{"id":315,"date":"2017-08-08T19:52:58","date_gmt":"2017-08-08T11:52:58","guid":{"rendered":"http:\/\/www.tastestars.com\/?p=315"},"modified":"2017-08-09T14:13:05","modified_gmt":"2017-08-09T06:13:05","slug":"1","status":"publish","type":"post","link":"https:\/\/tastestars.com\/index.php\/2017\/08\/08\/1\/","title":{"rendered":"\u3010\u7b14\u8bb0\u3011\u7edf\u8ba1\u673a\u5668\u5b66\u4e60\u4e2d\u7684\u7279\u5f81\u9009\u62e9\u65b9\u6cd5"},"content":{"rendered":"

\u7279\u5f81\u9009\u62e9\u53ef\u4ee5\u8ffd\u6eaf\u523019\u4e16\u7eaa70\u5e74\u4ee3\u7684\u7edf\u8ba1\u6a21\u578b\u9009\u62e9\uff0c\u5411\u7814\u7a76\u65b9\u5411\u8f6c\u6362\u662f\u7531\u4e8e\u51fa\u73b0\u4e86\u201c\u5927\u7279\u5f81\uff0c\u5c0f\u6570\u636e\u6837\u672c\u201d\u7684\u73b0\u8c61\u3002<\/p>\n

\u7279\u5f81\u9009\u62e9\u65b9\u6cd5\u7ecf\u8fc740\u5e74\u7684\u53d1\u5c55\uff0c\u4f46\u662f\u4ecd\u4e0d\u80fd\u6ee1\u8db3\u6570\u636e\u9700\u6c42\u5206\u6790\uff0c\u539f\u56e0\u6709\u4e8c\uff1a\u4e00\u662f\u7531\u4e8e\u7406\u8bba\u4f53\u7cfb\u4e0d\u591f\u5b8c\u5584\uff0c\u7f3a\u4e4f\u575a\u5b9e\u7684\u6570\u5b66\u57fa\u7840\u548c\u7edf\u4e00\u7684\u7406\u8bba\u6846\u67b6\uff1b\u4e8c\u662f\u5b66\u79d1\u591a\u5143\u5316\uff0c\u8de8\u5b66\u79d1\u7684\u95ee\u9898\u3002<\/p>\n

\u5b9a\u4e49\uff1a \u7279\u5f81\u9009\u62e9\u662f\u4e00\u4e2a\u4ece\u539f\u59cb\u7279\u5f81\u96c6\u5408\u4e2d\u9009\u62e9\u2019\u4e2a\u6700\u4f18\u4e86\u96c6\u7684\u8fc7\u7a0b\uff0c\u5728\u8be5\u8fc7\u7a0b\u4e2d\uff0c\u5bf9\u4e00\u4e2a\u7ed9\u5b9a\u7279\u5f81\u5b50\u96c6\u7684\u4f18\u826f\u6027\u901a\u8fc7\u4e00\u4e2a\u7279\u5b9a\u7684\u8bc4\u4ef7\u6807\u51c6(evaluation criterion)\u8fdb\u884c\u8861\u91cf\uff0e\u901a\u8fc7\u7279\u5f81\u9009\u62e9\uff0c\u539f\u59cb\u7279\u5f81\u96c6\u5408\u4e2d\u7684\u5197\u4f59\uff08redundant\uff09\u7279\u5f81\u548c\u4e0d\u76f8\u5173\uff08irrelevant\uff09\u7279\u5f81\u88ab\u9664\u53bb\u3002\u800c\u6709\u7528\u7279\u5f81\u5f97\u4ee5\u4fdd\u7559\u3002<\/p>\n

\u5178\u578b\u7279\u5f81\u9009\u62e9\u7b97\u6cd5\u6709\u56db\u4e2a\u6a21\u5757\uff1a
\n\u2460\u6784\u9020\u7279\u5f81\u5b50\u96c6(\u7b49\u4ef7\u4e8e\u5728\u539f\u59cb\u7279\u5f81\u7a7a\u95f4\u8fdb\u884c\u67e5\u627e)\uff1b
\n\u2461\u91c7\u7528\u9002\u5f53\u7684\u8bc4\u4ef7\u6807\u51c6\u5bf9\u6240\u6784\u9020\u7684\u5b50\u96c6\u8fdb\u884c\u8bc4\u4ef7\uff1b
\n\u2462\u786e\u5b9a\u505c\u6b62\u67e5\u627e\u7684\u6761\u4ef6\uff1b
\n\u2463\u5bf9\u5f97\u5230\u7684\u6700\u4f18(\u6216\u6b21\u4f18)\u5b50\u96c6\u8fdb\u884c\u7edf\u8ba1\u8bc4\u4f30\uff0c\u4ee5\u786e\u8ba4\u88ab\u5220\u9664\u7684\u7279\u5f81\u6240\u9020\u6210\u7684\u4fe1\u606f\u635f\u5931\u5728\u5141\u8bb8\u7684\u8303\u56f4\u5185\u3002\u6d41\u7a0b\u56fe\u5982\u4e0b\uff1a
\n\"\"<\/p>\n

\u5176\u4e2d\uff0c\u5bf9\u7279\u5f81\u5b50\u96c6\u7684\u4f18\u826f\u6027\u8bc4\u4ef7\u6807\u51c6\u662f\u51b3\u5b9a\u7279\u5f81\u9009\u62e9\u7b97\u6cd5\u7684\u6838\u5fc3\u7ec4\u6210\u90e8\u5206\u3002eg,ACI\u65b9\u6cd5\u5b9e\u9645\u91c7\u7528ACI\u4fe1\u606f\u91cf\u51c6\u5219\u4f5c\u4e3a\u6a21\u578b\u8bc4\u4ef7\u6807\u51c6\u3002<\/p>\n

\u7279\u5f81\u9009\u62e9\u65b9\u6cd5\u4e2d\u7684\u5173\u952e\u95ee\u9898\uff1a
\n1. \u9ad8\u7ef4\u7279\u5f81\u9009\u62e9\u65b9\u6cd5\u7684\u56db\u4e2a\u6307\u6807\u3002\uff08\u4ecb\u7ecd\u7684\u4ec5\u662f\u7edf\u8ba1\u5206\u7c7b\u548c\u56de\u5f52\u95ee\u9898\u8fd9\u4e24\u79cd\u5e38\u89c1\u7684\u6570\u636e\u5206\u6790\u4efb\u52a1\u6240\u5f97\u51fa\u7684\u4e00\u822c\u6307\u6807\uff09
\n1\uff09\u9884\u6d4b\u7684\u51c6\u786e\u6027\u3002\u7406\u60f3\u7684\u7279\u5f81\u9009\u62e9\u7b97\u6cd5\u6240\u7b5b\u9009\u51fa\u7684\u7279\u5f81\u96c6\u5408\uff0c\u5f53\u7528\u4e8e\u4ece\u6570\u636e\u51fa\u53d1\u5bf9\u540c\u6807\u51fd\u6570\u505a\u51fa\u9884\u6d4b
\n\u65f6\uff0c\u5176\u51c6\u786e\u6027\u5e94\u63a5\u8fd1\u6216\u4f18\u4e8e\u7528\u5168\u90e8\u6216\u90e8\u5206\u539f\u59cb\u7279\u5f81\u8fdb\u884c\u8bad\u7ec3\u5f97\u5230\u7684\u6a21\u578b\uff0e
\n2) \u6a21\u578b\u5e94\u5f53\u662f\u53ef\u4ee5\u88ab\u89e3\u91ca\u7684\u3002\u5373\u901a\u8fc7\u7279\u5f81\u9009\u62e9\u80fd\u591f\u51c6\u786e\u800c\u4e14\u65e0\u9057\u6f0f\u5730\u5c06\u539f\u59cb\u7279\u5f81\u7a7a\u95ee\u4e2d\u5305\u542b\u6709\u7528\u4fe1\u606f
\n\u7684\u7279\u5f81\u7b5b\u9009\u51fa\u6765\uff0c\u5e2e\u52a9\u7528\u6237\u51c6\u786e\u7406\u89e3\u548c\u89e3\u91ca\u6570\u636e\uff0e
\n3) \u6a21\u578b\u5177\u6709\u7a33\u5b9a\u6027\u3002\u5f53\u8bad\u7ec3\u6570\u636e\u53d7\u5230\u5c11\u91cf\u566a\u97f3\u6270\u52a8\u65f6\uff0c\u7279\u5f81\u9009\u62e9\u7b97\u6cd5\u5e94\u80fd\u5bb9\u5fcd\u6216\u8005\u6d88\u9664\u566a\u97f3\u5f71\u54cd\uff0c\u6240\u7b5b\u9009\u51fa\u7684\u7279\u5f81\u5b50\u96c6\uff0c\u6216\u8005\u76f8\u5e94\u7684\u53c2\u6570\u7cfb\u6570\u4ee5\u53ca\u5bf9II\u6807\u51fd\u6570\u7684\u9884\u6d4b\u7ed3\u679c\u5747\u5e94\u53d1\u751f\u5927\u7684\u53d8\u5316\uff0e\u66f4\u7406\u60f3\u7684\u76ee\u6807\u662f\u5f53\u6837\u672c\u6570\u65e0\u9650\u589e\u52a0\u65f6\uff0c\u6a21\u578b\u4e00\u81f4\u6536\u655b\u5230\u771f\u5b9e\u6a21\u578b\u3002
\n4) \u5728\u6a21\u578b\u9009\u62e9\u8fc7\u7a0b\u4e2d\u548c\u968f\u540e\u5c06\u9009\u62e9\u51fa\u7684\u7279\u5f81\u7528\u4e8e\u673a\u5668\u5b66\u4e60\u65f6\uff0c\u5e94\u4fdd\u8bc1\u7edf\u8ba1\u5047\u8bbe\u68c0\u9a8c\u65e0\u504f\u3002\u2014\u2014\u6ce8\uff1a\u4e8b\u5b9e\u4e0a\u8fd9\u662f\u4e00\u4e2a\u4f20\u7edf\u7edf\u8ba1\u5b66\u9762\u4e34\u7684\u96be\u9898\uff0c\u4f8b\u5982\u5728\u4f20\u7edf\u7684\u56de\u5f52\u5206\u6790\u4e2d\u7ecf\u5e38\u4f7f\u7528\u7684t\uff0e\u68c0\u9a8c\u548cF\uff0e\u68c0\u9a8c\u5747\u662f\u5efa\u7acb\u5728\u5047\u8bbe\u6a21\u578b\u53c2\u6570\u4e2a\u6570\u5df2\u77e5\u7684\u524d\u63d0\u6761\u4ef6\u4e0b\u7684\uff0c\u5982\u4f55\u5728\u53d8\u5316\u7684\u53c2\u6570\u6a21\u578b\u4e2d\u8fdb\u884c\u5047\u8bbe\u68c0\u9a8c\uff0c\u76ee\u524d\u5c1a\u672a\u6709\u9002\u5408\u7684\u7edf\u8ba1\u7406\u8bba\uff0c\u8fd9\u4e5f\u662f\u5b66\u672f\u754c\u76ee\u524d\u52aa\u529b\u7684\u65b9\u5411\u4e4b\u4e00\u3002<\/p>\n

2. \u964d\u7ef4\u4e0e\u7279\u5f81\u9009\u62e9
\n\u7edf\u8ba1\u673a\u5668\u5b66\u4e60\u4e2d\uff0c\u964d\u7ef4\u53ef\u4ee5\u5206\u4e3a\u4e24\u7c7b\uff1a\u7279\u5f81\u9009\u62e9\u4e0e\u7279\u5f81\u63d0\u53d6\u3002
\n\u6700\u7ec8\u76ee\u7684\uff1a\u8fc7\u964d\u4f4e\u539f\u59cb\u7279\u5f81\u7a7a\u95f4\u7684\u7ef4\u5ea6\u4ee5\u51cf\u5c11\u5bf9\u5b66\u4e60\u5668\u7684\u8f93\u5165\u3002<\/p>\n

\u7279\u5f81\u9009\u62e9\uff1a\u4ece\u539f\u59cb\u7279\u5f81\u96c6\u5408\u4e2d\u9009\u62e9\u90e8\u5206\u5b50\u96c6\u6765\u5b9e\u73b0\u964d\u7ef4\uff0c\u672a\u88ab\u9009\u4e2d\u7684\u88ab\u4e22\u5f03\u3002
\n\u5206\u7c7b\uff1a\u6309\u7167\u5b50\u96c6\u8bc4\u4ef7\u6807\u51c6\u548c\u65b9\u6cd5\u7684\u4e0d\u540c\uff0c\u53ef\u4ee5\u8fdb\u4e00\u6b65ufenwei\uff1a\u8fc7\u6ee4\u6cd5\uff08Filter\uff09,\u5c01\u88c5\u6cd5\uff08Wrapper\uff09\uff0c\u6df7\u7528\u6cd5\uff08Hybrid\uff09\u548c\u5d4c\u5165\u6cd5\uff08Embeded\uff09\u3002
\n\u4f18\u70b9\uff1a\u5bf9\u4e8e\u591a\u6570\u6d89\u53ca\u6570\u636e\u62df\u5408\u6216\u7edf\u8ba1\u5206\u7c7b\u7684\u673a\u5668\u5b66\u4e60\u7b97\u6cd5\uff0c\u5728\u53bb\u9664\u4e86\u4e0d\u76f8\u5173\u7279\u5f81\u548c\u5197\u4f59\u7279\u5f81\u7684\u7279\u5f81\u5b50\u96c6\u4e0a\uff0c\u901a\u5e38\u80fd\u591f\u83b7\u5f97\u6bd4\u5728\u539f\u59cb\u7279\u5f81\u96c6\u5408\u4e0a\u66f4\u597d\u7684\u62df\u5408\u4f18\u5ea6\u6216\u5206\u7c7b\u7cbe\u5ea6\u3002\u7701\u5b58\u50a8\u7a7a\u95f4\uff0c\u63d0\u9ad8\u7b97\u6cd5\u6267\u884c\u6548\u7387\uff0c\u65b9\u4fbf\u7814\u7a76\u8005\u7406\u89e3\u548c\u89e3\u91ca\u8bd5\u9a8c\u7ed3\u679c\uff0c\u63d0\u9ad8\u62df\u5408\u7cbe\u5ea6\u7b49\u65b9\u9762\u3002
\n\u7279\u5f81\u63d0\u53d6\uff1a\u901a\u8fc7\u7ebf\u6027\u6620\u5c04\u7684\u65b9\u6cd5\uff0c\u5c06\u9ad8\u7ef4\u7a7a\u95f4\u7684\u539f\u59cb\u7279\u5f81\u96c6\u5408\u6620\u5c04\u5230\u4f4e\u7ef4\u7a7a\u95f4\u6765\u5b9e\u73b0\u964d\u7ef4\u3002\u901a\u8fc7\u7ebf\u6027\u6620\u5c04\u5f97\u5230\u7684\u4f4e\u7ef4\u7279\u5f81\u5411\u91cf\u662f\u5168\u90e8\u539f\u59cb\u7279\u5f81\u7684\u7ebf\u6027\u7ec4\u5408\u3002
\n\u672c\u8d28\uff1a\u5bf9\u4e8e\u539f\u59cb\u5b50\u96c6\u7684\u91cd\u65b0\u6784\u9020\u3002
\neg\uff1a\uff08\u7ebf\u6027\u6620\u5c04\uff09PCA\u3001LDA\u7ebf\u6027\u5224\u522b\u5206\u6790\u3001\u56e0\u7d20\u5206\u6790\u3001\u5904\u7406\u9ad8\u4f4d\u5c0f\u6837\u672c\u6570\u636e\u7684\u5947\u5f02\u503c\u5206\u89e3\u65b9\u6cd5\uff1aSVD\u3001\u5c0f\u6ce2\u53d8\u6362\u548c\u6838\u5377\u79ef\u3002
\n\uff08\u975e\u7ebf\u6027\u6620\u5c04\uff09Kernel PCA\u3001\u5f15\u5165\u4ee3\u4ef7\u51fd\u6570\u5982Hessioan LLE\u3002
\n\u4f18\u70b9\uff1a\u610f\u60f3\u4e0d\u5230\u55f7\uff01<\/p>\n

3.\u7279\u5f81\u5b50\u96c6\u7684\u4f18\u826f\u6027\u8bc4\u4f30
\n\u76d1\u7763\u5b66\u4e60\u7684\u62df\u5408\u6216\u5206\u7c7b\u95ee\u9898\uff1a\u8ddd\u79bb\u6d4b\u5ea6\uff08Distance Measure\uff09\u6216\u9519\u8bef\u7387\u6307\u6807\uff08Error Rate\uff09
\n\u65e0\u76d1\u7763\u5b66\u4e60\u673a\u7684\u805a\u7c7b\u95ee\u9898\uff1a\u76f8\u4f9d\u6027\u6307\u6807\uff08Dependency Criteria\uff09<\/p>\n

\u89c4\u5219\u5316\u7684\u7279\u5f81\u9009\u62e9\u65b9\u6cd5
\n\u5f15\u5165\u539f\u56e0\uff1a
\n1. \u4f20\u7edf\u7279\u5f81\u9009\u62e9\u7b97\u6cd5\u5df2\u7ecf\u4e0d\u6ee1\u8db3\u9ad8\u7ef4\u7a00\u758f\u6a21\u578b\u7684\u5efa\u6a21\u8981\u6c42\u3002
\n2. \u4f20\u7edf\u65b9\u6cd5\u7a33\u5b9a\u6027\u4e0d\u591f<\/p>\n

\u89c4\u5219\u5316\uff1a\u7814\u7a76\u624b\u6bb5\uff0c\u5f15\u5165\u989d\u5916\u7684\u6709\u7528\u4fe1\u606f\uff08\u7ea6\u675f\u6761\u4ef6\uff09\u6765\u89e3\u51b3\u75c5\u6001\u95ee\u9898\uff0c\u6216\u8005\u5728\u6570\u636e\u62df\u5408\u4e2d\u7528\u89c4\u5219\u8bdd\u6765\u6291\u5236\u8fc7\u5ea6\u62df\u5408\u7684\u73b0\u8c61\u3002
\n\u901a\u5e38\u9009\u62e9\u523b\u753b\u6a21\u578b\u7684\u590d\u6742\u53c2\u6570\uff08\u51fd\u6570\uff09\u4f5c\u4e3a\u7ea6\u675f\u6761\u4ef6\uff0c\u5982\u56de\u5f52\u7cfb\u6570\u7684\u8303\u6570\u3002
\n\u539f\u7406\uff1a
\n1. Occam\u5243\u5200\u539f\u7406\uff1a\u4e24\u4e2a\u5dee\u4e0d\u591a\u7684\u7406\u8bba\u80fd\u5f97\u51fa\u540c\u6837\u7684\u7ed3\u8bba\uff0c\u7b80\u5355\u7684\u90a3\u4e2a\u66f4\u597d\u3002
\n2. James-Stein\u4f30\u8ba1\u7406\u8bba\uff1a\u5728\u6781\u5927\u4f3c\u7136\u56e0\u5b50\u4e0a\u5f15\u5165\u4e86\u6536\u7f29\u56e0\u5b50\u3002\u8be5\u7406\u8bba\u76f4\u63a5\u5bfc\u81f4\u4e86\u60e9\u7f5a\u7684\u4f3c\u7136\u4f30\u8ba1\u7684\u51fa\u73b0\uff0c\u6240\u4ee5\u89c4\u5219\u5316\u4e5f\u53eb\u505a\u57fa\u4e8e\u60e9\u7f5a\u7684\u65b9\u6cd5\uff08Penalization-based Method\uff09\u3002
\n\uff08\u8865\u5145\uff1a\u6536\u7f29\u56e0\u5b50\uff1a\u56de\u5f52\u5206\u6790\u4e2d\uff0c\u8be5\u56e0\u5b50\u7684\u5f15\u5165\u4f1a\u5bfc\u81f4\u76f8\u5e94\u53c2\u6570\u53d8\u91cf\u7684\u56de\u5f52\u7cfb\u6570\u503c\u5411\u539f\u70b9\u6536\u7f29\uff0c\u56e0\u6b64\u88ab\u79f0\u4e3a\u6536\u7f29\u56e0\u5b50)<\/p>\n

\u89c4\u5219\u5316\u65b9\u6cd5\u5f15\u5165\u7684\u7ea6\u675f\u6761\u4ef6\u76f8\u5f53\u4e8e\u4e3a\u6a21\u578b\u53c2\u6570\u5236\u5b9a\u4e86\u5148\u9a8c\u5206\u5e03\u3002\u6a21\u578b\u8d8a\u590d\u6742\uff0c\u5148\u9a8c\u6982\u7387\u503c\u8d8a\u4f4e\uff0c\u7531\u6b64\u5b9e\u73b0\u4e86\u7b80\u5355\u6a21\u578b\u4f18\u5148\u7684\u76ee\u6807\u3002<\/p>\n

\u89c4\u5219\u5316\u7684\u7279\u5f81\u9009\u62e9\u65b9\u6cd5\uff1a
\n\u5cad\u56de\u5f52\uff08Ridge Regression\uff09\uff1a\u6700\u5c0f\u4e8c\u4e58\u56de\u5f52(Ordinary Least Squares)\u4e2d\u7684\u6b8b\u5dee\u5e73\u65b9\u548c\uff08\u4f18\u5316\u76ee\u6807\u51fd\u6570\uff09\u5f15\u5165\u56de\u5f52\u7cfb\u6570\u7684L2-Penalty\u56e0\u5b50\u6765\u514b\u670dOLS\u4e2d\u5e38\u89c1\u7684\u7531\u76f8\u5173\u53d8\u91cf\u5f15\u53d1\u7684\u56de\u5f52\u7cfb\u6570\u8fc7\u5927\u7684\u95ee\u9898(\u504f\u5dee\u5927\u3001\u9884\u6d4b\u7ed3\u679c\u4e0d\u7a33\u5b9a)\u3002
\n\u7f3a\u70b9\uff1a\u5b83\u4ec5\u4ec5\u5bf9\u7279\u5f81\u96c6\u5408\u7684\u53c2\u6570\u4f30\u8ba1\u65bd\u52a0\u7f29\u6c34\u5f71\u54cd\uff0c\u800c\u4e0d\u80fd\u660e\u786e\u5730\u6307\u51fa\u54ea\u4e9b\u53c2\u6570\u4e3a\u96f6\uff0c\u5373\u65e0\u6cd5\u6392\u9664\u90a3\u4e9b\u5bf9\u4e8e\u5206\u7c7b\u6216\u9884\u6d4b\u76ee\u6807\u662f\u5197\u4f59\u7684\u6216\u4e0d\u76f8\u5173\u7684\u7279\u5f81\u3002\u4e8e\u9ad8\u7ef4\u7279\u5f81\u7a7a\u95eeI\uff0euJ\u9898\uff0c\u5f53\u5927\u591a\u6570\u7279\u5f81\u9ad8\u5ea6\u76f8\u5173\uff0c\u6837\u5949\u6570\u636e\u7684\u500d\u566a\u6bd4\u5f88\u4f4e\u65f6\uff0c\u5cad\u56de\u5f52\u5e76\u4e0d\u9002\u7528\u4e8e\u8fdb\u884c\u7a00\u758f\u7279\u5f81\u5efa\u6a21\u3002<\/p>\n

\u6240\u4ee5\u6709\u4e86<\/p>\n

\u5957\u7d22\uff08LASSO\uff09\uff1a\u662f\u5bf9OLS\u4f30\u8ba1\u5f97\u5230\u7684\u540c\u5f52\u7cfb\u6570\u5b9e\u65bd\u5411\u96f6\u503c\u65b9\u5411\u7684\u6536\u7f29\u3002\u662fL1-peanalty\u7279\u5f81\u9009\u62e9\u7b97\u6cd5\u7684\u4ee3\u8868\u4e4b\u4e00\u3002
\n\uff08\u4e0d\u61c2\uff0c\u61c2\u4e86\u518d\u8bf4\u5427\uff01\uff09<\/p>\n

\u53c2\u8003\u6587\u732e\uff1a
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