Constrain Least Mean Square Algorithm

版本 1.0.0 (1.7 KB) 作者: Shujaat Khan
constrain least mean square with L1 and L2 constrains for regression problem
130.0 次下载
更新时间 2019/9/30

查看许可证

In this code, a linear equation is used to generate sample data using a slope and bias. Later a Gaussian noise is added to the desired output. The noisy output and original input is used to determine the slope and bias of the linear equation using constrain-LMS algorithm. This implementation of constrain-LMS is based on batch update rule of gradient decent algorithm in which we use the sum of error instead of sample error. You can modify this code to create sample based update rule easily. There are three options of constrain I implemented in this code 'None', 'L1', and 'L2'. You can also change input/noise signal distributions as well to see which constrain work best for which type of signal/noise.

引用格式

Shujaat Khan (2024). Constrain Least Mean Square Algorithm (https://www.mathworks.com/matlabcentral/fileexchange/72899-constrain-least-mean-square-algorithm), MATLAB Central File Exchange. 检索来源 .

MATLAB 版本兼容性
创建方式 R2019b
兼容任何版本
平台兼容性
Windows macOS Linux
类别
Help CenterMATLAB Answers 中查找有关 Support Vector Machine Regression 的更多信息
致谢

参考作品: Least Mean Square (LMS)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
版本 已发布 发行说明
1.0.0