nlinregfun.m

数据挖掘的新方法－支持向量机书中算法例子

%
%

function a1=LinRegFUN(a)

fid=fopen('a.dat','r');
    n=fread(fid,1,'float');     % Length of data
    e=fread(fid,1,'float');     % Tube wideth
    sg=fread(fid,1,'float');    % A control parameter for radius based function
    Fc=fread(fid,1,'short');    % Select kernel function 0-radius based, 1-polynomial
    p=fread(fid,1,'short');     % Order of polynomial function
    X=fread(fid,n,'float');     % Data of input
    Y=fread(fid,n,'float');     % Data of output
fclose(fid);
    
% Transpose all data vector to be cunlum vector
DmX=size(a);
DmX=size(X);
DmY=size(Y);
if DmX(1)<DmX(2),
    a=a';
end
if DmX(1)<DmX(2),
    X=X';
end
if DmY(1)<DmY(2),
    Y=Y';
end

if Fc==0,
    % Radius based function
    I=ones(1,length(X));
    FUN=inline('-0.5*sum(sum(   diag(a(1:n)-a(n+1:2*n))*  exp(-(((X*I)-transpose(X*I)).^2)./sg)  *diag(a(1:n)-a(n+1:2*n))  )) - e*sum(a) + transpose(Y)*(a(1:n)-a(n+1:2*n))','a','X','Y','n','e','I','sg');
    a1=-FUN(a,X,Y,n,e,I,sg);
else
    % Polynomial function
    FUN=inline('-0.5*sum(sum(   diag(a(1:n)-a(n+1:2*n))*  ((X*transpose(X)-1).^p)  *diag(a(1:n)-a(n+1:2*n))  )) - e*sum(a) + transpose(Y)*(a(1:n)-a(n+1:2*n))','a','X','Y','n','e','p');
    a1=-FUN(a,X,Y,n,e,p);
end