maxtargetalignment.m

a function inside machine learning

function u = maxTargetAlignment(X, y)
%A function to compute the maximum target alignment 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 emperical target alignment between X and Y 

a = 0.02*norm(X'*X); 
Ia = eye(size(X, 2)) * a;  
XXinv = inv(X'*X + Ia);
%XXinv = pinv(X'*X); 

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