图 书 馆
马氏过程的模型选择Model Selection in Markovian Processes |
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| 课程网址: | http://videolectures.net/nipsworkshops2011_mannor_markovian/ |
| 主讲教师: | Shie Mannor |
| 开课单位: | 以色列理工学院 |
| 开课时间: | 2012-01-25 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | We address the problem of how to use a sample of trajectories to choose from a candidate set of possible state spaces in different types of Markov processes. Standard approaches to solving this problem for static models use penalized maximum likelihood criteria that take the likelihood of the trajectory into account. Surprisingly, these criteria do not work even for simple fully observable finite Markov processes. We propose an alternative criterion and show that it is consistent. We then provide a guarantee on its performance with finite samples and illustrate its accuracy using simulated data and real-world data. We finally address the question of model selection in Markov decision processes, where the decision maker can actively select actions to assist in model selection. |
| 关 键 词: | 马尔可夫过程; 静态模型; 机器学习 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-06-08：吴雨秋(课程编辑志愿者) |
| 阅读次数: | 36 |