Matlab 训练的集合协方差矩阵必须是正定的
我知道这个问题已经被问过好几次了,但我找不到解决问题的办法 我没有比观察值更多的变量,我的矩阵中也没有Matlab 训练的集合协方差矩阵必须是正定的,matlab,classification,Matlab,Classification,我知道这个问题已经被问过好几次了,但我找不到解决问题的办法 我没有比观察值更多的变量,我的矩阵中也没有NAN值。以下是我的功能: function [ind, idx_ran] = fselect(features_f, class_f, dir) idx = linspace(1,size(features_f, 2), size(features_f, 2)); idx_ran = idx(:,randperm(size(features_f, 2))); features_t_ran
NAN
值。以下是我的功能:
function [ind, idx_ran] = fselect(features_f, class_f, dir)
idx = linspace(1,size(features_f, 2), size(features_f, 2));
idx_ran = idx(:,randperm(size(features_f, 2)));
features_t_ran = features_f(:,idx_ran); % randomize colums
len = length(class_f);
r = randi(len, [1, round(len*0.15)]);
x = features_t_ran;
y = class_f;
xtrain = x;
ytrain = y;
xtrain(r,:) = [];
ytrain(r,:) = [];
xtest = x(r,:);
ytest = y(r,:);
f = @(xtrain, ytrain, xtest, ytest)(sum(~strcmp(ytest, classify(xtest, xtrain, ytrain))));
fs = sequentialfs(f, x, y, 'direction', dir);
ind = find(fs < 1);
end
这里是错误
Error using crossval>evalFun (line 465)
The function
'@(xtrain,ytrain,xtest,ytest)(sum(~strcmp(ytest,classify(xtest,xtrain,ytrain))))' generated
the following error:
The pooled covariance matrix of TRAINING must be positive definite.
Error in crossval>getFuncVal (line 482)
funResult = evalFun(funorStr,arg(:));
Error in crossval (line 324)
funResult = getFuncVal(1, nData, cvp, data, funorStr, []);
Error in sequentialfs>callfun (line 485)
funResult = crossval(fun,x,other_data{:},...
Error in sequentialfs (line 353)
crit(k) = callfun(fun,x,other_data,cv,mcreps,ParOptions);
Error in fselect (line 26)
fs = sequentialfs(f, x, y, 'direction', dir);
Error in workflow_forward (line 31)
[ind, idx_ran] = fselect(features_f, class_f, 'forward');
这是昨天的工作/ 如果您检查函数
分类
,您会发现错误是在程序检查通过训练矩阵的QR分解获得的矩阵R的条件编号时产生的。换句话说,它对您提供的培训矩阵不满意。它发现该矩阵是病态的,因此任何解都是不稳定的(该函数执行与矩阵求逆等价的操作,这将导致与病态训练矩阵的极小数除等价)
似乎通过缩小训练集的大小,稳定性降低了。我的建议是尽可能使用更大的训练集
编辑
你可能想知道,为什么观察值比变量多,但仍然存在病态问题。答案是,不同的观测值可以是彼此的线性组合 如果您检查函数
分类
,您会发现错误是在程序检查通过训练矩阵的QR分解获得的矩阵R的条件编号时产生的。换句话说,它对您提供的培训矩阵不满意。它发现该矩阵是病态的,因此任何解都是不稳定的(该函数执行与矩阵求逆等价的操作,这将导致与病态训练矩阵的极小数除等价)
似乎通过缩小训练集的大小,稳定性降低了。我的建议是尽可能使用更大的训练集
编辑
你可能想知道,为什么观察值比变量多,但仍然存在病态问题。答案是,不同的观测值可以是彼此的线性组合 如果它昨天起作用,你改变了什么?@TryHard在我的x之前是3988x42而不是3532x42。如果它昨天起作用,你改变了什么?@TryHard在我的x之前是3988x42而不是3532x42。
Error using crossval>evalFun (line 465)
The function
'@(xtrain,ytrain,xtest,ytest)(sum(~strcmp(ytest,classify(xtest,xtrain,ytrain))))' generated
the following error:
The pooled covariance matrix of TRAINING must be positive definite.
Error in crossval>getFuncVal (line 482)
funResult = evalFun(funorStr,arg(:));
Error in crossval (line 324)
funResult = getFuncVal(1, nData, cvp, data, funorStr, []);
Error in sequentialfs>callfun (line 485)
funResult = crossval(fun,x,other_data{:},...
Error in sequentialfs (line 353)
crit(k) = callfun(fun,x,other_data,cv,mcreps,ParOptions);
Error in fselect (line 26)
fs = sequentialfs(f, x, y, 'direction', dir);
Error in workflow_forward (line 31)
[ind, idx_ran] = fselect(features_f, class_f, 'forward');