dualmaxsparsecovariance.m

来自「a function inside machine learning」· M 代码 · 共 12 行

function b = dualMaxSparseCovariance(K, Kj, Y, Yj)
%A function to compute the maximum sparse covariance vector between matrix
%K and vector y
%We just use the example with the highest absolute covariance
numExamples = size(Kj, 1); 
columnIndices = (1:numExamples)'; 

[covariances, bs] = sparseCovariances(K, Kj, Y, Yj, columnIndices); 

[maxCovariance, i] = max(covariances);
b = zeros(numExamples, 1); 
b(i) = bs(i);