annotate toolboxes/FullBNT-1.0.7/netlabKPM/glmerr_weighted.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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wolffd@0 1 function [e, edata, eprior, y, a] = glmerr_weighted(net, x, t, eso_w)
wolffd@0 2 %GLMERR Evaluate error function for generalized linear model.
wolffd@0 3 %
wolffd@0 4 % Description
wolffd@0 5 % E = GLMERR(NET, X, T) takes a generalized linear model data
wolffd@0 6 % structure NET together with a matrix X of input vectors and a matrix
wolffd@0 7 % T of target vectors, and evaluates the error function E. The choice
wolffd@0 8 % of error function corresponds to the output unit activation function.
wolffd@0 9 % Each row of X corresponds to one input vector and each row of T
wolffd@0 10 % corresponds to one target vector.
wolffd@0 11 %
wolffd@0 12 % [E, EDATA, EPRIOR, Y, A] = GLMERR(NET, X, T) also returns the data
wolffd@0 13 % and prior components of the total error.
wolffd@0 14 %
wolffd@0 15 % [E, EDATA, EPRIOR, Y, A] = GLMERR(NET, X) also returns a matrix Y
wolffd@0 16 % giving the outputs of the models and a matrix A giving the summed
wolffd@0 17 % inputs to each output unit, where each row corresponds to one
wolffd@0 18 % pattern.
wolffd@0 19 %
wolffd@0 20 % See also
wolffd@0 21 % GLM, GLMPAK, GLMUNPAK, GLMFWD, GLMGRAD, GLMTRAIN
wolffd@0 22 %
wolffd@0 23
wolffd@0 24 % Copyright (c) Ian T Nabney (1996-9)
wolffd@0 25
wolffd@0 26 % Check arguments for consistency
wolffd@0 27 errstring = consist(net, 'glm', x, t);
wolffd@0 28 if ~isempty(errstring);
wolffd@0 29 error(errstring);
wolffd@0 30 end
wolffd@0 31
wolffd@0 32 [y, a] = glmfwd(net, x);
wolffd@0 33
wolffd@0 34 %switch net.actfn
wolffd@0 35 switch net.outfn
wolffd@0 36
wolffd@0 37 case 'softmax' % Softmax outputs
wolffd@0 38
wolffd@0 39 nout = size(a,2);
wolffd@0 40 % Ensure that sum(exp(a), 2) does not overflow
wolffd@0 41 maxcut = log(realmax) - log(nout);
wolffd@0 42 % Ensure that exp(a) > 0
wolffd@0 43 mincut = log(realmin);
wolffd@0 44 a = min(a, maxcut);
wolffd@0 45 a = max(a, mincut);
wolffd@0 46 temp = exp(a);
wolffd@0 47 y = temp./(sum(temp, 2)*ones(1,nout));
wolffd@0 48 % Ensure that log(y) is computable
wolffd@0 49 y(y<realmin) = realmin;
wolffd@0 50 e_app=sum(t.*log(y),2);
wolffd@0 51 edata = - eso_w'*e_app;
wolffd@0 52
wolffd@0 53 otherwise
wolffd@0 54 error(['Unknown activation function ', net.actfn]);
wolffd@0 55 end
wolffd@0 56
wolffd@0 57 [e, edata, eprior] = errbayes(net, edata);