dualmaxsparsevariancetest.m

a function inside machine learning

%A script to test dualMaxSparseVariance 
clear all; 

tol = 10^-5;
numExamples = 10;
numFeatures = 5;

trainX = rand(numExamples, numFeatures);
trainKj = trainX*trainX';
Y = zeros(numExamples, 1);

b = dualMaxSparseVariance(trainKj, trainKj, Y, Y);

%Now, compute manually and compare 
b2 = zeros(numExamples, 1); 
diagTrainK = diag(trainKj) - (diag(trainKj)==0);
vars = sum(trainKj.^2, 1)'./diagTrainK;
[variances, index] = max(vars);

b2(index, 1) = 1/sqrt(trainKj(index, index));