A Nash Equilibrium Approach based on Differential Evolution to Probit Classification

R. Lung
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Abstract

The possibility of enhancing the performance of the Probit classification model by adding a game theoretic flavour to the model parameters is explored in this paper. A game in which each attribute of the data set represents a player choosing its parameter is devised. The Nash equilibrium of this game is approximated by using a Differential Evolution algorithm. Numerical examples illustrate the potential of this approach.
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基于差分进化的概率分类纳什均衡方法
本文探讨了通过在模型参数中加入博弈论元素来提高Probit分类模型性能的可能性。设计了一种游戏,其中数据集的每个属性代表玩家选择其参数。该博弈的纳什均衡是用一种差分进化算法逼近的。数值例子说明了这种方法的潜力。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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