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1 function [net, options, varargout] = netopt(net, options, x, t, alg);
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2 %NETOPT Optimize the weights in a network model.
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3 %
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4 % Description
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5 %
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6 % NETOPT is a helper function which facilitates the training of
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7 % networks using the general purpose optimizers as well as sampling
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8 % from the posterior distribution of parameters using general purpose
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9 % Markov chain Monte Carlo sampling algorithms. It can be used with any
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10 % function that searches in parameter space using error and gradient
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11 % functions.
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12 %
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13 % [NET, OPTIONS] = NETOPT(NET, OPTIONS, X, T, ALG) takes a network
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14 % data structure NET, together with a vector OPTIONS of parameters
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15 % governing the behaviour of the optimization algorithm, a matrix X of
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16 % input vectors and a matrix T of target vectors, and returns the
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17 % trained network as well as an updated OPTIONS vector. The string ALG
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18 % determines which optimization algorithm (CONJGRAD, QUASINEW, SCG,
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19 % etc.) or Monte Carlo algorithm (such as HMC) will be used.
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20 %
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21 % [NET, OPTIONS, VARARGOUT] = NETOPT(NET, OPTIONS, X, T, ALG) also
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22 % returns any additional return values from the optimisation algorithm.
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23 %
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24 % See also
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25 % NETGRAD, BFGS, CONJGRAD, GRADDESC, HMC, SCG
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26 %
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27
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28 % Copyright (c) Ian T Nabney (1996-2001)
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29
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30 optstring = [alg, '(''neterr'', w, options, ''netgrad'', net, x, t)'];
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31
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32 % Extract weights from network as single vector
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33 w = netpak(net);
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34
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35 % Carry out optimisation
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36 [s{1:nargout}] = eval(optstring);
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37 w = s{1};
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38
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39 if nargout > 1
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40 options = s{2};
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41
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42 % If there are additional arguments, extract them
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43 nextra = nargout - 2;
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44 if nextra > 0
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45 for i = 1:nextra
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46 varargout{i} = s{i+2};
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47 end
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48 end
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49 end
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50
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51 % Pack the weights back into the network
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52 net = netunpak(net, w);
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