pls-svm.txt

最小二乘支持向量机的一个小程序

X=[];
Y=[];
Xt=[];
type = 'function estimation';
gam=1;
sig2=1;
[gam, sig2] = tunelssvm({X,Y,type,gam,sig2,'RBF_kernel'}, ...
[1 0.01; 10000 1000], 'gridsearch', {}, 'leaveoneout_lssvm');
[alpha,b] = trainlssvm({X,Y,type,gam,sig2,'RBF_kernel'});
Yt = simlssvm({X,Y,type,gam,sig2,'RBF_kernel','preprocess'},{alpha,b},Xt)