R语言案例_机器学习的试验设计初探

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{0ü‡ÄuR[~fÅìÆSÁOÐ&ChinaRConferenceϜð,HmŒÆChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f1{0ÁO{²0 ÁOXÛA^ÅìÆS¥ºÄuR[~f2ü‡ÄuR[~f~1~2ChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~fÁO{²0 ÁOXÛA^ÅìÆS¥ºÄuR[~fŸo´ÁO?R.A.FisherÐ3àXÁ¡óŠC½ÏfOuÐ.Ô§‘Xzó1’uЧÁO×„uÐÏmJÑS0OgŽ^±››Áêþ§±››¤‘X£8.uЧÄu.`OڏA­¡OÅìuÐå5‡ÚOuЧ÷vó’¥^þÁ5&¢lŒþÏf¥çÀ­‡ÏfI¦OŽÅÁuЧíĘmW¿O£)þ!OÚ.¶‡áNO¤uÐChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~fÁO{²0 ÁOXÛA^ÅìÆS¥ºÄuR[~fŸo´ÁO?Xe8Œ±ÏLÁOˆ'ÁCþçÀA­¡&¢XÚ`zXÚ­èMoreaboutexperimentaldesign,pleaserefertoWuandHamada(2009)andFang,LiandSudjianto(2006).ChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~fÁO{²0 ÁOXÛA^ÅìÆS¥ºÄuR[~fR¥'Ø%ÁOµPackageAlgDesignPackageFrF2PackagersmPackagelhsChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~fÁO{²0 ÁOXÛA^ÅìÆS¥ºÄuR[~frÅìÆSw¤‰ÁÅìÆS¥¦^êâ§Ø´lÁ¥´§êâI‡©Ôö8Úuÿ8·‚Œ±|^ÁO5Ï阇ÐÔö8XJ·‚OЧ@oÅìÆS¬k½öO(, §3éõ¢Sœ¹e§ÔöêâAм´‡GÑp[¤ChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~fÁO{²0 ÁOXÛA^ÅìÆS¥ºÄuR[~fe5Ü©§ò¦^ü‡ÄuR[~f5yþãŽ{Ÿo^Rº3Rp§·UéA·¤I‡ܚ~aCOSا4·ÆéõChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2Dengetal.(2009)JASA-X=(X1;:::;Xp)TÏf•þ.APY.YÑl‘©Ù.P(Y=1jx0)=F(x0)´x0:?Y=1VÇ.·‚Œ±½ÂY² ©a.:l (x)=fx:F(x)= g(1)·‚FUÏLÔöêâ5Ol .ChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2{üP,-p=2,½Âz=wx1+(1w)x2,Ù¥w´˜‡Š[0;1]ƒm ˜­.dž§kF(xj)=e(z)=1+e(zu)=;(2)Ù¥=(;;w)T.K·‚Œ±íÑY² ©a.:l (x1;x2)=f(x1;x2):wx1+(1w)x2=log( 1 )g:(3)ChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2bÔöêâP(x1;Y1);:::;(xn;Yn),Ù¥xi=(xi1;xi2).·‚‰Ñz˜‡ëꘇk©ÙµN(0;2);Exp(0);wBeta( 0; 0):(4)·‚BŒ±íѩُµChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2f(jY)/nYi=1e(wxi1+(1w)xi2)=1+e(wxi1+(1w)xi2)=!Yi11+e(wxi1+(1w)xi2)=1Yie(0)2220e0w 01(1w) 01:(5)dž§BŒ±ÏL4Œq,{5O^=argmaxlogf(jY)(6)ChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2ALSD3S“ng,·‚®²OÑ5ž©a.Xe:l ;n=f^wnx1+(1^wn)x2=^+^log( 1 )g;(7)Tkn=f(x1;Y1);:::;(xn;Yn)g.e5§·‚F3TunÀJe˜‡:˜\Ôö8.·‚lTunÀÑk0‡ê⊏ÿÀ§ùÿÀêâÀ±‚Cl ;nIO.ChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2·‚òùÿÀêâP~x1;:::;~xk0.,UìXe{l¥ÀJ˜‡êâ:xn+1=argmaxx2f~x1;:::;~xk0gdet(I(^n;x))(8)Ù¥I(^;x)´3:x?XêFisher&E.ChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2[~fêâ)g©ÙF(x)=exp(z)1+exp(z)\þÑlN(0;0:1)‘ÅØ .)100‡‘Åê.·‚½KŠ =0:7,K÷vF(x) xIPaO1§ÄKIPaO2.ChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2I‡:numDerivThecompletecodewillnotsharehere.Ifyouareinterested,youcancontactmelater.ChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2ChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2[(JChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2[(JChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2[(JChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2Deng,LinandQian(2012)TheLasso(Tibshirani,1996)ÏÙ 5§´˜«š~61CþÀJ{.ÄXe.Y=XT +(9)Ù¥X=(X1;:::;Xp)T´˜‡p‘‘Å•þ,Y´A, ´£8Xê,ÑlþЧ 2©Ù‘ÅØ .‰½npOXڏAŠy,Lasso.‚KF)Œ±¤µ^ =argmin (yX )T(yX )+jj jjl1(10)ChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2CþÀJ°(݌±^†ÀÇ5ïþ,P.-A( )=fj: j6=0;j=1;:::;pg,Kp=]fj:j2A( )butj2A(^ )g+]fj:j2A(^ )butj2A( )g(11)ChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2ƒcXÑ´{ü‘ÅÄ.©ÄŒ±U?O°Ý´¯¤±.McKayetal.(1979).¶‡áNÄ(LHS),Tüь±ÀŠ3¤kCþþӞ?1©Ä.ChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2Owen(1992)showedthatwhenusingtheLHSforMonte-Carlointegration,theestimatorislessvariatethantheestimatorfromIIDsampling.SoweexpectthatusingtheLHSforLassocanimprovethesolution.Also,whenrunningavariableselectionprocedure,itisbetterthevariablesarelesscorrelatedsothattheactivevariablesarelesscorrelatedtotheinactivevariables.OrthogonalLatinhypercubedesign(OLHD)ornearlyorthogonallatinhypercubedesign(NOLHD)wouldbeagoodchoice.WearealsomotivatedbyFang,GeandLiu(2002),theirresultoftheconnectionbetweendiscrepancyandE(fNOD)insupersaturateddesignsmaybehelpfulhere.Supersaturateddesignsareusuallyusedforscreeningdesigns.ChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2¤I:lars,lhsGendexsoftwareisalsoneededAlsorefertoÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2[ChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2[ChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2[(JChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2Table:ThesummaryofforCase21st.QuantMedianMean3rd.QuantmaxjijjIID0.21350.34380.46380.76560.4595441RLHD0.14580.15620.31040.50520.4853301NOLHD0.08330.10420.17780.20310.01195678NOMLHD0.13540.20830.20830.46880.3153421ChinaRConferenceÅìÆSÁOÐ&{0ü‡ÄuR[~f~1~2THANKYOUANYQUESTION???ChinaRConferenceÅìÆSÁOÐ&

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