prtRegressRvm Relevance vector machine regression object
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 = prtRegressRvmSequential; % 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
hold off;
legend('Regression curve','Original Points','Selected Relevant Points','Fitted points',0)