[Work Log] Work Log

January 28, 2015
Project FIRE
Subproject Piecewise Linear Clustering (tests)
Working path projects/​fire/​trunk/​src/​piecewise_linear/​test
SVN Revision unknown (see text)
Unless otherwise noted, all filesystem paths are relative to the "Working path" named above.

Finished implementing hessian approximation, and laplace approximation. Two methods for laplace:

Method 1:

  1. estimate hessian in reduced model space. Assume diagonal model (not the case)

Result:

![](/ksimek/research/img/2015-01-28-method3_result.png)

Method 2

  1. Take hessian from method 1
  2. project into observation space. Keep block diagonals only.
  3. project back into reduced model space.

Method 3:

  1. Take hessian from method 1
  2. project into observation space. Keep first two block diagonals only.
  3. project back into reduced model space.

Method 2 is the same as mothod 1, except the first off-block-diagonals are kept in addition to the block diagonal.

Posted by Kyle Simek
blog comments powered by Disqus