Kernel API

The dynaml.kernels package has a highly developed API for creating kernel functions for machine learning applications. Here we give the user an in-depth introduction to its capabilities.


Positive definite functions or positive type functions occupy an important place in various areas of mathematics, from the construction of covariances of random variables to quantifying distance measures in Hilbert spaces. Symmetric positive type functions defined on the cartesian product of a set with itself K: \mathcal{X} \times \mathcal{X} \rightarrow \mathbb{R} are also known as kernel functions in machine learning. They are applied extensively in problems such as.

  1. Model non-linear behavior in SVM models: SVM and LSSVM
  2. Quantify covariance between input patterns: Gaussian Processes
  3. Represent degree of 'closeness' or affinity in unsupervised learning: Kernel Spectral Clustering

For an in depth review of the various applications of kernels in the machine learning domain, refer to Scholkopf et. al


In the machine learning community the words kernel and covariance function are used interchangeably.

Kernel API

The kernel class hierarchy all stems from a simple trait shown here.

trait Kernel[T, V] {
  def evaluate(x: T, y: T): V

This outlines only one key feature for kernel functions i.e. their evaluation functional which takes two inputs from \mathcal{X} and yields a scalar value.

Kernel vs CovarianceFunction

For practical purposes, the Kernel[T, V] trait does not have enough functionality for usage in varied models like Gaussian Processes, Student's T Processes, LS-SVM etc.

For this reason there is the CovarianceFunction[T, V, M] abstract class. It contains methods to construct kernel matrices, keep track of hyper-parameter assignments among other things.

Creating arbitrary kernel functions

Apart from off the shelf kernel functions, it is also possible to create custom kernels on the fly by using the CovarianceFunction object.

Constructing kernels via feature maps

It is known from Mercer's theorem that any valid kernel function must be decomposable as a dot product between certain basis function representation of the inputs. This translates mathematically into.

\begin{align} & K(\mathbf{x}, \mathbf{y}) = \varphi^{T}(\mathbf{x}) . \varphi(\mathbf{y}) \\ & \varphi(.): \mathcal{X} \rightarrow \mathbb{R}^n \end{align}

The function \varphi(.) is some higher (possibly infinite) dimensional representation of the input features of a data point. Note that the input space \mathcal{X} could be any of the following (but not limited to).

  • The space of all connection graphs with specific number of nodes.

  • A multi-dimensional vector.

  • The space of all character sequences (binary or otherwise) up to a certain length.

  • The set of all integer tuples e.g. (1,2), (6,10), \cdots

We can use any function from some domain \mathcal{X} yielding a DenseVector[Double] to define a particular inner product/kernel function.

// First create a function mapping from some input space to
// Breeze dense vectors.

val mapFunc = (vec: DenseVector[Double]) => {
    val mat = vec * vec.t

val kernel = CovarianceFunction(mapFunc)

Feature map kernels

Covariance functions constructed using feature mappings as shown above return a special object; an instance of the FeatureMapCovariance[T, DenseVector[Double]] class. In the section on composite kernels we will see why this is important.

Constructing kernels via direct evaluation

Instead of defining a feature representation like \varphi(.) as in the section above, you can also directly define the evaluation expression of the kernel.

// Create the expression for the required kernel.
val mapFunc =
(state: Map[String, Double]) =>
  (x: DenseVector[Double], y: DenseVector[Double]) => {
       state("alpha")*(x dot y) + state("intercept")

//Creates kernel with two hyper-parameters: alpha and intercept
val kernel = CovarianceFunction(mapFunc)(
  Map("alpha" -> 1.5, "intercept" -> 0.01)

Creating Composite Kernels

Algebraic Operations

In machine learning it is well known that kernels can be combined to give other valid kernels. The symmetric positive semi-definite property of a kernel is preserved as long as it is added or multiplied to another valid kernel. In DynaML adding and multiplying kernels is elementary.

val k1 = new RBFKernel(2.5)
val k2 = new RationalQuadraticKernel(2.0)

val k = k1 + k2
val k3 = k*k2


From Mercer's theorem, every kernel can be expressed as a dot product of feature mappings evaluated at the respective data points. We can use this to construct more complex covariances i.e. by successively applying feature mappings.

\begin{align} C_{a}(\mathbf{x}, \mathbf{y}) &= \varphi_{a}(\mathbf{x})^\intercal \varphi_{a}(\mathbf{y}) \\ C_{b}(\mathbf{x}, \mathbf{y}) &= \varphi_{b}(\mathbf{x})^\intercal \varphi_{b}(\mathbf{y}) \\ C_{b . a}(\mathbf{x}, \mathbf{y}) &= \varphi_{b}(\varphi_{a}(\mathbf{x}))^\intercal \varphi_{b}(\varphi_{a}(\mathbf{y})) \end{align}

In DynaML, we can create a composite kernel if the kernel represented by the map \varphi_{a}, is explicitly of type FeatureMapCovariance[T, DenseVector[Double]]

val mapFunc = (vec: DenseVector[Double]) => {

val k1 = CovarianceFunction(mapFunc)

val k2 = new RationalQuadraticKernel(2.0)

//Composite kernel
val k3 = k2 > k1

Scaling Covariances

If C(\mathbf{x}, \mathbf{y}) is a valid covariance function, then g(\mathbf{x}) C(\mathbf{x}, \mathbf{y}) g(\mathbf{x}) is also a valid covariance function, where g(.): \mathcal{X} \rightarrow \mathbb{R} is a non-negative function from the domain of the inputs \mathcal{X} to the real number line. We call these covariances scaled covariance functions.

//Instantiate some kernel
val kernel: LocalScalarKernel[I] = _

val scalingFunction: (I) => Double = _

val scKernel = ScaledKernel(
  kernel, DataPipe(scalingFunction))

Advanced Composite Kernels

Sometimes we would like to express a kernel function as a product (or sum) of component kernels each of which act on a sub-set of the dimensions (degree of freedom) of the input attributes.

For example; for 4 dimensional input vector, we may define two component kernels acting on the first two and last two dimensions respectively and combine their evaluations via addition or multiplication. For this purpose the dynaml.kernels package has the DecomposableCovariance[S] class.

In order to create a decomposable kernel you need three components.

  1. The component kernels (order matters)
  2. An Encoder[S, Array[S]] instance which splits the input into an array of components
  3. A Reducer which combines the individual kernel evaluations.
//Not required in REPL, already imported
import io.github.mandar2812.dynaml.DynaMLPipe._
import io.github.mandar2812.dynaml.pipes._

val kernel1: LocalScalarKernel[DenseVector[Double]] = _
val kernel2: LocalScalarKernel[DenseVector[Double]] = _

//Default Reducer is addition
val decomp_kernel =
  new DecomposableCovariance[DenseVector[Double]](
    kernel1, kernel2)(

val decomp_kernel_mult =
  new DecomposableCovariance[DenseVector[Double]](
    kernel1, kernel2)(

Implementing Custom Kernels

You can implement your own custom kernels by extending the LocalScalarKernel[T] interface, for example:

import breeze.linalg.{DenseMatrix, norm, DenseVector}

//You can have any number of constructor parameters
class MyNewKernel(th: Double = 1.0)
  extends LocalScalarKernel[DenseVector[Double]]
  with Serializable {

  //One must specify the names of each hyper-parameter
  override val hyper_parameters = List("theta")

  //The state variable stores the 
  //current value of all kernel hyper-parameters
  state = Map("theta" -> th)

  // The implementation of the actual kernel function
  override def evaluateAt(
    config: Map[String, Double])(
    x: DenseVector[Double],
    y: DenseVector[Double]): Double = ???

  // Return the gradient of the kernel for each hyper-parameter
  // for a particular pair of points x,y
  override def gradientAt(
    config: Map[String, Double])(
    x: DenseVector[Double],
    y: DenseVector[Double]): Map[String, Double] = ???