高斯拟合原理_关于拟合

首先,关于拟合的文章,

刘博:深度学习(Deep Learning)基础概念8:L2正则化(L2 Regularization)、Dropout原理及其python实现​zhuanlan.zhihu.com
e930776e3079bdeaf4cc309d39d3adf5.png

1c0361889d553c380dc249180431ff76.png

不认可图三是过拟合,如果是那样的话,学习的作用必须是追求通用,而不是追求精确了。其实,故事应该是这样的,图三仅仅是在二维空间的一个展示,如果发现了一个更好的网络,它在更高维度的可视化,它是可以完美的分类好其数据的。

另外一篇文章感觉比较好:

优化完成后,你发现网络的表现不尽如人意,这时诊断网络处于高偏差/高方差状态是对你下一步调参方向的重要指导。与经典机器学习算法有所不同,因为深度神经网络通常要处理非常高维的特征,所以网络可能同时处于高偏差/高方差的状态,即在特征空间的一些区域网络处于高偏差,而在另一些区域处于高方差。我们可以通过对网络的偏差和方差做一个预估,完成合适的网络优化和调整。

张皓:(一)深度学习基础(基本概念、优化算法、初始化、正则化等)​zhuanlan.zhihu.com
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L2正则化的地方有点不明白,好像是L1正则化是让权值趋近于0,等价于拉普拉斯先验分布,L2正则化是让权值的方差足够小,等价于高斯先验分布。

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% This folder contains a collection of "fitting" functions. % (Some has demo options - the third section) % The GENERAL input to the functions should be samples of the distribution. % % for example, if we are to fit a normal distribution ('gaussian') with a mean "u" and varaince "sig"^2 % then the samples will distribute like: % samples = randn(1,10000)*sig + u % %fitting with Least-Squares is done on the histogram of the samples. % fitting with Maximum likelihood is done directly on the samples. % % % Contents of this folder % ======================= % 1) Maximum likelihood estimators % 2) Least squares estimators % 3) EM algorithm for estimation of multivariant gaussian distribution (mixed gaussians) % 4) added folders: Create - which create samples for the EM algorithm test % Plot - used to plot each of the distributions (parametric plot) % % % % % % Maximum likelihood estimators % ============================= % fit_ML_maxwell - fit maxwellian distribution % fit_ML_rayleigh - fit rayleigh distribution % (which is for example: sqrt(abs(randn)^2+abs(randn)^2)) % fit_ML_laplace - fit laplace distribution % fit_ML_log_normal- fit log-normal distribution % fit_ML_normal - fit normal (gaussian) distribution % % NOTE: all estimators are efficient estimators. for this reason, the distribution % might be written in a different way, for example, the "Rayleigh" distribution % is given with a parameter "s" and not "s^2". % % % least squares estimators % ========================= % fit_maxwell_pdf - fits a given curve of a maxwellian distribution % fit_rayleigh_pdf - fits a given curve of a rayleigh distribution % % NOTE: these fit function are used on a histogram output which is like a sampled % distribution function. the given curve MUST be normalized, since the estimator % is trying to fit a normalized distribution function. % % % % % Multivariant Gaussian distribution % ================================== % for demo of 1
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