📄 glmtrain.htm
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<html><head><title>Netlab Reference Manual glmtrain</title></head><body><H1> glmtrain</H1><h2>Purpose</h2>Specialised training of generalized linear model<p><h2>Description</h2><CODE>net = glmtrain(net, options, x, t)</CODE> usesthe iterative reweighted least squares (IRLS)algorithm to set the weights in the generalized linear model structure<CODE>net</CODE>. This is a more efficient alternative to using <CODE>glmerr</CODE>and <CODE>glmgrad</CODE> and a non-linear optimisation routine through<CODE>netopt</CODE>.Note that for linear outputs, a single pass through the algorithm is all that is required, since the error function is quadratic inthe weights. The algorithm also handles scalar <CODE>alpha</CODE> and <CODE>beta</CODE>terms. If you want to use more complicated priors, you should usegeneral-purpose non-linear optimisation algorithms.<p>For logistic and softmax outputs, general priors can be handled, althoughthis requires the pseudo-inverse of the Hessian, giving up the betterconditioning and some of the speed advantage of the normal form equations.<p>The error function value at the final set of weights is returnedin <CODE>options(8)</CODE>.Each row of <CODE>x</CODE> corresponds to oneinput vector and each row of <CODE>t</CODE> corresponds to one target vector.<p>The optional parameters have the following interpretations.<p><CODE>options(1)</CODE> is set to 1 to display error values during training.If <CODE>options(1)</CODE> is set to 0,then only warning messages are displayed. If <CODE>options(1)</CODE> is -1,then nothing is displayed.<p><CODE>options(2)</CODE> is a measure of the precision required for the valueof the weights <CODE>w</CODE> at the solution.<p><CODE>options(3)</CODE> is a measure of the precision required of the objectivefunction at the solution. Both this and the previous condition must besatisfied for termination.<p><CODE>options(5)</CODE> is set to 1 if an approximation to the Hessian (which assumesthat all outputs are independent) is used for softmax outputs. With the defaultvalue of 0 the exact Hessian (which is more expensive to compute) is used.<p><CODE>options(14)</CODE> is the maximum number of iterations for the IRLS algorithm; default 100.<p><h2>See Also</h2><CODE><a href="glm.htm">glm</a></CODE>, <CODE><a href="glmerr.htm">glmerr</a></CODE>, <CODE><a href="glmgrad.htm">glmgrad</a></CODE><hr><b>Pages:</b><a href="index.htm">Index</a><hr><p>Copyright (c) Ian T Nabney (1996-9)</body></html>⌨️ 快捷键说明
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