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  1. ML-competetion ML-competetion Public

    参加魔镜杯风控算法大赛编写的程序。比赛要求根据国内网络借贷行业的贷款风险数据,包括信用违约标签、借款人特征、借款人网络行为原始数据,评判用户预期违约率,建立用户信用评分模型,模型性能用AUC值评判。算法由GBDT模型、logistic模型构成。

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  2. dynamic-optimization dynamic-optimization Public

    自家开发的动态优化程序包。适用于常微分系统,有路径约束的最优控制问题的求解。算法:微分方程有限元离散+隐式梯度计算+SQP求解优化问题

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  3. Kalman-filter-for-switching-system Kalman-filter-for-switching-system Public

    论文复现。用卡尔曼滤波估计股票市场的羊群效应,难点在于模型中有马尔科夫切换。论文1是这里复现的论文,论文2是切换系统卡尔曼滤波算法

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  4. the-synchronization-control-of-events-triggered-network-with-Partial-differential-node the-synchronization-control-of-events-triggered-network-with-Partial-differential-node Public

    针对事件触发的,以偏微分系统为节点的复杂网络,仿真其节点同步控制策略

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  5. fuzzy-recogonition-of-the-running-mode fuzzy-recogonition-of-the-running-mode Public

    汽车工况模糊识别。根据汽车行驶速度信息,提取'最大速度特征参数','平均速度特征','速度标准差','平均正加速度特征','平均负加速度特征'五种特征,基于模糊聚类法识别汽车运行模式。

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  6. DDPG-for-process-optimization- DDPG-for-process-optimization- Public

    还在整理中..尝试将强化学习(DDPG框架)用于锌冶炼净化过程的锌粉添加量优化.。首先在matlab中搭建净化过程模型(agent),然后通过python接口与主程序连接;然后搭建三层行动网络和评价网络;基于梯度下降算法训练网络参数。整个训练过程发散,而且无法解决。可能原因在于过程模型复杂,在只有有限数据条件下很难用神经网络逼近,从而造成无法收敛。代码基于tensorflow,python和…

    Python 5 3