SPARSEBAYES Matlab Toolbox Version 2.00 -- INTRODUCTION -- "SparseBayes" is a package of Matlab functions designed to implement an efficient learning algorithm for "Sparse Bayesian" models. The "Version 2" package is an expanded implementation of the algorithm detailed in: Tipping, M. E. and A. C. Faul (2003). "Fast marginal likelihood maximisation for sparse Bayesian models." In C. M. Bishop and B. J. Frey (Eds.), Proceedings of the Ninth International Workshop on Artificial Intelligence and Statistics, Key West, FL, Jan 3-6. This paper, the accompanying code, and further information regarding Sparse Bayesian models and the related "relevance vector machine" may be obtained from: http://www.relevancevector.com -- CODE STATUS -- March 2009: The code is currently at Version 2.0, and has seen limited testing under Matlab Version 7.4. -- GETTING STARTED -- The SparseBayes distribution comes with a basic user manual: see SB2_Manual.pdf. In summary, there are a number of files supplied in the SB2 distribution, but the user should only need to call a subset of them. To set up options and parameters: SB2_UserOptions.m SB2_ParameterSettings.m The main algorithm SparseBayes.m Type "help SparseBayes" etc. at the Matlab prompt for further details on how to use these functions. There is a also a simple demonstration program, showing how SparseBayes may be used, in: SparseBayesDemo.m -- LICENCE -- Note that the "SparseBayes" software is supplied subject to version 2 of the "GNU General Public License" (detailed in the file "licence.txt"). SPARSEBAYES is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. SPARSEBAYES is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with SPARSEBAYES in the accompanying file "licence.txt"; if not, write to the Free Software Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA -- ACKNOWLEDGEMENTS -- The author would like to thank Mark Hatton, Anita Faul, Ian Nabney, Arnulf Graf and Gavin Cawley for their assistance in producing this code. -- Mike Tipping www.relevancevector.com m a i l [at] m i k e t i p p i n g . c o m This README file (Readme.txt) was created on 13-Mar-2009 at 8:58 AM.
CodeNoob-xie/SparseBayes-Python
Python translation of Mike TIpping's SparseBayes MATLAB program
PythonGPL-2.0