leve_mao.m

The neuro-fuzzy software for identification and data analysis has been implemented in the MATLAB lan

function [centers, bases]=leve_mao(inputs,centers,bases,par,bias,output)

%LEVE_MAO		LEVEMBERG-MARQUARDT  
%	
%  [centers, bases]=leve_mao(inputs,centers,bases,par,output)
%
%	centers[no_rules,no_var]   centers of the membership functions
%	bases[no_rules,no_var]	   bases   of the membership functions   	
%
%	inputs[no_data,no_var]
%	centers[no_rules,no_var]   centers (initial value)
%	bases[no_rules,no_var]	   bases   (initial value)
%	par[no_rules,no_par]	   parameters of the consequent of each rule
%	bias[1,1]
%	output[no_data,1]
% 
%	The following global variable is required:
%		fid_h   
%
%	LEVENBERG-MARQUARDT is used to determine 
%	the CENTERS and the BASES
%

%_______________________________________________________8 April 1996____

global fid_h


me=3;
grad_min=.25;

mu_init=0.001 ;
mu_inc=10;
mu_dec=0.1;
mu_max= 1e10;

no_data=size(inputs,1);
[no_rules,no_var]=size(centers);

mu=mu_init;

[errors,Jacobian] = err_fuz ( inputs,centers,bases,par,bias,output);
premise=[centers(:) ; bases(:)];
SSE=sumsqr(errors);

	message = sprintf('Premise optimization: %%g/%g epochs, mu = %%g, SSE= %%g.\n',me);
	fprintf(fid_h,message,0,mu_init,SSE);

for i=1:me
  	
	% CHECK MAGNITUDE OF GRADIENT
	if (norm(Jacobian'*errors)/no_data < grad_min), break, end

  	% INNER LOOP, INCREASE MU UNTIL THE ERRORS ARE REDUCED

	while (mu <= mu_max)
		H=Jacobian'*Jacobian;
		g=Jacobian'*errors;
		A=H+mu*no_data*eye(2*no_rules*no_var);
		tol=1e-9;
    		new_premise=premise-pinv(A,tol)*g;
		
		centers=reshape(new_premise(1:no_var*no_rules),[no_rules no_var]);
		bases=reshape(new_premise(no_var*no_rules+1:2*no_var*no_rules),[no_rules no_var]);

		bases=bases+(bases<0.1)*0.1;
    		% EVALUATE NEW NETWORK
 		[new_errors,new_Jacobian]= err_fuz ( inputs,centers,bases,par,bias,output);
 		
		new_SSE=sumsqr(new_errors);
   		if (new_SSE < SSE), break, end
		mu = mu * mu_inc;
	end
  		
	if (mu > mu_max), break, end
	
	mu = mu * mu_dec;

 	% UPDATE NETWORK
	premise = new_premise; 
	SSE = new_SSE;
	Jacobian=new_Jacobian;
	fprintf(fid_h,message,i,mu,SSE);

end