A stochastic system is a system which state depends or some random elements making its behavior non-deterministic. Questions with this tag should cover topics regarding random variables and non-determenistic systems.
Questions tagged [stochastic]
256 questions
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Is there an accepted "current industry standard best" of stochastic optimization? (Simulated annealing, Particle swarm optimization, etc)
Sorting algorithms are well understood enough that Java Collections uses some flavor of MergeSort or Timsort. (Even though it is possible to hand-craft collections that "fight" the algorithm and perform poorly, those choices are "often enough…
Benjamin H
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Stateful LSTM with truncated back propagation trough time
Let's say that I have 3 sequences of the same length, and for each sequence I apply TBPTT using a recurrent network with lstm cells. I want during the training the last lstm cell for each sub-sequence to keep the hidden state and cell state so I…
erre4
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How to read SMPS files in SCIP 6.0?
I have installed the SCIP 6.0 optimization suite and am trying to read SMPS format to solve a stochastic programming instance: DCAP.cor, DCAP.tim, DCAP.sto
When I type
SCIP> read DCAP.cor
Then, it seems that SCIP reads the .cor file just as a .mps…
Yongkyu Cho
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Solving an SDE in mathematica
New to Wolfram Mathematica and I was wondering how to go about solving a stochastic differential equation.
proc = ItoProcess[\[DifferentialD]n[
t] == (b[t] - (0.5*(\[Sigma] ** 2))) {N -
n[t]} \[DifferentialD]t + \[Sigma] {N -
…
user9529903
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What form should the parameters for this (user defined) function be in?
I am currently taking a module on stochastic finance for which (despite R not being a prerequisite) I am required to write/modify some code in R. I am currently really struggling to get a valid output from the following code, which we have been…
J Chapman
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AttributeError : lower not found
I am doing Document Classification and obtained accuracy upto 76%. And while predicting the document category i did following one
doc_clf.predict(tf_idf.transform((count_vect.transform([r'document']))))
and i get the following error:
File…
Madhi
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assign value with stochastic function in pandas
I'm trying to STOCHASTICALLY assign a fourth value (1 of 2 types of buddy) based on value of category value.
small df with randomly assigned values for 3 features: category, age and sex
Unique_ID Category Age Sex Buddy
0 …
user426
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Implementing Picard and strong solution for stochastic differential equation in R
So, I'm kind of at a loss here as to how to fix this issue. For a homework assignment, I'm supposed to implement two approximations of the geometric Brownian motion and compare them to the explicit solution. In both cases below, W represents a…
PDotAlex
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In Stochastic Gradient Descent as the cost function is updated based on single training data , wont it lead to overfitting?
When we are dealing with Stochastic Gradient Descent, the cost function is updated based on single, random training data.
But this single entry may alter the weights to its favour and as the cost function is only dependent on that entry, the cost…
Shashi Tunga
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what can you say about two exactly same neural networks after training on same dataset?
Supposed you have two convolutional neural networks implemented in matlab and composed by these layers:
imageInputLayer
ConvolutionalLayer
maxPoolinglayer
relulayer
softmaxlayer
fullyconnectedlayer
classification layer
Both of these networks have…
Luca
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How to get Moving Average and Stochastic data from what user attached in mq4?
How can I get data with mq4 Script from the following Graph ?
Moving Average and Stochastic in Metatrader
As you can see I have attached 2 functions : Moving Average and Stochastic.
I started to write a script. But I have no ideea how can I get data…
Sodasi Web
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What is the difference between Stochastic Hill Climbing and First Choice Hill Climbing?
Both these algorithms keeps generating random neighbors and picks if it encounters a neighbor with a better state than current.
So where lies the difference?
It is mentioned everywhere, First Choice Hill Climbing is suitable for cases with many…
Ritu Raj
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How to use MS Stochastic Indicator
I am working on drawing a stochastic indicator, using double arrays containing open high low close data, adjusted to time periods of 5,10,15 and 30 minutes.
chart1.DataManipulator.FinancialFormula(FinancialFormula.StochasticIndicator,…
game coder
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Writing own test in R (mean test)
i need to write an own test in R with the help of the mean of a given test statistic of 2 given random variables X and Y which are unknown distributed.
I am given following code:
mean.test <- function(x, y,…
MagikarpSama
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Must a transition matrix from a Markov Decision Process be stochastic?
I'm trying to find the optimal policy for a Markov Decision Process problem specified in this diagram, using Value Iteration (via pymdptoolbox) and NumPy. But pymdptoolbox says my transition matrix "is not stochastic".
Is it because of the arrays…
James C
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