اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدRegression and Classification by Zonal Kriging
94
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
Consider a family $Z={boldsymbol{x_{i}},y_{i}$,$1leq ileq N}$ of $N$ pairs of vectors $boldsymbol{x_{i}} in mathbb{R}^d$ and scalars $y_{i}$ that we aim to predict for a new sample vector $mathbf{x}_0$. Kriging models $y$ as a sum of a deterministic function $m$, a drift which depends on the point $boldsymbol{x}$, and a random function $z$ with zero mean. The zonality hypothesis interprets $y$ as a weighted sum of $d$ random functions of a single independent variables, each of which is a kriging, with a quadratic form for the variograms drift. We can therefore construct an unbiased estimator $y^{*}(boldsymbol{x_{0}})=sum_{i}lambda^{i}z(boldsymbol{x_{i}})$ de $y(boldsymbol{x_{0}})$ with minimal variance $E[y^{*}(boldsymbol{x_{0}})-y(boldsymbol{x_{0}})]^{2}$, with the help of the known training set points. We give the explicitly closed form for $lambda^{i}$ without having calculated the inverse of the matrices.
قيم البحث
اقرأ أيضاً
In support vector machine (SVM) applications with unreliable data that contains a portion of outliers, non-robustness of SVMs often causes considerable performance deterioration. Although many approaches for improving the robustness of SVMs have been
studied, two major challenges remain in robust SVM learning. First, robust learning algorithms are essentially formulated as non-convex optimization problems. It is thus important to develop a non-convex optimization method for robust SVM that can find a good local optimal solution. The second practical issue is how one can tune the hyperparameter that controls the balance between robustness and efficiency. Unfortunately, due to the non-convexity, robust SVM solutions with slightly different hyper-parameter values can be significantly different, which makes model selection highly unstable. In this paper, we address these two issues simultaneously by introducing a novel homotopy approach to non-convex robust SVM learning. Our basic idea is to introduce parametrized formulations of robust SVM which bridge the standard SVM and fully robust SVM via the parameter that represents the influence of outliers. We characterize the necessary and sufficient conditions of the local optimal solutions of robust SVM, and develop an algorithm that can trace a path of local optimal solutions when the influence of outliers is gradually decreased. An advantage of our homotopy approach is that it can be interpreted as simulated annealing, a common approach for finding a good local optimal solution in non-convex optimization problems. In addition, our homotopy method allows stable and efficient model selection based on the path of local optimal solutions. Empirical performances of the proposed approach are demonstrated through intensive numerical experiments both on robust classification and regression problems.
We present a novel adaptive optimization algorithm for black-box multi-objective optimization problems with binary constraints on the foundation of Bayes optimization. Our method is based on probabilistic regression and classification models, which a
ct as a surrogate for the optimization goals and allow us to suggest multiple design points at once in each iteration. The proposed acquisition function is intuitively understandable and can be tuned to the demands of the problems at hand. We also present a novel ellipsoid truncation method to speed up the expected hypervolume calculation in a straightforward way for regression models with a normal probability density. We benchmark our approach with an evolutionary algorithm on multiple test problems.
Quantifying uncertainty in predictions or, more generally, estimating the posterior conditional distribution, is a core challenge in machine learning and statistics. We introduce Convex Nonparanormal Regression (CNR), a conditional nonparanormal appr
oach for coping with this task. CNR involves a convex optimization of a posterior defined via a rich dictionary of pre-defined non linear transformations on Gaussians. It can fit an arbitrary conditional distribution, including multimodal and non-symmetric posteriors. For the special but powerful case of a piecewise linear dictionary, we provide a closed form of the posterior mean which can be used for point-wise predictions. Finally, we demonstrate the advantages of CNR over classical competitors using synthetic and real world data.
Random forest (RF) methodology is one of the most popular machine learning techniques for prediction problems. In this article, we discuss some cases where random forests may suffer and propose a novel generalized RF method, namely regression-enhance
d random forests (RERFs), that can improve on RFs by borrowing the strength of penalized parametric regression. The algorithm for constructing RERFs and selecting its tuning parameters is described. Both simulation study and real data examples show that RERFs have better predictive performance than RFs in important situations often encountered in practice. Moreover, RERFs may incorporate known relationships between the response and the predictors, and may give reliable predictions in extrapolation problems where predictions are required at points out of the domain of the training dataset. Strategies analogous to those described here can be used to improve other machine learning methods via combination with penalized parametric regression techniques.
Random forests are powerful non-parametric regression method but are severely limited in their usage in the presence of randomly censored observations, and naively applied can exhibit poor predictive performance due to the incurred biases. Based on a
local adaptive representation of random forests, we develop its regression adjustment for randomly censored regression quantile models. Regression adjustment is based on a new estimating equation that adapts to censoring and leads to quantile score whenever the data do not exhibit censoring. The proposed procedure named {it censored quantile regression forest}, allows us to estimate quantiles of time-to-event without any parametric modeling assumption. We establish its consistency under mild model specifications. Numerical studies showcase a clear advantage of the proposed procedure.
الأسئلة المقترحة
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
