博尔兹曼-香农相互作用:用于连续变量的规范化测量,作为子样本质量指标的应用
C Tyler Diggans1, Abd AlRahman R AlMomani2
1Air Force Research Laboratory Information Directorate, 525 Brooks Rd., Rome, New York 13441, USA.
Chaos (Woodbury, N.Y.)
|December 27, 2023
概括
一个新的博尔兹曼-沙农相互作用 (BSIE) 提供了一个独立于样本大小的不确定性衡量标准. 这种稳定,规范化的在计算上是高效的,并且对于评估回归中的数据质量是有用的.
科学领域:
- 信息理论 信息理论
- 统计建模 统计建模
背景情况:
- 几何分区为量化不确定性提供了对差分的香农的替代方案.
- 它通过处理稀疏样本和极端异常值,改进了传统估计器.
研究的目的:
- 定义一个新的,规范化的度,不受样本大小的偏见.
- 引入博尔兹曼-沙农相互作用 (BSIE) 以提高不确定性量化.
主要方法:
- 利用几何和基于频率的方法之间的互补关系.
- 使用基于测量和基于频率的分布之间的标准分歧来定义BSIE.
- 以计算效率高,无参数的方式估计BSIE.
主要成果:
- 开发了一个独立于样本大小的稳定,规范化的度 (BSIE).
- 证明了BSIE作为次样采集的质量指标的实用性.
- 在非线性多项式回归的背景下应用BSIE.
结论:
- BSIE提供了一种可靠和有效的不确定性量化方法.
- 新的度测量提高了数据分析,特别是在回归任务中.
- BSIE代表了连续信息理论的重大进步.
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