It is difficult to detect the anomalies in big data using traditional methods due to big data has the characteristics of mass and disorder. For the common methods, they divide big data into several small samples, then analyze these divided small samples. However, this manner increases the complexity of segmentation algorithms, moreover, it is difficult to control the risk of data segmentation. To address this, here proposes a neural network approch based on Vapnik risk model. Firstly, the sample data is randomly divided into small data blocks. Then, a neural network learns these divided small sample data blocks. To reduce the risks in the process of data segmentation, the Vapnik risk model is used to supervise data segmentation. Finally, the proposed method is verify on the historical electricity price data of Mountain View, California. The results show that our method is effectiveness.
The time-delays induce instability, then the instability influences the prediction accuracy of neural networks, hence, time-delays should be considered as a key indicator for constructing neural networks. Based on above mentioned problem, we reconstructed time-dependent Lyapunov function. Next following, we found the sufficient condition which ensured the convergence of neural networks and prevented highfrequency oscillation, which effectively increased the prediction accuracy of neural networks. This results show that the prediction accuracy about raise 2.5% for neural networks after reducing time-delays, and the mean square error decreased about 0.02 for training samples using neural networks.
Feature extraction often needs to rely on sufficient information of the input data, however, the distribution of the data upon a high-dimensional space is too sparse to provide sufficient information for feature extraction. Furthermore, high dimensionality of the data also creates trouble for the searching of those features scattered in subspaces. As such, it is a tricky task for feature extraction from the data upon a high-dimensional space. To address this issue, this article proposes a novel autoencoder method using Mahalanobis distance metric of rescaling transformation. The key idea of the method is that by implementing Mahalanobis distance metric of rescaling transformation, the difference between the reconstructed distribution and the original distribution can be reduced, so as to improve the ability of feature extraction to the autoencoder. Results show that the proposed approach wins the state-of-the-art methods in terms of both the accuracy of feature extraction and the linear separabilities of the extracted features. We indicate that distance metric-based methods are more suitable for extracting those features with linear separabilities from high-dimensional data than feature selection-based methods. In a high-dimensional space, evaluating feature similarity is relatively easier than evaluating feature importance, so that distance metric methods by evaluating feature similarity gain advantages over feature selection methods by assessing feature importance for feature extraction, while evaluating feature importance is more computationally efficient than evaluating feature similarity.
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