any one help me regarding this please. what formula i have to use because i want to use the model in microcontroller to validate. am using 4 predictors and am using gaussian kernel

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Antworten (2)

the cyclist
the cyclist am 18 Mai 2016
It looks like all the relevant formulas (and references) are in this documentation page.
  5 Kommentare
the cyclist
the cyclist am 19 Mai 2016
The best form of thanks is upvoting and/or accepting an answer that you find helpful. This rewards the contributor, and points future users to helpful answers.
antlhem
antlhem am 29 Mai 2021
Could take a look into my question? https://uk.mathworks.com/matlabcentral/answers/842800-why-matlab-svr-is-not-working-for-exponential-data-and-works-well-with-data-that-fluctuates?s_tid=prof_contriblnk

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sanjeev kumar T M
sanjeev kumar T M am 12 Aug. 2018
Hello, Actually i tried with the predictive formula given above but am not able to get the result what am getting using predict function. if any one help me regarding this please. what formula i have to use because i want to use the model in microcontroller to validate.
Thanks,

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