Deep Learning models are recently receiving a large attention because of their very powerful modeling abilities, particularly on inputs that have a intrinsic one-or twodimensional structure that can be captured and exploited by convolutional layers. In this work we will apply Deep Neural Networks (DNNs) in two problems, wind energy and daily solar radiation prediction, whose inputs, derived from Numerical Weather Prediction systems, have a clear spatial structure. As we shall see, the predictions of single deep models and, more so, of DNN ensembles can improve on those of Support Vector Regression, a Machine Learning method that can be considered the state of the art for regression.
Kernel based Support Vector Machines, SVM, one of the most popular machine learning models, usually achieve top performances in two-class classification and regression problems. However, their training cost is at least quadratic on sample size, making them thus unsuitable for large sample problems. However, Deep Neural Networks (DNNs), with a cost linear on sample size, are able to solve big data problems relatively easily. In this work we propose to combine the advanced representations that DNNs can achieve in their last hidden layers with the hinge and ϵ insensitive losses that are used in two-class SVM classification and regression. We can thus have much better scalability while achieving performances comparable to those of SVMs. Moreover, we will also show that the resulting Deep SVM models are competitive with standard DNNs in two-class classification problems but have an edge in regression ones.
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