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  • q5 M

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    Akash Birthal
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    This document contains code to fit linear, cubic, and 6th order polynomial models to 100 data points generated from the function t = 5*x^3 - x^2 + x + sqrt(300)*rand(N, 1). For each model order, the code calculates the model parameters using maximum likelihood, computes the mean and variance of the predictive distribution, plots the data and predictive mean and error bars on the same figure, and labels the plot with the model order.

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    q5.m

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    This document contains code to fit linear, cubic, and 6th order polynomial models to 100 data points generated from the function t = 5*x^3 - x^2 + x + sqrt(300)*rand(N, 1). For each model order, the code calculates the model parameters using maximum likelihood, computes the mean and variance of the predictive distribution, plots the data and predictive mean and error bars on the same figure, and labels the plot with the model order.

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    5 views1 page

    q5 M

    Uploaded by

    Akash Birthal
    This document contains code to fit linear, cubic, and 6th order polynomial models to 100 data points generated from the function t = 5*x^3 - x^2 + x + sqrt(300)*rand(N, 1). For each model order, the code calculates the model parameters using maximum likelihood, computes the mean and variance of the predictive distribution, plots the data and predictive mean and error bars on the same figure, and labels the plot with the model order.

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    % 5

    rng(42);
    % (a)
    % Initialise parameters and generate datapoints
    N = 100;
    x = linspace(-5, 5, N)';
    t = 5*x.^3 - x.^2 + x + sqrt(300)*rand(N, 1);

    % (b)
    orders = [1 3 6];
    % Fit and plot for linear, cubic and 6th order model
    for i = 1:length(orders)
    X = [];
    for k = 0:orders(i)
    X = [X x.^k];
    end
    % Fit given model using maximum likelihood approach
    w = (X'*X)\X'*t;
    ss = (1/N)*(t'*t - t'*X*w);
    testmean = X*w;
    testvar = ss * diag(X*((X'*X)\X'));
    % Plot the data and predictions
    figure(1);
    hold off
    subplot(1, 3, i);
    plot(x,t,'k.','markersize',10);
    xlabel('x');
    ylabel('t');
    hold on
    % (c)
    % Plot predictive error bars for given model
    errorbar(x, testmean, testvar, 'r')
    ti = sprintf('Order %g', orders(i));
    title(ti);
    xlim([-6 6])
    ylim([-700 700])
    set(gcf,'position',[50, 150, 1450, 500])
    end

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