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arXiv 2103.02881cs.LGcs.AIcs.NE
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坏错误和好错误:深度集成学习中的值加权技能得分

Bad and good errors: value-weighted skill scores in deep ensemble learning

Università di Genova(热那亚大学)

Sabrina Guastavino, Michele Piana, Federico Benvenuto

摘要:

在本文中,我们提出了一种新的方法来实现预测验证。具体来说,我们引入了一种策略,用于评估预测错误的严重性的基础上的证据,一方面,一个错误的警报只是预期发生的事件是优于一个在中间的连续的非发生的事件,另一方面,一个孤立的事件错过了一个更糟糕的影响比错过一个单一的事件,这是几个连续发生的一部分。依靠这个想法,我们引入了一个新的定义混淆矩阵和技能分数给予更大的重要性,而不是其质量的预测值。然后,我们介绍了一种用于二进制分类的深度集成学习过程,其中神经网络的概率结果通过优化这些值加权技能得分来聚类。最后,我们展示了这种方法在污染,空间天气和股票奖预测三个应用程序的情况下的性能。

英文摘要:

In this paper we propose a novel approach to realize forecast verification. Specifically, we introduce a strategy for assessing the severity of forecast errors based on the evidence that, on the one hand, a false alarm just anticipating an occurring event is better than one in the middle of consecutive non-occurring events, and that, on the other hand, a miss of an isolated event has a worse impact than a miss of a single event, which is part of several consecutive occurrences. Relying on this idea, we introduce a novel definition of confusion matrix and skill scores giving greater importance to the value of the prediction rather than to its quality. Then, we introduce a deep ensemble learning procedure for binary classification, in which the probabilistic outcomes of a neural network are clustered via optimization of these value-weighted skill scores. We finally show the performances of this approach in the case of three applications concerned with pollution, space weather and stock prize forecasting.

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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