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基于支持向量机的系统辨识的多核测试

Multiple Kernel Testing for SVM-based System Identification
课程网址: http://videolectures.net/nipsworkshops2010_taylor_mkt/  
主讲教师: John Shawe-Taylor
开课单位: 伦敦大学学院
开课时间: 2011-01-12
课程语种: 英语
中文简介:
将多核学习方法应用于多维时态数据的系统辨识问题。我们没有建立一个完整的概率模型,而是采用一种计算简单的方法,使用开箱即用的机器学习方法。我们试图通过多核学习来学习随机过程的协方差函数。我们取得了可喜的初步成果,这项工作预示着未来理论工作的丰富性。我们希望利用支持向量机方法的理论,对随机过程中的系统辨识给出一个有原则的学习理论风格描述。
课程简介: We apply methods of multiple kernel learning to the problem of system identification for multi-dimensional temporal data. Rather than building a full probabilistic model, we take a computationally simple approach that uses out of the box machine learning methods. We attempt to learn the covariance function of a stochastic process via multiple kernel learning. We achieve promising preliminary results and the work suggests an abundance of future theoretical work. We hope to draw on the theory of SVM methods to give a principled learning theory style description of system identification in stochastic processes.
关 键 词: 多核学习方法; 多维时态数据; 概率模型; 协方差函数
课程来源: 视频讲座网
最后编审: 2020-10-22:chenxin
阅读次数: 44