动力学习题建模.PDFVIP

动力学习题建模 — 支持向量机动力学的 Email:xhzhang@ 学学 11 01 , 2018 @ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Parts of the slides are taken from Prof. Andrew Moore’s SVM tutorial at /awm/tutorials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 基于实测数据的建模方式 于动力学性的 实测的 — 模的别问题 — 数的问题 基于实测数据的建模方 ▶ ARMA(Auto-Regressive Moving-Average) 模 方 ▶ ANN(Artificial Neural Network) 方 ▶ SVM(Support Vector Machine) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 基于实测数据的建模方式 There are two important aspects of complexity in machine learning. ▶ First, the sample complexity: in many learning problems, training data is expensive and we should hope not to need too much of it. ▶ Second, the computational complexity: A neural network takes an hour to train may be of no practical use in complex dynamical prediction problems. ▶ Important: both the amount of training data required for a prescribed level of performance and the running time of the learning algorithm in learning from this data do not increase too dramatically as the ’difficulty’ of the learning problem increases.