lssvmbaystep.m

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

% generate training and test set, ptrn, ttrn, and ptst, ttst, vpred-variable_list.
% crtData, 

t_start=cputime;
vpredWait=vpred;
%ptrn=ptrn(1:150,:); ttrn=ttrn(1:150,1);
nSel=size(ptrn, 2);
stepList=struct('type', ' ', 'name', 'null', 'L3', inf, 'sigOpt', 0, 'gamOpt', 0, 'neffPar', 0); 
lstep = 0;
vpredInit={};
for iSel=1:nSel,

    if iSel==1,
        ptrnInit=[]; ptrnWait=ptrn; nstep=3; L3Init=inf;
    else
        ptrnInit=ptrnNew; 
        ll=length(stepList);
        L3Init=stepList(ll).L3;
        ptrnInit=ptrnNew;
        ptrnWait=ptrnRest; vpredWait=vpredRest;
        nstep=1;
    end,
    % forward selection 
    [forList, ptrnNew, ptrnRest, vpredRest, vpredAdd, nAdd]=lssvmBayForward(ptrnInit, ttrn, ptrnWait, vpredWait, L3Init, nstep);    
    
    ll=length(forList);
    if nAdd==0,
        break,
    end,       
    for il=1:ll;
        lstep = lstep + 1;
        stepList(lstep)=forList(il);
    end,    
    
    L3Init=forList(ll).L3; sigInit=forList(ll).sigOpt; gamInit=forList(ll).gamOpt;
    ptrnInit=ptrnNew;
    vpredInit=[vpredInit, vpredAdd];
    
    [backList, ptrnNew, vpredNew, nDel]=lssvmBayBackward(ptrnInit, ttrn, vpredInit, L3Init, sigInit, gamInit);
    if nDel>0,
        ll=length(backList);
        for il=2:ll;  
           lstep = lstep + 1;
           stepList(lstep)=backList(il);
       end,
       vpredInit=vpredNew;
    end,
    
end,

nvpred=length(vpredNew);
disp(' '),
disp('==  Stepwise Summary =='),
disp('#. Input    +/-   L3     sig      gam     NumEffPar '),
for i=1:length(stepList),
    disp([num2str(i), '. ', stepList(i).type, ' ', stepList(i).name, ': ', ... 
          num2str(stepList(i).L3),', ', num2str(stepList(i).sigOpt), ', ', ...
          num2str(stepList(i).gamOpt), ', ', num2str(stepList(i).neffPar)]),
end,

disp(' '),
disp('==  Input Selected ==')
for i=1:nvpred,
    disp([num2str(i), '. ', vpredNew{i}]),
end

min_elapsed=(cputime-t_start)/60;
disp(['time elapsed (min) : ', num2str(min_elapsed)]),
save MATstep8 stepList vpredNew min_elapsed,

return,