Improve network generalization NarX
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Very good I would do the following: divide my data into 10 parts and each train separately checking with other cells, is crosvalidation guess but I'm a little busy and I'm not sure how. I could explain a little further as performing autocorrelation, cross correlation and other steps to achieve better network generalization NarX and clarify concepts?
Thank you very much.
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Greg Heath
2013-2-15
I just posted an answer to your question on the NEWSGROUP
Hope this helps
Thank you for formally accepting my answer.
Greg
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Greg Heath
2013-2-15
编辑:Greg Heath
2013-2-16
If you would try your code on the polution_data set we can compare results. I have used the delays ID=1:2, FD=1:2 and H = 16 with dividetrain and MSEgoal = 0.08*Ndof*MSE00a/Neq. A lower goal will cause training to extend to maxepoch (default = 1000; I will change it to 100)). The results are R2a = 0.92 for openloop and 0.88 for closed loop.
I will be experimentinng with this data for some time: Linear trend removal, Significant delays, validation stopping and minimizing H. Not necessarily in that order.
Greg
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