?? contrast_ica.m
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function [J,details]=contrast_ica(contrast,x,kparam);
% UPDATE_CONTRAST - compute the Kernel-ICA contrast function based on
% kernel canonical correlation analysis
%
% contrast - contrast function used, 'kcca' or 'kgv'
% x - mixed components
% kparam - contrast parameters, with following fields
% sigmas - kernel widths (one per component)
% kappas - regularization parameters (one per component)
% etas - incomplete Cholesky tolerance (one per component)
%
% 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
sigmas=kparam.sigmas;
kappas=kparam.kappas;
etas=kparam.etas;
Rkappa=[];
sizes=[];
for i=1:m
% cholesky decomposition using a MEX-file
[G,Pvec] =chol_gauss(x(i,:)/sigmas(i),1,N*etas(i));
[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
% calculated Rkappa
Rkappa=eye(sum(sizes));
starts=cumsum([1 sizes]);
starts(m+1)=[];
for i=2:m
for j=1:(i-1)
newbottom=diag(Drs{i})*(Us{i}'*Us{j})*diag(Drs{j});
Rkappa(starts(i):starts(i)+sizes(i)-1,starts(j):starts(j)+sizes(j)-1)=newbottom;
Rkappa(starts(j):starts(j)+sizes(j)-1,starts(i):starts(i)+sizes(i)-1)=newbottom';
end
end
switch contrast
case 'kcca'
OPTIONS.disp=0;
OPTIONS.tol=1e-5;
if (nargout>1)
[beta,D]=eigs(Rkappa,1,'SM',OPTIONS);
J=-.5*log(D);
% outputs details
details.Us=Us;
details.Lambdas=Lambdas;
details.Rkappa=Rkappa;
details.beta=beta;
details.Drs=Drs;
details.sizes=sizes;
details.starts=starts;
j1=1;
for i=1:m
betas{i}=beta(j1:j1+size(Us{i},2)-1);
j1=j1+size(Us{i},2);
end
details.betas=betas;
else
D=eigs(Rkappa,1,'SM',OPTIONS);
J=-.5*log(D);
end
case 'kgv'
D=det(Rkappa);
J=-.5*log(D);
if (nargout>1)
% outputs details
details.Us=Us;
details.Lambdas=Lambdas;
details.Drs=Drs;
details.Rkappa=Rkappa;
details.sizes=sizes;
details.starts=starts;
end
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);
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