gpml

所属分类:matlab编程
开发工具:matlab
文件大小:815KB
下载次数:471
上传日期:2009-05-01 15:48:29
上 传 者shyxie
说明:  高斯过程在回归和分类问题中的应用,注释详细
(Gaussian process regression and classification problems in the application, comments, details)

文件列表:
gpml\doc\alg21.gif (31996, 2006-03-07)
gpml\doc\alg31.gif (43172, 2006-03-07)
gpml\doc\alg32.gif (34064, 2006-03-07)
gpml\doc\alg35.gif (66673, 2006-03-07)
gpml\doc\alg36.gif (32226, 2006-03-07)
gpml\doc\alg51.gif (60084, 2006-03-07)
gpml\doc\alg52.gif (41085, 2006-03-07)
gpml\doc\classification.html (34439, 2006-03-26)
gpml\doc\fig2d.gif (36772, 2006-03-15)
gpml\doc\fig2de1.gif (35364, 2006-03-15)
gpml\doc\fig2de2.gif (42683, 2006-03-15)
gpml\doc\fig2de3.gif (38483, 2006-03-15)
gpml\doc\fig2dl1.gif (34059, 2006-03-15)
gpml\doc\fig2dl2.gif (40431, 2006-03-15)
gpml\doc\fig2dl3.gif (38375, 2006-03-15)
gpml\doc\figepp.gif (17875, 2006-03-10)
gpml\doc\figepp2.gif (23299, 2006-03-10)
gpml\doc\figl.gif (6109, 2006-03-27)
gpml\doc\figl1.gif (21386, 2006-03-07)
gpml\doc\figlapp.gif (17854, 2006-03-09)
gpml\doc\figlapp2.gif (25557, 2006-03-09)
gpml\doc\figlf.gif (16078, 2006-03-27)
gpml\doc\figlm.gif (16712, 2006-03-27)
gpml\doc\index.html (3461, 2007-06-26)
gpml\doc\regression.html (16598, 2006-03-29)
gpml\doc\sparse-approx.html (7738, 2006-03-29)
gpml\doc\style.css (77, 2006-03-07)
gpml\gpml\approxEP.m (5097, 2007-07-24)
gpml\gpml\approximations.m (1936, 2007-06-27)
gpml\gpml\approxLA.m (3094, 2007-06-26)
gpml\gpml\binaryEPGP.m (2671, 2007-06-26)
gpml\gpml\binaryGP.m (6941, 2007-06-27)
gpml\gpml\binaryLaplaceGP.m (3071, 2007-06-26)
gpml\gpml\Contents.m (2656, 2007-06-26)
gpml\gpml\Copyright (776, 2007-06-26)
gpml\gpml\covConst.m (774, 2007-07-24)
gpml\gpml\covFunctions.m (4136, 2006-05-15)
gpml\gpml\covLINard.m (1046, 2006-03-27)
gpml\gpml\covLINone.m (984, 2006-03-27)
gpml\gpml\covMatern3iso.m (1392, 2007-06-26)
... ...

ABOUT THESE PROGRAMS ==================== This collection of matlab programs implement and demonstrates some fo the algorithms described in the book Rasmussen and Williams: "Gaussian Processes for Machine Learning", the MIT Press 2006. There are 3 subdirectories: gpml, gpml-demo and doc. gpml: contains code which implements the algorithms. Please see the Copyright notice contained in the file named "Copyright". gpml-demo: contains matlab scripts with names "demo_*.m". These provide small demonstrations of the various programs provided. doc: contains four html files providing documentation. The best place to start is index.html, the other pages are linked from there. This information is also available from http://www.GaussianProcess.org/gpml/code When running the demos, it is assumed that your current directory is the gpml-demo directory. Otherwise, you should manually add both the gpml-demo and gpml directories to the matab path. VERSION ======= The current version of the programs is dated: 2007-07-25. Previous versions of the code may be avaiable at http://www.gaussianprocess.org/gpml/code/old CHANGES FROM PREVIOUS VERSIONS ============================== Changes from the 2007-06-25 version: ------------------------------------ covConst.m: fixed a bug which caused an error in the derivative of the log marginal likelihood for certain combinations of covariance functions and approximation methods. (Thanks to Antonio Eleuteri for reporting the problem) gauher.m: added the function "gauher.m" which was mistakenly missing from the previous release. This caused an error for certain combinations of approximation method and likelihood function. logistic.m: modified the approximation of moments calculation to use a mixture of cumulative Gaussian, rather than Gauss-Hermite quadrature, as the former turns out to be more accurate. Changes from the 2006-09-08 version: ------------------------------------ Some code restructuring has taken place for the classification code to make it more modular, to facilitate addition of new likelihood functions and approximations methods. Now, all classification is done using the binaryGP function, which (among other things) takes an approximation method and a likelihood function as an arguments. Thus, binaryGP replaces both binaryEPGP and binaryLapaceGP, although wrapper functions are still provided for backward compatibility. This gives added flexibility: now EP can also be used wth the logistic likelihood function (implemented using Gauss-Hermite quadrature). approxEP.m: New file, containing the Expectation Propagation approximation method, which was previously contained in binaryEPGP.m approxLA.m: New file, containing Laplaces approximation method, which was previously contained in binaryLaplace.m approximations.m: New file, help for the approximation methods. binaryEPGP.m: This file has been replaced by a wrapper (for backward compatibility) which calls the more general binaryGP function. binaryGP.m: New general function to do binary classification. binaryLaplaceGP.m: This file has been replaced by a wrapper (for backward compatibility) which calls the more general binaryGP function. covMatern3iso.m, covMatern5iso.m, covNNone.m, covRQard.m, covRQiso.m, cosSEard, covSEiso: now check more carefully, that persistent variables have the correct sizes, and some variable names have been modified. cumGauss.m: New file, containing code for the cumulative Gaussian likelihood function likelihoods.m: New file, help for likelihood functions logistic.m: New file, logistic likelihood Changes from the 2006-05-10 version: ------------------------------------ covRQard.m: bugfix: replaced x with x' and z with z' in line 36 covRQiso.m: bugfix: replaced x with x' and z with z' in line 28 minimize.m: correction: replaced "error()" with "error('')", and made a few cosmetic changes binaryEPGP.m: added the line "lml = -n*log(2);" in line 77. This change should be largely inconsequential, but occationally may save things when the covariance matrix is exceptionally badly conditioned. Changes from the 2006-04-12 version: ------------------------------------ added the "erfint" function to "binaryLaplaceGP.m". The erfint function was missing by mistake, preventing the use of the "logistic" likelihood. Changes from the 2006-03-29 version: ------------------------------------ added files: "covProd.m" and "covPeriodic.m" changes: "covSEiso.m" was changed slightly to avoid the use of persistent variables DATASETS ======== The datasets needed for some of the demos can be downloaded from http://www.GaussianProcess.org/gpml/data ABOUT MEX FILES =============== Some of the programs make use of the mex facility in matlab for more efficient implementation. However, if you don't know about how to compile mex files, you do not need to worry about this - the code should run anyway. If you do compile the mex files, this should be automatically detected, and the program will run more efficiently. Particularly the demonstrations of classification on the usps digits require a lot of computation. COMPILING MEX FILES =================== As mentioned above, it is not necessary to compile the mex files, but it can speed up execution considerably. We cannot give a detailed account, but here are some hints: Generally, you just type "mex file.c" at the matlab prompt or in your shell to compile, where "file.c" is the program you want to compile. There is a Makefile which works for unix/linux on x86 machines. Just type "make". In some cases (solve_chol.c), routines from the lapack numerical library are used. This should pose no problem on linux. On windows, you have to 1) remove the trailing underscore from the name of the lapack function ("dpotrs", two occurences) and 2) pass the location of the lapack library to mex, ie something like mex file.c /extern/lib/win32/lcc/libmwlapack.lib where is the root of your matlab installation. If your installation doesn't include the libmwlapack.lib you may be able to get it from http://www.cise.ufl.edu/research/sparse/umfpack/v4.4/UMFPACKv4.4/UMFPACK/ MATLAB/lcc_lib/

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