{"id":1298,"date":"2024-08-09T08:00:00","date_gmt":"2024-08-09T00:00:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=1298"},"modified":"2024-08-07T21:01:31","modified_gmt":"2024-08-07T13:01:31","slug":"neuralfactors%ef%bc%9abloomberg-%e6%96%b0%e5%9e%8b%e8%82%a1%e7%a5%a8%e6%b7%b1%e5%ba%a6%e5%ad%a6%e4%b9%a0%e7%94%9f%e6%88%90%e6%a8%a1%e5%9e%8b","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2024\/08\/09\/neuralfactors%ef%bc%9abloomberg-%e6%96%b0%e5%9e%8b%e8%82%a1%e7%a5%a8%e6%b7%b1%e5%ba%a6%e5%ad%a6%e4%b9%a0%e7%94%9f%e6%88%90%e6%a8%a1%e5%9e%8b\/","title":{"rendered":"NeuralFactors\uff1aBloomberg \u65b0\u578b\u80a1\u7968\u6df1\u5ea6\u5b66\u4e60\u751f\u6210\u6a21\u578b"},"content":{"rendered":"\n<p>\u4f5c\u8005\uff1a<a href=\"https:\/\/www.laoyulaoyu.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n<p><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/1_v4_S6A5Uow2kubCsnufPbQ.webp\" alt=\"\" class=\"wp-image-1256\"\/><\/figure>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<pre class=\"wp-block-verse\"><strong>\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u672c\u6587\u4ecb\u7ecd\u4e86\u4e00\u79cd\u540d\u4e3aNeuralFactors\u7684\u65b0\u578b\u673a\u5668\u5b66\u4e60\u751f\u6210\u6a21\u578b\uff0c\u65e8\u5728\u6539\u8fdb\u80a1\u7968\u6536\u76ca\u7684\u7edf\u8ba1\u5efa\u6a21\u3002<\/mark>NeuralFactors\u4f7f\u7528\u6df1\u5ea6\u751f\u6210\u6a21\u578b\u6765\u589e\u5f3a\u4f20\u7edf\u56e0\u5b50\u6a21\u578b\uff0c\u901a\u8fc7\u795e\u7ecf\u7f51\u7edc\u8f93\u51fa\u56e0\u5b50\u66b4\u9732\u548c\u6536\u76ca\uff0c\u91c7\u7528\u53d8\u5206\u81ea\u7f16\u7801\u5668\uff08VAE\uff09\u7684\u8bad\u7ec3\u65b9\u6cd5\u3002\u76f8\u8f83\u4e8e\u73b0\u6709\u65b9\u6cd5\uff0cNeuralFactors\u5728\u5bf9\u6570\u4f3c\u7136\u6027\u80fd\u3001\u8ba1\u7b97\u6548\u7387\u3001\u5408\u6210\u6570\u636e\u751f\u6210\u3001\u534f\u65b9\u5dee\u4f30\u8ba1\u3001\u98ce\u9669\u5206\u6790\u548c\u6295\u8d44\u7ec4\u5408\u4f18\u5316\u7b49\u65b9\u9762\u5c55\u73b0\u51fa\u66f4\u4f18\u7684\u8868\u73b0\u3002\u6b64\u5916\uff0cNeuralFactors\u4e0e\u4f20\u7edf\u56e0\u5b50\u5206\u6790\u76f8\u7ed3\u5408\uff0c\u80fd\u591f\u5bf9\u6a21\u578b\u5b66\u4e60\u7684\u56e0\u5b50\u8fdb\u884c\u805a\u7c7b\u5206\u6790\uff0c\u5e76\u5c06\u56e0\u5b50\u66b4\u9732\u7528\u4e8e\u80a1\u7968\u5d4c\u5165\u3002<\/pre>\n<\/blockquote>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u7b2c1\u7ae0 \u5f15\u8a00 (Introduction)<\/strong><\/h2>\n\n\n\n<p>\u7406\u89e3\u548c\u5efa\u6a21\u80a1\u7968\u6536\u76ca\u7684alpha\uff08\u8d85\u989d\u6536\u76ca\uff09\u548c\u98ce\u9669\u5728\u91d1\u878d\u6743\u76ca\u5206\u6790\uff0c\u4e0d\u4ec5\u53ef\u4ee5\u5e2e\u52a9\u6211\u4eec\u7406\u89e3\u80a1\u7968\u6536\u76ca\u7684\u7edf\u8ba1\u7279\u6027\uff0c\u8fd8\u53ef\u4ee5\u901a\u8fc7\u751f\u6210\u5408\u6210\u6570\u636e\u6765\u8fdb\u4e00\u6b65\u5206\u6790\u548c\u9884\u6d4b\u5e02\u573a\u884c\u4e3a\u3002\u4f5c\u8005\u6307\u51fa\uff0c\u4f20\u7edf\u7684\u56e0\u5b50\u6a21\u578b\u901a\u8fc7\u7ebf\u6027\u7ec4\u5408\u56e0\u5b50\u6536\u76ca\u548c\u7279\u6709\u6210\u5206\u6765\u6a21\u62df\u80a1\u7968\u6536\u76ca\uff0c\u800c\u5728\u672c\u6587\u4e2d\uff0c\u4f5c\u8005\u5c06\u91cd\u70b9\u653e\u5728\u4f7f\u7528\u6df1\u5ea6\u5b66\u4e60\u6280\u672f\u6765\u5b66\u4e60\u8fd9\u4e9b\u56e0\u5b50\u66b4\u9732\uff0c\u4ece\u800c\u4e0d\u4ec5\u80fd\u591f\u5bf9\u5927\u91cf\u80a1\u7968\u8fdb\u884c\u5efa\u6a21\uff0c\u8fd8\u80fd\u591f\u5229\u7528\u4f20\u7edf\u6280\u672f\u8fdb\u884c\u98ce\u9669\u9884\u6d4b\u548c\u6295\u8d44\u7ec4\u5408\u6784\u5efa\u3002<\/p>\n\n\n\n<p>NeuralFactors\u6a21\u578b\u901a\u8fc7\u8bad\u7ec3\u4e00\u4e2a\u80fd\u591f\u8f93\u51fa\u56e0\u5b50\u66b4\u9732\u548c\u56e0\u5b50\u6536\u76ca\u7684\u795e\u7ecf\u7f51\u7edc\uff0c\u63d0\u9ad8\u4e86\u80a1\u7968\u6536\u76ca\u5efa\u6a21\u7684\u51c6\u786e\u6027\u548c\u6548\u7387\u3002\u6a21\u578b\u4e0d\u4ec5\u80fd\u591f\u751f\u6210\u903c\u771f\u7684\u5408\u6210\u6570\u636e\uff0c\u8fd8\u80fd\u6709\u6548\u5730\u8fdb\u884c\u98ce\u9669\u9884\u6d4b\u548c\u6295\u8d44\u7ec4\u5408\u4f18\u5316\u3002\u8bba\u6587\u7684\u5b9e\u9a8c\u7ed3\u679c\u8868\u660e\uff0cNeuralFactors\u5728\u591a\u4e2a\u8bc4\u4f30\u6307\u6807\u4e0a\u8d85\u8d8a\u4e86\u5148\u524d\u7684\u65b9\u6cd5\uff0c\u5305\u62ec\u5728\u751f\u6210\u5408\u6210\u6570\u636e\u3001\u534f\u65b9\u5dee\u4f30\u8ba1\u548c\u6295\u8d44\u7ec4\u5408\u4f18\u5316\u65b9\u9762\u7684\u6027\u80fd\u3002\u6b64\u5916\uff0cNeuralFactors\u8fd8\u80fd\u591f\u63d0\u4f9b\u56e0\u5b50\u66b4\u9732\u7684\u53ef\u89e3\u91ca\u6027\uff0c\u6709\u52a9\u4e8e\u66f4\u597d\u5730\u7406\u89e3\u6a21\u578b\u5982\u4f55\u6355\u6349\u80a1\u7968\u4e4b\u95f4\u7684\u76f8\u5173\u6027\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u7b2c2\u7ae0 \u80cc\u666f (Background)<\/strong><\/h2>\n\n\n\n<p>\u8bba\u6587\u7684\u65b9\u6cd5\u8bba\u6838\u5fc3\u5728\u4e8e\u5bf9\u6761\u4ef6\u5206\u5e03p(y|x) \u8fdb\u884c\u5efa\u6a21\u3002\u4e3a\u4e86\u5b9e\u73b0\u8fd9\u4e00\u70b9\uff0c\u4f5c\u8005\u4f7f\u7528\u4e86\u6761\u4ef6\u91cd\u8981\u6027\u52a0\u6743\u81ea\u7f16\u7801\u5668\uff08CIWAE\uff09\uff0c\u8fd9\u662f\u4e00\u79cd\u80fd\u591f\u8fd1\u4f3c\u5bf9\u6570\u4f3c\u7136\u7684\u6a21\u578b\uff0c\u9002\u7528\u4e8e\u7edf\u8ba1\u8bc4\u4f30\u548c\u4f7f\u7528\u6700\u5927\u4f3c\u7136\u4f30\u8ba1\u8fdb\u884c\u8bad\u7ec3\u3002<\/p>\n\n\n\n<ol class=\"wp-block-list\">\n<li><strong>\u5b66\u751fT\u5206\u5e03<\/strong>\uff1a\u8bba\u6587\u4e2d\u4f7f\u7528\u4e86\u5b66\u751fT\u5206\u5e03\u6765\u5efa\u6a21\u6570\u636e\u3002\u5b66\u751fT\u5206\u5e03\u7684\u6982\u7387\u5bc6\u5ea6\u51fd\u6570\u88ab\u4ecb\u7ecd\uff0c\u5e76\u4e14\u89e3\u91ca\u4e86\u5176\u53c2\u6570\uff08\u5305\u62ec\u5747\u503c\u3001\u6bd4\u4f8b\u548c\u81ea\u7531\u5ea6\uff09\u7684\u542b\u4e49\u3002\u5728\u591a\u53d8\u91cf\u60c5\u51b5\u4e0b\uff0c\u5b66\u751fT\u5206\u5e03\u88ab\u7528\u4f5c\u4ea7\u54c1\u5206\u5e03\u3002<\/li>\n\n\n\n<li><strong>\u53d8\u5206\u81ea\u7f16\u7801\u5668\uff08VAE\uff09\u548c\u6761\u4ef6VAE\uff08CVAE\uff09<\/strong>\uff1a\u8bba\u6587\u8ba8\u8bba\u4e86VAE\u548cCVAE\u7684\u57fa\u672c\u539f\u7406\uff0c\u5305\u62ec\u5b83\u4eec\u7684\u751f\u6210\u8fc7\u7a0b\u548c\u5982\u4f55\u4f7f\u7528\u795e\u7ecf\u7f51\u7edc\u6765\u53c2\u6570\u5316\u6761\u4ef6\u5206\u5e03p(y|x)\u3002VAEs\u901a\u8fc7\u4f18\u5316\u8bc1\u636e\u4e0b\u754c\uff08ELBO\uff09\u6765\u8fdb\u884c\u53d8\u5206\u63a8\u65ad\uff0c\u800c\u4e0d\u662f\u76f4\u63a5\u4f18\u5316\u5bf9\u6570\u4f3c\u7136\u3002<\/li>\n\n\n\n<li><strong>CIWAE\u7684\u91cd\u8981\u6027<\/strong>\uff1aCIWAE\u901a\u8fc7\u91cd\u8981\u6027\u52a0\u6743\u91c7\u6837\u6765\u51cf\u5c11\u7531\u53d8\u5206\u63a8\u65ad\u5f15\u8d77\u7684\u504f\u5dee\uff0c\u63d0\u9ad8\u4e86\u5bf9\u6570\u4f3c\u7136\u4f30\u8ba1\u7684\u51c6\u786e\u6027\u3002\u8bba\u6587\u4e2d\u8ba8\u8bba\u4e86\u5982\u4f55\u4f7f\u7528CIWAE\u6765\u4f18\u5316\u6a21\u578b\uff0c\u5e76\u901a\u8fc7\u589e\u52a0\u91c7\u6837\u70b9\u7684\u6570\u91cf\u6765\u51cf\u5c11\u4f30\u8ba1\u7684\u504f\u5dee\u3002<\/li>\n<\/ol>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u7b2c3\u7ae0 \u65b9\u6cd5\u8bba (Methodology)<\/strong><\/h2>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.1 \u95ee\u9898\u8868\u8ff0<\/strong><\/h3>\n\n\n\n<p>NeuralFactors\u6a21\u578b\u81f4\u529b\u4e8e\u5b66\u4e60\u80a1\u7968\u6536\u76ca\u7684\u6761\u4ef6\u5206\u5e03\uff0c\u5373\u5728\u7ed9\u5b9a\u5386\u53f2\u4fe1\u606fFt\u7684\u6761\u4ef6\u4e0b\uff0c\u9884\u6d4b\u4e0b\u4e00\u65f6\u95f4\u70b9t+1\u7684\u80a1\u7968\u6536\u76ca\u3002\u8fd9\u4e00\u4efb\u52a1\u901a\u8fc7\u5f15\u5165\u6f5c\u5728\u53d8\u91cfZt+1\u6765\u5b9e\u73b0\uff0c\u8fd9\u4e9b\u53d8\u91cf\u4ee3\u8868\u4e86\u5e02\u573a\u56e0\u5b50\uff0c\u5e76\u7528\u4e8e\u6a21\u62df\u80a1\u7968\u95f4\u7684\u76f8\u5173\u6027\u3002\u6a21\u578b\u91c7\u7528\u7edf\u8ba1\u548c\u673a\u5668\u5b66\u4e60\u65b9\u6cd5\uff0c\u7279\u522b\u662f\u53d8\u5206\u81ea\u7f16\u7801\u5668\uff08VAE\uff09\u7684\u539f\u7406\uff0c\u6765\u8fd1\u4f3c\u8fd9\u4e9b\u5206\u5e03\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-1-1-1024x529.png\" alt=\"\" class=\"wp-image-1257\"\/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.2 \u7ebf\u6027\u89e3\u7801\u5668<\/strong><\/h3>\n\n\n\n<p>\u6a21\u578b\u7684\u89e3\u7801\u5668\u57fa\u4e8e\u7ebf\u6027\u5047\u8bbe\uff0c\u5c06\u80a1\u7968\u6536\u76ca\u7684\u6761\u4ef6\u5206\u5e03\u5b9a\u4e49\u4e3a\u591a\u5143\u6b63\u6001\u5206\u5e03\u3002\u5747\u503cmu\u7531\u56e0\u5b50\u66b4\u9732\u03b1i,t\u548c\u56e0\u5b50\u6536\u76caZt+1\u7684\u7ebf\u6027\u7ec4\u5408\u7ed9\u51fa\u3002\u8fd9\u79cd\u8bbe\u7f6e\u5141\u8bb8\u6a21\u578b\u6355\u6349\u80a1\u7968\u6536\u76ca\u4e0e\u5e02\u573a\u56e0\u5b50\u4e4b\u95f4\u7684\u5173\u7cfb\uff0c\u5e76\u4e14\u53ef\u4ee5\u901a\u8fc7\u8c03\u6574\u56e0\u5b50\u66b4\u9732\u6765\u9002\u5e94\u5e02\u573a\u53d8\u5316\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640\uff081\uff09.png\" alt=\"\" class=\"wp-image-1258\"\/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.3 \u7f16\u7801\u5668\u8fd1\u4f3c<\/strong><\/h3>\n\n\n\n<p>\u4e3a\u4e86\u8fd1\u4f3c\u540e\u9a8c\u5206\u5e03\uff0c\u6a21\u578b\u91c7\u7528\u4e86\u5b66\u751fT\u5206\u5e03\uff0c\u5e76\u5229\u7528\u77e9\u5339\u914d\u65b9\u6cd5\u5c06\u5176\u8fd1\u4f3c\u4e3a\u6b63\u6001\u5206\u5e03\u3002\u8fd9\u4e00\u6b65\u9aa4\u662f\u5173\u952e\uff0c\u56e0\u4e3a\u5b83\u5141\u8bb8\u6a21\u578b\u4f7f\u7528\u53d8\u5206\u63a8\u65ad\u6765\u4f30\u8ba1\u6f5c\u5728\u53d8\u91cf\u7684\u5206\u5e03\uff0c\u4ece\u800c\u5728\u8bad\u7ec3\u8fc7\u7a0b\u4e2d\u4f18\u5316\u6a21\u578b\u53c2\u6570\u3002\u901a\u8fc7\u8fd9\u79cd\u65b9\u6cd5\uff0c\u6a21\u578b\u80fd\u591f\u4ee5\u8f83\u4f4e\u7684\u8ba1\u7b97\u6210\u672c\u8fd1\u4f3c\u590d\u6742\u7684\u5206\u5e03\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.4 \u7279\u5f81\u9009\u62e9<\/strong><\/h3>\n\n\n\n<p>NeuralFactors\u6a21\u578b\u7684\u7279\u5f81\u96c6\u975e\u5e38\u5e7f\u6cdb\uff0c\u5305\u62ec\u4e86\u5386\u53f2\u80a1\u7968\u6536\u76ca\u3001\u516c\u53f8\u8d22\u52a1\u6307\u6807\u3001\u884c\u4e1a\u4fe1\u606f\u3001\u4ea4\u6613\u91cf\u7279\u5f81\u548c\u671f\u6743\u7279\u5f81\u3002\u8fd9\u4e9b\u7279\u5f81\u4e0d\u4ec5\u5305\u62ec\u4e86\u4f20\u7edf\u56e0\u5b50\u6a21\u578b\u4e2d\u4f7f\u7528\u7684\u8d22\u52a1\u6570\u636e\uff0c\u8fd8\u6269\u5c55\u5230\u4e86\u5e02\u573a\u884c\u4e3a\u7684\u5404\u4e2a\u65b9\u9762\uff0c\u4f7f\u5f97\u6a21\u578b\u80fd\u591f\u4ece\u591a\u7ef4\u5ea6\u6355\u6349\u5e02\u573a\u4fe1\u606f\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-1-2-722x1024.png\" alt=\"\" class=\"wp-image-1259\"\/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.5 \u6a21\u578b\u67b6\u6784\u548c\u4f18\u5316<\/strong><\/h3>\n\n\n\n<p>\u6a21\u578b\u7684\u67b6\u6784\u7531\u51e0\u4e2a\u5173\u952e\u90e8\u5206\u7ec4\u6210\uff1a\u80a1\u7968\u5d4c\u5165\u5668\u3001\u5e8f\u5217\u6a21\u578b\u3001\u591a\u5c42\u611f\u77e5\u673a\uff08MLP\uff09\u548c\u8f93\u51fa\u5c42\u3002\u80a1\u7968\u5d4c\u5165\u5668\u5229\u7528\u5386\u53f2\u6570\u636e\u548c\u65f6\u95f4\u5e8f\u5217\u7279\u5f81\u6765\u751f\u6210\u80a1\u7968\u7684\u5d4c\u5165\u8868\u793a\u3002\u5e8f\u5217\u6a21\u578b\uff08\u5982LSTM\u6216\u6ce8\u610f\u529b\u673a\u5236\uff09\u8fdb\u4e00\u6b65\u5904\u7406\u8fd9\u4e9b\u5d4c\u5165\uff0c\u4ee5\u6355\u6349\u65f6\u95f4\u5e8f\u5217\u4e2d\u7684\u52a8\u6001\u5173\u7cfb\u3002MLP\u7528\u4e8e\u5b66\u4e60\u4ece\u8f93\u5165\u7279\u5f81\u5230\u56e0\u5b50\u66b4\u9732\u548c\u56e0\u5b50\u6536\u76ca\u7684\u6620\u5c04\u3002\u6a21\u578b\u91c7\u7528CIWAE\u635f\u5931\u51fd\u6570\u8fdb\u884c\u4f18\u5316\uff0c\u5e76\u901a\u8fc7Adam\u4f18\u5316\u5668\u8fdb\u884c\u8bad\u7ec3\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-2-1024x491.png\" alt=\"\" class=\"wp-image-1260\"\/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.6 \u4f7f\u7528\u65b9\u6cd5<\/strong><\/h3>\n\n\n\n<p>NeuralFactors\u6a21\u578b\u7684\u5e94\u7528\u5305\u62ec\u751f\u6210\u5408\u6210\u6570\u636e\u548c\u98ce\u9669\u9884\u6d4b\u3002\u6a21\u578b\u80fd\u591f\u76f4\u63a5\u8ba1\u7b97\u80a1\u7968\u6536\u76ca\u7684\u5747\u503c\u548c\u534f\u65b9\u5dee\u77e9\u9635\uff0c\u8fd9\u5728\u63a8\u7406\u8fc7\u7a0b\u4e2d\u663e\u8457\u63d0\u9ad8\u4e86\u901f\u5ea6\u3002\u5355\u65e5\u91c7\u6837\u53ea\u9700\u8981\u8fd0\u884c\u4e00\u6b21\u80a1\u7968\u5d4c\u5165\u5668\uff0c\u800c\u591a\u65e5\u91c7\u6837\u53ef\u4ee5\u901a\u8fc7\u5c06\u524d\u4e00\u5929\u7684\u91c7\u6837\u6536\u76ca\u53cd\u9988\u5230\u6a21\u578b\u4e2d\u6765\u5b9e\u73b0\u3002\u6b64\u5916\uff0c\u6a21\u578b\u8fd8\u53ef\u4ee5\u7528\u4e8e\u98ce\u9669\u5206\u6790\u548c\u6295\u8d44\u7ec4\u5408\u4f18\u5316\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u7b2c4\u7ae0 \u76f8\u5173\u5de5\u4f5c (Related Work)<\/strong><\/h2>\n\n\n\n<p>\u4f5c\u8005\u56de\u987e\u4e86\u4e0eNeuralFactors\u6a21\u578b\u76f8\u5173\u7684\u73b0\u6709\u7814\u7a76\u548c\u65b9\u6cd5\uff0c\u5305\u62ecFama-French\u56e0\u5b50\u6a21\u578b\u3001BARRA\u6a21\u578b\u3001\u6982\u7387\u4e3b\u6210\u5206\u5206\u6790\uff08PPCA\uff09\u4ee5\u53ca\u6761\u4ef6\u81ea\u52a8\u7f16\u7801\u5668\u7b49\uff0c\u8fd9\u4e9b\u65b9\u6cd5\u5728\u8d44\u4ea7\u5b9a\u4ef7\u3001\u98ce\u9669\u6a21\u578b\u6784\u5efa\u548c\u91d1\u878d\u65f6\u95f4\u5e8f\u5217\u5206\u6790\u4e2d\u5177\u6709\u91cd\u8981\u5730\u4f4d\uff0c\u4e3a\u672c\u6587\u63d0\u51fa\u7684\u65b0\u578b\u56e0\u5b50\u5b66\u4e60\u65b9\u6cd5\u63d0\u4f9b\u4e86\u7406\u8bba\u548c\u5b9e\u8df5\u57fa\u7840\u3002\u4f5c\u8005\u901a\u8fc7\u6bd4\u8f83\u8fd9\u4e9b\u4f20\u7edf\u548c\u73b0\u4ee3\u65b9\u6cd5\uff0c\u5c55\u793a\u4e86NeuralFactors\u5728\u751f\u6210\u6a21\u578b\u3001\u6982\u7387\u89e3\u91ca\u548c\u6f5c\u5728\u56e0\u5b50\u53d1\u73b0\u65b9\u9762\u7684\u72ec\u7279\u4f18\u52bf\u548c\u6f5c\u5728\u7684\u5e94\u7528\u524d\u666f\u3002<\/p>\n\n\n\n<p><\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u7b2c5\u7ae0 \u7ed3\u679c (Results)<\/strong><\/h2>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>5.1 \u6d88\u878d\u7814\u7a76 (Ablation Studies)<\/strong><\/h3>\n\n\n\n<p>\u6d88\u878d\u7814\u7a76\u7684\u76ee\u7684\u662f\u786e\u5b9a\u6a21\u578b\u4e2d\u54ea\u4e9b\u7ec4\u4ef6\u662f\u81f3\u5173\u91cd\u8981\u7684\u3002\u4f5c\u8005\u6d4b\u8bd5\u4e86\u4e0d\u540c\u6570\u91cf\u7684\u56e0\u5b50\uff08\u4ece1\u5230128\uff09\uff0c\u53d1\u73b064\u4e2a\u56e0\u5b50\u63d0\u4f9b\u4e86\u6700\u4f73\u6027\u80fd\u3002\u6b64\u5916\uff0c\u4f5c\u8005\u8fd8\u7814\u7a76\u4e86\u4e0d\u540c\u7279\u5f81\u96c6\u7684\u5f71\u54cd\uff0c\u5305\u62ec\u80a1\u7968\u6536\u76ca\u3001\u516c\u53f8\u8d22\u52a1\u3001\u884c\u4e1a\u4fe1\u606f\u3001\u4ea4\u6613\u91cf\u548c\u671f\u6743\u7279\u5f81\u3002\u7ed3\u679c\u8868\u660e\uff0c\u5305\u542b\u6240\u6709\u8fd9\u4e9b\u7279\u5f81\u7684\u6a21\u578b\u8868\u73b0\u6700\u4f73\u3002\u8fd8\u63a2\u8ba8\u4e86\u4e0d\u540c\u7684\u6a21\u578b\u67b6\u6784\u548c\u635f\u5931\u51fd\u6570\uff0c\u4f8b\u5982\u4f7f\u7528\u6ce8\u610f\u529b\u673a\u5236\u4ee3\u66ffLSTM\uff0c\u4ee5\u53ca\u4f7f\u7528\u5b66\u751fT\u5206\u5e03\u4ee3\u66ff\u9ad8\u65af\u5206\u5e03\uff0c\u53d1\u73b0\u8fd9\u4e9b\u6539\u8fdb\u6709\u52a9\u4e8e\u63d0\u9ad8\u6a21\u578b\u6027\u80fd\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-3-1-1024x452.png\" alt=\"\" class=\"wp-image-1261\"\/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>5.2 \u4e0e\u5176\u4ed6\u65b9\u6cd5\u7684\u6bd4\u8f83 (Comparison with Baselines)<\/strong><\/h3>\n\n\n\n<p>\u4f5c\u8005\u5c06NeuralFactors\u4e0e\u5176\u4ed6\u51e0\u79cd\u65b9\u6cd5\u8fdb\u884c\u4e86\u6bd4\u8f83\uff0c\u5305\u62ecBDG\uff08Baseline Deep Generator\uff09\u548cPPCA\uff08Probabilistic PCA\uff09\u3002\u6bd4\u8f83\u7684\u6307\u6807\u5305\u62ec\u8d1f\u5bf9\u6570\u4f3c\u7136\uff08Negative Log-Likelihood, NLL\uff09\u3001\u534f\u65b9\u5dee\u9884\u6d4b\u3001\u98ce\u9669\u5206\u6790\uff08\u5982VaR\u5206\u6790\uff09\u548c\u6295\u8d44\u7ec4\u5408\u4f18\u5316\u3002<\/p>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>5.2.1 \u8d1f\u5bf9\u6570\u4f3c\u7136 (Negative Log-Likelihood)<\/strong><\/h4>\n\n\n\n<p>NeuralFactors\u5728\u8d1f\u5bf9\u6570\u4f3c\u7136\u65b9\u9762\u4f18\u4e8eBDG\u548cPPCA\u3002\u8d1f\u5bf9\u6570\u4f3c\u7136\u662f\u8861\u91cf\u6a21\u578b\u62df\u5408\u6570\u636e\u597d\u574f\u7684\u4e00\u4e2a\u91cd\u8981\u6307\u6807\uff0c\u8f83\u4f4e\u7684NLL\u503c\u8868\u793a\u6a21\u578b\u4e0e\u6570\u636e\u7684\u62df\u5408\u5ea6\u66f4\u9ad8\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-4.png\" alt=\"\" class=\"wp-image-1262\"\/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>5.2.2 \u534f\u65b9\u5dee\u9884\u6d4b (Covariance Forecasting)<\/strong><\/h4>\n\n\n\n<p>\u5728\u534f\u65b9\u5dee\u9884\u6d4b\u65b9\u9762\uff0cNeuralFactors\u540c\u6837\u5c55\u73b0\u51fa\u4f18\u52bf\u3002\u901a\u8fc7\u8ba1\u7b97\u9884\u6d4b\u534f\u65b9\u5dee\u77e9\u9635\u4e0e\u5b9e\u9645\u534f\u65b9\u5dee\u77e9\u9635\u4e4b\u95f4\u7684\u5747\u65b9\u8bef\u5dee\uff08MSE\uff09\u548cBox&#8217;s M\u6d4b\u8bd5\u7edf\u8ba1\u91cf\uff0c\u4f5c\u8005\u8bc1\u660e\u4e86NeuralFactors\u5728\u9884\u6d4b\u80a1\u7968\u6536\u76ca\u534f\u65b9\u5dee\u77e9\u9635\u65b9\u9762\u7684\u51c6\u786e\u6027\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-5-1024x899.png\" alt=\"\" class=\"wp-image-1263\"\/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>5.2.3 \u98ce\u9669\u5206\u6790 (Risk Analysis)<\/strong><\/h4>\n\n\n\n<p>\u98ce\u9669\u5206\u6790\u90e8\u5206\uff0c\u7279\u522b\u662fVaR\u5206\u6790\uff0c\u5c55\u793a\u4e86NeuralFactors\u5728\u98ce\u9669\u9884\u6d4b\u65b9\u9762\u7684\u80fd\u529b\u3002\u901a\u8fc7\u8ba1\u7b97\u6821\u51c6\u8bef\u5dee\uff0c\u4f5c\u8005\u8bc4\u4f30\u4e86\u6a21\u578b\u5728\u9884\u6d4b\u4e0d\u540c\u7f6e\u4fe1\u6c34\u5e73\u4e0b\u80a1\u7968\u6536\u76ca\u5206\u5e03\u5c3e\u90e8\u7684\u80fd\u529b\u3002\u5c3d\u7ba1NeuralFactors\u5728\u6821\u51c6\u8bef\u5dee\u65b9\u9762\u4e0d\u662f\u6700\u4f73\uff0c\u4f46\u5176\u6027\u80fd\u4ecd\u7136\u4e0e\u5176\u4ed6\u65b9\u6cd5\u5177\u6709\u7ade\u4e89\u529b\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-6-948x1024.png\" alt=\"\" class=\"wp-image-1264\"\/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>5.2.4 \u6295\u8d44\u7ec4\u5408\u4f18\u5316 (Portfolio Optimization)<\/strong><\/h4>\n\n\n\n<p>\u5728\u6295\u8d44\u7ec4\u5408\u4f18\u5316\u65b9\u9762\uff0cNeuralFactors\u5229\u7528\u5176\u534f\u65b9\u5dee\u9884\u6d4b\u80fd\u529b\u6765\u4f18\u5316\u6295\u8d44\u7ec4\u5408\uff0c\u5b9e\u73b0\u4e86\u4f18\u4e8e\u5e02\u573a\u7684\u8868\u73b0\u3002\u4f5c\u8005\u8003\u8651\u4e86\u4e0d\u540c\u7684\u6295\u8d44\u7b56\u7565\uff0c\u5305\u62ec\u4ec5\u591a\u5934\uff08Long-Only\uff09\u3001\u4ec5\u7a7a\u5934\uff08Short-Only\uff09\u548c\u591a\u7a7a\u7b56\u7565\uff08Long-Short\uff09\uff0c\u5e76\u8c03\u6574\u4e86\u6760\u6746\u7387\uff08Leverage\uff09\u6765\u63a7\u5236\u98ce\u9669\u6c34\u5e73\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-7-1-1024x436.png\" alt=\"\" class=\"wp-image-1265\"\/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-8-1024x854.png\" alt=\"\" class=\"wp-image-1266\"\/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>5.3 \u5b9a\u6027\u5206\u6790 (Qualitative Analysis)<\/strong><\/h3>\n\n\n\n<p>\u9664\u4e86\u5b9a\u91cf\u7ed3\u679c\uff0c\u4f5c\u8005\u8fd8\u8fdb\u884c\u4e86\u5b9a\u6027\u5206\u6790\uff0c\u901a\u8fc7t-SNE\u6280\u672f\u5c06\u56e0\u5b50\u66b4\u9732\u5d4c\u5165\u5230\u4e8c\u7ef4\u7a7a\u95f4\uff0c\u5e76\u89c2\u5bdf\u5230\u80a1\u7968\u6839\u636e\u884c\u4e1a\u81ea\u7136\u805a\u96c6\u7684\u73b0\u8c61\u3002\u8fd9\u79cd\u5206\u6790\u6709\u52a9\u4e8e\u7406\u89e3\u6a21\u578b\u5b66\u4e60\u7684\u56e0\u5b50\u5982\u4f55\u4e0e\u5b9e\u9645\u5e02\u573a\u7ed3\u6784\u76f8\u8054\u7cfb\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-9.png\" alt=\"\" class=\"wp-image-1267\"\/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u7b2c6\u7ae0 \u7ed3\u8bba (Conclusion)<\/strong><\/h3>\n\n\n\n<p>\u672c\u6587\u603b\u7ed3\u4e86NeuralFactors\u6a21\u578b\u7684\u4e3b\u8981\u8d21\u732e\u548c\u4f18\u52bf\uff0c\u5f3a\u8c03\u4e86\u5176\u5728\u80a1\u7968\u6536\u76ca\u5efa\u6a21\u3001\u98ce\u9669\u5206\u6790\u548c\u6295\u8d44\u7ec4\u5408\u4f18\u5316\u65b9\u9762\u76f8\u8f83\u4e8e\u73b0\u6709\u65b9\u6cd5\u7684\u6539\u8fdb\u548c\u6027\u80fd\u63d0\u5347\uff0c\u5e76\u63d0\u51fa\u4e86\u672a\u6765\u5de5\u4f5c\u7684\u65b9\u5411\uff0c\u5305\u62ec\u5c06NeuralFactors\u4e0e\u5176\u4ed6\u7c7b\u578b\u7684\u6570\u636e\u7ed3\u5408\u3001\u63a2\u7d22\u4e0d\u540c\u5e8f\u5217\u6a21\u578b\u4ee5\u53ca\u5229\u7528\u89e3\u91ca\u6027\u6280\u672f\u6765\u589e\u5f3a\u6a21\u578b\u7684\u53ef\u7406\u89e3\u6027\uff0c\u540c\u65f6\u6307\u51fa\u4e86NeuralFactors\u4f5c\u4e3a\u4e00\u79cd\u901a\u7528\u7684\u56e0\u5b50\u5206\u6790\u65b9\u6cd5\uff0c\u5728\u91d1\u878d\u9886\u57df\u4ee5\u53ca\u5176\u4ed6\u9700\u8981\u56e0\u5b50\u5206\u6790\u7684\u9886\u57df\u4e2d\u7684\u6f5c\u5728\u5e94\u7528\u4ef7\u503c\u3002<\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p><\/p>\n\n\n\n<p><\/p>\n\n\n\n<p class=\"has-text-align-center\"><strong><mark style=\"background-color:#ffffff\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u672c\u6587\u5185\u5bb9\u4ec5\u4ec5\u662f\u6280\u672f\u63a2\u8ba8\u548c\u5b66\u4e60\uff0c\u5e76\u4e0d\u6784\u6210\u4efb\u4f55\u6295\u8d44\u5efa\u8bae\u3002<br>\u8f6c\u53d1\u8bf7\u6ce8\u660e\u539f\u4f5c\u8005\u548c\u51fa<\/mark><\/strong><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u4f5c\u8005\uff1a\u8001\u4f59\u635e\u9c7c \u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002&#8230;<\/p>\n<div class=\"more-link-wrapper\"><a class=\"more-link\" href=\"https:\/\/laoyulaoyu.com\/index.php\/2024\/08\/09\/neuralfactors%ef%bc%9abloomberg-%e6%96%b0%e5%9e%8b%e8%82%a1%e7%a5%a8%e6%b7%b1%e5%ba%a6%e5%ad%a6%e4%b9%a0%e7%94%9f%e6%88%90%e6%a8%a1%e5%9e%8b\/\">Continue reading<span class=\"screen-reader-text\">NeuralFactors\uff1aBloomberg \u65b0\u578b\u80a1\u7968\u6df1\u5ea6\u5b66\u4e60\u751f\u6210\u6a21\u578b<\/span><\/a><\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[2],"tags":[4,5],"class_list":{"0":"post-1298","1":"post","2":"type-post","3":"status-publish","4":"format-standard","5":"hentry","6":"category-aiinvest","7":"tag-ai","9":"entry"},"_links":{"self":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/1298","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/comments?post=1298"}],"version-history":[{"count":1,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/1298\/revisions"}],"predecessor-version":[{"id":1299,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/1298\/revisions\/1299"}],"wp:attachment":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/media?parent=1298"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/categories?post=1298"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/tags?post=1298"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}