Results 1 to 10 of about 65,724 (90)

Physics-informed neural networks with hybrid Kolmogorov-Arnold network and augmented Lagrangian function for solving partial differential equations [PDF]

open access: yesScientific Reports
Physics-informed neural networks (PINNs) have emerged as a fundamental approach within deep learning for the resolution of partial differential equations (PDEs).
Zhaoyang Zhang   +4 more
doaj   +2 more sources

Multiple general sigmoids based Banach space valued neural network multivariate approximation

open access: yesCubo, 2023
Here we present multivariate quantitative approximations of Banach space valued continuous multivariate functions on a box or \(\mathbb{R}^{N},\) \(N\in \mathbb{N}\), by the multivariate normalized, quasi-interpolation, Kantorovich type and quadrature ...
George A. Anastassiou
doaj   +1 more source

Comparison of bayesian regularized neural network, random forest regression, support vector regression and multivariate adaptive regression splines algorithms to predict body weight from biometrical measurements in thalli sheep [PDF]

open access: yesKafkas Universitesi Veteriner Fakültesi Dergisi, 2022
In this study, it is aimed to compare several data mining and artificial neural network algorithms to predict body weight from biometric measurements for the Th alli sheep breed.
Cem TIRINK
doaj   +1 more source

General multivariate arctangent function activated neural network approximations

open access: yesJournal of Numerical Analysis and Approximation Theory, 2022
Here we expose multivariate quantitative approximations of Banach space valued continuous multivariate functions on a box or \(\mathbb{R}^{N}\), \(N\in \mathbb{N}\), by the multivariate normalized, quasi-interpolation, Kantorovich type and quadrature ...
George A. Anastassiou
doaj   +1 more source

Neural Network Approximation for Time Splitting Random Functions

open access: yesMathematics, 2023
In this article we present the multivariate approximation of time splitting random functions defined on a box or RN,N∈N, by neural network operators of quasi-interpolation type.
George A. Anastassiou   +1 more
doaj   +1 more source

Hyperbolic Tangent Like Relied Banach Space Valued Neural Network Multivariate Approximations

open access: yesAnnals of the West University of Timisoara: Mathematics and Computer Science, 2023
Here we examine the multivariate quantitative approximations of Banach space valued continuous multivariate functions on a box or ℝN , N ∈ ℕ, by the multivariate normalized, quasi-interpolation, Kantorovich type and quadrature type neural network ...
Anastassiou George A.
doaj   +1 more source

Comparison and Analysis of Prediction Models for Locomotive Traction Energy Consumption Based on the Machine Learning

open access: yesIEEE Access, 2023
Locomotive traction energy consumption is a multivariate coupled nonlinear system closely related to many factors such as locomotive properties, routing, line conditions, and operating methods.
Huize Liang   +4 more
doaj   +1 more source

Highway Traffic Flow Prediction Algorithm Based on Multiscale Transformation and Convolutional Networks

open access: yesJournal of Control Science and Engineering, 2022
In order to solve the problem that the traditional long-term high-speed traffic forecasting algorithm is affected by the approximation ability of the function and easy to fall into the local mass value, we wrote a multivariate-based highway traffic ...
Yuzhu Luo, Jiarong Wang, Ming Wei
doaj   +1 more source

Improved Uncertainty Quantification for Neural Networks With Bayesian Last Layer

open access: yesIEEE Access, 2023
Uncertainty quantification is an important task in machine learning - a task in which standard neural networks (NNs) have traditionally not excelled. This can be a limitation for safety-critical applications, where uncertainty-aware methods like Gaussian
Felix Fiedler, Sergio Lucia
doaj   +1 more source

A machine learning approach to portfolio pricing and risk management for high-dimensional problems

open access: yes, 2021
We present a general framework for portfolio risk management in discrete time, based on a replicating martingale. This martingale is learned from a finite sample in a supervised setting.
Fernandez-Arjona, Lucio   +1 more
core   +1 more source

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