maxsparsecovariance.m

来自「a function inside machine learning」· M 代码 · 共 29 行

function u = maxSparseCovariance(X, y)
%A function to compute the maximum sparse covariance vector between matrix X
%and vector y
%
%inputs 
%X data matrix with examples as rows 
%y labels column vector 
%
%outputs 
%u the vector which maximises the sparse empirical covariance between X and Y 

%We just use the example with the highest absolute covariance

numExamples = size(X, 1);
maxCovariance = -1; 

Xy = X'*y; 

for i=1:numExamples
    v = X(i, :)';
    covariance = abs(v'*Xy); 
    
    if covariance > maxCovariance 
        maxCovariance = covariance; 
        u = v;  
    end
end 

u = u/norm(u);