机器学习的复杂度校准基准揭示了预测算法何时成功和误导
Sarah E Marzen1, Paul M Riechers2, James P Crutchfield3
1W. M. Keck Science Department of Pitzer, Scripps, and Claremont McKenna College, Claremont, CA, 91711, USA. smarzen@cmc.edu.
Scientific reports
|April 15, 2024
概括
下一代储存计算机,一种反复的神经网络,在复杂的时间序列预测方面扎. 为了在预测财务和气候数据方面获得最佳性能,需要新的架构.
科学领域:
- 计算神经科学是一种神经科学.
- 机器学习 机器学习
- 时间序列分析时间序列分析
背景情况:
- 循环神经网络 (RNN) 广泛用于金融,气候和语言等各个领域的时间序列预测.
- 储计算机是一种简化,易于训练的RNN类.
- 最近的一款"下一代"水库计算机模型具有有限过去的记忆痕迹.
研究的目的:
- 调查下一代储存计算机中有限过去记忆痕迹的固有局限性.
- 评估当前RNN在预测复杂,非马科夫过程中的表现.
- 为了确定未来RNN架构的要求.
主要方法:
- 利用Fano的不等式来确定下一代储计算机的预测误差的下限.
- 分析了由大型概率状态机器产生的高度非马科夫过程.
- 展示了复杂的随机生成过程的测量度结果.
主要成果:
- 下一代储计算机的预测误差明显高于复杂过程的理论最小值.
- 流行的RNN在预测复杂的时间序列方面表现不佳.
- 大型概率状态机器,特别是 - 机器,对于生成无偏的训练数据至关重要.
结论:
- 有限过去的记忆痕迹对水库计算机预测的准确性造成了根本性的限制.
- 目前的RNN没有针对高度复杂的非马科夫时间序列进行优化.
- 开发新的,优化的RNN架构是必不可少的.
- 大型概率状态机器作为评估RNN的重要基准.
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