bls_lip_mlp.m

一个用MATLAB编写的优化控制工具箱

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% For training two-layer perceptrons using batch least squares
%
% By: Kevin Passino
% Version: 2/9/99
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

clear

% First, generate the training data, G

% For the M=121 case

x=-6:0.1:6;

M=length(x)

for i=1:M,
	z(i)=0.15*(rand-0.5)*2;  % Define the auxiliary variable
	G(i)=exp(-50*(x(i)-1)^2)-0.5*exp(-100*(x(i)-1.2)^2)+atan(2*x(i))+2.15+...
	0.2*exp(-10*(x(i)+1)^2)-0.25*exp(-20*(x(i)+1.5)^2)+0.1*exp(-10*(x(i)+2)^2)-0.2*exp(-10*(x(i)+3)^2);
	if x(i) >= 0
		G(i)=G(i)+0.1*(x(i)-2)^2-0.4;
	end
	Gz(i)=G(i)+z(i); % Adds in the influence of the auxiliary variable
%	fpoly(i)=0.6+0.1*x(i);
end

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% First, study the n1=2 case
n1=2

% First, form the vector Y

Y=Gz';

% Next, Phi, which involves processing x through phi

w1=[1.5]';
b1=0;

w2=[1.25]'; 
b2=-6;

% Initialize the Phi vector

phi1(1)=inv(1+exp(-b1-w1*x(1)));
phi2(1)=inv(1+exp(-b2-w2*x(1)));

Phi=[phi1(1), phi2(1), 1];

for i=2:M,
	phi1(i)=inv(1+exp(-b1-w1*x(i)));
	phi2(i)=inv(1+exp(-b2-w2*x(i)));
	Phi=[Phi; phi1(i), phi2(i), 1];
end

% Next, we compute the least squares estimate.  Rather than using
% theta=inv(Phi'*Phi)*Phi'*Y; we will use a method in Matlab
% that can be better numerically.  In particular, see the help document on 
% "mldivide" that is implemented with the backslash.

theta=Phi\Y

% Note that we tested the result by plotting the resulting approximator
% mapping and it produces a reasonable result.  It is for this reason
% that we trust the numerical computations, and do not seek to 
% use other methods for the computation of the estimate.

% Next, compute the approximator values

for i=1:M,
	phi=[phi1(i) phi2(i) 1]';
	Fmlp(i)=theta'*phi;
end

% Next, plot the data and the approximator to compare

figure(1)
plot(x,Gz,'ko',x,Fmlp,'k')
xlabel('x(i)')
ylabel('y(i)=G(x(i),z(i)), and perceptron output')
title('Neural network approximation,trained with batch least squares')
grid
axis([min(x) max(x) 0 max(G)])

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% Next, we study the case where there are n1=11 neurons
% in the hidden layer

% We use the same Y as before, but must form Phi
% which involves processing x through phi

n1=11

w(1,:)=ones(1,n1);
b=-5:1:5;

% Initialize the Phi vector

for j=1:n1
	phi(j,1)=inv(1+exp(-b(j)-w(1,j)*x(1)));
end

Phi=[phi(:,1)', 1];

for i=2:M,
	for j=1:n1
		phi(j,i)=inv(1+exp(-b(j)-w(1,j)*x(i)));
	end
	Phi=[Phi; phi(:,i)', 1];
end

% Next, we compute the least squares estimate.  Rather than using
% theta=inv(Phi'*Phi)*Phi'*Y; we will use a method in Matlab
% that can be better numerically.  In particular, see the help document on 
% "mldivide" that is implemented with the backslash.

theta=Phi\Y

% Next, compute the approximator values

for i=1:M,
	Fmlp11(i)=theta'*[phi(:,i)', 1]';
end

% Next, plot the data and the approximator to compare

figure(2)
plot(x,Gz,'ko',x,Fmlp11,'k')
xlabel('x(i)')
ylabel('y(i)=G(x(i),z(i)), and perceptron output')
title('Neural network approximation,11 hidden neurons')
grid
axis([min(x) max(x) 0 max(G)])

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% Next, we study the case where there are n1=25 neurons
% in the hidden layer

% We use the same Y as before, but must form Phi
% which involves processing x through phi

n1=25

clear w b phi Phi theta

w(1,:)=ones(1,n1);
b=-6:0.5:6;

% Initialize the Phi vector

for j=1:n1
	phi(j,1)=inv(1+exp(-b(j)-w(1,j)*x(1)));
end

Phi=[phi(:,1)', 1];

for i=2:M,
	for j=1:n1
		phi(j,i)=inv(1+exp(-b(j)-w(1,j)*x(i)));
	end
	Phi=[Phi; phi(:,i)', 1];
end

% Next, we compute the least squares estimate.  Rather than using
% theta=inv(Phi'*Phi)*Phi'*Y; we will use a method in Matlab
% that can be better numerically.  In particular, see the help document on 
% "mldivide" that is implemented with the backslash.

theta=Phi\Y

theta26=theta; % For use in a later program
save variables theta26

% Next, compute the approximator values

for i=1:M,
	Fmlp25(i)=theta'*[phi(:,i)', 1]';
end

% Next, plot the data and the approximator to compare

figure(3)
plot(x,Gz,'ko',x,Fmlp25,'k')
xlabel('x(i)')
ylabel('y(i)=G(x(i),z(i)), and perceptron output')
title('Neural network approximation,25 hidden neurons')
grid
axis([min(x) max(x) 0 max(G)])

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% Next, we study the case where there are n1=121 neurons
% in the hidden layer

% We use the same Y as before, but must form Phi
% which involves processing x through phi

n1=121

clear w b phi Phi theta

w(1,:)=ones(1,n1);
b=-6:0.1:6;

% Initialize the Phi vector

for j=1:n1
	phi(j,1)=inv(1+exp(-b(j)-w(1,j)*x(1)));
end

Phi=[phi(:,1)', 1];

for i=2:M,
	for j=1:n1
		phi(j,i)=inv(1+exp(-b(j)-w(1,j)*x(i)));
	end
	Phi=[Phi; phi(:,i)', 1];
end

% Next, we compute the least squares estimate.  Rather than using
% theta=inv(Phi'*Phi)*Phi'*Y; we will use a method in Matlab
% that can be better numerically.  In particular, see the help document on 
% "mldivide" that is implemented with the backslash.

theta=Phi\Y

% Next, compute the approximator values

for i=1:M,
	Fmlp121(i)=theta'*[phi(:,i)', 1]';
end

% Next, plot the data and the approximator to compare

figure(4)
subplot(121)
plot(x,Gz,'ko',x,Fmlp121,'k')
xlabel('x(i)')
ylabel('y(i)=G(x(i),z(i)), and perceptron output')
title('Neural network approximation,121 hidden neurons')
grid
axis([min(x) max(x) 0 max(G)])

subplot(122)
plot(x,G,'k-.',x,Fmlp121,'k')
xlabel('x')
ylabel('y=G(x), and perceptron output')
title('Comparison to the function G(x)')
grid
axis([min(x) max(x) 0 max(G)])




%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% Next, we study the case where there are n1=121 neurons
% in the hidden layer, but now we train to match
% G rather than Gz

% First, form the vector Y

Y=G';

% We form Phi

n1=121

clear w b phi Phi theta

w(1,:)=ones(1,n1);
b=-6:0.1:6;

% Initialize the Phi vector

for j=1:n1
	phi(j,1)=inv(1+exp(-b(j)-w(1,j)*x(1)));
end

Phi=[phi(:,1)', 1];

for i=2:M,
	for j=1:n1
		phi(j,i)=inv(1+exp(-b(j)-w(1,j)*x(i)));
	end
	Phi=[Phi; phi(:,i)', 1];
end

% Next, we compute the least squares estimate.  Rather than using
% theta=inv(Phi'*Phi)*Phi'*Y; we will use a method in Matlab
% that can be better numerically.  In particular, see the help document on 
% "mldivide" that is implemented with the backslash.

theta=Phi\Y

% Next, compute the approximator values

for i=1:M,
	Fmlp121(i)=theta'*[phi(:,i)', 1]';
end

% Next, plot the data and the approximator to compare

figure(5)
plot(x,G,'ko',x,Fmlp121,'k')
xlabel('x(i)')
ylabel('y(i)=G(x(i),z(i)), and perceptron output')
title('Neural network approximation,121 hidden neurons')
grid
axis([min(x) max(x) 0 max(G)])


%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% End of program
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