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📄 ls.m

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function [test_targets, w] = LS(train_patterns, train_targets, test_patterns, weights)

% Classify using the least-squares algorithm
% Inputs:
% 	train_patterns  - Train patterns
%	train_targets	- Train targets
%   test_patterns   - Test patterns
%	Weights	- Weighted for weighted least squares (Optional)
%
% Outputs
%	test_targets	- Predicted targets
%	w			    - Decision surface parameters

[Dim, Nf]       = size(train_patterns);
Dim             = Dim + 1;
train_patterns(Dim,:) = ones(1,Nf);
test_patterns(Dim,:)  = ones(1,size(test_patterns,2));

%Weighted LS or not?
switch length(weights),
case Nf + 1,
    %Ada boost form
    weights = weights(1:Nf);
case Nf,
    %Do nothing
otherwise
    weights = ones(1, Nf);
end

w               = (inv((train_patterns .* (ones(Dim,1)*weights)) * train_patterns') * (train_patterns .* (ones(Dim,1)*weights)) * train_targets')';
test_targets    = w * test_patterns;

%If there are only two classes, collapse the targets to classes {1,2}
if (length(unique(train_targets)) == 2)
    test_targets = (test_targets > mean(unique(train_targets)));
end

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