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by JohnLeM
May 7th, 2020, 5:52 pm
Forum: Numerical Methods Forum
Topic: Machine Learning: Frequency asked Questions
Replies: 12
Views: 3475

Re: Machine Learning: Frequency asked Questions

Stupid question: I want to do ML application but I have no (or not enough) training data; is this possible? Maybe you should consider the same approach than the one used for the curse of dimensionality : just do the best possible with your training data and see if it is enough. I think that classic...
by JohnLeM
May 4th, 2020, 10:23 pm
Forum: Numerical Methods Forum
Topic: Machine Learning: Frequency asked Questions
Replies: 12
Views: 3475

Re: Machine Learning: Frequency asked Questions

Stupid question: I want to do ML application but I have no (or not enough) training data; is this possible?
Maybe you should consider the same approach than the one used for the curse of dimensionality : just do the best possible with your training data and see if it is enough.
by JohnLeM
May 4th, 2020, 10:22 pm
Forum: Numerical Methods Forum
Topic: Machine Learning: Frequency asked Questions
Replies: 12
Views: 3475

Re: Machine Learning: Frequency asked Questions

A.I. can’t solve this: The coronavirus could be highlighting just how overhyped the industry is https://www.cnbc.com/2020/04/29/ai-has-limited-role-coronavirus-pandemic.html?__source=sharebar|linkedin&par=sharebar “It’s fascinating how quiet it is,” said Neil Lawrence, the former director of machin...
by JohnLeM
April 2nd, 2020, 8:24 pm
Forum: Numerical Methods Forum
Topic: support vector machine and MNIST ?
Replies: 2
Views: 2153

Re: support vector machine and MNIST ?

Have you tried Kaggle, for example? I had a look. All I found are scikit-learn SVM implementation like this one . I tested it, and witnessed something like 94% accuracy for the MNIST test for 42000 images in the training set. they are using an easier set than the 60000 original LeCunn one. So I am ...
by JohnLeM
March 30th, 2020, 1:29 pm
Forum: Numerical Methods Forum
Topic: support vector machine and MNIST ?
Replies: 2
Views: 2153

support vector machine and MNIST ?

Hello, I am benchmarking a classifier method based on kernel methods. I benchmarked it against the standard Tensorflow neural network (described here ), results are published here . So far so good, both methods gives equivalent results for classifying handwritten digits. Since I am using kernel meth...
by JohnLeM
February 21st, 2020, 8:27 am
Forum: Numerical Methods Forum
Topic: About solving a transport equation
Replies: 157
Views: 60962

Re: About solving a transport equation

Hi Farid, yes the link is broken sorry. Moreover the code is lost - this was a 8 years old code, and I did not kept any archive of it :/ If needed, I could rewrite it  - AFAR I needed a special matrix factorization (I could provide the code) and a convex hull algorithm (I was using qhull but I thin...
by JohnLeM
February 20th, 2020, 1:25 pm
Forum: Numerical Methods Forum
Topic: About solving a transport equation
Replies: 157
Views: 60962

Re: About solving a transport equation

Trying to be useful there, I just mention that we proposed some years ago   in this paper  a method to compute explicitly solutions to these equations : more precisely one can compute explicitly (entropic or conservative) multi-dimensional solutions for conservation laws or Hamilton-Jacobi type equ...
by JohnLeM
February 17th, 2020, 11:10 am
Forum: Numerical Methods Forum
Topic: About solving a transport equation
Replies: 157
Views: 60962

Re: About solving a transport equation

Take any (intro) book on numerical schemes for conservative laws. You can go with Roe, HLLC or FCT and you are done. That's not the main goal, really. See it more as a benchmark case as it were. We can test many methods on it. But we want to test Roe et al (mainly Laney) against other schemes. I am...
by JohnLeM
January 2nd, 2020, 9:08 pm
Forum: Numerical Methods Forum
Topic: Finite difference - CFD technique
Replies: 523
Views: 258202

Re: Finite difference - CFD technique

The original Crank-Nicolson article for a nonlinear heat equation

http://citeseerx.ist.psu.edu/viewdoc/do ... 1&type=pdf
It seems that that they did not realized that their scheme is energy conservative in this paper. Very impressive work for a 1947 paper.
by JohnLeM
December 24th, 2019, 10:11 am
Forum: Numerical Methods Forum
Topic: Navier Stokes and Finance ?
Replies: 10
Views: 2786

Re: Navier Stokes and Finance ?

Indeed. De udder one gives '404'. Fixed. Thank you for pointing this out to me. What is fixed? The first link is not working (the website was redesigned and articles before 2018 are gone). For the second link, it sems that you didn't renew your domain name and it was taken by "others". Links are fi...
by JohnLeM
December 23rd, 2019, 8:55 pm
Forum: Numerical Methods Forum
Topic: Navier Stokes and Finance ?
Replies: 10
Views: 2786

Re: Navier Stokes and Finance ?

You can benchmark your code with exact solutions or NS equations: "Exact Fully 3D Navier Stokes Solutions For Benchmarking". IJNMF, vol 19, 1994. More challenging example is the driven cavity. Just google the article title, you find it free of charge. Thx, I will benchmark it, although I only imple...
by JohnLeM
December 23rd, 2019, 8:50 pm
Forum: Numerical Methods Forum
Topic: Navier Stokes and Finance ?
Replies: 10
Views: 2786

Re: Navier Stokes and Finance ?

Indeed. De udder one gives '404'.
Fixed. Thank you for pointing this out to me.
by JohnLeM
December 23rd, 2019, 9:56 am
Forum: Numerical Methods Forum
Topic: Navier Stokes and Finance ?
Replies: 10
Views: 2786

Navier Stokes and Finance ?

I would like to share this post . It is simply a Navier Stokes equation, AKA CFD (Computational Fluid Dynamic), but the numerical simulation is done with ... a finance oriented framework . Maybe it could be a warm-up to discuss Navier Stokes type modeling for Finance equations ? For instance, we cou...
by JohnLeM
December 23rd, 2019, 8:08 am
Forum: Technical Forum
Topic: If you are bored with Deep Networks
Replies: 501
Views: 49273

Re: If you are bored with Deep Networks

By the way, reading the posts, I am not sure to understand your point. Is not SGD an optimization method, as all those present in boost::odeint ?  Boost odeint is a generic ODE solver...(?) It can be used to solve optimisation problems in dynamical systems as my example above shows. The authors of ...
by JohnLeM
December 19th, 2019, 9:05 pm
Forum: Technical Forum
Topic: If you are bored with Deep Networks
Replies: 501
Views: 49273

Re: If you are bored with Deep Networks

Test code  // Interval strategy on (O,inf): // // 1. Truncation to large finite T //  2. Transform (0,inf) to (0,1) // // 2. tends to give more accurate rounded results. // // (C) Datasim Education BV 2020 // #include "LinearSystemGradientDescent.hpp" #include <boost/numeric/ublas/vector.hpp> #incl...
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