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高维监督学习的实证评价

An Empirical Evaluation of Supervised Learning in High Dimensions
课程网址: http://videolectures.net/icml08_karampatziakis_aee/  
主讲教师: Nikos Karampatziakis
开课单位: 康奈尔大学
开课时间: 2008-08-29
课程语种: 英语
中文简介:
在本文中,我们对高维数据的监督学习方法进行了实证评估。我们根据三个指标评估学习成绩:准确性,AUC和平方损失。我们还研究了增加维数对学习算法相对性能的影响。我们的研究结果与先前对相对较低维度问题的研究一致,但表明随着维数的增加,各种学习算法的相对性能发生变化。令我们惊讶的是,似乎最能从高维数据中学习的方法是随机森林和神经网络。
课程简介: In this paper we perform an empirical evaluation of supervised learning methods on high dimensional data. We evaluate learning performance on three metrics: accuracy, AUC, and squared loss. We also study the effect of increasing dimensionality on the relative performance of the learning algorithms. Our findings are consistent with previous studies for problems of relatively low dimension, but suggest that as dimensionality increases the relative performance of the various learning algorithms changes. To our surprise, the methods that seem best able to learn from high dimensional data are random forests and neural nets.
关 键 词: 高维数据; 实证评估; 平方损失
课程来源: 视频讲座网
最后编审: 2019-04-18:cwx
阅读次数: 86