Preface |
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xiii | |
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Chapter 1 General Concept Of Machine Learning |
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1 | (16) |
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1.1 Transformation Of Knowledge Into Decisions |
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2 | (4) |
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1.2 Structure Of Machine Learning Procedure |
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6 | (3) |
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1.3 Main Concepts Of Machine Learning Procedure |
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9 | (3) |
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1.4 Principles Of Randomized Machine Learning Procedure |
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12 | (5) |
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Chapter 2 Data Sources and Models |
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17 | (48) |
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2.1 Analog Source of Data |
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18 | (11) |
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2.1.1 Deterministic functions |
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18 | (3) |
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21 | (8) |
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2.2 Digital Source of Data |
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29 | (11) |
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2.2.1 Amplitude and time quantization |
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30 | (2) |
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32 | (3) |
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35 | (1) |
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36 | (2) |
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2.2.5 Government statistical data |
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38 | (2) |
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2.3 Restoration Methods For Missing Data |
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40 | (25) |
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40 | (3) |
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2.3.2 Auxiliary dynamic models |
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43 | (2) |
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2.3.3 Spatial entropy decomposition |
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45 | (7) |
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2.3.4 Randomized restoration method for missing data |
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52 | (13) |
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Chapter 3 Dimension Reduction Methods |
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65 | (48) |
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3.1 Review of Dimension Reduction Methods |
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65 | (10) |
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3.1.1 Singular decomposition method for data matrix |
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66 | (2) |
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3.1.2 Principal component analysis |
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68 | (2) |
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3.1.3 Random projection method |
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70 | (3) |
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3.1.4 Direct and inverse projection |
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73 | (2) |
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3.2 Entropy Optimization Of Sequential Procedure |
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75 | (6) |
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3.2.1 Optimality conditions and algorithm |
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75 | (2) |
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3.2.2 Approximation of information cross-entropy functional |
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77 | (4) |
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3.3 Entropy Optimization Of Parallel Procedure |
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81 | (3) |
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3.3.1 Definition and structure |
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81 | (1) |
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3.3.2 Optimality conditions and algorithm |
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81 | (3) |
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3.4 Entropy Reduction Under Matrix Norm And Information Capacity Constraints |
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84 | (3) |
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3.5 Estimating Efficiency Of Dimension Reduction For Linear Model Learning |
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87 | (5) |
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88 | (1) |
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3.5.2 Comparing s- and r-problems of RML |
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89 | (3) |
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3.6 Estimating Efficiency Of Edr For Binary Classification Problems |
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92 | (8) |
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92 | (1) |
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3.6.2 Scheme of computational experiment |
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93 | (1) |
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3.6.3 Results of experiment |
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94 | (6) |
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3.7 Entropy Methods For Random Projection |
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100 | (13) |
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3.7.1 Statements of Entropy Randomized Projection Problems |
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100 | (3) |
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3.7.2 Algorithms for Entropy Randomized Projection |
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103 | (3) |
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3.7.3 Implementation of random projectors and their numerical characteristics |
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106 | (1) |
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3.7.4 Random projector matrices with given values of elements |
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107 | (3) |
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3.7.5 Choice of appropriate projector matrix from Q (3.138) |
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110 | (3) |
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Chapter 4 Randomized Parametric Models |
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113 | (44) |
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4.1 Definition, Characteristics And Classification |
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113 | (3) |
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4.2 "Single Input--Ensemble Output" Randomized Parametric Model |
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116 | (24) |
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116 | (4) |
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4.2.2 Functional description of dynamic models |
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120 | (1) |
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4.2.3 Linear dynamic models |
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120 | (5) |
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4.2.4 Nonlinear dynamic models with power nonlinearities |
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125 | (8) |
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4.2.5 Nonlinear dynamic models with polynomial nonlinearities |
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133 | (4) |
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4.2.6 Randomized neural networks |
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137 | (3) |
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4.3 "(Single Input, Feedback)--Ensemble Output": Dynamic Randomized Parametric Model |
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140 | (8) |
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4.3.1 Definition and structure |
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140 | (2) |
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4.3.2 Linear dynamic models |
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142 | (2) |
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4.3.3 Nonlinear dynamic models with power nonlinearities |
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144 | (3) |
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4.3.4 Nonlinear dynamic models with polynomial nonlinearities |
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147 | (1) |
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4.4 Probabilistic Characteristics Of Randomized Parameters And Ensembles |
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148 | (9) |
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Chapter 5 Entropy-Robust Estimation Procedures |
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157 | (26) |
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5.1 Structure Of Entropy-Robust Estimation Procedure |
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158 | (8) |
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5.2 Entropy-Robust Estimation Algorithms For Probability Density Functions |
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166 | (5) |
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5.2.1 Estimation algorithms for RPM-Orig model |
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166 | (2) |
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5.2.2 Estimation algorithms for RPM-Rel model |
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168 | (1) |
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5.2.3 Estimation algorithms for RPM-F model with measurement errors of input and output |
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169 | (2) |
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5.3 Optimality Conditions For Lyapunov-Type Problems |
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171 | (2) |
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5.4 Optimality Conditions And Structure Of Entropy-Optimal Probability Density Functions |
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173 | (7) |
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5.4.1 Randomized models of the RPM-Orig class with output errors |
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174 | (3) |
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5.4.2 Randomized models of the RPM-Rel class with output errors |
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177 | (2) |
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5.4.3 Randomized models of the RPM-Orig class with input and output errors |
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179 | (1) |
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5.5 Equations For Lagrange Multipliers |
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180 | (3) |
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Chapter 6 Entropy-Robust Estimation Methods |
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183 | (14) |
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6.1 Entropy-Robust Estimation Algorithms For Probabilities Of Belonging |
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184 | (4) |
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6.1.1 ML algorithm for RPM-QuaRand model with normalized probabilities of belonging |
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185 | (2) |
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6.1.2 ML algorithm for RPM-QuaRand model with interval-type probabilities of belonging |
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187 | (1) |
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6.2 Functional Description Of Dynamic Rpm-Quarand Models |
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188 | (3) |
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6.3 Optimality Conditions And Structure Of Entropy-Optimal Probabilities Of Belonging |
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191 | (6) |
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Chapter 7 Computational Methods Of Randomized Machine Learning |
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197 | (40) |
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7.1 Classes Of Balance Equations In Rml And Ml Procedures |
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198 | (4) |
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7.2 Monte Carlo Packet Iterations For Global Optimization |
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202 | (21) |
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7.2.1 Canonical form of global optimization problem |
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203 | (2) |
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7.2.2 Idea of method and concept of solution |
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205 | (1) |
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7.2.3 Probabilistic characteristics of random sequences F and U |
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206 | (3) |
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7.2.4 Convergence of GFS algorithm |
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209 | (2) |
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7.2.5 Study of decrements sequence U |
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211 | (2) |
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7.2.6 Admissible set K(z) of general form |
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213 | (2) |
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7.2.7 Logical structure of GFS algorithm |
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215 | (2) |
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7.2.8 Experimental study of GFS algorithm |
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217 | (6) |
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7.3 On Calculation Of Multidimensional Integrals Using Monte Carlo Method |
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223 | (7) |
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7.4 Multiplicative Algorithms With P-Active Variables |
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230 | (7) |
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Chapter 8 Generation Methods |
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237 | (12) |
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8.1 A Survey Of Generation Methods For Random Objects |
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238 | (3) |
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238 | (2) |
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240 | (1) |
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8.2 Direct Generation Method For Random Vectors With Given Probability Density Function |
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241 | (3) |
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241 | (1) |
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242 | (2) |
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8.3 Approximation Of Given Probability Density Function |
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244 | (5) |
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Chapter 9 Information Technologies Of Randomized Machine Learning |
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249 | (18) |
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9.1 Architecture Of Modern Computer Systems |
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250 | (5) |
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9.2 Universal Multithreaded Architecture |
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255 | (3) |
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9.3 Information Technologies Of Randomized Machine Learning |
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258 | (6) |
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9.4 Implementation Of Packet Iterations |
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264 | (3) |
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Chapter 10 Entropy Classification |
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267 | (18) |
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10.1 Standard Classification Methods |
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267 | (6) |
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268 | (1) |
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10.1.2 k-Nearest Neighbor |
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269 | (1) |
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270 | (1) |
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10.1.4 Linear classifiers |
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271 | (2) |
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10.2 Composition Algorithms |
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273 | (2) |
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274 | (1) |
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274 | (1) |
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275 | (1) |
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10.3 Entropy Classification |
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275 | (10) |
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10.3.1 Problem formulation |
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275 | (1) |
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276 | (2) |
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278 | (2) |
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10.3.4 Numerical examples |
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280 | (5) |
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Chapter 11 Problems Of Dynamic Regression |
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285 | (48) |
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11.1 Restoration Of Dynamic Relationships In Applications |
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286 | (1) |
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11.2 Randomized Model Of World Population Dynamics |
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286 | (8) |
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11.2.1 RML procedure for learning of World Population Dynamics Model |
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289 | (1) |
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290 | (4) |
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11.3 Randomized Forecasting Of Daily Electrical Load In Power System |
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294 | (15) |
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11.3.1 Electrical Load Model |
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295 | (1) |
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296 | (3) |
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11.3.3 Entropy-optimal probability density functions of parameters and noises |
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299 | (2) |
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11.3.4 Results of model learning |
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301 | (3) |
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304 | (1) |
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11.3.6 Randomized prediction of AT-daily load |
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305 | (4) |
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11.4 Entropy Randomized Modelling And Forecasting Of Thermokarst Lake Area Evolution In Western Siberia |
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309 | (24) |
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11.4.1 Thermokarst lakes and climate change |
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309 | (1) |
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11.4.2 Thermokarst lakes of Western Siberia, tools and problems of their study |
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309 | (2) |
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11.4.3 Structures of randomized models of thermokarst lakes state |
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311 | (3) |
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11.4.4 Data on the state of thermokarst lakes |
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314 | (3) |
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11.4.5 Entropy-Randomized machine learning of LDRR |
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317 | (1) |
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11.4.5.1 Formation of data sets to train LDRR |
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317 | (1) |
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318 | (3) |
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11.4.6 Testing procedure, data and accuracy estimates |
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321 | (3) |
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11.4.7 Randomized forecasting of thermokarst lakes area evolution |
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324 | (1) |
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11.4.8 Results of training, testing and forecasting the temporal evolution of thermokarst lakes area in Western Siberia |
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324 | (1) |
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11.4.8.1 Randomized training (1973--1997) |
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324 | (3) |
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11.4.8.2 Testing (1998--2007) |
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327 | (1) |
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11.4.8.3 Randomized forecasting (2008--2023) |
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328 | (5) |
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Appendix A MAXIMUM ENTROPY ESTIMATE (MEE) AND ITS ASYMPTOTIC EFFICIENCY |
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333 | (10) |
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A.1 Statement Of Maximum Entropy Estimation Problem |
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333 | (2) |
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A.2 Existence of Implicit Function θ(Y(R), X(R)) |
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335 | (4) |
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A.3 Asymptotic Efficiency of Maximum Entropy Estimates |
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339 | (4) |
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Appendix B APPROXIMATE ESTIMATION OF LDR |
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343 | (4) |
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344 | (1) |
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344 | (3) |
Bibliography |
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347 | (18) |
Index |
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365 | |