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Given:

  • a function  y^*(x, {\bf p}) of the argument  t \in \R and set of model parameters  {\bf p} = \{ p_m\}_{m = 1..M} = \{p_1, p_2, ... p_M\}
  • training data set\{ (x_k, y_k)\}_{k = 1..N} = \{ (x_0, y_0), (x_1, y_1), ..., (x_N, y_N) \}

the matching procedure assumes searching for thee specific set of model parameters  {\bf p} to minimize the goal function:

F({\bf p}) = \sum_{k=1}^N \, \Psi \left( y^*(x_k) - y_k \right) \rightarrow \textrm{min}

where  \Psi(z) is the discrepancy distance function.

The most popular choices are \Psi(z) = z^2 and \Psi(z) = |z|.


See also


Human / Science / Formal Science / System Science / System Model



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