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GMDH-type neural networks

GMDH-type neural networks. GMDH. Inductive Learning Algorithms for Complex Systems Modeling Alexey G. Ivakhnenko (1994) Group Method of Data Handling Inductive learning “Survival of the fittest” Fully automatic structural “Self-organization” “external criterion”

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GMDH-type neural networks

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  1. GMDH-type neural networks

  2. GMDH • Inductive Learning Algorithms for Complex Systems Modeling • Alexey G. Ivakhnenko(1994) • Group Method of Data Handling • Inductive learning • “Survival of the fittest” • Fully automatic structural • “Self-organization” • “external criterion” • Parametric optimization

  3. Unit neuron • Polynomial neural networks • Solving the nonlinear problem using polynomial instead of linear combination. • Kolmogorov-Gabor polynomial

  4. Weight update: Back propagation: 1-hidden-layer:f(XW) 2-hidden-layer:f(f(XU)W) W U Error ε

  5. External Criterion • Principle of self-organization • Regularity criterion • It consists of a squared error from testing set B • Symmetric Regularity criterion delta A: training set B: testing set Δ(): external criterion Δ(B) ε(A+B) Global minimum complexity

  6. Initial model selection Optimal estimation External criterion

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