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Just spitballing here, about an application of the Laplace transform. We have a product that allows the users to use machine learning in a semi-automatized way,
by GolDDranks 6y ago
Just spitballing here, about an application of the Laplace transform. We have a product that allows the users to use machine learning in a semi-automatized way, without deeply understanding hyperparameter optimization, model testing, selection and evaluation and such.
There was some talk about supporting the prediction of time-series data. I have absolutely no knowledge of how time-series data should be pre-processed and what kind of algorithms are common or applicable in general. (I'm not in charge of the R&D of the data-science-y features) However, it seems like Laplace transform as a pre-processing step ticks a lot of the checkboxes. As a superset of Fourier, it supports periodic changes in time series, and being about exponentials, it also allows for growth (or decreasing) over time, allowing to transform a time series to data that is more applicable to classical ML algorithms.
Is Laplace transform actually used for such usecases?
- cogman10 6y agoIDK, but Fourier, and specifically the more specialized, the DCT certainly is. Part of the reason for this is because the algorithms to go from discrete data points into a wave form are fairly well known and fast. DCT is the foundation for most Lossy encoding formats. Using it for time series data makes a lot of sense, especially if you are optimizing for storage space.