SPIDER The Spider Objects

The relevance vector machine for regression by M.Tipping


   Implementations as in SparseLib 1.0
   See : http://research.microsoft.com/mlp/RVM/relevance.htm
  
   Comments from -gb-:
   Note : So far requires centered data !! 
   Note that if you get an error due to "Bad conditioned Hessian" 
   its an inherent problem in the implementation. Mostly this implementation
   works with rbf and rarely with a linear kernel.
   
   Furthermore if you try to solve a multivariate regression problem the
   code automatically recognises and you get a multi_reg(relvm_r) object
   back!
   
   Example:
   d=gen(toyreg({'o=2','n=3'}))
   [r,a]=train(relvm_r(kernel('rbf',1)),d)
   

Reference : The Relevance Vector Machine
Author : Michael Tipping
Link : http://citeseer.ist.psu.edu/tipping00relevance.html