prtRegressRvm Relevance vector machine regression object
REGRESS = prtRegressRvm returns a prtRegressRvm object
REGRESS = prtRegressRVM(PROPERTY1, VALUE1, ...) constructs a
prtRegressRvm object REGRESS with properties as specified by
PROPERTY/VALUE pairs.
A prtRegressRvm object inherits all properties from the prtRegress
class. In addition, it has the following properties:
SetAccess = public:
kernels - A cell array of prtKernel objects specifying
the kernels to use
verbosePlot - Flag indicating whether or not to plot during
training
verboseText - Flag indicating whether or not to display
a message during training
SetAccess = private/protected:
learningConverged - Flag indicating if the training converged
learningResults - Struct with information about the convergence
beta - The weights on each of the kernel elements;
learned during training
Sigma - The learned covariance
sparseBeta - The weights on the retained kernel elements;
learned durning training
sparseKernels - The retained kernels
This code is based on:
Michael E Tipping, Sparse bayesian learning and the relevance
vector machine, The Journal of Machine Learning Research, Vol 1.
Also see http://en.wikipedia.org/wiki/Relevance_vector_machine
A prtRegressionRvm object inherits the PLOT method from the
prtRegress object, and the TRAIN, RUN, CROSSVALIDATE and KFOLDS
methods from the prtAction object.
Example:
dataSet = prtDataGenNoisySinc; % Load a prtDataRegress
dataSet.plot; % Display data
reg = prtRegressRvm; % Create a prtRegressRvm object
reg = reg.train(dataSet); % Train the prtRegressRvm object
reg.plot(); % Plot the resulting curve
dataSetOut = reg.run(dataSet); % Run the regressor on the data
hold on;
plot(dataSet.getX,dataSetOut.getX,'c.') % Plot, overlaying the
% fitted points with the
% curve and original data
legend('Regression curve','Original Points','Kernel Locations Used',0)