Attachment 'U04_test_CV_krr.m'

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   1 function U04_test_CV_krr
   2 
   3 % Generate data.
   4 n = 20;
   5 x = linspace(-1, 1, n);
   6 y = [ 1.153741e+00, 8.145612e-01, 4.369920e-01, 4.227247e-01, 2.699726e-01, 2.347085e-01, 1.136709e-01, 4.134774e-02, -4.843545e-02, -3.683275e-03, -1.416303e-01, 8.616478e-02, -6.309822e-02, 6.957640e-02, 2.097653e-01, 3.599886e-01, 4.604808e-01, 7.970857e-01, 9.627512e-01, 1.062644e+00 ];
   7 
   8 % Plot data. 
   9 clf; hold on;
  10 plot(x,y,'bo');
  11 
  12 % Select kernel width sigma using 10x10-CV using squared loss. 
  13 [M,opt_param] = cv(x,y,@(tr_x,tr_y,sigma) krr(tr_x,tr_y,'gaussian',sigma), ...
  14         { 'sigma', logspace(0,1,10) }, [], [], @loss_squared);
  15 
  16 % Compute and plot predictions.
  17 xx = linspace(-1,1,200);
  18 yy = apply(M,xx);
  19 plot(xx,yy,'r--');
  20 
  21 % Plot truth. 
  22 plot(xx,f(xx),'b--');
  23 
  24 legend('Data', 'Predictions', 'Truth');
  25 title(sprintf('Kernel width selected by CV: %f', opt_param.sigma));
  26 
  27 % Squared loss.
  28 function sqloss = loss_squared(X,y_true,y_pred)
  29 sqloss = y_true-y_pred;
  30 sqloss = sum(sqloss(:).^2);
  31 
  32 % True regression function.
  33 function y = f(x) 
  34 y = x.^2;
  35 
  36 % Apply function.
  37 function y = apply(M,X)
  38 y = feval(M.applyfunc, M, X);

Attached Files

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  • [get | view] (2009-04-20 10:21:37, 64.6 KB) [[attachment:ML_Praktikum_U01.pdf]]
  • [get | view] (2009-04-28 15:32:01, 71.3 KB) [[attachment:ML_Praktikum_U02.pdf]]
  • [get | view] (2009-05-18 09:22:01, 67.0 KB) [[attachment:ML_Praktikum_U03.pdf]]
  • [get | view] (2009-06-16 10:27:54, 88.5 KB) [[attachment:ML_Praktikum_U04.pdf]]
  • [get | view] (2009-07-06 08:59:00, 65.3 KB) [[attachment:ML_Praktikum_U05.pdf]]
  • [get | view] (2009-04-20 09:38:21, 48.3 KB) [[attachment:Matlab_Crash_Kurs.txt]]
  • [get | view] (2009-03-27 15:28:49, 65.9 KB) [[attachment:Praktikum_ML_Info.pdf]]
  • [get | view] (2009-04-22 16:14:23, 1.2 KB) [[attachment:U01_test_distmat.m]]
  • [get | view] (2009-04-22 16:14:28, 1.0 KB) [[attachment:U01_test_mydet.m]]
  • [get | view] (2009-04-28 15:32:56, 4053.5 KB) [[attachment:U01_usps.mat]]
  • [get | view] (2009-05-12 10:14:36, 2.2 KB) [[attachment:U02_test_isomap_lle.m]]
  • [get | view] (2009-05-12 10:14:45, 39.1 KB) [[attachment:U02_test_isomap_lle_example.png]]
  • [get | view] (2009-05-12 10:14:51, 2.0 KB) [[attachment:U02_test_pca.m]]
  • [get | view] (2009-05-13 10:04:58, 38.5 KB) [[attachment:U02_tests.zip]]
  • [get | view] (2009-05-18 07:57:34, 6.3 KB) [[attachment:U03_2gaussians.dat]]
  • [get | view] (2009-05-18 07:57:39, 15.6 KB) [[attachment:U03_5gaussians.dat]]
  • [get | view] (2009-06-05 10:12:33, 1.3 KB) [[attachment:U03_test_em_mog.m]]
  • [get | view] (2009-06-05 10:12:53, 0.8 KB) [[attachment:U03_test_function_handle_em_mog.m]]
  • [get | view] (2009-06-05 10:12:46, 0.8 KB) [[attachment:U03_test_function_handle_kmeans.m]]
  • [get | view] (2009-06-05 10:11:43, 1.3 KB) [[attachment:U03_test_kmeans.m]]
  • [get | view] (2009-06-05 10:12:02, 80.6 KB) [[attachment:U03_test_kmeans_agglo.m]]
  • [get | view] (2009-06-16 10:28:07, 1018.4 KB) [[attachment:U04_datasets.tar.gz]]
  • [get | view] (2009-07-01 11:00:45, 1.1 KB) [[attachment:U04_test_CV_krr.m]]
  • [get | view] (2009-07-15 09:23:29, 6.4 KB) [[attachment:U05_datasets.zip]]
  • [get | view] (2009-05-12 10:14:30, 0.9 KB) [[attachment:assert_equal.m]]
  • [get | view] (2009-04-28 15:33:04, 60.1 KB) [[attachment:fishbowl.mat]]
  • [get | view] (2009-04-28 15:33:13, 22.7 KB) [[attachment:flatroll.mat]]
  • [get | view] (2009-04-20 09:38:35, 0.1 KB) [[attachment:func1.m]]
  • [get | view] (2009-05-13 08:10:49, 371.6 KB) [[attachment:guide.pdf]]
  • [get | view] (2009-04-20 09:38:40, 0.2 KB) [[attachment:myprod.m]]
  • [get | view] (2009-04-28 15:33:08, 45.3 KB) [[attachment:swissroll.mat]]
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