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Neural and Evolutionary Computing Lab 2: Neural Networks for Approximation and Prediction ______________________________________________________________________________ 1. Approximation and Prediction Problems Aim: extract from data a model which describes either the dependence between two variables or the variation in time of a variable (in order to predict new values in a time series) Examples: Experimental data analysis: The input data are the measured values the analyzed variables (one variable is the predictor, the other is the predicted one) The results are values of the predicted variables estimated for some given values of the predictor Time series prediction: The input data are previous values of a time-dependent variable The result is an estimation of the next value in the time series 2. Using the nftool for approximation problems nftool (neural network fitting tool) provides a graphical user interface for designing and training a feedforward neural network for solving approximation (fitting) problems. The networks created by nftool are characterized by: One hidden layer (the number of hidden units can be changed by the user; the default value is 20) The hidden units have a sigmoidal activation function (tansig or logsig) while the output units have a linear activation function The training algorithm is Backpropagation based on a Levenberg-Marquardt minimization method (the corresponding Matlab function is trainlm The learning process is controlled by a cross-validation technique based on a random division of the initial set of data in 3 subsets: for training (weights adjustment), for learning process control (validation) and for evaluation of the quality of approximation (testing). The quality of the approximation can be evaluated by: Mean Squared Error (MSE): it expresses the difference between to correct otputs and those provided by the network; the approximation is better if MSE is smaller (closer to 0) Pearson’s Correlati