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Related Experiment Videos

Automatic kernel regression modelling using combined leave-one-out test score and regularised orthogonal least

X Hong1, S Chen, P M Sharkey

  • 1Department of Cybernetics, University of Reading, Reading, RG6 6AY, UK. x.hong@cyber.reading.ac.uk

International Journal of Neural Systems
|March 23, 2004
PubMed
Summary

This study presents an automated algorithm for robust nonlinear identification using the Predicted REsidual Sums of Squares (PRESS) statistic and regularized orthogonal least squares. It enhances model robustness and generalization for accurate system identification.

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Area of Science:

  • Engineering
  • Computer Science

Background:

  • Nonlinear system identification is crucial for understanding complex dynamics.
  • Existing methods often require manual tuning or separate validation datasets.

Purpose of the Study:

  • To develop an automated and robust nonlinear identification algorithm.
  • To enhance model generalization and minimize reliance on external validation data.

Main Methods:

  • Utilizing the Predicted REsidual Sums of Squares (PRESS) statistic.
  • Implementing regularized orthogonal least squares with ridge regression.
  • Developing a recursive computation formula for PRESS errors.

Main Results:

  • Successfully derived PRESS error for regularized orthogonal weight models.

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  • Established an efficient recursive computation for PRESS errors.
  • Constructed models with improved generalization properties.
  • Conclusions:

    • The proposed algorithm enables fully automated model construction.
    • Achieves maximized model robustness through parameter regularization and structure selection.
    • Eliminates the need for separate validation datasets for model evaluation.