0


信息优化的进化学习

Information evolution of optimal learning
课程网址: http://videolectures.net/aispds08_belavkin_ieol/  
主讲教师: Roman V. Belavkin
开课单位: 米德尔塞克斯大学
开课时间: 2008-09-04
课程语种: 英语
中文简介:
人们普遍认为,学习与优化和信息理论密切相关。事实上,如果没有什么可以优化的,就没有必要去学习;如果一个人掌握了全部的信息,那么就没有什么新东西可学了。本文将学习问题看作是一个动态信息约束的优化问题。与最优控制理论的标准方法不同,最优解是由马尔可夫时间演化的哈密顿-雅可比-贝尔曼方程给出的,它是定义共轭空间中最优信息-效用轨迹的典型欧拉方程组。利用信息效用约束对最优轨迹进行了参数化,并给出了有限和无穷大情况下的实例。
课程简介: It is widely accepted that learning is closely related to theories of optimisation and information. Indeed, there is no need to learn if there is nothing to optimise; if one possesses full information, then there is simply nothing new to learn. The paper considers learning as an optimisation problem with dynamical information constraints. Unlike the standard approach in the optimal control theory, where the solutions are given by the Hamilton–Jacobi–Bellman equation for Markov time evolution, the optimal solution is presented as the system of canonical Euler equations defining the optimal information–utility trajectory in the conjugate space. The optimal trajectory is parameterised by theinformation–utility constraints, which are illustrated on examples for finite and infinite–dimensional cases.
关 键 词: 信息优化; 进化学习
课程来源: 视频讲座网
最后编审: 2019-10-31:lxf
阅读次数: 38