# Relevance Vector Machine 1

feng posted @ Sun, 30 Sep 2012 22:13:08 +0800 in PRML , 1338 readers

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$p(t|\mathbf{x})=\mathcal{N}(t|y(\mathbf{x}), \beta^-1)$

$y(\mathbf{x}) = \sum_{i = 1}^{M}{w_i \phi_i(\mathbf{x})} = \mathbf{w}^T \phi(\mathbf{x})$

$y(\mathbf{x}) = \sum_{n = 1}^N{w_{n}k(\mathbf{x}, \mathbf{x}_n)} + b$

RVM中又假定了$\mathbf{w}$这样的分布性质

$p(\mathbf{w}|\mathbf{\alpha}) = \prod_{i = 1}^{M}\mathcal{N}(w_i | 0, \alpha_i^{-1})$

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