论文标题

部分可观测时空混沌系统的无模型预测

Beyond Random Split for Assessing Statistical Model Performance

论文作者

Catania, Carlos, Guerra, Jorge, Romero, Juan Manuel, Caffaratti, Gabriel, Marchetta, Martin

论文摘要

储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。

Even though a train/test split of the dataset randomly performed is a common practice, could not always be the best approach for estimating performance generalization under some scenarios. The fact is that the usual machine learning methodology can sometimes overestimate the generalization error when a dataset is not representative or when rare and elusive examples are a fundamental aspect of the detection problem. In the present work, we analyze strategies based on the predictors' variability to split in training and testing sets. Such strategies aim at guaranteeing the inclusion of rare or unusual examples with a minimal loss of the population's representativeness and provide a more accurate estimation about the generalization error when the dataset is not representative. Two baseline classifiers based on decision trees were used for testing the four splitting strategies considered. Both classifiers were applied on CTU19 a low-representative dataset for a network security detection problem. Preliminary results showed the importance of applying the three alternative strategies to the Monte Carlo splitting strategy in order to get a more accurate error estimation on different but feasible scenarios.

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