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論文名稱 Title |
最小截尾平方類神經網路之研究 Study on Least Trimmed Squares Artificial Neural Networks |
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系所名稱 Department |
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畢業學年期 Year, semester |
語文別 Language |
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學位類別 Degree |
頁數 Number of pages |
54 |
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研究生 Author |
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指導教授 Advisor |
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召集委員 Convenor |
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口試委員 Advisory Committee |
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口試日期 Date of Exam |
2008-06-13 |
繳交日期 Date of Submission |
2008-06-23 |
關鍵字 Keywords |
類神經網路、最小截尾平方 Artificial Neural Networks, Least Trimmed Squares |
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統計 Statistics |
本論文已被瀏覽 5747 次,被下載 644 次 The thesis/dissertation has been browsed 5747 times, has been downloaded 644 times. |
中文摘要 |
在本論文裡,我們研究最小截尾平方類神經網路,它是將經常使用在強韌線性參數回歸問題中的最小截尾平方估測器,推廣至非線性回歸問題之非參數化類神經網路。 在本論文中我們提出兩種訓練的演算法。第一種演算法是漸進式梯度下降演算法。為了加快收歛速度,我們提出的第二種訓練演算法是根據遞迴最小平方誤差。 我們將提出三個範例來測試傳統類神經網路和最小截尾平方類神經網路對於抑制離群值之強韌性。模擬結果顯示,根據適當選擇學習機中的截尾常數,最小截尾平方類神經網路和傳統類神經網路比較起來具有較佳抑制離群值之強韌性。 |
Abstract |
In this thesis, we study the least trimmed squares artificial neural networks (LTS-ANNs), which are generalization of the least trimmed squares (LTS) estimators frequently used in robust linear parametric regression problems to nonparametric artificial neural networks (ANNs) used for nonlinear regression problems. Two training algorithms are proposed in this thesis. The first algorithm is the incremental gradient descent algorithm. In order to speed up the convergence, the second training algorithm is proposed based on recursive least squares (RLS). Three illustrative examples are provided to test the performances of robustness against outliers for the classical ANNs and the LTS-ANNs. Simulation results show that upon proper selection of the trimming constant of the learning machines, LTS-ANNs are quite robust against outliers compared with the classical ANNs. |
目次 Table of Contents |
誌謝 i 摘要 ii Abstract iii List of Figures and Tables iv Glossary of Symbols vi Chapter 1 Introduction 1 1.1 Motivation 1 1.2 Brief Sketch of the Contents 5 Chapter 2 Artificial Neural Networks 6 2.1 Artificial Neural Network Modeling 6 2.2 Training by Incremental Gradient Descent Algorithm 10 2.3 Training by Recursive Least Squares Algorithm 12 Chapter 3 Least Trimmed Squares Artificial Neural Networks 15 3.1 Least Trimmed Squares 15 3.2 Training by Incremental Gradient Descent Algorithm 19 3.3 Training by Recursive Least Squares Algorithm 22 Chapter 4 Illustrative Examples 24 Chapter 5 Conclusion 38 Appendix Recursive Least Squares Algorithm for Least Squares Problems 39 References 43 |
參考文獻 References |
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