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Sparse generalised additive models (GAMs) are an extension of sparse generalised linear models that allow a model's prediction to vary non-linearly with an input variable. This enables the data analyst build more accurate models, especially when the linearity assumption is known to be a poor approximation of reality. Motivated by reluctant interaction modelling, we propose a multi-stage algorithm, called reluctant generalised additive modelling (RGAM), that can fit sparse GAMs at scale. It is guided by the principle that, if all else is equal, one should prefer a linear feature over a non-linear feature. Unlike existing methods for sparse GAMs, RGAM can be extended easily to binary, count and survival data. We demonstrate the method's effectiveness on real and simulated examples. 相似文献
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现有基于Nyquist-Shannon采样定理的窄带干扰(Narrowband Interference,NBI)抑制方法存在应用受限于采样率较高的问题。应用压缩感知(Compressive Sensing,CS)理论解决上述问题,利用NBI在频域表现出的块稀疏特性以及直接序列扩频(Direct Sequence Spread Spectrum,DSSS)信号的类噪声特性,提出了基于块稀疏贝叶斯学习(Block Sparse Bayesian Learning,BSBL)框架的DSSS通信NBI抑制模型。实现干扰抑制后,利用传统的CS重构算法实现DSSS信号的压缩域解调。为进一步提高算法性能,将NBI稀疏分块的块内自相关矩阵建模为单位矩阵,提出了信息辅助BSBL(Aid BSBL,ABSBL)算法,设计了基于ABSBL的DSSS通信NBI抑制算法。该算法在保持较好NBI抑制性能的条件下,提高了运算效率并且不依赖NBI的稀疏结构。仿真验证和对比分析结果表明,所提方法能够有效抑制DSSS通信中的NBI,在干扰强度相同的条件下,NBI带宽越小、压缩率越大,算法对NBI的抑制性能越好。 相似文献
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We consider the problem of constructing a perturbed portfolio by utilizing a benchmark portfolio. We propose two computationally efficient portfolio optimization models, the mean-absolute deviation risk and the Dantzig-type, which can be solved using linear programing. These portfolio models push the existing benchmark toward the efficient frontier through sparse and stable asset selection. We implement these models on two benchmarks, a market index and the equally-weighted portfolio. We carry out an extensive out-of-sample analysis with 11 empirical datasets and simulated data. The proposed portfolios outperform the benchmark portfolio in various performance measures, including the mean return and Sharpe ratio. 相似文献
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协同过滤推荐算法综述 总被引:3,自引:0,他引:3
推荐系统是电子商务系统中最重要的技术之一,协同过滤推荐技术是目前应用最广泛和最成功的推荐技术。本文首先介绍了协同过滤的基本概念和原理,然后总结了协同过滤推荐算法中的关键问题和相关解决方案,最后介绍了协同过滤推荐算法需要进一步解决的问题和可能的发展方向。 相似文献
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针对测控通信信号接收端存在数据大量冗余的问题,利用标准测控信号在频域上的稀疏性,采用压缩感知的理论进行前期处理。分别考虑了只存在测距音、只存在遥测信号和两类信号都存在等三种条件下的信号处理问题。通过改变稀疏度的大小,可以在不影响解调性能的条件下,大幅度降低接收端所需要的采样率,并且达到消除系统中不需要的谐波的目的。仿真验证了方法的有效性,同时说明利用压缩感知技术,将为测控通信系统的射频直接采样和处理提供一种高效的方式。 相似文献
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针对分块压缩感知算法在平滑块效应时损失了大量的细节纹理信息,从而影响图像的重构效果问题,提出了一种基于块稀疏信号的压缩感知重构算法。该算法先采用块稀疏度估计对信号的稀疏性做初步估计,通过对块稀疏度进行估算初始化阶段长,运用块矩阵与残差信号最匹配原则来选取支撑块,再运用自适应迭代计算实现对块稀疏信号的重构,较好地解决了浪费存储资源和计算量大的问题。实验结果表明,相比常用压缩感知方法,所提算法能明显减少运算时间,且能有效提高图像重构效果。 相似文献
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Diego Vidaurre Concha Bielza Pedro Larrañaga 《Revue internationale de statistique》2013,81(3):361-387
L1 regularization, or regularization with an L1 penalty, is a popular idea in statistics and machine learning. This paper reviews the concept and application of L1 regularization for regression. It is not our aim to present a comprehensive list of the utilities of the L1 penalty in the regression setting. Rather, we focus on what we believe is the set of most representative uses of this regularization technique, which we describe in some detail. Thus, we deal with a number of L1‐regularized methods for linear regression, generalized linear models, and time series analysis. Although this review targets practice rather than theory, we do give some theoretical details about L1‐penalized linear regression, usually referred to as the least absolute shrinkage and selection operator (lasso). 相似文献
9.
Jialing Li 《Journal of Organizational Computing & Electronic Commerce》2014,24(2-3):257-270
With the development of mobile communication technology and location-based services, people can share information with friends through checking in anywhere, at any time. If we can “speculate” when users will next check in, we can make relevant and useful recommendations. Here, we introduce a new check-in-based hidden Markov model to cope with changing circumstances. A certain check-in-based hidden Markov model for each group is obtained first. The model then analyzes temporal check-in intervals of users before suggesting locations. We also discuss optimal parameter settings for the number of hidden states and the corresponding number of user groups. Experiments show that, given observations of a new entrant, the model is able to predict the most probable time period the user will check in next time. It can also recommend a specific user group for the new entrant. Hence, it enables the recommendation of potential locations of interest for the new entrant. 相似文献
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西尼尔认为:价值取决于效用。效用为人们的主观评价,其受稀少性制约;稀少性根源于供给阻力;供给阻力根源于生产成本。所以生产成本决定价值。仔细研读,可以看出,西尼尔的价值理论在西方价值理论的演进中起到了承上启下的作用。承上——试图化解萨伊体系中的矛盾。启下——不仅对约.斯.穆勒有重要影响,而且对现代西方经济学中的主观价值论和均衡价格论也有重要影响。因此其历史地位不可小觑,理应受到重视。 相似文献