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无序列信息的线性动态系统的学习

Learning Linear Dynamical Systems without Sequence Information
课程网址: http://videolectures.net/icml09_huang_llds/  
主讲教师: Tzu-Kuo Huang
开课单位: 卡内基梅隆大学
开课时间: 2009-08-26
课程语种: 英语
中文简介:
几乎所有从数据中学习动态系统的方法都是从相同的基本假设开始的:学习算法将提供从动态系统生成的数据的序列或轨迹。在本文中,我们考虑的是数据没有排序的情况。提出了一种无时间排序的学习算法,该算法由系统的运行数据点组成。这些数据只是作为单独的断开点绘制的。虽然乍一看这一假设似乎很荒谬,但我们观察到许多科学建模任务都具有这一性质。在本文中,我们将注意力限制在学习线性离散时间模型上。我们提出了几种基于优化近似似然函数的模型学习算法,并对几种合成数据集的方法进行了测试。
课程简介: Virtually all methods of learning dynamic systems from data start from the same basic assumption: that the learning algorithm will be provided with a sequence, or trajectory, of data generated from the dynamic system. In this paper we consider the case where the data is not sequenced. The learning algorithm is presented a set of data points from the system's operation but with no temporal ordering. The data are simply drawn as individual disconnected points. While making this assumption may seem absurd at first glance, we observe that many scientific modeling tasks have exactly this property. In this paper we restrict our attention to learning linear, discrete time models. We propose several algorithms for learning these models based on optimizing approximate likelihood functions and test the methods on several synthetic data sets.
关 键 词: 动态系统; 时间顺序; 近似似然函数
课程来源: 视频讲座网
最后编审: 2019-12-05:lxf
阅读次数: 44