SPIDER The Spider Objects

Multivariate Regression via Stiefel Constraints


   author : gb  
   ostart=[];        possible start output features  for optimization
   qstart=[];        possible start input features  for optimization
   sstart=[];        possible start weighting
    w0 initial guess: ostart * sstart *qstart'
  
   Final model : 
   o=[];
   s=[];
   q=[];
   w=[];
   
   Hyper params :
   gamma = 0;        regularization parameter 
   k=5;              allowed components 
   conv_eps=1e-3;    optimization criteria
  
   Example:
    [r,a]=train(mrs,toyreg);
    loss(test(a,toy))

Reference : Multivariate Regression via Stiefel Constraints
Author : Gökhan H. BakIr , Arthur Gretton , Bernhard Schölkopf
Link : ----------------------------------------------------------------