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Multivariate Regression via Stiefel Constraints
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author : gb
ostart=[]; possible start output features for optimization
qstart=[]; possible start input features for optimization
sstart=[]; possible start weighting
w0 initial guess: ostart * sstart *qstart'
Final model :
o=[];
s=[];
q=[];
w=[];
Hyper params :
gamma = 0; regularization parameter
k=5; allowed components
conv_eps=1e-3; optimization criteria
Example:
[r,a]=train(mrs,toyreg);
loss(test(a,toy))
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Reference : Multivariate Regression via Stiefel Constraints |
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Author : Gökhan H. BakIr , Arthur Gretton , Bernhard Schölkopf |