Download Shareware and Freeware Software for Windows, Linux, Macintosh, PDA

line Home  |  About Us  |  Link To Us  |  FAQ  |  Contact

Serving Software Downloads in 976 Categories, Downloaded 29.543.093 Times

Fit GLM with quadratic penalty 1.0

  Date Added: April 22, 2013  |  Visits: 233

Fit GLM with quadratic penalty

Report Broken Link
Printer Friendly Version

Product Homepage
Download (18 downloads)

Generalized linear models (GLMs) are a natural extension of linear regression models in which eta = X*w is related to y by a fixed nonlinearity and a possibly non-Gaussian noise source. Standard linear regression, logistic regression and Poisson regression are all special types of GLMs.This package fits GLMs with quadratic penalties. That is, if the negative log likelihood of the data with respoect to the model parameters is given by -log(p(y|w)), then glmfitqp solves the problem:arg min_w (-log(p(y|w)) + .5*w'*qf'w)This form of penalty naturally arises by assuming a prior on w, p(w) = N(0,qf^-1). Quadratic penalties can be used to impose that the weights are small (qf = lambda*I) or that the weights are smooth (qf = lambda*D).In general qf is only known up to a multiplicative constant lambda that determines the strength of the regularization and must be determined empirically. The function cvglmfitqp finds this optimal lambda through k-fold cross-validation. The cross-validation can be parallelized through parfor (requires parallel computing toolbox).Example use:---%%%Figure out optimal strength of prior through cross validation%Assume smoothness of the model parametersqf = blkdiag(qfsmooth1D(16),.01);rg = (-7.5:7.5)';%Simulate a model with w = Gabor functionw = exp(-rg.^2/3^2).*sin(rg*2*pi/6);nobs = 150;X = [randn(nobs,length(w)),ones(nobs,1)];r = 3*X*[w;.01];%output is binary -> logistic regressionr = binornd(1,1./(1+exp(-r)));%Set up 5-fold CVfolds = getcvfolds(length(r),5,1001);%Fit the dataclear = 'binomlogit';opts.lambda0 = 1;results = cvglmfitqp(r,X,qf,folds,opts);plot(results.w(1:end-1))

Requirements: No special requirements
Platforms: Matlab
Keyword: Crossvalidation Figure Kfold Parallel Parallelized Parfor Requires Toolbox
Users rating: 0/10

License: Shareware Size: 10 KB
More Reviews or Write Review

Libraries  -  Parallel::Workers::Shared 0.0.7
Parallel::Workers::Shared is a simple Perl module. Parallel::Workers::Shared requires no configuration files or environment variables..
10.24 KB  
Libraries  -  Parallel::Workers::Transaction 0.0.7
Parallel::Workers::Transaction is a simple Perl module. Parallel::Workers::Transaction requires no configuration files or environment variables..
10.24 KB  
Development Tools  -  makebottle.m 1.0
This function constructs a bottleneck (or autoassociative) neural network. It is used for dimensionality reduction or nonlinear principle components analysis. This function was tested under MATLAB 5.3, and requires the Neural Network toolbox.
10 KB  
Development Tools  -  Giove-A/B Orbit Simulator 1.0
The actual version requires the following MATLAB toolboxes:- Mapping toolbox (for elevation())- Image Processing Toolbox (for imshow())A providing of toolbox independent functions would be greatly acknowledged.You may tweak the sourcecode to...
92.16 KB  
Development Tools  -  Improving Optimization performance with Parallel Computing 1.0
Engineers, scientists, and financial analysts frequently use optimization methods to solve computationally expensive problems such as smoothing the large computational meshes used in fluid dynamic simulations, performing image registration, or...
1.21 MB  
Development Tools  -  A CUDA accelerated Beam Propagation Method [BPM] Solver using the Parallel Computing Toolbox 1.0
The parallel computing toolbox version 5.0 for MATLAB 2010b includes an initial capability for NVIDIA CUDA use. This entry provides a simple paraxial beam propagation method [BPM] solver that utilizes the added GPU capability. A script is also...
10 KB  
Development Tools  -  imshow with True Size for multiple images 1.0
IMSHOWTRUESIZE plots series of images in a single figure while preserving the actualaspect ratio or scale of the images (similar to the functionality of truesize but ina multiple images situation).the images can be aligned to the left of the...
10 KB  
Development Editors  -  Parallelized GDB 0.1
Parallelized GDB: a tool for debugging parallel programs written in MPICH. Written in C++ and on the brink (hopefully) of usability. Please help develop!
81.92 KB  
Programming  -  RSP Parallel Port Connection OCX 1.2.0
ActiveX OCX to connect two PCs using a LapLink parallel cable ( Turbo cable ) , the connection don't requires any other software installed in order to work , it can transfer files in any Windows based machine , just plug the cable , start the...
369 KB  
Libraries  -  Parallel::Queue 1.00
Parallel::Queue is a Perl module to fork or thread a list of closures N-way parallel. SYNOPSIS # example queue: # only squish files larger than 8KB in size. figure # that the system can handle four copies of squish # running at the same...
8.19 KB  
Scripts  -  Freelancer Script 5.05
Main Features: 100% Secured. Email Support (3 Years). FREE Updates (3 Years). Post projects. Featured projects. Private projects. Sealed projects. Edit/delete projects. Select freelancers....
5.49 MB  
Scripts  -  B2B Script 4.20
Main Features: 100% Secured. Email Support (3 Years). FREE Updates (3 Years). Sign-up Account (Registration of account). Lead generation tools (for the sellers). Email verification to...
5.49 MB  
Scripts  -  B2C Script 5.06
Main Features: 100% Secured. Email Support (3 Years). FREE Updates (3 Years). The script comes with totally editable site colors, icons and graphics Multilevel categories allows extensive browsing Admin can change Category ordering or...
5.49 MB  
Scripts  -  Social Networking Script 2.86
Main Features: 100% Secured. Email Support (3 Years). FREE Updates (3 Years). Registration with name, email, password, date of birth etc. User can add multiple school, college, university with start...
5.49 MB  
Scripts  -  Business Networking Script 8.04
Main Features: 100% Secured. Email Support (3 Years). FREE Updates (3 Years). Ajax based interface. Profile creation. Different types of profile. Profile for jobseekers, employers and employed...
5.49 MB  
Development Tools  -  VMP Viewer 1.0
This is a very rudimentary tool to visualize the VMP files generated by BrainVoyager. Useful to share files with people who do not have BV.
10 KB  
Development Tools  -  Sending reports and timestamped file by emailing 1.0
main executing reference usage:[1] usage_send_mail.mIllustrates email sending with multiple separate files or single timestamped tar file. Attachment failure is properly handled, with continuation of report emailing without the attachment.[2]...
768 KB  
Development Tools  -  IrisMVC 2.0 rc1
IrisMVC is an OOP PHP framework that developers can use as a strong and secure foundation to build on various web applications following the Model-View-Controller (MVC) pattern. It provides the basic functionality developers need, without...
51.2 KB  
Development Tools  -  7-Zip for Script 4.42
7-Zip is a file archiver with a high compression ratio.Features:- High compression ratio in new 7z format with LZMA compression- Supported formats:- Packing / unpacking: 7z, ZIP, GZIP, BZIP2 and TAR- Unpacking only: RAR, CAB, ISO, ARJ, LZH, CHM,...
624.64 KB  
Development Tools  -  Barnardextest 1.0
This file, as the Fisher's exact test, performs the exact probability test for a table of frequency data cross-classified according to two categorical variables, each of which has two levels or subcategories (2x2). It is a non-parametric...
10 KB