Daniel@0: Daniel@0:
Daniel@0:Daniel@0: Daniel@0: [net, options, errlog] = gtmem(net, t, options) Daniel@0:Daniel@0: Daniel@0: Daniel@0:
[net, options, errlog] = gtmem(net, t, options)
uses the Expectation
Daniel@0: Maximization algorithm to estimate the parameters of
Daniel@0: a GTM defined by a data structure net
.
Daniel@0: The matrix t
represents the data whose expectation
Daniel@0: is maximized, with each row corresponding to a vector. It is assumed
Daniel@0: that the latent data net.X
has been set following a call to
Daniel@0: gtminit
, for example.
Daniel@0:
Daniel@0: The optional parameters have the following interpretations.
Daniel@0:
Daniel@0: options(1)
is set to 1 to display error values; also logs error
Daniel@0: values in the return argument errlog
.
Daniel@0: If options(1)
is set to 0,
Daniel@0: then only warning messages are displayed. If options(1)
is -1,
Daniel@0: then nothing is displayed.
Daniel@0:
Daniel@0:
options(3)
is a measure of the absolute precision required of the error
Daniel@0: function at the solution. If the change in log likelihood between two steps of
Daniel@0: the EM algorithm is less than this value, then the function terminates.
Daniel@0:
Daniel@0:
options(14)
is the maximum number of iterations; default 100.
Daniel@0:
Daniel@0:
The optional return value options
contains the final error value
Daniel@0: (i.e. data log likelihood) in
Daniel@0: options(8)
.
Daniel@0:
Daniel@0:
Daniel@0: Daniel@0: % Create and initialise GTM model Daniel@0: net = gtm(latentdim, nlatent, datadim, numrbfcentres, ... Daniel@0: 'gaussian', 0.1); Daniel@0: Daniel@0:Daniel@0: Daniel@0: Daniel@0:options = foptions; Daniel@0: options(1) = -1; Daniel@0: options(7) = 1; % Set width factor of RBF Daniel@0: net = gtminit(net, options, data, 'regular', latentshape, [4 4]); Daniel@0: Daniel@0:
options = foptions; Daniel@0: options(14) = 30; Daniel@0: options(1) = 1; Daniel@0: [net, options] = gtmem(net, data, options); Daniel@0:
gtm
, gtminit
Copyright (c) Ian T Nabney (1996-9) Daniel@0: Daniel@0: Daniel@0: Daniel@0: