himalaya.kernel_ridge.primal_weights_weighted_kernel_ridge

himalaya.kernel_ridge.primal_weights_weighted_kernel_ridge(dual_weights, deltas, Xs_fit)

Compute the primal weights for weighted kernel ridge regression.

Parameters

dual_weightsarray of shape (n_samples_fit, n_targets)

Dual coefficient of the kernel ridge regression.

deltasarray of shape (n_kernels, n_targets)

Log of kernel weights.

Xs_fitlist of arrays of shape (n_samples_fit, n_features)

Training features. The list should have n_kernels elements.

Returns

primal_weightslist of arrays of shape (n_features, n_targets)

Primal coefficients of the equivalent ridge regression. The coefficients are computed on CPU memory, since they can be large.