MATLAB Source Code for Relevance Vector Machine (RVM)

MATLAB source code implementation for Relevance Vector Machine (RVM) with fast algorithm, including comprehensive code usage documentation. RVM employs the same functional form as Support Vector Machines but establishes a sparse probabilistic model for prediction or classification of unknown functions. Key advantages include: (1) Providing both point estimates and predictive distributions for target variables; (2) Utilizing significantly fewer relevance vectors to reduce computational time; (3) Requiring fewer parameter estimations compared to traditional methods; (4) No restrictions on Mercer's theorem conditions for kernel functions, ensuring better adaptability.