scholarly journals Stable Learning via Sample Reweighting

2020 ◽  
Vol 34 (04) ◽  
pp. 5692-5699
Author(s):  
Zheyan Shen ◽  
Peng Cui ◽  
Tong Zhang ◽  
Kun Kunag

We consider the problem of learning linear prediction models with model misspecification bias. In such case, the collinearity among input variables may inflate the error of parameter estimation, resulting in instability of prediction results when training and test distributions do not match. In this paper we theoretically analyze this fundamental problem and propose a sample reweighting method that reduces collinearity among input variables. Our method can be seen as a pretreatment of data to improve the condition of design matrix, and it can then be combined with any standard learning method for parameter estimation and variable selection. Empirical studies on both simulation and real datasets demonstrate the effectiveness of our method in terms of more stable performance across different distributed data.

Sensors ◽  
2021 ◽  
Vol 21 (5) ◽  
pp. 1639
Author(s):  
Seungmin Jung ◽  
Jihoon Moon ◽  
Sungwoo Park ◽  
Eenjun Hwang

Recently, multistep-ahead prediction has attracted much attention in electric load forecasting because it can deal with sudden changes in power consumption caused by various events such as fire and heat wave for a day from the present time. On the other hand, recurrent neural networks (RNNs), including long short-term memory and gated recurrent unit (GRU) networks, can reflect the previous point well to predict the current point. Due to this property, they have been widely used for multistep-ahead prediction. The GRU model is simple and easy to implement; however, its prediction performance is limited because it considers all input variables equally. In this paper, we propose a short-term load forecasting model using an attention based GRU to focus more on the crucial variables and demonstrate that this can achieve significant performance improvements, especially when the input sequence of RNN is long. Through extensive experiments, we show that the proposed model outperforms other recent multistep-ahead prediction models in the building-level power consumption forecasting.


Energies ◽  
2021 ◽  
Vol 14 (8) ◽  
pp. 2332
Author(s):  
Cecilia Martinez-Castillo ◽  
Gonzalo Astray ◽  
Juan Carlos Mejuto

Different prediction models (multiple linear regression, vector support machines, artificial neural networks and random forests) are applied to model the monthly global irradiation (MGI) from different input variables (latitude, longitude and altitude of meteorological station, month, average temperatures, among others) of different areas of Galicia (Spain). The models were trained, validated and queried using data from three stations, and each best model was checked in two independent stations. The results obtained confirmed that the best methodology is the ANN model which presents the lowest RMSE value in the validation and querying phases 1226 kJ/(m2∙day) and 1136 kJ/(m2∙day), respectively, and predict conveniently for independent stations, 2013 kJ/(m2∙day) and 2094 kJ/(m2∙day), respectively. Given the good results obtained, it is convenient to continue with the design of artificial neural networks applied to the analysis of monthly global irradiation.


2020 ◽  
Vol 12 (21) ◽  
pp. 3646
Author(s):  
Xuewen Gong ◽  
Jizhang Sang ◽  
Fuhong Wang ◽  
Xingxing Li

Precise orbit determination (POD) using GNSS has been rapidly developed and is the mainstream technology for the navigation of low Earth orbit (LEO) satellites. The initialization of orbit parameters is a key prerequisite for LEO POD processing. For a LEO satellite equipped with a GNSS receiver, sufficient discrete kinematic positions can be obtained easily by processing space-borne GNSS data, and its orbit parameters can thus be estimated directly in iterative manner. This method of direct iterative estimation is called as the direct approach, which is generally considered highly reliable, but in practical applications it has risk of failure. Stability analyses demonstrate that the direct approach is sensitive to oversized errors in the starting velocity vector at the reference time, which may lead to large errors in design matrix because the reference orbit may be significantly distorted, and eventually cause the divergence of the orbit parameter estimation. In view of this, a more reliable method, termed the progressive approach, is presented in this paper. Instead of estimating the orbit parameters directly, it first fits the discrete kinematic positions to a reference ephemeris in the form of the GNSS broadcast ephemeris, which construct a reference orbit that is smooth and close to the true orbit. Based on the reference orbit, the starting orbit parameters are computed in sufficient accuracy, and then the final orbit parameters are estimated with a high accuracy by using discrete kinematic positions as measurements. The stability analyses show that the design matrix errors are reduced in the progressive approach, which would assure more robust orbit parameter estimation than the direct estimation approach. Various orbit initialization experiments are performed on the KOMPSAT-5 and FY3C satellites. The results have fully verified the high reliability of the proposed progressive approach.


1996 ◽  
Vol 29 (1) ◽  
pp. 5090-5095
Author(s):  
Vikram Krishnamurthy ◽  
H. Vincent Poor

2017 ◽  
Author(s):  
Benjamin Rosenbaum ◽  
Bjoern C. Rall

The feeding functional response is one of the most widespread mathematical frameworks in Ecology, Marine Biology, Freshwater Biology, Microbiology and related scientific fields describing the resource-dependent uptake of a consumer. Since the exact knowledge of its parameters is crucial in order to predict, for example, the efficiency of biocontrol agents, population dynamics, food web structure and subsequently biodiversity, a trustful parameter estimation is of utmost importance for scientists using this framework. Classical approaches for estimating functional response parameters lack flexibility and can often only serve as approximation for a correct parameter estimation. Moreover, they do not allow to incorporate side effects such as resource growth or background mortality. Both call for a new method to be established solving these problems. Here, we combined ordinary differential equation models (ODE models), that were numerically solved using computer simulations, with an iterative maximum likelihood fitting approach. We compared our method to classical approaches of fitting functional responses, using data both with and without additional resource growth and mortality. We found that for classical functional response models, like the often used type II and type III functional response, the established fitting methods are reliable. However, using more complex and flexible functional responses, our new established method outperforms the traditional methods. Additionally, only our method allows to analyze experiments correctly when resources experience growth or background mortality. Our method will enable researchers from different scientific fields that are measuring functional responses to estimate parameters correctly. These estimates will enable community ecologists to parameterize their models more precisely, allowing for a deeper understanding of complex ecological systems, and will increase the quality of ecological prediction models.


Author(s):  
Oleksandr Zadorozhnyi ◽  
Gunthard Benecke ◽  
Stephan Mandt ◽  
Tobias Scheffer ◽  
Marius Kloft

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