Fitting a polynomial with regularization

조회 수: 4 (최근 30일)
Stefan van den Heuvel
Stefan van den Heuvel 2016년 12월 3일
댓글: giulgi 2017년 11월 7일
As a means of familiarizing myself with Matlab I set out to recreate a number of figures from the book Pattern Recognition and Machine Learning (Bishop, 2006). In the first chapter already I am faced with a challange I cannot seem to get past.
To recreate figure 1.7 I will have to two plot a polynomials (of grade 9) on a training data set with a specific regularization constant, i.e. ln(lamda)=-18 and ln(lamda)=0. The regularization term goes with lambda times the square of the weights, and is added to a simple square-error-function.
Without regularization term I used polyfit and polyval to (re)produce figures. With regualization I cannot use these anymore, and now I am stuck.
Is anybody able and willing to point me in the direction of a solution ?
t.i.a.
  댓글 수: 3
dpb
dpb 2016년 12월 3일
Show the specific model to be fit. Is it linear or nonlinear in the coefficients?
giulgi
giulgi 2017년 11월 7일
Hey, do you have got an code already? I have the same problem as you. I'm also not able to reprocedure the figure with lambda = -18.

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