Интерполяция, аппроксимация и иже с ними (пакет alglib) - страница 16

 
Maxim Dmitrievsky :

Hi, yes, I try various ideas that are discussed here https://www.mql5.com/en/forum/86386/page1056

Good to know this ... I thought you just gave up trying any more :))

That is a very long thread, but I will see what is the discussion going on there.

So you're going to be active ONLY in that thread?

Or this thread will also be active?

Also, have you got into this article of SVM:

https://www.mql5.com/en/articles/584

Machine Learning: How Support Vector Machines can be used in Trading
Machine Learning: How Support Vector Machines can be used in Trading
  • www.mql5.com
A support vector machine is a method of machine learning that attempts to take input data and classify into one of two categories. In order for a support vector machine to be effective, it is necessary to first use a set of training input and output data to build the support vector machine model that can be used for classifying new data. A...
 

Hi Maxim,

Also, if you need the source code of any of the indicators like Fibonacci levels, TrendLines, Local High Low(Support resistance levels) etc which are discussed in the other thread, then please let me know and I will post all of them here. 

 
FxTrader562:

I found a good way to transform predictors: Kolmogorov-Gabor polynomial

https://en.wikipedia.org/wiki/Group_method_of_data_handling

 
Maxim Dmitrievsky:

I found a good way to transform predictors: Kolmogorov-Gabor polynomial

https://en.wikipedia.org/wiki/Group_method_of_data_handling

Great!!

So basically you are trying to implement a similar method like Synergy method of classification as explained by Vapnik in his video. Am I right?

In GMDH do we still need to use RDF?

As per the explanation what I understood is that GMDH itself acts as a neural network and functions very similar to RDF like taking sample of input data and giving output. Am I correct in understanding?

Also, I saw your optimization pictures in the other thread. So is the coding complete or are you still looking to add something to improve the algo?

I am sorry to ask you so many questions. I want to know exactly where you are now in terms of coding so that I can participate and contribute to make the project complete faster:))
 

HI Maxim, 

I think we should continue our discussion in this thread since there are people who are not happy with our continued posts in the other thread...

Or you can come to private chat in MQL5 so that it will be easy to share code with each other and discuss new ideas and complete the coding and testing much faster..please update me...

 
 

библиотека alglib из поставки МТ дает возможность с RBF сетями работать? - пролистал инклудники не увидел ((

http://www.alglib.net/interpolation/fastrbf.php

Fast RBF interpolation/fitting - ALGLIB, C++ and C# library
  • www.alglib.net
Scattered multidimensional interpolation is one of the most important - and hard to solve - practical problems. Another important problem is scattered fitting with smoothing, which differs from interpolation by presence of noise in the data and need for controlled smoothing. Very often you just can't sample function at regular grid. For...
 
Igor Makanu:

библиотека alglib из поставки МТ дает возможность с RBF сетями работать? - пролистал инклудники не увидел ((

http://www.alglib.net/interpolation/fastrbf.php

не, нету. Есть только то что в русскоязчной версии сайта

даже случайный лес в англ. версии лучше, обновление было

 
Maxim Dmitrievsky:

не, нету. Есть только то что в русскоязчной версии сайта

даже случайный лес в англ. версии лучше, обновление было

этот код я видел https://www.mql5.com/ru/code/1267

дочитал книжку по НС, там в главе про сети радиально-базисных функций писали, что вот именно RBF-сети и нужно юзать для аппроксимации, вот в топик и запостил

Класс нейронной сети RBF
Класс нейронной сети RBF
  • www.mql5.com
Класс CNetRBF реализует нейронную сеть радиально-базисных функций (Radial Basis Function Network - RBFN). Представлена классическая реализация RBFN, состоящая из двух слоев нейронов: слоя скрытых нейронов с радиально-симметричной активационной функцией и выходного слоя с линейной или сигмоидальной активационной функцией. Активационная функция...
 

А что подается на вход в массивы X, Y?

INPUT PARAMETERS:
    X           -   spline nodes, array[0..N-1].
    Y           -   function values, array[0..N-1].
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