判断一个估计量“好坏”,至少可以从以下三个方面来考虑: 无偏估计 有效性 一致性 参考内容: 如何理解无偏估计量?https://www.matongxue.com/madocs/808.html 衡量点估计量好坏的标准:https://wenku.baidu.com/view/e98b2f77f90f76c661371ae7.html…

无偏估计是参数的样本估计量的期望值等于参数的真实值. 一个简单的例子(https://www.zhihu.com/question/22983179/answer/23470969): 比如我要对某个学校一个年级的上千个学生估计他们的平均水平(真实值,上帝才知道的数字),那么我决定抽样来计算. 我抽出一个10个人的样本,可以计算出一个均值.那么如果我下次重新抽样,抽到的10个人可能就不一样了,那么这个从样本里面计算出来的均值可能就变了,对不对? 因为这个均值是随着我抽样变化的,而我抽出哪10个人…

frequentism-and-bayesianism-chs-iii   频率主义 vs 贝叶斯主义 III:置信(Confidence)与可信(Credibility),频率主义与科学,不能混为一谈¶   这个notebook出自Pythonic Perambulations的博文 . The content is BSD licensed.   这个系列共4个部分:中文版Part I Part II Part III Part IV,英文版Part I Part II Part III P…

一文读懂 深度强化学习算法 A3C (Actor-Critic Algorithm) 2017-12-25  16:29:19   对于 A3C 算法感觉自己总是一知半解,现将其梳理一下,记录在此,也给想学习的小伙伴一个参考. 想要认识清楚这个算法,需要对 DRL 的算法有比较深刻的了解,推荐大家先了解下 Deep Q-learning 和 Policy Gradient 算法. 我们知道,DRL 算法大致可以分为如下这几个类别:Value Based and Policy Based,其经典算…

This article come from HEREARS-L1: Learning Tuesday 10:30–12:30; Oral Session; Room: Leonard de Vinci 10:30  ARS-L1.1—GROUP STRUCTURED DIRTY DICTIONARY LEARNING FOR CLASSIFICATION Yuanming Suo, Minh Dao, Trac Tran, Johns Hopkins University, USA; Hojj…

I noticed that that 'r2_score' and 'explained_variance_score' are both build-in sklearn.metrics methods for regression problems. I was always under the impression that r2_score is the percent variance explained by the model. How is it different from…

SeqGAN: Sequence generative adversarial nets with policy gradient  AAAI-2017 Introduction :  产生序列模拟数据来模仿 real data 是无监督学习中非常重要的课题之一.最近, RNN/LSTM 框架在文本生成上取得了非常好的效果,最常见的训练方法是:给定上一个 token,推测当前 token 的最大化似然概率.但是最大似然方法容易受到 “exposure bias” 的干扰:the model ge…

An overview of time series forecasting models 2019-10-04 09:47:05 This blog is from: https://towardsdatascience.com/an-overview-of-time-series-forecasting-models-a2fa7a358fcb What is this article about? This article provides an overview of the main m…

Policy Gradient Algorithms 2019-10-02 17:37:47 This blog is from: https://lilianweng.github.io/lil-log/2018/04/08/policy-gradient-algorithms.html Abstract: In this post, we are going to look deep into policy gradient, why it works, and many new polic…

目录:Matrix Differential Calculus with Applications in Statistics and Econometrics,3rd_[Magnus2019] Title -16 Contents -14 Preface -6 Part One - Matrices 1 1 Basic properties of vectors and matrices 3 1.1 Introduction 3 1.2 Sets 3 1.3 Matrices: additio…