GMDH算法的终止法则研究.pdf

23　 3 ( ) Vol. 23　No. 3 2005 5 Journal of Jilin University (Inform ation Science Ed ition) M ay 2005 :16 -1 5896(2005)03-025-06 * GMDH 张　宾, 贺昌政 ( , 610064) : GMDH (G roup M ethod of Data H anding) , GMDH , 。 , , , GMDH 1, 。 , GMDH 。 :GMDH ;; :TP11;O242.1 :A Research on Stopping Criterion ofGMDH ZHANG Bin, HE Chang-zheng (Business Schoo,l Sichuan University, Chengdu 610064, China) Ab stract:It is stud ied theoretically how the trade-off is ach ieved bewt een the closeness of fit and the generaliza- tion pow er of the optimalGM DH (G roup M ethod ofDataHanding)model. The positionw here themodel com- plexity is corresponding to the m inmi um of the external criterion is discussed by interpolation method. It is dem- onstrated that the relationship of model quality on a given learning data set and its generalization pow er on new, not previously seen data, w ith the respect to the data samp le snoise leve,l w hich show s that the ratio bewt een the structural bias and the effect of noise of the optmi alGM DH model is in a small domain around 1, and itsva-l ue changesw ith the noise and external criterion. This can be explained the w ay by w hich the optmi al GMDH model arrives at an optmi al trade-off betw een its closeness of fit and the generalization pow er. K ey w ord s:group method of data handing (GMDH );stopping criterion;optimalmodel comp lexity 引　言 [ 1] , 。, , 。, , 、 。、 , [2] 。 [3] F- α, 。 α, , , 。 F- F-。, () (), , F。 * :2004-0-1 : ( 02 10 3) : (19 9—　), , , , , (Tel) 86-28-8801 16 (E- mail) zhangbin