pli-toolbox
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A MATLAB Toolbox for Probabilistic Learning and Inference
-- plot hard-labeled points using colors -- plot soft-labeled points using mix of colors -- plot lines given theta and b
- Fixed training and testing set - n-fold cross validation - leave-one-out cross validation
Refer to a NIPS 2011 paper (by Bergstra et al.): Algorithms for Hyper-Parameter Search
- a common function symeig - PCA: prin_comp and prin_comp_cov - Fisher LDA: linear_discrim - CCA (canonical correlation analysis): canon_corr
- Gauss functions using canonical parameters - functions to generate weight matrices and Laplacian matrix - GMRF-based smoothing
This includes - a PPCA class to support single probabilistic pca computation - a PPCA model model - mixture of PPCAs