arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2012.11734cs.LGcs.NAmath.NA
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层次支持向量回归机临界层数的预测

Predicting the Critical Number of Layers for Hierarchical Support Vector Regression

AIMdyn Inc.(AIMdyn公司);University of Zagreb(萨格勒布大学);University of California, Santa Barbara(加州大学圣巴巴拉分校)

Ryan Mohr, Maria Fonoberova, Zlatko Drmač, Iva Manojlović, Igor Mezić

摘要:

分层支持向量回归(HSVR)将数据中的函数建模为一系列尺度上的SVR模型的线性组合,从粗尺度开始,随着层次结构的继续而移动到更细的尺度。在HSVR的原始公式中,没有选择模型深度的规则。在本文中,我们在许多模型中观察到训练误差的相变-随着层的增加,误差保持相对恒定,直到通过临界尺度,在这一点上,训练误差下降到接近零,并且对于增加的层保持几乎恒定。我们介绍了一种方法来预测这个临界尺度的先验预测的基础上的支持的数据的傅立叶变换或动态模式分解(DMD)频谱。这使我们能够在训练任何模型之前确定所需的层数。

英文摘要:

Hierarchical support vector regression (HSVR) models a function from data as a linear combination of SVR models at a range of scales, starting at a coarse scale and moving to finer scales as the hierarchy continues. In the original formulation of HSVR, there were no rules for choosing the depth of the model. In this paper, we observe in a number of models a phase transition in the training error -- the error remains relatively constant as layers are added, until a critical scale is passed, at which point the training error drops close to zero and remains nearly constant for added layers. We introduce a method to predict this critical scale a priori with the prediction based on the support of either a Fourier transform of the data or the Dynamic Mode Decomposition (DMD) spectrum. This allows us to determine the required number of layers prior to training any models.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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