MATLAB: Improve network generalization NarX

Deep Learning Toolboxnarx

Very good I would do the following: divide my data into 10 parts and each train separately checking with other cells, is crosvalidation guess but I'm a little busy and I'm not sure how. I could explain a little further as performing autocorrelation, cross correlation and other steps to achieve better network generalization NarX and clarify concepts?

Thank you very much.

Best Answer

I just posted an answer to your question on the NEWSGROUP

http://groups.google.com/group/comp.soft-sys.matlab/browse_frm/thread/542545cc25b4c179#

Hope this helps

Thank you for formally accepting my answer.

Greg

Related Solutions

MATLAB: NARX prediction and generalization

I do not see the point:

1. Plots of x and y almost overlap

 Rsqtrn = 1 - mse(yTrain-xTrain)/var(yTrain,1) = 0.87053
 Rsqtst = 1 - mse(yTest-xTest)/var(yTest,1)    = 0.92444

2. The Test data doesn't look anything like the Train data

 Rsqx = 1 - mse(xTrain-xTest)/var(xTrain,1)  % -1.9215
 Rsqy = 1 - mse(yTrain- yTest)/var(yTrain,1) %  -2.0243

3. So why in the world should the net work on the Test data ???

Hope this helps.

Greg

MATLAB: Neural Network performance generalization

Either

your new data cannot be assumed to be a random sample from the same probability distribution as the trn/val/tst data

Or (much less likely)

you have too many hidden nodes and have memorized the training data.

Search Answers and Newsgroup for

Neq Nw

Hope this helps.

If it does, don't forget to officially accept this answer.

Greg

Best Answer

Related Solutions

MATLAB: NARX prediction and generalization

MATLAB: Neural Network performance generalization

Related Question