论文标题
预测:进化稀疏时间序列预测
EvoSTS Forecasting: Evolutionary Sparse Time-Series Forecasting
论文作者
论文摘要
在这项工作中,我们重点介绍了我们新颖的进化稀疏时间序列预测算法,也称为Evosts。该算法试图将长期记忆(LSTM)网络的权重优先考虑,以最大程度地减少使用学习的稀疏编码词典的预测信号的重建损失。在我们的进化算法的每一代中,都会产生一定数量的具有相同初始权重的儿童。每个孩子都会进行培训步骤,并在相同数据上调整自己的权重。由于随机的背部传播,这组儿童具有各种表现水平的各种权重。通过给定信号词典最小化重建损失的重建损失的权重传递给了下一代。比较了第一代和最后一代表现最佳的权重的预测。我们在比较这两代人的权重的同时发现了改进。但是,由于几个混杂的参数和超参数限制,某些权重的改进可以忽略不计。据我们所知,这是第一次尝试以这种方式使用稀疏编码来优化时间序列预测模型权重,例如LSTM网络的权重。
In this work, we highlight our novel evolutionary sparse time-series forecasting algorithm also known as EvoSTS. The algorithm attempts to evolutionary prioritize weights of Long Short-Term Memory (LSTM) Network that best minimize the reconstruction loss of a predicted signal using a learned sparse coded dictionary. In each generation of our evolutionary algorithm, a set number of children with the same initial weights are spawned. Each child undergoes a training step and adjusts their weights on the same data. Due to stochastic back-propagation, the set of children has a variety of weights with different levels of performance. The weights that best minimize the reconstruction loss with a given signal dictionary are passed to the next generation. The predictions from the best-performing weights of the first and last generation are compared. We found improvements while comparing the weights of these two generations. However, due to several confounding parameters and hyperparameter limitations, some of the weights had negligible improvements. To the best of our knowledge, this is the first attempt to use sparse coding in this way to optimize time series forecasting model weights, such as those of an LSTM network.