kl_static.m

来自「非线型因素分析matlab仿真程序包」· M 代码 · 共 51 行

function v = kl_static(net, params)
% KL_STATIC  calculate batch-independent part of Kullback-Leibler divergence
%
%    Usage:
%      kl = kl_static(net, params)
%      where net (probdist struct) the found values for network,
%      params (probdist struct) estimated values for variances of
%      different values, hypers (probdist struct) estimated values for
%      hyperparameters of the model and priors (probdist struct) user
%      defined prior distributions for the hyperparameters.

% Copyright (C) 1999-2004 Antti Honkela, Harri Valpola,
% and Xavier Giannakopoulos.
%
% This package comes with ABSOLUTELY NO WARRANTY; for details
% see License.txt in the program package.  This is free software,
% and you are welcome to redistribute it under certain conditions;
% see License.txt for details.

%% NOTE: Assume prior variance of net.w1 to be unity

v = kl_param(net.w2, probdist(0), params.net.w2var, 1) + ...
    kl_param(params.net.w2var, params.hyper.net.w2var.mean, ...
	     params.hyper.net.w2var.var) + ...
    kl_param(params.noise, params.hyper.noise.mean, ...
	     params.hyper.noise.var) + ...
    kl_param(params.src, params.hyper.src.mean, params.hyper.src.var) + ...
    kl_param(net.b1, params.hyper.net.b1.mean, params.hyper.net.b1.var) + ...
    kl_param(net.b2, params.hyper.net.b2.mean, params.hyper.net.b2.var) + ...
    kl_param(net.w1, probdist(0), probdist(0)) + ...
    kl_param(params.hyper.net.w2var.mean, params.prior.net.w2var.mean.mean, ...
	     params.prior.net.w2var.mean.var) + ...
    kl_param(params.hyper.net.w2var.var, params.prior.net.w2var.var.mean, ...
	     params.prior.net.w2var.var.var) + ...
    kl_param(params.hyper.noise.mean, params.prior.noise.mean.mean, ...
	     params.prior.noise.mean.var) + ...
    kl_param(params.hyper.noise.var, params.prior.noise.var.mean, ...
	     params.prior.noise.var.var) + ...
    kl_param(params.hyper.src.mean, params.prior.src.mean.mean, ...
	     params.prior.src.mean.var) + ...
    kl_param(params.hyper.src.var, params.prior.src.var.mean, ...
	     params.prior.src.var.var) + ...
    kl_param(params.hyper.net.b1.mean, params.prior.net.b1.mean.mean, ...
	     params.prior.net.b1.mean.var) + ...
    kl_param(params.hyper.net.b1.var, params.prior.net.b1.var.mean, ...
	     params.prior.net.b1.var.var) + ...
    kl_param(params.hyper.net.b2.mean, params.prior.net.b2.mean.mean, ...
	     params.prior.net.b2.mean.var) + ...
    kl_param(params.hyper.net.b2.var, params.prior.net.b2.var.mean, ...
	     params.prior.net.b2.var.var);