/Relevance-Vector-Machine

Prediction based on Relevance Vector Machine (RVM), SB2_Release_200

Primary LanguageMATLAB

Relevance-Vector-Machine

Here is the original site.

Prediction based on Relevance Vector Machine (RVM), SB2_Release_200

Updated on 5 July 2019

  1. Fixed some errors
  2. Optimized the code
  3. Added some functions

Updated on 11 May 2019

  1. Fixed some errors
  2. Optimized the code
  3. Modified the function 'SparseBayes.m'

demo: Prediction for a numerical example using RVM

clc
clear all
close all
addpath(genpath(pwd))

% Generate data
[x, y, xt, yt] = generateData;

% Train RVM model
model = rvm_train(x,y,'s',7,'b',0);

% Predict the training samples
[y_mu,y_var] = rvm_test(model,x);

% Predict the testing samples
[yt_mu,yt_var] = rvm_test(model,xt);

% Plot the training results 
plottrainingResult(x,y,model)

% Plot the testing results 
plottestingResult(xt,yt,yt_mu,yt_var)

% Compute regression performance evaluation index
[RMSE,CD,MAE] = computePretIndex(yt,yt_mu);