中山大學(xué)數(shù)學(xué)建模講座-在線瀏覽
2025-02-23 14:15本頁(yè)面
【正文】 ed by Lester Mackey ? Only sixteen minutes remained in the $1 million Netflix Prize petition when I handed over the final set of predictions to the Ensemble team captain. The members of our newly minted team had been working furiously through the night, hoping to improve upon our previous day’s score of .8554. It was hard to believe that just twentyfour hours ago we had passed the fourteam coalition that had occupied the first place spot for the last 29 days. There was little time to celebrate。 the previous leaders would not go down without a fight, so we had to be ready with something better. A call had been issued for any remaining valid predictors, anything that could tip the scale in this final day, and our members around the globe had answered the call: nearly 200 new predictor sets, some previously passed over for their poor performance and others newly conceived only moments prior, had flooded in from all corners of the team. It was now up to our blenders to work some lastminute magic. 數(shù)學(xué)建模十大算法 ? 蒙特卡羅算法、數(shù)據(jù)插值擬合、參數(shù)估計(jì)、層次分析法、線性規(guī)劃問(wèn)題 ? 圖論算法、動(dòng)態(tài)規(guī)劃、回溯搜索、分治算法、分支定界等算法 ? 最優(yōu)化理論的三大非經(jīng)典算法：模擬退火法、神經(jīng)網(wǎng)絡(luò)、遺傳算法 Crystal Ball —— 蒙地卡羅仿真軟件 ? Crystal Ball 是 Microsoft Excel的增益工具，采用 Monte Carol仿真功能協(xié)助您分析風(fēng)險(xiǎn)與不確定模型。 ?模擬的意義 當(dāng)我們使用模擬這個(gè)字時(shí)， 代表我們利用分析模型來(lái)仿真現(xiàn)實(shí)生活的系統(tǒng)。 Crystal Ball工作表風(fēng)險(xiǎn)分析結(jié)合工作表呈現(xiàn)方式與自動(dòng)分析模擬，可以清楚的展現(xiàn)因?yàn)樽兞孔儺愒斐赡Ｐ彤a(chǎn)出的各種情況。工作表模擬最常用的方法就是蒙地卡羅法， 他可隨機(jī)產(chǎn)生變量在不同情況下的模型結(jié)果。諸如輪盤(pán)、骰子、拉吧等。當(dāng)你擲骰子時(shí)，你知道共有一至六的數(shù)字可能會(huì)出現(xiàn)，但是你不知道一個(gè)規(guī)則。（例如：利率、員工、股價(jià)、存貨及來(lái)電率） 模擬退火算法 ? 模擬退火算法與物理退火過(guò)程的相似關(guān)系 ? 目標(biāo)函數(shù)能量 ? 控制參數(shù)的下降冷卻 ? Metropolis采樣過(guò)程等溫過(guò)程 ? 設(shè)定初溫熔解過(guò)程 ? 最優(yōu)解能量最低 GA的計(jì)算過(guò)程 ? 編碼 ： GA在進(jìn)行搜索之前先將解空間的解數(shù)據(jù)表
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