Code for Generalized HKL (gHKL) 
by Pratik Jawanpuria, J. Saketha Nath and Ganesh Ramakrishnan (IIT Bombay)

This code is built upon the code of HKL available at http://www.di.ens.fr/~fbach/hkl/index.html
Some of the functions are used as it is from above and some of them are discarded/modified.

This code is licensed under GPL licence and it is free for non-commercial use.

INSTALLATION - 

At the Matlab prompt, please type "compile_ghkl" and all mex files will be compiled.

In order to use Shogun (http://www.shogun-toolbox.org/) lp-MKL solver instead of the inbuilt SMO based lp-MKL solver (default), shogun needs to be installed. 

In order to perform HKL (rho = 2), LIBSVM (http://www.csie.ntu.edu.tw/~cjlin/libsvm/) needs to be installed (default). OR the inbuilt SMO based lp-MKL solver may be used with minor changes in the code.

Memory requirements: note that the memory usage of the code is a parameter that needs to be set.

Main file: ghkl_main.m (documented)


In case of any queries, please feel free to mail at:
pratik.j@cse.iitb.ac.in
saketh@cse.iitb.ac.in

