20240506——凌晨四点敲的latex公式

ρ ≥ 1 \bm{\rho \ge 1} ρ1为多项式函数的次数
σ > 1 \bm{\sigma \gt 1} σ>1为多项式函数的次数
σ > 0 , θ < 0 \bm{\sigma \gt 0,\theta \lt 0} σ>0,θ<0
K ( x , z ) = x ⋅ z \bm{K (x,z) = x·z} K(x,z)=xz
K ( x , z ) = ( x ⋅ z + 1 ) p \bm{K (x,z) = (x·z+1)^p} K(x,z)=(xz+1)p
K ( x , z ) = e x p ( − ∥ x − z ∥ 2 2 σ 2 ) \bm{K (x,z) = exp(- \cfrac{\Vert x-z\Vert ^2}{2\sigma ^2} )} K(x,z)=exp(2σ2xz2)
K ( x , z ) = t a n h ( δ ( x ⋅ z + c ) ) \bm{K (x,z) = tanh(\delta (x·z+c))} K(x,z)=tanh(δ(xz+c))
线性可分支持向量机算法:
1.给定训练集 S = { ( x 1 , y 1 ) , ( x 2 , y 2 ) , ⋅ ⋅ ⋅ ( x n , y n ) } , i = 1 , 2 , 3 ⋅ ⋅ ⋅ N , x i ∈ R n , y i ∈ { 1 , 2 , 3 , 4 } \bm{ S = \{ (x_1,y_1),(x_2,y_2),···(x_n,y_n) \},i = 1,2,3···N,x_i \in R^n ,y_i \in\{ 1,2,3,4 \}} S={(x1,y1),(x2,y2),⋅⋅⋅(xn,yn)},i=1,2,3⋅⋅⋅N,xiRn,yi{1,2,3,4} ,其中 N N N为样本数目, x i \bm{x_i} xi为第 i i i个特征向量, y i y_i yi x i x_i xi的标记,假定 y i = 1 y_i = 1 yi=1时候为正例,故当 y i = 1 y_i = 1 yi=1时, x i x_i xi为正例, y i ≠ 1 y_i \neq1 yi=1时, x i x_i xi为负例,循环假定四次,可将一个四分类问题转化成四个二分类问题。
2.构造最优化问题:
m i n 1 2 ∥ w ∥ 2 \bm{min \quad \cfrac{1}{2} \Vert w \Vert ^ 2} min21w2
s . t . y i ( w x i + b ) − 1 ≥ 0 \bm{s.t. \quad y_i(wx_i+b)-1 \ge 0 } s.t.yi(wxi+b)10
求得最优解为: w ∗ , b ∗ w^*,b^* w,b
3.由此可得到分离超平面: w ∗ ⋅ x + b ∗ = 0 \bm{w^*·x+b^* = 0} wx+b=0
4.构造分类决策函数: f ( x ) = s i g n ( w ∗ ⋅ x + b ∗ ) \bm{f(x) = sign(w^*·x+b^*)} f(x)=sign(wx+b),其中 s i g n \bm {sign} sign 为符号函数,
s i g n ( x ) = { + 1 , x ≥ 0 − 1 , x < 0 \bm{sign(x) = \begin{cases} +1,& \text{x} \ge 0\\-1,& \text{x}\lt0 \end{cases} } sign(x)={+1,1,x0x<0
由于原始最优化问题不便于求解,因此引入其对偶算法,容易证明原始问题与对偶问题有相同的最
优解。
对偶算法:
1.给定训练集 S = { ( x 1 , y 1 ) , ( x 2 , y 2 ) , ⋅ ⋅ ⋅ ( x n , y n ) } , i = 1 , 2 , 3 ⋅ ⋅ ⋅ N , x i ∈ R n , y i ∈ { 1 , 2 , 3 , 4 } \bm{ S = \{ (x_1,y_1),(x_2,y_2),···(x_n,y_n) \},i = 1,2,3···N,x_i \in R^n ,y_i \in\{ 1,2,3,4 \}} S={(x1,y1),(x2,y2),⋅⋅⋅(xn,yn)},i=1,2,3⋅⋅⋅N,xiRn,yi{1,2,3,4}
2.构造最优问题:
m i n 1 2 ∑ i = 1 N ∑ j = 1 N α i α j y i y j ( x i ⋅ x j ) − ∑ i = 1 N α i \bm{min \quad \cfrac{1}{2} \sum_{i=1}^N \sum_{j=1}^N \alpha_i \alpha_j y_iy_j(x_i·x_j)- \sum_{i=1}^N \alpha_i} min21i=1Nj=1Nαiαjyiyj(xixj)i=1Nαi

s . t . ∑ i = 1 N α i y i = 0 , α i ≥ 0 , i = 1 , 2 ⋅ ⋅ ⋅ , N \bm{s.t. \quad \sum_{i=1}^N \alpha_iy_i=0,\qquad \alpha_i \ge0,i=1,2···,N} s.t.i=1Nαiyi=0,αi0,i=1,2⋅⋅⋅,N
3.计算
w ∗ = ∑ i = 1 N α i ∗ y i x i \bm{w^* = \sum_{i=1}^N \alpha_i ^* y_i x_i} w=i=1Nαiyixi
选择 α ∗ \bm{\alpha^*} α的一个正分量 α j ≥ 0 \bm{\alpha_j \ge0} αj0,计算
b ∗ = y j − ∑ i = 1 N α i ∗ y i ( x i ⋅ x j ) \bm{b^* = y_j-\sum_{i=1}^N\alpha_i^*y_i(x_i·x_j)} b=yji=1Nαiyi(xixj)
4.由此得到超平面:
w ∗ ⋅ x + b ∗ = 0 \bm{w^*·x + b^* = 0} wx+b=0
5.构造分类决策函数: f ( x ) = s i g n ( w ∗ ⋅ x + b ∗ ) \bm{f(x) =sign(w^*·x +b^*)} f(x)=sign(wx+b)

2 ∥ w ∥ \bm{\cfrac{2}{\Vert w \Vert}} w2

w = ∑ i = 1 N α i y i x i \bm{w = \sum_{i=1}^N \alpha_iy_ix_i} w=i=1Nαiyixi

∥ w ∥ 2 \bm{\Vert w \Vert ^2} w2

x i j \bm{x_{ij}} xij

∑ i = 1 N ∂ ∥ w ∥ 2 ∂ x i j = γ ∣ w j ∣ \bm{\sum_{i=1}^N \cfrac{\partial \Vert w \Vert^2}{\partial x_{ij} } = \gamma \vert w_j \vert} i=1Nxij∂∥w2=γwj

v j = w j ∗ 2 ∑ j = 1 k w j ∗ 2 \bm{v_j = \cfrac{w_j^{*2} }{\sum _{j=1}^k w_j^{*2}} } vj=j=1kwj2wj2

(1)残差检验
绝对残差: ϵ ( k ) = x ( 0 ) ( k ) , k = 2 , 3 , ⋅ ⋅ ⋅ , n {\epsilon(k) = x^{(0)}(k) ,k=2,3,···,n} ϵ(k)=x(0)(k),k=2,3,⋅⋅⋅,n
相对残差: ϵ ( k ) = ∣ x ( 0 ) ( k ) − x ^ ( k ) ∣ x ( 0 ) ( k ) × 100 % {\epsilon(k) = \cfrac{\vert x^{(0)} (k) - \hat{x} (k) \vert}{x^{(0)}(k)} \times100\%} ϵ(k)=x(0)(k)x(0)(k)x^(k)×100%
如果 ϵ r ˉ < 20 % {\bar{\epsilon_r} \lt 20\%} ϵrˉ<20%,则认为GM(1,1)对原数据的拟合达到一般要求。
如果 ϵ r ˉ < 10 % {\bar{\epsilon_r} \lt 10\%} ϵrˉ<10%,则认为GM(1,1)对原数据的拟合效果非常不错。
(2)级比偏差检验
首先由 x ( 0 ) ( k − 1 ) x^{(0)}(k-1) x(0)(k1) x ( 0 ) ( k ) {x^{(0)} (k)} x(0)(k)计算出原始数据的级比 σ ( k ) \sigma(k) σ(k):
σ ( k ) = x ( 0 ) ( k ) x ( 0 ) ( k − 1 ) ( k = 2 , 3 , ⋅ ⋅ ⋅ n ) {\sigma(k) = \cfrac{x^{(0)(k)}} {x^{(0)} (k-1)}(k=2,3,···n) } σ(k)=x(0)(k1)x(0)(k)(k=2,3,⋅⋅⋅n)
再根据预测出来的发展系数( − a ^ {- \hat{a}} a^)计算出相应的级比偏差和平均级比偏差:
η ( k ) = ∣ 1 − 1 − 0.5 a ^ 1 + 0.5 a ^ 1 σ ( k ) ∣ { \eta(k) = \vert 1- \cfrac{1-0.5\hat{a}} {1+0.5\hat{a}} \cfrac{1}{\sigma(k)} \vert } η(k)=∣11+0.5a^10.5a^σ(k)1 η ˉ = ∑ k = 2 n η ( k ) / ( n − 1 ) {\bar{\eta} = \sum_{k=2}^n \eta(k)/(n-1)} ηˉ=k=2nη(k)/(n1)
如果 η ˉ < 0.2 {\bar{\eta} \lt 0.2} ηˉ<0.2,则认为GM(1,1)对原数据的拟合达到一般要求。
如果 η ˉ < 0.1 {\bar{\eta} \lt 0.1} ηˉ<0.1,则认为GM(1,1)对原数据的拟合效果非常不错。

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