Retrieving incremental regression kernel trained model

How can I retrieve the incremental regression kernel trained model?: the equation that predict function uses to predict output.

Answer 1

[Shubham]

Hi Yasmine,

To retrieve and understand the incremental regression kernel model in MATLAB, you can use the incrementalRegressionKernel object. This object allows you to perform online learning with kernel regression models, and you can extract information about the model parameters to understand the prediction equation. Here is the documentation link: https://in.mathworks.com/help/stats/incrementalregressionkernel.html

Steps to Retrieve the Model and Understand the Prediction Equation:

1. Train the Incremental Regression Kernel Model:

• You can train the model incrementally using the incrementalRegressionKernel object and the fit function.

2. Retrieve Model Parameters:

• Once the model is trained, you can access its parameters, including the support vectors and the corresponding coefficients.

% Extract support vectors and coefficients
supportVectors = model.SupportVectors;
alpha = model.Alpha;
bias = model.Bias;
kernelFunction = model.KernelFunction;

% Display the kernel function and parameters
disp(['Kernel Function: ', func2str(kernelFunction)]);
disp(['Support Vectors: ', num2str(supportVectors)]);
disp(['Alpha Coefficients: ', num2str(alpha)]);
disp(['Bias: ', num2str(bias)]);

3. Construct the Prediction Equation:

• The prediction equation for a kernel regression model typically involves a kernel function applied to the support vectors and the input data, weighted by the model coefficients.
• The prediction function in kernel regression is typically: Where ​ are the coefficients, is the kernel function applied to the input and support vectors , and b is the bias term. Using the extracted parameters, you can construct this equation in MATLAB.

I hope this helps!