demev3

Purpose

Demonstrate Bayesian regression for the RBF.

Synopsis

demev3

Description

The problem consists an input variable x which sampled from a Gaussian distribution, and a target variable t generated by computing sin(2*pi*x) and adding Gaussian noise. An RBF network with linear outputs is trained by minimizing a sum-of-squares error function with isotropic Gaussian regularizer, using the scaled conjugate gradient optimizer. The hyperparameters alpha and beta are re-estimated using the function evidence. A graph is plotted of the original function, the training data, the trained network function, and the error bars.

See Also

demev1, evidence, rbf, scg, netevfwd
Pages: Index

Copyright (c) Ian T Nabney (1996-9)