diff toolboxes/FullBNT-1.0.7/netlab3.3/demard.m @ 0:e9a9cd732c1e tip

first hg version after svn

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/netlab3.3/demard.m	Tue Feb 10 15:05:51 2015 +0000
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+%DEMARD	Automatic relevance determination using the MLP.
+%
+%	Description
+%	This script demonstrates the technique of automatic relevance
+%	determination (ARD) using a synthetic problem having three input
+%	variables: X1 is sampled uniformly from the range (0,1) and has a low
+%	level of added Gaussian noise, X2 is a copy of X1 with a higher level
+%	of added noise, and X3 is sampled randomly from a Gaussian
+%	distribution. The single target variable is determined by
+%	SIN(2*PI*X1) with additive Gaussian noise. Thus X1 is very relevant
+%	for determining the target value, X2 is of some relevance, while X3
+%	is irrelevant. The prior over weights is given by the ARD Gaussian
+%	prior with a separate hyper-parameter for the group of weights
+%	associated with each input. A multi-layer perceptron is trained on
+%	this data, with re-estimation of the hyper-parameters using EVIDENCE.
+%	The final values for the hyper-parameters reflect the relative
+%	importance of the three inputs.
+%
+%	See also
+%	DEMMLP1, DEMEV1, MLP, EVIDENCE
+%
+
+%	Copyright (c) Ian T Nabney (1996-2001)
+
+clc;
+disp('This demonstration illustrates the technique of automatic relevance')
+disp('determination (ARD) using a multi-layer perceptron.')
+disp(' ');
+disp('First, we set up a synthetic data set involving three input variables:')
+disp('x1 is sampled uniformly from the range (0,1) and has a low level of')
+disp('added Gaussian noise, x2 is a copy of x1 with a higher level of added')
+disp('noise, and x3 is sampled randomly from a Gaussian distribution. The')
+disp('single target variable is given by t = sin(2*pi*x1) with additive')
+disp('Gaussian noise. Thus x1 is very relevant for determining the target')
+disp('value, x2 is of some relevance, while x3 should in principle be')
+disp('irrelevant.')
+disp(' ');
+disp('Press any key to see a plot of t against x1.')
+pause;
+
+% Generate the data set.
+randn('state', 0); 
+rand('state', 0); 
+ndata = 100;
+noise = 0.05;
+x1 = rand(ndata, 1) + 0.002*randn(ndata, 1);
+x2 = x1 + 0.02*randn(ndata, 1);
+x3 = 0.5 + 0.2*randn(ndata, 1);
+x = [x1, x2, x3];
+t = sin(2*pi*x1) + noise*randn(ndata, 1);
+
+% Plot the data and the original function.
+h = figure;
+plotvals = linspace(0, 1, 200)';
+plot(x1, t, 'ob')
+hold on
+axis([0 1 -1.5 1.5])
+[fx, fy] = fplot('sin(2*pi*x)', [0 1]);
+plot(fx, fy, '-g', 'LineWidth', 2);
+legend('data', 'function');
+
+disp(' ');
+disp('Press any key to continue')
+pause; clc;
+
+disp('The prior over weights is given by the ARD Gaussian prior with a')
+disp('separate hyper-parameter for the group of weights associated with each')
+disp('input. This prior is set up using the utility MLPPRIOR. The network is')
+disp('trained by error minimization using scaled conjugate gradient function')
+disp('SCG. There are two cycles of training, and at the end of each cycle')
+disp('the hyper-parameters are re-estimated using EVIDENCE.')
+disp(' ');
+disp('Press any key to create and train the network.')
+disp(' ');
+pause;
+
+% Set up network parameters.
+nin = 3;			% Number of inputs.
+nhidden = 2;			% Number of hidden units.
+nout = 1;			% Number of outputs.
+aw1 = 0.01*ones(1, nin);	% First-layer ARD hyperparameters.
+ab1 = 0.01;			% Hyperparameter for hidden unit biases.
+aw2 = 0.01;			% Hyperparameter for second-layer weights.
+ab2 = 0.01;			% Hyperparameter for output unit biases.
+beta = 50.0;			% Coefficient of data error.
+
+% Create and initialize network.
+prior = mlpprior(nin, nhidden, nout, aw1, ab1, aw2, ab2);
+net = mlp(nin, nhidden, nout, 'linear', prior, beta);
+
+% Set up vector of options for the optimiser.
+nouter = 2;			% Number of outer loops
+ninner = 10;		        % Number of inner loops
+options = zeros(1,18);		% Default options vector.
+options(1) = 1;			% This provides display of error values.
+options(2) = 1.0e-7;	% This ensures that convergence must occur
+options(3) = 1.0e-7;
+options(14) = 300;		% Number of training cycles in inner loop. 
+
+% Train using scaled conjugate gradients, re-estimating alpha and beta.
+for k = 1:nouter
+  net = netopt(net, options, x, t, 'scg');
+  [net, gamma] = evidence(net, x, t, ninner);
+  fprintf(1, '\n\nRe-estimation cycle %d:\n', k);
+  disp('The first three alphas are the hyperparameters for the corresponding');
+  disp('input to hidden unit weights.  The remainder are the hyperparameters');
+  disp('for the hidden unit biases, second layer weights and output unit')
+  disp('biases, respectively.')
+  fprintf(1, '  alpha =  %8.5f\n', net.alpha);
+  fprintf(1, '  beta  =  %8.5f\n', net.beta);
+  fprintf(1, '  gamma =  %8.5f\n\n', gamma);
+  disp(' ')
+  disp('Press any key to continue.')
+  pause
+end
+
+% Plot the function corresponding to the trained network.
+figure(h); hold on;
+[y, z] = mlpfwd(net, plotvals*ones(1,3));
+plot(plotvals, y, '-r', 'LineWidth', 2)
+legend('data', 'function', 'network');
+
+disp('Press any key to continue.');
+pause; clc;
+
+disp('We can now read off the hyperparameter values corresponding to the')
+disp('three inputs x1, x2 and x3:')
+disp(' ');
+fprintf(1, '    alpha1: %8.5f\n', net.alpha(1));
+fprintf(1, '    alpha2: %8.5f\n', net.alpha(2));
+fprintf(1, '    alpha3: %8.5f\n', net.alpha(3));
+disp(' ');
+disp('Since each alpha corresponds to an inverse variance, we see that the')
+disp('posterior variance for weights associated with input x1 is large, that')
+disp('of x2 has an intermediate value and the variance of weights associated')
+disp('with x3 is small.')
+disp(' ')
+disp('Press any key to continue.')
+disp(' ')
+pause
+disp('This is confirmed by looking at the corresponding weight values:')
+disp(' ');
+fprintf(1, '    %8.5f    %8.5f\n', net.w1');
+disp(' ');
+disp('where the three rows correspond to weights asssociated with x1, x2 and')
+disp('x3 respectively. We see that the network is giving greatest emphasis')
+disp('to x1 and least emphasis to x3, with intermediate emphasis on')
+disp('x2. Since the target t is statistically independent of x3 we might')
+disp('expect the weights associated with this input would go to')
+disp('zero. However, for any finite data set there may be some chance')
+disp('correlation between x3 and t, and so the corresponding alpha remains')
+disp('finite.')
+
+disp(' ');
+disp('Press any key to end.')
+pause; clc; close(h); clear all
+