The Minimum Prediction Error Learing Algorithm with Information Feedbacks
Resource
經濟論文叢刊, 25(4), 473-491
Journal
經濟論文叢刊
Journal Volume
25
Journal Issue
4
Pages
473-491
Date Issued
1997-12
Date
1997-12
Author(s)
Chang, M.C.
Chu, C.Y.
Lin, S.K.
Abstract
In this paper, we propose the minimum prediction error learning algorithm with information feedback as an alternative to the leastsquare learning algorithm. Once the proposed algorithm allows for information feedback, the objective function in the algorithm satisfied the properties of the Lyapunov function. Hence, one can use it to study the stability of the model in the large. Finally, we use the Bray's (1982) model to illustrate the importance of information feedback in the proposed algorithm.
Subjects
最小預測誤差學習機能
訊息回饋
常微分方程方法
Minimum prediction error learning
Information feedback
Ordinary differential equation approach
Type
journal article
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