Re: Playing with clojure-encog, Machine-Learning wrapper

2012-11-04 Thread Timothy Washington
That's just the thing - I'm not using the encog 3rd party library. I wrote " *github.com/twashing/nn*" completely from scratch. I did have the idea that maybe bid, ask and volume were not enough data with which to make reliable predictions. So I'll also try adding 3, 5, and 7 tick running averages

Re: Playing with clojure-encog, Machine-Learning wrapper

2012-11-04 Thread Dominic Cerisano
Well darn it. Had a detailed response ready to go and found that GG does not save drafts. POS. Movin on. The upshot was I tried predicting tick data (see attachment) with a model pretty much identical to the one given here with little real success. It would only resolve if I removed all of the

Re: Playing with clojure-encog, Machine-Learning wrapper

2012-10-01 Thread Timothy Washington
Hey, thanks for these. I'll take the evening to read through them. It's the gradient descent calculation that I find to be convoluted. I understand the concept. But I haven't seen a clear example of how that's done. That's what I was trying to nail down with that output neuron example. And reading

Re: Playing with clojure-encog, Machine-Learning wrapper

2012-10-01 Thread Jim - FooBar();
Hmmm...I am not sure I follow... the error is simply (- target actual). Then you take the square of that difference (2 reasons for that) and there you have the error per neuron at the output layer. Then you simply add them up to get the entire network's error. so far so good... the tricky bit

Re: Playing with clojure-encog, Machine-Learning wrapper

2012-10-01 Thread Timothy Washington
Hey, thanks for responding. See responses inlined. On Mon, Oct 1, 2012 at 4:24 AM, Jim - FooBar(); wrote: > I've always found this page very good : > > http://www.doc.ic.ac.uk/~nd/surprise_96/journal/vol4/cs11/report.html > > generally, the weight of a connection is adjusted by an amount > prop

Re: Playing with clojure-encog, Machine-Learning wrapper

2012-09-30 Thread Timothy Washington
Hey All, Just following up this post, as I'm trying to figure out how to calculate an error's partial derivative in ANN. I'm constructing a feed-forward artificial neural network , using resilient propagation training. At the moment, I'm trying to implement an indiv

Re: Playing with clojure-encog, Machine-Learning wrapper

2012-08-06 Thread Timothy Washington
Hey Jim, Yes, that was actually the first place I was going to post the question. But what I noticed, was that the "Financial Neural Network" section, was geared more towards users of financial software, rather than sof

Re: Playing with clojure-encog, Machine-Learning wrapper

2012-08-06 Thread Jim - FooBar();
I'm surprised you didn't post your question on the "Financial Neural Networks" section of the forum but on the "Using encog in Java" instead! You did see it right? Just trying to help here... :-) . I'm genuinely interested in your problem and I'd love to see the solution unfold! In fact if you

Re: Playing with clojure-encog, Machine-Learning wrapper

2012-08-05 Thread Timothy Washington
Hey Jim, Yes, it absolutely crossed my mind to post this on the encog-java forum. So I did just that (see here ). Thanks very much for your quick responses so far. Tim Washington Interruptsoftware.ca 416.843.9060 On Sun, Aug 5, 2012 at 3:04 PM, Jim - F

Re: Playing with clojure-encog, Machine-Learning wrapper

2012-08-05 Thread Jim - FooBar();
Hi Tim, first of all thanks for opening a new thread for this... 2 things : The 1st paragraph is really a perfect question for the encog-java forum...I'm not sure anyone here can help with this (not even me - financial prediction with temporal data is one of those encog corners I've not had

Playing with clojure-encog, Machine-Learning wrapper

2012-08-05 Thread Timothy Washington
Hey all, This post is a fork of a thread in the post "community interest in machine learning". Some of us were starting to take a deep dive into clojure-encog and I thought it would be