maxtargetalignment2.m.svn-base

a function inside machine learning

function u = maxTargetAlignment2(X, Y)
%A function to compute the maximum target alignment vector between matrices X and Y
%
%inputs 
%X data matrix with examples as rows 
%Y labels matrix with output as rows 
%
%outputs 
%u the vector which maximises the emperical target alignment between X and Y 

XXinv = pinv(X'*X);
updateMatrix = XXinv*X'*Y*Y'*X; 

u = updateMatrix*ones(size(X, 2), 1);
uold = u - 1; 

while u-uold > 0.01
  uold = u; 
  u = updateMatrix*u/norm(u);  
end

u = u/sqrt(u'*X'*X*u);