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马库斯稀疏网格法

MarkusSparse Grid Methods
课程网址: http://videolectures.net/mlss05au_hegland_mgm/  
主讲教师: Markus Hegland
开课单位: 澳大利亚国立大学
开课时间: 2007-02-25
课程语种: 英语
中文简介:
寻找有趣的变星、发现地貌特征、卫星观测和矿物浓度之间的关系以及分析生物网络都需要用大量数据解决大量复杂的学习问题。在这些研究中面临的一个主要的计算挑战是维度的诅咒。这个诅咒的一个众所周知的方面是规则网格的大小与域的维度呈指数依赖关系。这使得传统的有限元方法不适用于高维领域。众所周知,这种诅咒也会影响径向基函数近似值的计算——以一种更微妙的方式。稀疏网格函数可以解决维数诅咒的主要问题。由于它们是传统有限元空间的叠加,许多著名的算法可以推广到稀疏网格环境中。稀疏网格在过去已经成功地用于求解偏微分方程,而最近,在学习问题上也显示出了竞争力。本课程将全面介绍稀疏网格的主要特性,并讨论与基于内核的方法和并行学习算法的联系。最后简要回顾了基于组合技术的算法的一些最新研究成果。
课程简介: The search for interesting variable stars, the discovery of relations between geomorphological properties, satellite observations and mineral concentrations, and the analysis of biological networks all require the solution of a large number of complex learning problems with large amounts of data. A major computational challenge faced in these investigations is posed by the curse of dimensionality. A well known aspect of this curse is the exponential dependence of the size of regular grids on the dimension of the domain. This makes traditional finite element approaches infeasible for high-dimensional domains. It is less known that this curse also affects computations of radial basis function approximations -- in a slightly more subtle way. Sparse grid functions can deal with the major problems of the curse of dimensionality. As they are the superposition of traditional finite element spaces, many well-known algorithms can be generalized to the sparse grid context. Sparse grids have been successfully used to solve partial differential equations in the past and, more recently, have been shown to be competitive for learning problems as well. The talk will provide a general introduction to the major properties of sparse grids and will discuss connections with kernel based methods and parallel learning algorithms. It will conclude with a short review over some recent work on algorithms based on the combination technique.
关 键 词: 卫星观测; 生物网络; 稀疏网格函数; 偏微分方程
课程来源: 视频讲座网
最后编审: 2020-05-29:吴雨秋(课程编辑志愿者)
阅读次数: 85