On some properties of randomized machine learning procedures in the presence of noisy data
- 作者: Popkov Y.S.1
-
隶属关系:
- Federal Research Center “Computer Science and Control” of Russian Academy of Sciences
- 期: 编号 2 (2023)
- 页面: 89-95
- 栏目: Mathematical modeling
- URL: https://ogarev-online.ru/2071-8632/article/view/286539
- DOI: https://doi.org/10.14357/20718632230209
- ID: 286539
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详细
We study various models of measuring noises in the procedures of randomized entropy estimation of probability density functions: additive and multiplicative, measuring noises at the input and output of the object’s model. The properties of entropy-optimal probability density functions are studied, it is shown that the measurement noises corresponding to them are heteroscedastic.
作者简介
Y. Popkov
Federal Research Center “Computer Science and Control” of Russian Academy of Sciences
编辑信件的主要联系方式.
Email: popkov@isa.ru
Federal Reearch Center “Computer Science and Control” of Russian Academy of Sciences, chief research scientist; Member of RAS, Doctor of Science in Engineering, professor; Institute of Control Sciences of Russian Academy of Sciences, chief research scientist. Scientific area: entropy methods, macrosystems, randomized machine learning
俄罗斯联邦, Moscow参考
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- Popkov Yu.S. Qualitative Properties of Random Maximum Entropy Estimates of Probability Density Functions. Mathematics, 2021, 9, 548, doi.org/10.3390/math9050548.
- Bollerslev T., Engle R.F., Nelson D.B. ARCH Models. In: Engle R.F. and McFadden D.C.,eds. Handbook of Econometrics, 1994, Elsevier Science, Amsterdam, p.2961-3038.
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