Thank you very much for your info on Nystroem kernel approximator. I appreciate it!

Best,
Raga

On Tue, Jan 10, 2017 at 7:47 AM, <scikit-learn-request@python.org> wrote:
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Date: Tue, 10 Jan 2017 11:58:59 +0300
From: avn@mccme.ru
To: Scikit-learn user and developer mailing list
        <scikit-learn@python.org>
Subject: Re: [scikit-learn] Generalized Discriminant Analysis with
        Kernel
Message-ID: <c2c15b0829e5facab0821dc078d90db1@mccme.ru>
Content-Type: text/plain; charset=UTF-8; format=flowed

Hi Raga,

You may try approximating your kernel using Nystroem kernel approximator
(kernel_approximation.Nystroem) and then apply LDA to the transformed
feature vectors. If you choose dimensionality of the target space
(n_components) large enough (depending on your kernel and data),
Nystroem approximator should provide sufficiently good kernel
approximation for such combination to approximate GDA.

Raga Markely ????? 2017-01-09 19:29:
> Hello,
>
> I wonder if scikit-learn has implementation for generalized
> discriminant analysis using kernel approach?
> http://www.kernel-machines.org/papers/upload_21840_GDA.pdf
>
> I did some search, but couldn't find.
>
> Thank you,
> Raga
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