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稀疏贝叶斯模型相关向量机

于 2020-12-06 发布
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相关向量机的MATLAB代码,经过验证是正确的,很实用推荐相关向量机(Relevance vector machine,简称RVM)是Tipping在2001年在贝叶斯框架的基础上提出的,它有着与支持向量机(Support vector machine,简称SVM)一样的函数形式,与SVM一样基于核函数映射将低维空间非线性问题转化为高维空间的线性问题。RVM原理步骤RVM通过最大化后验概率(MAP)求解相关向量的权重。对于给定的训练样本集{tn,xn},类似于SVM , RVM 的模型输出定义为y(x;w)=∑Ni=1wiK(X,Xi)+w0其 中wi为权重, K(X,Xi)为核

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