Robust nonlinear model identification methods using forward regression

In this correspondence new robust nonlinear model construction algorithms for a large class of linear-in-the-parameters models are introduced to enhance model robustness via combined parameter regularization and new robust structural selective criteria. In parallel to parameter regularization, we use two classes of robust model selection criteria based on either experimental design criteria that optimizes model adequacy, or the predicted residual sums of squares (PRESS) statistic that optimizes model generalization capability, respectively. Three robust identification algorithms are introduced, i.e., combined A- and D-optimality with regularized orthogonal least squares algorithm, respectively; and combined PRESS statistic with regularized orthogonal least squares algorithm. A common characteristic of these algorithms is that the inherent computation efficiency associated with the orthogonalization scheme in orthogonal least squares or regularized orthogonal least squares has been extended such that the new algorithms are computationally efficient. Numerical examples are included to demonstrate effectiveness of the algorithms.

Backward elimination model construction for regression and classification using leave-one-out criteria

A fundamental principle in practical nonlinear data modeling is the parsimonious principle of constructing the minimal model that explains the training data well. Leave-one-out (LOO) cross validation is often used to estimate generalization errors by choosing amongst different network architectures (M. Stone, "Cross validatory choice and assessment of statistical predictions", J. R. Stast. Soc., Ser. B, 36, pp. 117-147, 1974). Based upon the minimization of LOO criteria of either the mean squares of LOO errors or the LOO misclassification rate respectively, we present two backward elimination algorithms as model post-processing procedures for regression and classification problems. The proposed backward elimination procedures exploit an orthogonalization procedure to enable the orthogonality between the subspace as spanned by the pruned model and the deleted regressor. Subsequently, it is shown that the LOO criteria used in both algorithms can be calculated via some analytic recursive formula, as derived in this contribution, without actually splitting the estimation data set so as to reduce computational expense. Compared to most other model construction methods, the proposed algorithms are advantageous in several aspects; (i) There are no tuning parameters to be optimized through an extra validation data set; (ii) The procedure is fully automatic without an additional stopping criteria; and (iii) The model structure selection is directly based on model generalization performance. The illustrative examples on regression and classification are used to demonstrate that the proposed algorithms are viable post-processing methods to prune a model to gain extra sparsity and improved generalization.

A robust nonlinear identification algorithm using PRESS statistic and forward regression

This letter introduces a new robust nonlinear identification algorithm using the Predicted REsidual Sums of Squares (PRESS) statistic and for-ward regression. The major contribution is to compute the PRESS statistic within a framework of a forward orthogonalization process and hence construct a model with a good generalization property. Based on the properties of the PRESS statistic the proposed algorithm can achieve a fully automated procedure without resort to any other validation data set for iterative model evaluation.

Automatic nonlinear predictive model-construction algorithm using forward regression and the PRESS statistic

An automatic nonlinear predictive model-construction algorithm is introduced based on forward regression and the predicted-residual-sums-of-squares (PRESS) statistic. The proposed algorithm is based on the fundamental concept of evaluating a model's generalisation capability through crossvalidation. This is achieved by using the PRESS statistic as a cost function to optimise model structure. In particular, the proposed algorithm is developed with the aim of achieving computational efficiency, such that the computational effort, which would usually be extensive in the computation of the PRESS statistic, is reduced or minimised. The computation of PRESS is simplified by avoiding a matrix inversion through the use of the orthogonalisation procedure inherent in forward regression, and is further reduced significantly by the introduction of a forward-recursive formula. Based on the properties of the PRESS statistic, the proposed algorithm can achieve a fully automated procedure without resort to any other validation data set for iterative model evaluation. Numerical examples are used to demonstrate the efficacy of the algorithm.

Nonlinear channel equalizer design using directional evolutionary multi-objective optimization

In this paper, a new equalizer learning scheme is introduced based on the algorithm of the directional evolutionary multi-objective optimization (EMOO). Whilst nonlinear channel equalizers such as the radial basis function (RBF) equalizers have been widely studied to combat the linear and nonlinear distortions in the modern communication systems, most of them do not take into account the equalizers' generalization capabilities. In this paper, equalizers are designed aiming at improving their generalization capabilities. It is proposed that this objective can be achieved by treating the equalizer design problem as a multi-objective optimization (MOO) problem, with each objective based on one of several training sets, followed by deriving equalizers with good capabilities of recovering the signals for all the training sets. Conventional EMOO which is widely applied in the MOO problems suffers from disadvantages such as slow convergence speed. Directional EMOO improves the computational efficiency of the conventional EMOO by explicitly making use of the directional information. The new equalizer learning scheme based on the directional EMOO is applied to the RBF equalizer design. Computer simulation demonstrates that the new scheme can be used to derive RBF equalizers with good generalization capabilities, i.e., good performance on predicting the unseen samples.

Epigenomic plasticity within populations: its evolutionary significance and potential

Epigenetics has progressed rapidly from an obscure quirk of heredity into a data-heavy ‘omic’ science. Our understanding of the molecular mechanisms of epigenomic regulation, and the extent of its importance in nature, are far from complete, but in spite of such drawbacks, population-level studies are extremely valuable: epigenomic regulation is involved in several processes central to evolutionary biology including phenotypic plasticity, evolvability and the mediation of intragenomic conflicts. The first studies of epigenomic variation within populations suggest high levels of phenotypically relevant variation, with the patterns of epigenetic regulation varying between individuals and genome regions as well as with environment. Epigenetic mechanisms appear to function primarily as genome defences, but result in the maintenance of plasticity together with a degree of buffering of developmental programmes; periodic breakdown of epigenetic buffering could potentially cause variation in rates of phenotypic evolution.

The evolutionary ecology of resistance to parasitoids by Drosophila

Parasitoids are the most important natural enemies of many insect species. Larvae of many Drosophila species can defend themselves against attack by parasitoids through a cellular immune response called encapsulation. The paper reviews recent studies of the evolutionary biology and ecological genetics of resistance in Drosophila, concentrating on D. melanogaster. The physiological basis of encapsulation, and the genes known to interfere with resistance are briefly summarized. Evidence for within- and between-population genetic variation in resistance from isofemale line, artificial selection and classical genetic studies are reviewed. There is now firm evidence that resistance is costly to Drosophila, and the nature of this cost is discussed, and the possibility that it may involve a reduction in metabolic rate considered. Comparative data on encapsulation and metabolic rates across seven Drosophila species provides support for this hypothesis. Finally, the possible population and community ecological consequences of evolution in the levels of host resistance are examined.

Probability density estimation with tunable kernels using orthogonal forward regression

A generalized or tunable-kernel model is proposed for probability density function estimation based on an orthogonal forward regression procedure. Each stage of the density estimation process determines a tunable kernel, namely, its center vector and diagonal covariance matrix, by minimizing a leave-one-out test criterion. The kernel mixing weights of the constructed sparse density estimate are finally updated using the multiplicative nonnegative quadratic programming algorithm to ensure the nonnegative and unity constraints, and this weight-updating process additionally has the desired ability to further reduce the model size. The proposed tunable-kernel model has advantages, in terms of model generalization capability and model sparsity, over the standard fixed-kernel model that restricts kernel centers to the training data points and employs a single common kernel variance for every kernel. On the other hand, it does not optimize all the model parameters together and thus avoids the problems of high-dimensional ill-conditioned nonlinear optimization associated with the conventional finite mixture model. Several examples are included to demonstrate the ability of the proposed novel tunable-kernel model to effectively construct a very compact density estimate accurately.

Regression based D-optimality experimental design for sparse kernel density estimation

This paper derives an efficient algorithm for constructing sparse kernel density (SKD) estimates. The algorithm first selects a very small subset of significant kernels using an orthogonal forward regression (OFR) procedure based on the D-optimality experimental design criterion. The weights of the resulting sparse kernel model are then calculated using a modified multiplicative nonnegative quadratic programming algorithm. Unlike most of the SKD estimators, the proposed D-optimality regression approach is an unsupervised construction algorithm and it does not require an empirical desired response for the kernel selection task. The strength of the D-optimality OFR is owing to the fact that the algorithm automatically selects a small subset of the most significant kernels related to the largest eigenvalues of the kernel design matrix, which counts for the most energy of the kernel training data, and this also guarantees the most accurate kernel weight estimate. The proposed method is also computationally attractive, in comparison with many existing SKD construction algorithms. Extensive numerical investigation demonstrates the ability of this regression-based approach to efficiently construct a very sparse kernel density estimate with excellent test accuracy, and our results show that the proposed method compares favourably with other existing sparse methods, in terms of test accuracy, model sparsity and complexity, for constructing kernel density estimates.

Radial basis function classifier construction using particle swarm optimisation aided orthogonal forward regression

We develop a particle swarm optimisation (PSO) aided orthogonal forward regression (OFR) approach for constructing radial basis function (RBF) classifiers with tunable nodes. At each stage of the OFR construction process, the centre vector and diagonal covariance matrix of one RBF node is determined efficiently by minimising the leave-one-out (LOO) misclassification rate (MR) using a PSO algorithm. Compared with the state-of-the-art regularisation assisted orthogonal least square algorithm based on the LOO MR for selecting fixednode RBF classifiers, the proposed PSO aided OFR algorithm for constructing tunable-node RBF classifiers offers significant advantages in terms of better generalisation performance and smaller model size as well as imposes lower computational complexity in classifier construction process. Moreover, the proposed algorithm does not have any hyperparameter that requires costly tuning based on cross validation.

Power properties if invariant tests for spatial autocorrelation in linear regression

This paper derives some exact power properties of tests for spatial autocorrelation in the context of a linear regression model. In particular, we characterize the circumstances in which the power vanishes as the autocorrelation increases, thus extending the work of Krämer (2005). More generally, the analysis in the paper sheds new light on how the power of tests for spatial autocorrelation is affected by the matrix of regressors and by the spatial structure. We mainly focus on the problem of residual spatial autocorrelation, in which case it is appropriate to restrict attention to the class of invariant tests, but we also consider the case when the autocorrelation is due to the presence of a spatially lagged dependent variable among the regressors. A numerical study aimed at assessing the practical relevance of the theoretical results is included

Infant Attachment Security and the Timing of Puberty: Testing an Evolutionary Hypothesis

Life-history theories of the early programming of human reproductive strategy stipulate that early rearing experience, including that reflected in infant-parent attachment security, regulates psychological, behavioral, and reproductive development. We tested the hypothesis that infant attachment insecurity, compared with infant attachment security, at the age of 15 months predicts earlier pubertal maturation. Focusing on 373 White females enrolled in the National Institute of Child Health and Human Development Study of Early Child Care and Youth Development, we gathered data from annual physical exams from the ages of 9½ years to 15½ years and from self-reported age of menarche. Results revealed that individuals who had been insecure infants initiated and completed pubertal development earlier and had an earlier age of menarche compared with individuals who had been secure infants, even after accounting for age of menarche in the infants’ mothers. These results support a conditional-adaptational view of individual differences in attachment security and raise questions about the biological mechanisms responsible for the attachment effects we discerned.

Neural networks for identification of nonlinear systems under random piecewise polynomial disturbances

The problem of identification of a nonlinear dynamic system is considered. A two-layer neural network is used for the solution of the problem. Systems disturbed with unmeasurable noise are considered, although it is known that the disturbance is a random piecewise polynomial process. Absorption polynomials and nonquadratic loss functions are used to reduce the effect of this disturbance on the estimates of the optimal memory of the neural-network model.

Identification of linear systems in the presence of piecewise polynomial disturbances

The paper proposes a method of performing system identification of a linear system in the presence of bounded disturbances. The disturbances may be piecewise parabolic or periodic functions. The method is demonstrated effectively on two example systems with a range of disturbances.