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arXiv 2106.08968cs.LG
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优化的集成深度学习框架,用于包含极端事件的动态的可扩展预测

Optimized ensemble deep learning framework for scalable forecasting of dynamics containing extreme events

Indian Statistical Institute(印度统计研究所);International Institute of Information Technology Bangalore(班加罗尔国际信息技术研究所)

Arnob Ray, Tanujit Chakraborty, Dibakar Ghosh

摘要:

深度学习模型和集成方法的显著灵活性和适应性导致了它们在理解许多物理现象中的应用的激增。传统上,这两种技术在实际应用中很大程度上被视为独立的方法。这项研究开发了一个优化的集成深度学习(OEDL)框架,其中这两种机器学习技术联合使用,以实现模型准确性,稳定性,可扩展性和可重复性的协同改进,促进了新一波的应用程序在动态预测。不可预测性被认为是混沌动力学的关键特征之一,因此预测非线性系统的这种动力学是科学界的一个相关问题。当极端事件的预测成为我们关注的焦点问题时,它变得更具挑战性。在这种情况下,建议的OEDL模型的基础上的最佳凸组合的前馈神经网络,储备池计算,和长短期记忆可以发挥关键作用,在推进预测的动态组成的极端事件。对于数值模拟和真实世界的数据集,组合框架可以产生比单个深度学习器和标准集成框架更好的样本外性能。我们展示了OEDL框架在预测Lienard型系统产生的极端事件、预测巴西的COVID-19病例、圣胡安的登革热病例和Nino 3.4地区的海面温度方面的出色表现。

英文摘要:

The remarkable flexibility and adaptability of both deep learning models and ensemble methods have led to the proliferation for their application in understanding many physical phenomena. Traditionally, these two techniques have largely been treated as independent methodologies in practical applications. This study develops an optimized ensemble deep learning (OEDL) framework wherein these two machine learning techniques are jointly used to achieve synergistic improvements in model accuracy, stability, scalability, and reproducibility prompting a new wave of applications in the forecasting of dynamics. Unpredictability is considered as one of the key features of chaotic dynamics, so forecasting such dynamics of nonlinear systems is a relevant issue in the scientific community. It becomes more challenging when the prediction of extreme events is the focus issue for us. In this circumstance, the proposed OEDL model based on a best convex combination of feed-forward neural networks, reservoir computing, and long short-term memory can play a key role in advancing predictions of dynamics consisting of extreme events. The combined framework can generate the best out-of-sample performance than the individual deep learners and standard ensemble framework for both numerically simulated and real world data sets. We exhibit the outstanding performance of the OEDL framework for forecasting extreme events generated from Lienard-type system, prediction of COVID-19 cases in Brazil, dengue cases in San Juan, and sea surface temperature in Nino 3.4 region.

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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