dualmaxsparsevariance.m.svn-base

a function inside machine learning

function b = dualMaxSparseVariance(K, Kj, Y, Yj)
%A function to compute the maximum sparse variance vector between matrix
%K and vector y
%We just use the example with the highest absolute variance

if (nargin ~= 4)
    fprintf('%s\n', help(sprintf('%s', mfilename)));
    error('Incorrect number of inputs - see above usage instructions.');
end

numExamples = size(Kj, 1); 
columnIndices = (1:numExamples)'; 

[variances, bs] = sparseVariances(K, Kj, Y, Yj, columnIndices); 

[maxVariance, i] = max(variances);
b = zeros(numExamples, 1); 
b(i) = bs(i);