This repository contains code implementing the algorithm proposed by Mingzhen He, Fan He, Lei Shi, Xiaolin Huang and Johan A.K. Suykens in Learning with Asymmetric Kernels : Least Squares and Feature Interpretation. The code of Least squares support vector machine with asymmetric kernels.
Python versions are written by Antoine Xie and Edmond You as part of the Summer Research Internship - Project 58 Advanced Kernel Methods or Machine Learning at Shanghai Jiao Tong University