کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
697990 | 890389 | 2008 | 9 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Piecewise linear solution paths with application to direct weight optimization
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
سایر رشته های مهندسی
کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
Recently, pathfollowing algorithms for parametric optimization problems with piecewise linear solution paths have been developed within the field of regularized regression. This paper presents a generalization of these algorithms to a wider class of problems. It is shown that the approach can be applied to the nonparametric system identification method, Direct Weight Optimization (DWO), and be used to enhance the computational efficiency of this method. The most important design parameter in the DWO method is a parameter (λ) controlling the bias-variance trade-off, and the use of parametric optimization with piecewise linear solution paths means that the DWO estimates can be efficiently computed for all values of λ simultaneously. This allows for designing computationally attractive adaptive bandwidth selection algorithms. One such algorithm for DWO is proposed and demonstrated in two examples.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Automatica - Volume 44, Issue 11, November 2008, Pages 2745-2753
Journal: Automatica - Volume 44, Issue 11, November 2008, Pages 2745-2753
نویسندگان
Jacob Roll,