%PINVR PSEUDO-INVERSE REGRESSION (PCR) % % [W,J,C] = PINVR(A,TYPE,PAR,EPS_TOL,MC,PD) % % INPUT % A Dataset % TYPE Type of the kernel (optional; default: 'p') % PAR Kernel parameter (optional; default: 1) % EPS_TOL Tolerance % MC Do or do not data mean-centering (optional; default: 1 (to do)) % PD Do or do not the check of the positive definiteness (optional; % default: 1 (to do)) (not implemented) % % OUTPUT % W Mapping % J Object identifiers of support objects % % SEE ALSO (PRTools Guide) % MAPPINGS, DATASETS, PROXM % Copyright: S.Verzakov, s.verzakov@ewi.tudelft.nl % Based on SVC.M by D.M.J. Tax, D. de Ridder, R.P.W. Duin % Faculty EWI, Delft University of Technology % P.O. Box 5031, 2600 GA Delft, The Netherlands % $Id: pinvr.m,v 1.3 2010/02/08 15:29:48 duin Exp $ function [W, J] = pinvr(a,type,par,eps_tol,mc,pd) if nargin < 2 | ~isa(type,'prmapping') if nargin < 6 pd = 1; end if nargin < 5 |isempty(mc) mc = 1; end if nargin < 4 eps_tol = []; end if nargin < 3 | isempty(par) par = 1; prwarning(3,'Kernel parameter par set to 1\n'); end if nargin < 2 | isempty(type) type = 'p'; prwarning(3,'Polynomial kernel type is used\n'); end if nargin < 1 | isempty(a) W = prmapping(mfilename,{type,par,eps_tol,mc,pd}); W = setname(W,['Pseudoinverse Regression']); return; end islabtype(a,'targets'); [m,k] = getsize(a); y = gettargets(a); if size(y,2) == 1 % 1-dim regression uy = mean(y); y = y - uy; if mc u = mean(a); a = a - ones(m,1)*u; else u = []; end K = a*proxm(a,type,par); if ~isempty(eps_tol) tol = (m+1)*norm([K ones(m,1)])*eps_tol; v = prpinv([K ones(m,1)],tol)*y; else v = prpinv([K ones(m,1)])*y; end J = [1:m]'; % Store the results: v(end) = v(end)+uy; W = prmapping(mfilename,'trained',{u,a(J,:),v,type,par},getlablist(a),k,1); W = setname(W,['Pseudoinverse Regression']); %W = setcost(W,a); J = getident(a,J); %J = a.ident(J); else error('multitarget regeression is not supported'); end else % execution w = +type; m = size(a,1); % The first parameter w{1} stores the mean of the dataset. When it % is supplied, remove it from the dataset to improve the numerical % precision. Then compute the kernel matrix using proxm. if isempty(w{1}) d = a*proxm(w{2},w{4},w{5}); else d = (a-ones(m,1)*w{1})*proxm(w{2},w{4},w{5}); end % When Data is mapped by the kernel, now we just have a linear % classifier w*x+b: d = [d ones(m,1)] * w{3}; W = setdat(a,d,type); end return;