ccl_learna_sa

 model = ccl_learna_sa (BX, RnUn, model)

 Learning the constraint vector
   Input:
       BX                          Higher dimensional representation of X using gaussian kernel
       RnUn                        RnUn=Rn*Un
       model                       Model learnt from the last iteration
   Output
       model                       Updated model with the k^th constraint

0001 function model = ccl_learna_sa (BX, RnUn, model)
0002 % model = ccl_learna_sa (BX, RnUn, model)
0003 %
0004 % Learning the constraint vector
0005 %   Input:
0006 %       BX                          Higher dimensional representation of X using gaussian kernel
0007 %       RnUn                        RnUn=Rn*Un
0008 %       model                       Model learnt from the last iteration
0009 %   Output
0010 %       model                       Updated model with the k^th constraint
0011 
0012 %options.MaxFunEvals = 1e6 ;
0013 options.MaxIter     = 1000 ;
0014 options.TolFun      = 1e-6 ;
0015 options.TolX        = 1e-6 ;
0016 options.Jacobian    = 0 ;
0017 
0018 obj                 = @(W) ccl_obj_AUn (model, W, BX, RnUn) ;   % setup the learning objective function
0019 model.nmse          = 10000000 ;
0020 for i = 1:1 % normally, the 1 attempt is enough to find the solution. Repeat the process if the process tends to find local minimum (i.e., for i = 1:5)
0021     W    = rand(1, (model.dim_u-model.dim_k)* model.dim_b) ; % make a random guess for initial value
0022     W    = ccl_math_solve_lm (obj, W, options );                      % use a non-linear optimiser to solve obj
0023     nmse = mean(obj(W).^2) / model.var ;
0024     fprintf('\t K=%d, iteration=%d, residual error=%4.2e\n', model.dim_k, i, nmse) ;
0025     if model.nmse > nmse
0026         model.w{model.dim_k}= reshape(W, model.dim_u-model.dim_k, model.dim_b) ;
0027         model.nmse          = nmse ;
0028     end
0029     if model.nmse < 1e-5 % restart a random initial weight if residual error is higher than 10^-5
0030         break
0031     end
0032 end
0033 end