Improve speed up for forward-backward algorithm
In the previous post we were talking about repmat function in MEX format. We can reach further improvements if replace forward-backward procedure with C implementation (MEX format). The source code for the forward-backward in C can be found in PMTK which is a collection of Matlab/Octave functions, written by Matt Dunham, Kevin Murphy.
The results see below (with the same initial conditions):
Without MEX fwdbck procudure
forward-backward MEX
Speeding up with repmat function (MEX version)
To run your matlab applications with repmat “functionality” faster, you can use MEX format of this function from Lightspeed matlab toolbox.
With the same initial conditions you can see “productivity boosting”. Figure 1 – with default repmat function. Figure 2 – with MEX version of repmat function.
Fig.1 matlab default repmat function
Fig. 2 MEX version repmat
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Bayes’ Rule
The snapshot from the sideshow:
bayes_rul
Click the image to enlarge
Some information was taken from http://www.cs.bham.ac.uk/~axk/ML_new.htm
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