optim_ardl3r_unc.asv

The goal of SPID is to provide the user with tools capable to simulate, preprocess, process and clas

function [Obarpi, Omu, Ozeta, OL3] = optim_ardL3r_unc(Xtrain, Ytrain, buncstart, gamstart, Niter, knl),
% function [Obarpi, Omu, Ozeta, OL3] = optim_ardL3r(Xtrain, Ytrain, barpistart, gamstart, Niter),

if nargin<6,
   knl=1;
end,

Bgamma = gamstart; 
save MATgamma Bgamma
global iter_ardL3 kernelType, iter_ardL3=0; kernelType=knl;



%opties=optimset('MaxFunEvals', Niter, 'TolFun', 10000*eps, 'TolX', 10000*eps );
opties=optimset('MaxFunEvals', Niter, 'TolFun', 1e-6, 'TolX', 1e-6 , 'GradObj','on');
[Obarpi, OL3] = fminunc('optL3ardr_unc', buncstart, opties, Xtrain, Ytrain);
%[Obarpi, OL3] = fmincon('optL3ardr', barpistart, [],[],[],[],0,1,[],opties, Xtrain, Ytrain);

%Obarpi = abs(Obarpi);
load MATmzn Bmu Bzeta Bnumeffpar

Omu = Bmu;
Ozeta = Bzeta;