framekernelex3.m

关于svm的例程

%
%
%   Comparison of RKHS Kernel, Dual Green Kernel and
%   Frame Green Kernel Performance with regularization
%   parameter adjusted by a massive cross-validation.
%
%   This script can also be used to compare the performance
%   of the different stabilizer with regards to regularization
%   parameters
%
%   01/05/2001 Alain Rakotomamonjy 


close all
clear all
verbose=0;
bruit=0.2;
N=100;
itermax=1;
itercvmax=50;
erreur=zeros(itermax,3);
erreurcv=zeros(itercvmax,3);
n=200;
t=linspace(0,10,n)';
uo=1;
a=2^0.25;
bord1=0;
bord2=10;
dilation=[-10];
framematrix=framewav(t,dilation,uo,a,bord1,bord2);
dual=dualframe(framematrix,t);
kernel='numerical';
spanning='wavelet';
dilation=[0 5];
lambdavec=0:20:510;
nlv=length(lambdavec);
for i=1:itermax
    erreurcv=zeros(nlv,3);
    for j=1:nlv
        lambda=lambdavec(j);
        errrkhs=0;
        errdual=0;
        errframe=0;
        for k=1:itercvmax
            
            %-------------------creating and plotting data----------------
            x=sort([0.01; 9.99;10*rand(N-2,1)]);
            xf=linspace(0,10,200)';
            x1=x;
            yf=sin(xf)+1*sinc((xf-5))+sinc(5*(xf-2));
            y=sin(x)+1*sinc((x-5))+1*sinc(5*(x-2))+bruit*randn(size(x));
            x2=x;
                     
            %---------------------Regularization Networks : RKHS Kernel -----------------------
            K=kernelframe(x1,kernel,x2,framematrix,t,dual);
            T=phispan(x,spanning,dilation,uo,a,bord1,bord2);
            [c,d]=regsolve(K,T,y,lambda);
            x1=xf;
            K=kernelframe(x1,kernel,x2,framematrix,t,dual);
            T=phispan(x1,spanning,dilation,uo,a,bord1,bord2);
            f1=K*c+T*d;
            
            %---------------------Regularization Networks : Dual Green Function -----------------------
            x1=x;
            K=kernelframe(x1,kernel,x2,dual,t,dual);
            T=phispan(x,spanning,dilation,uo,a,bord1,bord2);
            [c,d]=regsolve(K,T,y,lambda);
            x1=xf;
            K=kernelframe(x1,kernel,x2,dual,t,dual);
            T=phispan(x1,spanning,dilation,uo,a,bord1,bord2);
            f2=K*c+T*d;
          
            %---------------------Regularization Networks : Frame Green Kernel -----------------------
            x1=x;
            K=kernelframe(x1,kernel,x2,framematrix,t,framematrix);
            T=phispan(x,spanning,dilation,uo,a,bord1,bord2);
            [c,d]=regsolve(K,T,y,lambda);
            x1=xf;
            K=kernelframe(x1,kernel,x2,framematrix,t,framematrix);
            T=phispan(x1,spanning,dilation,uo,a,bord1,bord2);
            f3=K*c+T*d;
            
        
            errrkhs=errrkhs+sum( (yf-f1).^2/200);
            errdual=errdual+sum( (yf-f2).^2/200);
            errframe=errframe+sum( (yf-f3).^2/200);
            fprintf('%d..',k);
         end;
           
            erreurcv(j,:)=[errrkhs errdual errframe]/itercvmax;
            fprintf('\nj:%d lambda: %d   MSE  RKHS Kernel : %f   Dual Green : %f  Frame Green :%f\n',j,lambda,erreurcv(j,1),erreurcv(j,2),erreurcv(j,3));
          
        end;
    end;
    erreur(i,:)=min(erreurcv);
end;