Probabilistic Linear Regression

版本 1.0.0.0 (4.3 KB) 作者: Mo Chen
Probabilistic Linear Regression with automatic model selection
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更新时间 2016/3/13

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This package contains functions that fit a probabilistic linear regression model. For the ordinary regularized linear regression, user has to manually assign the regularization parameter. However, here we provide methods to automatically determine proper parameter from the data.
Two methods have been used to determine the regularization parameter: one uses the EM algorithm, the other uses the Mackay fix point update method. There are also demos and docs in this package.

This package is now a part of the PRML Toolbox (http://www.mathworks.com/matlabcentral/fileexchange/55826-pattern-recognition-and-machine-learning-toolbox).

引用格式

Mo Chen (2024). Probabilistic Linear Regression (https://www.mathworks.com/matlabcentral/fileexchange/55832-probabilistic-linear-regression), MATLAB Central File Exchange. 检索来源 .

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1.0.0.0

added model selection methods
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