The application relates to the technical field of high-dimensional data, in particular to a high-dimensional data
fitting algorithm and
system based on an improved
gradient descent, the
algorithm is deeply coupled with a long short-
term memory (LSTM) network, a gated differential adaptive
momentum variable
gradient descent (AM-VGD) is designed for high-dimensional
time series data, high-precision fitting of high-dimensional data is realized, the gated differential adaptive
momentum variable
gradient descent (AM-VGD) is proposed, different
momentum factors and gradient decoupling items are designed according to the gradient characteristics of the LSTM forget gate, input gate and output gate, the gradient propagation efficiency is improved by 40% under high dimension, the model convergence iteration number is reduced to <=500 times, the convergence speed is improved by more than 2 times, a stacked auto-
encoder (SAE) is fused to decouple and extract high-dimensional features, a high-dimensional decoupling regular term of the gradient descent is combined, the collinearity interference between features is eliminated, the fitting determination coefficient R2 of high-dimensional
time series data is greater than or equal to 0.98, the
mean square error (MSE) is reduced by more than 60%, and there is no
overfitting / underfitting phenomenon.