NYCU Homework 3 Solved

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Description:

1. Random Data Generator

Generating values from normal distribution

You have to handcraft your geneartor based on one of the approaches given in the

 

2. Sequential Estimator

Sequential estimate the mean and variance

Data is given from the univariate gaussian data generator (1.a).Input: as in (1.a) Function:

Call (1.a) to get a new data point from

Use sequential estimation to find the current estimates to        and

3. Baysian Linear regression

Input

The precision (i.e., b) for initial prior

All other required inputs for the polynomial basis linear model geneartor (1.b) Function

Call (1.b) to generate one data point

Update the prior, and calculate the parameters of predictive distribution Repeat steps above until the posterior probability converges.

Output

Print the new data point and the current paramters for posterior and predictive distribution.

After probability converged, do the visualization

Ground truth function (from linear model generator)

Final predict result

At the time that have seen 10 data points

At the time that have seen 50 data points

Except ground truth, you have to draw those data points which you have seen before

Draw a black line to represent the mean of function at each point

Draw two red lines to represent the variance of function at each point

In other words, distance between red line and mean is ONE variance

Hint: Online learning

Sample input & output (for reference only)

  1. b = 1, n = 4, a = 1, w = [1, 2, 3, 4]
30

31    Predictive distribution ~ N(0.06869, 1.66008)  

32

33    Add data point (-0.19330, 0.24507):      

34

35       Postirior mean:                             

36       0.5760972313                                     

37       0.2450231522                                     

38       -0.0801842453                                  

39       0.0504992402                                     40

41 Posterior variance:                                                               

42        0.2867129751, 0.1311255325, -0.0767580827, 0.0438488542
43        0.1311255325, 0.7892001707, 0.1242887609, -0.0801412282
44        -0.0767580827, 0.1242887609, 0.9176812972, 0.0541575540

45        0.0438488542, -0.0801412282, 0.0541575540, 0.9642058389

46

47 Predictive distribution ~ N(0.62305, 1.34848)       

48

49

50 …                                                                                                             

51

52

53 Add data point (-0.76990, -0.34768):               

54

55        Postirior mean:                          

56        0.9107496675                                  

57        1.9265499885                                  

58        3.1119297129                                  

59        4.1312375189                                  

60

61 Posterior variance:                                                               

62        0.0051883836, -0.0004416700, -0.0086000319, 0.0008247001
63        -0.0004416700, 0.0401966605, 0.0012708906, -0.0554822477

64        -0.0086000319, 0.0012708906, 0.0265353911, -0.0031205875

65        0.0008247001, -0.0554822477, -0.0031205875, 0.0937197255

66

67 Predictive distribution ~ N(-0.61566, 1.00921)  

68

69 Add data point (0.36500, 2.22705):                 

70

71        Postirior mean:                          

72        0.9107404583                                  

73        1.9265225090                                  

74        3.1119408740                                  

75        4.1312734131                                  

76

77 Posterior variance:                                                               

78       0.0051731092, -0.0004872471, -0.0085815201, 0.0008842340
 

 

 

 

 

 

 

  1. b = 100, n = 4, a = 1, w = [1, 2, 3, 4]

 

 

 

 

 

  1. b = 1, n = 3, a = 3, w = [1, 2, 3]

 

 

  • ML_HW03-q30vht.zip