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author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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+<html>
+<head>
+<title>
+Netlab Reference Manual glmtrain
+</title>
+</head>
+<body>
+<H1> glmtrain
+</H1>
+<h2>
+Purpose
+</h2>
+Specialised training of generalized linear model
+
+<p><h2>
+Description
+</h2>
+<CODE>net = glmtrain(net, options, x, t)</CODE> uses
+the iterative reweighted least squares (IRLS)
+algorithm to set the weights in the generalized linear model structure
+<CODE>net</CODE>.  This is a more efficient alternative to using <CODE>glmerr</CODE>
+and <CODE>glmgrad</CODE> and a non-linear optimisation routine through
+<CODE>netopt</CODE>.
+Note that for linear outputs, a single pass through the 
+algorithm is all that is required, since the error function is quadratic in
+the weights.  The algorithm also handles scalar <CODE>alpha</CODE> and <CODE>beta</CODE>
+terms.  If you want to use more complicated priors, you should use
+general-purpose non-linear optimisation algorithms.
+
+<p>For logistic and softmax outputs, general priors can be handled, although
+this requires the pseudo-inverse of the Hessian, giving up the better
+conditioning and some of the speed advantage of the normal form equations.
+
+<p>The error function value at the final set of weights is returned
+in <CODE>options(8)</CODE>.
+Each row of <CODE>x</CODE> corresponds to one
+input vector and each row of <CODE>t</CODE> corresponds to one target vector.
+
+<p>The optional parameters have the following interpretations.
+
+<p><CODE>options(1)</CODE> is set to 1 to display error values during training.
+If <CODE>options(1)</CODE> is set to 0,
+then only warning messages are displayed.  If <CODE>options(1)</CODE> is -1,
+then nothing is displayed.
+
+<p><CODE>options(2)</CODE> is a measure of the precision required for the value
+of the weights <CODE>w</CODE> at the solution.
+
+<p><CODE>options(3)</CODE> is a measure of the precision required of the objective
+function at the solution.  Both this and the previous condition must be
+satisfied for termination.
+
+<p><CODE>options(5)</CODE> is set to 1 if an approximation to the Hessian (which assumes
+that all outputs are independent) is used for softmax outputs. With the default
+value of 0 the exact Hessian (which is more expensive to compute) is used.
+
+<p><CODE>options(14)</CODE> is the maximum number of iterations for the IRLS algorithm; 
+default 100.
+
+<p><h2>
+See Also
+</h2>
+<CODE><a href="glm.htm">glm</a></CODE>, <CODE><a href="glmerr.htm">glmerr</a></CODE>, <CODE><a href="glmgrad.htm">glmgrad</a></CODE><hr>
+<b>Pages:</b>
+<a href="index.htm">Index</a>
+<hr>
+<p>Copyright (c) Ian T Nabney (1996-9)
+
+
+</body>
+</html>
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