1.

Data generation and visualization (a) Generate 100 random numbers whose elements are uniformly distributed in the interval (0,1), and show histogram of the numbers. Hint: rand, answer: a=rand(100,1) hist(a,10)

(b) Suppose a probabilistic variable y obeys y = 4 sin(6x) + e, where e obeys a normal distribution whose mean and variance are 0 and 1, respectively. Plot 100 pairs of x and y as shown in Fig. 1.2. Finally, suppose y' = 4 sin(6x) (noiseless), and superpose 100 pairs of x and y' over the same figure. Answer:

x=linspace(1,100,100) e=randn(1,100) y=4*sin(6*x)+e plot(x,y) hold on y=4*sin(6*x) plot(x,y) legend('With noise','Noiseless');

2. Function approximation (fitting) (a) Prepare for a dataset (x,y) as follows. The input variable x follows a uniformly distribution whose interval is (0,1), and the output variable y = 4 sin(6x) + epsilon, where epsilon follows a normal distribution whose mean and variance are 0 and 1. Generate 100 pairs of x and y. Answer: x=rand(1,100);

x=sort(x); e=randn(1,100); y=4*sin(6*x)+e; xy=[x;y];

(b) Prepare for 10 training data (x and y pairs) by random sampling from the dataset generated in (a), and use the remaining 90 data as test data. Answer:

ny=4*sin(6*x); trainx=[]; trainy=[]; n=100; for i=1:10 num=randi(1,n); trainx=[trainx,x(num)]; x(num)=[]; trainy=[trainy,y(num)]; y(num)=[]; n=n-1; end xy; train=[trainx;trainy]; test=[x;y]; ny;

train is the training data..... test is the testing data....

(c) Obtain parameter w by polynomial fitting in case of the polynomial order M = 0,1,3,5,8 and 9. answer: M=0 : M=1 : M=3 : M=5 : 1.0102 -9.0024 5.0725 69.2155 -2.9976 110.1246 -5.9401

106.9613 -173.2569 -50.0652 -19.1809

286.1493 -324.3433

M=8 : 1.0e+05 * Columns 1 to 7 0.4092 -2.0439 Columns 8 to 9 -0.0151 0.0005

4.0984

-4.3076

2.5792

-0.8890

0.1678

M=9 : 1.0e+07 * Columns 1 to 7 -0.8856 3.8391 Columns 8 to 10 0.0479 -0.0033

-7.0300 0.0001

7.0829

-4.2885

1.6009

-0.3639

M=[0,1,3,5,8,9]; err=[]; for i=1:size(M,2) plot(test(1,:),test(2,:)) hold on plot(xy(1,:),ny) p=polyfit(train(1,:),train(2,:),M(i)) f=polyval(p,x); if M(i)==0 f=f*ones(1,size(x,2)); end hold on plot(x,f);legend('Data','Noiseless','Fitted');xlabel('x');ylabel('y'); er=sqrt(sum((((f-y).*(f-y))/size(x,2)))); err=[err,er]; input('save, close figure and press enter','s'); end
(d) Plot the fitted polynomial curves, data, and the noiseless curve simultaneously in a panel, for each order. Answer: M=0

M=1

M=3

M=5

M=8

M=9

(e) Plot E_{RMS} as Fig. 1.5 for each order. Answer:

plot(M,err);xlabel('M');ylabel('E_{rms}'); legend('Error');