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arXiv 2103.00092cs.LGcs.ITmath.IT
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基于监督学习的预测中相关特征的年龄

The Age of Correlated Features in Supervised Learning based Forecasting

Auburn University(奥本大学);University of Nevada, Reno(内华达大学里诺分校)

Md Kamran Chowdhury Shisher, Heyang Qin, Lei Yang, Feng Yan, Yin Sun

摘要:

在本文中,我们分析了信息的新鲜度的影响监督学习为基础的预测。在这些应用中,训练神经网络以预测时变目标(例如,太阳能),基于多个相关特征(例如,温度、湿度和云覆盖率)。这些特征是从不同的数据源收集的,并且受到异构和随时间变化的年龄的影响。通过使用信息论的方法,我们证明了最小训练损失是一个功能的年龄,其中的功能并不总是单调的函数。然而,如果训练数据的经验分布接近马尔可夫链的分布,则训练损失近似为非减年龄函数。随着年龄的增长,训练损失和测试损失都描绘了类似的增长模式。最后,通过太阳能发电量预测实验验证了理论的正确性.我们的理论和实验结果表明,它是有益的(i)结合不同年龄值的训练数据到一个大的训练数据集,并联合训练这些年龄值的预测决策,和(ii)饲料的年龄值作为输入特征的一部分,神经网络。

英文摘要:

In this paper, we analyze the impact of information freshness on supervised learning based forecasting. In these applications, a neural network is trained to predict a time-varying target (e.g., solar power), based on multiple correlated features (e.g., temperature, humidity, and cloud coverage). The features are collected from different data sources and are subject to heterogeneous and time-varying ages. By using an information-theoretic approach, we prove that the minimum training loss is a function of the ages of the features, where the function is not always monotonic. However, if the empirical distribution of the training data is close to the distribution of a Markov chain, then the training loss is approximately a non-decreasing age function. Both the training loss and testing loss depict similar growth patterns as the age increases. An experiment on solar power prediction is conducted to validate our theory. Our theoretical and experimental results suggest that it is beneficial to (i) combine the training data with different age values into a large training dataset and jointly train the forecasting decisions for these age values, and (ii) feed the age value as a part of the input feature to the neural network.

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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