comparison toolboxes/FullBNT-1.0.7/netlabKPM/netopt_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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-1:000000000000 0:e9a9cd732c1e
1 function [net, options, varargout] = netopt_weighted(net, options, x, t, eso_w, alg);
2 %NETOPT Optimize the weights in a network model.
3 %
4 % Description
5 %
6 % NETOPT is a helper function which facilitates the training of
7 % networks using the general purpose optimizers as well as sampling
8 % from the posterior distribution of parameters using general purpose
9 % Markov chain Monte Carlo sampling algorithms. It can be used with any
10 % function that searches in parameter space using error and gradient
11 % functions.
12 %
13 % [NET, OPTIONS] = NETOPT(NET, OPTIONS, X, T, ALG) takes a network
14 % data structure NET, together with a vector OPTIONS of parameters
15 % governing the behaviour of the optimization algorithm, a matrix X of
16 % input vectors and a matrix T of target vectors, and returns the
17 % trained network as well as an updated OPTIONS vector. The string ALG
18 % determines which optimization algorithm (CONJGRAD, QUASINEW, SCG,
19 % etc.) or Monte Carlo algorithm (such as HMC) will be used.
20 %
21 % [NET, OPTIONS, VARARGOUT] = NETOPT(NET, OPTIONS, X, T, ALG) also
22 % returns any additional return values from the optimisation algorithm.
23 %
24 % See also
25 % NETGRAD, BFGS, CONJGRAD, GRADDESC, HMC, SCG
26 %
27
28 % Copyright (c) Ian T Nabney (1996-9)
29
30 optstring = [alg, '(''neterr_weighted'', w, options, ''netgrad_weighted'', net, x, t, eso_w)'];
31
32 % Extract weights from network as single vector
33 w = netpak(net);
34
35 % Carry out optimisation
36 [s{1:nargout}] = eval(optstring);
37 w = s{1};
38
39 if nargout > 1
40 options = s{2};
41
42 % If there are additional arguments, extract them
43 nextra = nargout - 2;
44 if nextra > 0
45 for i = 1:nextra
46 varargout{i} = s{i+2};
47 end
48 end
49 end
50
51 % Pack the weights back into the network
52 net = netunpak(net, w);