optl3ardr.m

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

function [L3, Bmu, Bzeta, Bnumeffpar] = optL3ard(Barpi, Xtrain, Ytrain),
% function [L3, Bmu, Bzeta, Bnumeffpar] = optL3ard(Barpi, Xtrain, Ytrain),

load MATgamma Bgamma
startgamma = Bgamma;

Barpi = abs(Barpi);
for i = 1:length(Barpi),
% Xtrain(:,i) = Xtrain(:,i)*sqrt(Barpi(i));
Xtrain(:,i) = Xtrain(:,i)*Barpi(i);
end

global iter_ardL3 kernelType fixGamma, iter_ardL3=iter_ardL3+1;

N_inputs = size(Xtrain, 2); 
global logKK0, logKK0=[];

if ~exist('fixGamma')
    fixGamma=0;
end

if fixGamma,
[Bmu, Bzeta, Bnumeffpar, BPlikeli3, BPlikeli2, Bsloga, Bslogb] = fix_gammaBayLSSVMardr(startgamma, 1, Xtrain, Ytrain, kernelType); 
else
[Bmu, Bzeta, Bnumeffpar, BPlikeli3, BPlikeli2, Bsloga, Bslogb] = optim_gammaBayLSSVMardr(startgamma, 1, Xtrain, Ytrain, kernelType);
end
%[Bmu, Bzeta, Bnumeffpar, BPlikeli3, BPlikeli2, Bsloga, Bslogb] = optim_gammaBayLSSVMardr(startgamma, 1, Xtrain, Ytrain, kernelType);

%L3= 1/2*BPlikeli2-log(Bsloga)-log(Bslogb); % used before August 9, 2004
%L3(i)=-log(BPlikeli3(i));  % Revision on August 9, 2004 followed the revision in optSigGamLssvmBay.m, L3->-log(PosteriorLikelihood)

L3(i)=-BPlikeli3(i);

Bgamma = abs(Bzeta/Bmu);

if mod(iter_ardL3,N_inputs)==1,
disp(['Iteration: ', num2str(iter_ardL3), '  L3: ', num2str(L3), ...
        ' ; gam: ', num2str(Bgamma), ' ; numeffpar: ', num2str(Bnumeffpar)]),
disp(num2str(Barpi)),
end,

save MATgamma Bgamma
save MATmzn Bmu Bzeta Bnumeffpar