For those of you concerned about why NuPIC is not doing well predicting a simple sine wave, Jeff has explained this:
http://lists.numenta.org/pipermail/nupic_lists.numenta.org/2013-June/000327.html --------- Matt Taylor OS Community Flag-Bearer Numenta On Sat, Apr 26, 2014 at 6:31 PM, Pedro Tabacof <[email protected]> wrote: > As always Ritchie's results are very interesting. > > I have to point out that if Nupic cannot make a better prediction than a > simple time-series baseline (just forwarding the last output), then it is of > no use for time-series forecasting. > > I think we should probe further to understand what is causing this, because > I'm sure Nupic is better than this. From my own experience with time-series > forecasting using Nupic, it should not be worst than a baseline (and should > be close to state of the art algorithns). > > Pedro. > > Em 26/04/2014 20:44, "Marek Otahal" <[email protected]> escreveu: > > >> >> Hi Ritchie, >> >> >> On Sat, Apr 26, 2014 at 8:25 PM, Ritchie Lee <[email protected]> >> wrote: >>> >>> Hi friends of NuPIC, >>> >>> ......However, looking closely why does the anomaly score only spike at >>> the end of the first and second anomalies? Why not spike at the beginning >>> (at least) and throughout the anomaly? >> >> >> Just to check, your anomalies are introduced at {6000, 6500, 7000, 7500) >> for about 100 steps, right? >> Looks like (un)lucky coincidence to me, but it seems at times 6000, 6500 >> you introduce the anomaly "at the middle of the wave", where sin(x)=0, so >> the first first anomaly step is actually not an anomaly, the for 99 steps >> same value is not an anomaly either, >> only the jump at the end (from 0 to -1) triggers an anomaly. (#1) >> >> At 7000, 7500 thhe introduced anomaly might have cought the predicted sine >> at a different phase, triggering anomaly right off (and multiple times?) >> ...if this is true, Nupic already outsmarted us! :) >> >>> >>> Also, why is the prediction so good, and residual so small at the >>> beginning? >> >> >> Answer to this can be found in Nick Mitri's email: [nupic-discuss] >> Confusion about shifted predictions >> (#2) At the beginning, almost all predictions fail, and CLA returns >> last-seen value. In your example you have 1000 steps per 5 "full sines", >> thus the resolution is pretty high, change is small -> residual is actually >> better at the beginning >> than after learning :) >> >> >> It would be interesting to see a rerun of your experiment with much >> smaller resolution (100, 10 steps per period?). >> >> My question: >> >> is the "perfect predictor for unlearned" on high resolutions actually a >> feature, or (misleading) bug? (#3) >> >> Also, anomaly is "actual(T)-predicted(T-1)/..."; now, what is fed as >> input(i) when learning=OFF? actual(i), or predicted(i-1)? I think it's >> actual(i) but no weight changes are stored. But for our example, it should >> be predicted(i-1). >> Example: sine; introduce anomaly as a line at level 0, at the phase where >> sine and 0 meet. Then as in #1 the 1st point is not anomaly, on step 2, the >> context is unknown (new), so prediction would give 0 according to #2 >> (actual(i-1)) which leads >> to 0 anomaly score! (as "bug" in #3). >> >> >> Cheers, Mark >> -- >> Marek Otahal :o) >> >> _______________________________________________ >> nupic mailing list >> [email protected] >> http://lists.numenta.org/mailman/listinfo/nupic_lists.numenta.org >> > > > _______________________________________________ > nupic mailing list > [email protected] > http://lists.numenta.org/mailman/listinfo/nupic_lists.numenta.org > _______________________________________________ nupic mailing list [email protected] http://lists.numenta.org/mailman/listinfo/nupic_lists.numenta.org
