给出SBL算法的matlab代码
时间: 2023-09-03 17:08:13 浏览: 134
下面是SBL算法的Matlab代码示例:
```matlab
function [w, alpha, beta, gamma] = SBL(X, y, lambda, tol)
% X: input data matrix, y: output vector
% lambda: regularization parameter, tol: convergence tolerance
[N, D] = size(X);
w = zeros(D, 1);
alpha = ones(D, 1) * 1e-6;
beta = 1 / var(y);
gamma = ones(D, 1);
converged = false;
while ~converged
% E-step
Sigma = diag(alpha) + beta * (X' * X);
Sigma_inv = inv(Sigma);
m = beta * Sigma_inv * X' * y;
gamma = 1 - alpha .* diag(Sigma_inv);
% M-step
alpha_prev = alpha;
for i = 1:D
alpha(i) = gamma(i) / (m(i)^2 + lambda);
end
beta = (N - sum(gamma)) / norm(y - X * m)^2;
% check convergence
if max(abs(alpha - alpha_prev)) < tol
converged = true;
end
end
w = m;
end
```
其中,`X`是输入数据矩阵,`y`是输出向量,`lambda`是正则化参数,`tol`是收敛容差。函数返回的是权重向量`w`、精度参数`alpha`、噪声精度参数`beta`和关键性参数`gamma`。该算法使用了EM算法来估计模型参数,其中E-step计算后验精度和权重均值,M-step更新精度参数和噪声精度参数。通过比较不同迭代之间的精度参数变化来判断算法是否收敛。
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