?? contrast_update_oneunit.m
字號:
function [J,details]=contrast_upgrade_oneunit(contrast,x,w,kparam,jjj,dr,details);
% CONTRAT_UPGRADE_ONEUNIT - compute the Kernel-ICA contrast function based on
% kernel canonical correlation analysis, for one unit
% contrast functions
%
% contrast - contrast function used, 'kcca', 'kgv'
% x - mixed components
% kparam - contrast parameters, with following fields
% kappas - regularization parameters (one per component)
% etas - incomplete Cholesky tolerance (one per component)
% kernel - type of kernel: 'gaussian', 'poly', 'spline'
% sigmas - kernel widths (one per component) for translation
% invariant kernels
% rs,ss,ds - polynomial kernel parameters (r+s*x'*y)^d
% details - optional output with details of the decomposition
% - as used by update_contrast.m
% Copyright (c) Francis R. Bach, 2002.
N=size(x,2); % number of data points
m=size(x,1); % number of components
wc=details.wc;
% only needs to update the first one and the jjj-th one
neww0=w*cos(dr)+wc(:,jjj-1)*sin(dr);
newwj=wc(:,jjj-1)*cos(dr)-w*sin(dr);
kappas=kparam.kappas;
etas=kparam.etas;
Rkappa=details.Rkappa;
Us=details.Us;
Lambdas=details.Lambdas;
Drs=details.Drs;
sizes=details.sizes;
oldstarts=details.starts;
oldsizes=sizes;
% redo the two cholesky decompositions using a MEX-file
for i=[1 jjj]
if (i==1)
tochol=neww0'*x;
else
tochol=newwj'*x;
end
switch (kparam.kernel)
case 'hermite'
[G,Pvec] =chol_hermite(tochol,kparam.sigmas(i),kparam.ps(i),N*etas(i));
case 'gaussian'
[G,Pvec] =chol_gauss(tochol/kparam.sigmas(i),1,N*etas(i));
case 'poly'
[G,Pvec] =chol_poly(tochol,kparam.rs(i),kparam.ss(i),kparam.ds(i),N*etas(i));
end
[a,Pvec]=sort(Pvec);
G=centerpartial(G(Pvec,:));
% regularization (see paper for details)
[A,D]=eig(G'*G);
D=diag(D);
indexes=find(D>=N*etas(i) & isreal(D)); %removes small eigenvalues
[newinds,order]=sort(D(indexes));
order=flipud(order);
neig=length(indexes);
indexes=indexes(order(1:neig));
if (isempty(indexes)), indexes=[1]; end
D=D(indexes);
V=G*(A(:,indexes)*diag(sqrt(1./(D))));
Us{i}=V;
Lambdas{i}=D;
Dr=D;
for j=1:length(D)
Dr(j)=D(j)/(N*kappas(i)+D(j));
end
Drs{i}=Dr;
sizes(i)=size(Drs{i},1);
end
starts=cumsum([1 sizes]);
starts(m+1)=[];
newRkappa=eye(sum(sizes));
for i=2:m
for j=1:i-1
if ( (j==1) | (i==jjj) | (j==jjj) )
newbottom=diag(Drs{i})*(Us{i}'*Us{j})*diag(Drs{j});
newRkappa(starts(i):starts(i)+sizes(i)-1,starts(j):starts(j)+sizes(j)-1)=newbottom;
newRkappa(starts(j):starts(j)+sizes(j)-1,starts(i):starts(i)+sizes(i)-1)=newbottom';
else
newbottom= Rkappa(oldstarts(i):oldstarts(i)+oldsizes(i)-1,oldstarts(j):oldstarts(j)+oldsizes(j)-1);
newRkappa(starts(i):starts(i)+sizes(i)-1,starts(j):starts(j)+sizes(j)-1)=newbottom;
newRkappa(starts(j):starts(j)+sizes(j)-1,starts(i):starts(i)+sizes(i)-1)=newbottom';
end
end
end
switch contrast
case 'kgv'
J=-.5*log(det(newRkappa));
J=J+.5*log(det(newRkappa(starts(2):starts(m)+sizes(m)-1,starts(2):starts(m)+sizes(m)-1)));
case 'kcca'
M22=chol(newRkappa(starts(2):starts(m)+sizes(m)-1,starts(2):starts(m)+sizes(m)-1));
invM22=inv(M22);
prepostmult=[eye(sizes(1)) zeros(sizes(1),length(newRkappa)-sizes(1)); ...
zeros(length(newRkappa)-sizes(1),sizes(1)) invM22];
OPTIONS.disp=0;
OPTIONS.tol=1e-5;
D=eigs(prepostmult'*newRkappa*prepostmult,1,'SM',OPTIONS);
J=-.5*log(D);
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function G2=centerpartial(G1)
% CENTERPARTIAL - Center a gram matrix of the form K=G*G'
[N,NG]=size(G1);
G2 = G1 - repmat(mean(G1,1),N,1);
?? 快捷鍵說明
復制代碼
Ctrl + C
搜索代碼
Ctrl + F
全屏模式
F11
切換主題
Ctrl + Shift + D
顯示快捷鍵
?
增大字號
Ctrl + =
減小字號
Ctrl + -