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Matlab Routines for Subset Selection and Ridge Regression in Linear Neural Networks Version 1.013 February 25, 1997The subdirectories below contain Matlab code and a postscriptmanual document for various algorithms to do with supervisedlearning using linear networks, particularly radial basis functionnetworks. There is also Matlab code to re-run the examples givenin the manual.If you start Matlab in this directory (so it reads ./startup.m)you will be able to run the example programs, e.g. forwardSelectExampl.m globalRidgeExample.m localRidgeExample.m.You may wish to incorporate parts of ./startup.m in your mainstartup.m file in $MATLABPATH (see the comments in ./startup.m).A brief description of the contents of each subdirectory follows.For further details see the ReadMe files in the subdirectories.Manual/ The postscript document manual.ps.RadialBasisFunctions/ rbfDesign.m for creating the design matrices of radial basis function networks given the basis function type, the centre positions, the centre sizes and the training set inputs.RidgeRegression/ globalRidge.m for optimising a single regularisation parameter given a design matrix and the training outputs. The example program globalRidgeExample.m. localRidge.m for optimising multiple regularisation parameters given a design matrix and the training outputs. The example program localRidgeExample.m. predictError.m for calculating various types of errors (e.g. GCV) given a design, the training outputs and a choice for the regularisation parameter(s). The example program predictErrorExample.m.SubsetSelection/ forwardSelect.m for forward selecting a subset given a selection set design, the training outputs and various options for controlling the search and regularisation. The example program forwardSelectExampl.m.Tutorial/ introExample.m to run the example given in the Tutorial Introduction section of the manual.Utilities/ Some useful little subroutines.Archive/ Version history.-----------------------------------------------------------------Mark J L Orr, Centre for Cognitive Science, Edinburgh Universitymark@cns.ed.ac.uk http://www.cns.ed.ac.uk/people/mark.html
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