📄 mlpprior.m
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function prior = mlpprior(nin, nhidden, nout, aw1, ab1, aw2, ab2)
%MLPPRIOR Create Gaussian prior for mlp.
%
% Description
% PRIOR = MLPPRIOR(NIN, NHIDDEN, NOUT, AW1, AB1, AW2, AB2) generates a
% data structure PRIOR, with fields PRIOR.ALPHA and PRIOR.INDEX, which
% specifies a Gaussian prior distribution for the network weights in a
% two-layer feedforward network. Two different cases are possible. In
% the first case, AW1, AB1, AW2 and AB2 are all scalars and represent
% the regularization coefficients for four groups of parameters in the
% network corresponding to first-layer weights, first-layer biases,
% second-layer weights, and second-layer biases respectively. Then
% PRIOR.ALPHA represents a column vector of length 4 containing the
% parameters, and PRIOR.INDEX is a matrix specifying which weights
% belong in each group. Each column has one element for each weight in
% the matrix, using the standard ordering as defined in MLPPAK, and
% each element is 1 or 0 according to whether the weight is a member of
% the corresponding group or not. In the second case the parameter AW1
% is a vector of length equal to the number of inputs in the network,
% and the corresponding matrix PRIOR.INDEX now partitions the first-
% layer weights into groups corresponding to the weights fanning out of
% each input unit. This prior is appropriate for the technique of
% automatic relevance determination.
%
% See also
% MLP, MLPERR, MLPGRAD, EVIDENCE
%
% Copyright (c) Ian T Nabney (1996-2001)
nextra = nhidden + (nhidden + 1)*nout;
nwts = nin*nhidden + nextra;
if size(aw1) == [1,1]
indx = [ones(1, nin*nhidden), zeros(1, nextra)]';
elseif size(aw1) == [1, nin]
indx = kron(ones(nhidden, 1), eye(nin));
indx = [indx; zeros(nextra, nin)];
else
error('Parameter aw1 of invalid dimensions');
end
extra = zeros(nwts, 3);
mark1 = nin*nhidden;
mark2 = mark1 + nhidden;
extra(mark1 + 1:mark2, 1) = ones(nhidden,1);
mark3 = mark2 + nhidden*nout;
extra(mark2 + 1:mark3, 2) = ones(nhidden*nout,1);
mark4 = mark3 + nout;
extra(mark3 + 1:mark4, 3) = ones(nout,1);
indx = [indx, extra];
prior.index = indx;
prior.alpha = [aw1, ab1, aw2, ab2]';
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