📄 exlar1.m
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Multiple Kernel Estimation using the KBP % the plotting describes the regularization path%%% Paper :% V. Guigue, A. Rakotomamonjy, S. Canu, Kernel Basis Pursuit. European Conference on Machine Learning, Porto, 2005.% % 18/12/2005 ARclose all;clear all;clc;%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% signals to be estimatednbapp=200;nbtest=500;sigma=0.1;xapp=sort(rand(nbapp,1)*4);xtest=linspace(0,4,nbtest)';yapp=cos(exp(xapp)) + sigma*randn(nbapp,1);ytest=cos(exp(xtest));%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% multiple kernelskernel='gaussian';kerneloption=[0.05 0.1 0.5 1];%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% LAR PARAMETRE%LARMKpar{1}.type = 'nbSV';LARMKpar{1}.borne = [1: 20];%% uncomment this for having the regularization path involving this two %% stopping criterion% LARMKpar{2}.type = 'trapscale';% LARMKpar{2}.borne = [1:3];% LARMKpar{2}.indTS = length(kerneloption)+1;% kerneloption=[kerneloption 0.001];Limites=[];verbose = 0;lambda = 1e-9;% LearningKapp = multiplekernel(xapp,kernel,kerneloption);[solution, solution_OLS] = LAR(Kapp,yapp, LARMKpar, Limites, lambda, verbose);% Testfor i=1:length(solution) indxsup=solution_OLS{i}.indxsup; Ktest = multiplekernel(xtest,kernel,kerneloption,xapp,solution_OLS{i}); ypred=LARval(Ktest,solution_OLS{i}); plot(xapp,yapp,'b',xtest,ytest,'g',xtest,ypred,'k'); legend('Training points','Test curve', 'Test prediction'); title(['step : ' int2str(i)]); pauseend;
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