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AutoencoderTrain Method

Train autoencoder.

Namespace:  FinMath.MachineLearning.NeuralNetworks
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
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public double Train(
	Matrix observations,
	int numHidden
)

Parameters

observations
Type: FinMath.LinearAlgebraMatrix
Observation matrix (N*M size). Columns corresponds to factors, rows to observation.
numHidden
Type: SystemInt32
The number of neurons in the hidden layer.

Return Value

Type: Double
Coefficient of determination.
See Also