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复杂系统定向探索的主动学习

Active Learning for Directed Exploration of Complex Systems
课程网址: http://videolectures.net/icml09_burl_ald/  
主讲教师: Michael C. Burl
开课单位: 加州理工学院
开课时间: 2009-08-26
课程语种: 英语
中文简介:
基于物理的模拟代码广泛用于科学和工程中,以模拟复杂的系统,否则这些系统是不可行的。这些代码提供了系统行为的最高保真度表示,但是通常运行速度很慢,以至于对系统的了解有限。例如,在每个维度上沿k个步​​长对广告尺寸输入参数空间进行穷举扫描需要kd模拟试验(转换为我们当前模拟之一的kd CPU天数)。另一种方法是直接探索,其中在每个步骤中巧妙地选择下一个模拟试验。鉴于先前试验的结果,应用监督学习技术(SVM,KDE,GP)来建立简化的系统行为预测模型。然后将这些模型用于主动学习框架中,以确定下一步运行的最有价值的试验。研究了几种主动学习策略,包括最近提出的信息理论方法。在一组13种合成神谕中评估性能,这些神谕作为更昂贵的模拟的替代品,并使实验能够被其他研究人员复制。
课程简介: Physics-based simulation codes are widely used in science and engineering to model complex systems that would be infeasible to study otherwise. Such codes provide the highest-fidelity representation of system behavior, but are often so slow to run that insight into the system is limited. For example, conducting an exhaustive sweep over a d-dimensional input parameter space with k-steps along each dimension requires kd simulation trials (translating into kd CPU-days for one of our current simulations). An alternative is directed exploration in which the next simulation trials are cleverly chosen at each step. Given the results of previous trials, supervised learning techniques (SVM, KDE, GP) are applied to build up simplified predictive models of system behavior. These models are then used within an active learning framework to identify the most valuable trials to run next. Several active learning strategies are examined including a recently-proposed information-theoretic approach. Performance is evaluated on a set of thirteen synthetic oracles, which serve as surrogates for the more expensive simulations and enable the experiments to be replicated by other researchers.
关 键 词: 模拟代码; 穷举扫描; 信息理论
课程来源: 视频讲座网
最后编审: 2019-04-21:lxf
阅读次数: 74