论文标题
通过签名学习
Learning with Signatures
论文作者
论文摘要
储层计算是预测湍流的有力工具，其简单的架构具有处理大型系统的计算效率。然而，其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间，然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用，该系统模拟了湍流的若干特征。我们表明，使用径向基函数作为非线性投影器，即使只有部分观测并且不知道控制方程，也能稳健地捕捉复杂的系统非线性。最后，我们表明，当测量稀疏、不完整且带有噪声，甚至控制方程变得不准确时，我们的网络仍然可以产生相当准确的预测，从而为实际湍流系统的无模型预测铺平了道路。
In this work we investigate the use of the Signature Transform in the context of Learning. Under this assumption, we advance a supervised framework that potentially provides state-of-the-art classification accuracy with the use of few labels without the need of credit assignment and with minimal or no overfitting. We leverage tools from harmonic analysis by the use of the signature and log-signature, and use as a score function RMSE and MAE Signature and log-signature. We develop a closed-form equation to compute probably good optimal scale factors, as well as the formulation to obtain them by optimization. Techniques of Signal Processing are addressed to further characterize the problem. Classification is performed at the CPU level orders of magnitude faster than other methods. We report results on AFHQ, MNIST and CIFAR10, achieving 100% accuracy on all tasks assuming we can determine at test time which probably good optimal scale factor to use for each category.
