?? rbfhess.m
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function [h, hdata] = rbfhess(net, x, t, hdata)%RBFHESS Evaluate the Hessian matrix for RBF network.%% Description% H = RBFHESS(NET, X, T) takes an RBF network data structure NET, a% matrix X of input values, and a matrix T of target values and returns% the full Hessian matrix H corresponding to the second derivatives of% the negative log posterior distribution, evaluated for the current% weight and bias values as defined by NET. Currently, the% implementation only computes the Hessian for the output layer% weights.%% [H, HDATA] = RBFHESS(NET, X, T) returns both the Hessian matrix H and% the contribution HDATA arising from the data dependent term in the% Hessian.%% H = RBFHESS(NET, X, T, HDATA) takes a network data structure NET, a% matrix X of input values, and a matrix T of target values, together% with the contribution HDATA arising from the data dependent term in% the Hessian, and returns the full Hessian matrix H corresponding to% the second derivatives of the negative log posterior distribution.% This version saves computation time if HDATA has already been% evaluated for the current weight and bias values.%% See also% MLPHESS, HESSCHEK, EVIDENCE%% Copyright (c) Ian T Nabney (1996-2001)% Check arguments for consistencyerrstring = consist(net, 'rbf', x, t);if ~isempty(errstring); error(errstring);endif nargin == 3 % Data term in Hessian needs to be computed [a, z] = rbffwd(net, x); hdata = datahess(net, z, t);end% Add in effect of regularisation[h, hdata] = hbayes(net, hdata);% Sub-function to compute data part of Hessianfunction hdata = datahess(net, z, t)% Only works for output layer Hessian currentlyif (isfield(net, 'mask') & ~any(net.mask(... 1:(net.nwts - net.nout*(net.nhidden+1))))) hdata = zeros(net.nwts); ndata = size(z, 1); out_hess = [z ones(ndata, 1)]'*[z ones(ndata, 1)]; for j = 1:net.nout hdata = rearrange_hess(net, j, out_hess, hdata); endelse error('Output layer Hessian only.');endreturn% Sub-function to rearrange Hessian matrixfunction hdata = rearrange_hess(net, j, out_hess, hdata)% Because all the biases come after all the input weights,% we have to rearrange the blocks that make up the network Hessian.% This function assumes that we are on the jth output and that all outputs% are independent.% Start of bias weights blockbb_start = net.nwts - net.nout + 1;% Start of weight block for jth outputob_start = net.nwts - net.nout*(net.nhidden+1) + (j-1)*net.nhidden... + 1; % End of weight block for jth outputob_end = ob_start + net.nhidden - 1; % Index of bias weightb_index = bb_start+(j-1); % Put input weight block in right placehdata(ob_start:ob_end, ob_start:ob_end) = out_hess(1:net.nhidden, ... 1:net.nhidden);% Put second derivative of bias weight in right placehdata(b_index, b_index) = out_hess(net.nhidden+1, net.nhidden+1);% Put cross terms (input weight v bias weight) in right placehdata(b_index, ob_start:ob_end) = out_hess(net.nhidden+1, ... 1:net.nhidden);hdata(ob_start:ob_end, b_index) = out_hess(1:net.nhidden, ... net.nhidden+1);return
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