图 书 馆
预测罕见的极端值-最近的发展Predicting Rare Extreme Values - recent developments |
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| 课程网址: | http://videolectures.net/solomon_torgo_prevr/ |
| 主讲教师: | Luis Torgo |
| 开课单位: | 波尔图大学 |
| 开课时间: | 2007-02-25 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Predicting rare extreme values of a continuous variable is of key importance in several important real world applications (e.g. finance, ecology, etc.). In this seminar we start by presenting the problem and its motivation and then go through a series of existing approaches to the problem, highlighting their main limitations. As a result of this analysis we then describe a series of recent developments of our work in this area that has lead to the introduction of the notions of cost and benefit surfaces. We present these two new notions and their intuition in the context of handling regression problems with differentiated importance of observations (as it is the case of predicting rare extreme values). We formalize both notions and explain how they can be used in the context of our target applications. We finish by providing some initial results on the use of these notions in the context of evaluating models in tasks related to the prediction of rare extreme values of a continuous variable. |
| 关 键 词: | 连续变量; 收益面; 评估模型 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-09-23：cwx |
| 阅读次数: | 62 |