Fully complex-valued radial basis function networks: orthogonal least squares regression and classification

We consider a fully complex-valued radial basis function (RBF) network for regression and classification applications. For regression problems, the locally regularised orthogonal least squares (LROLS) algorithm aided with the D-optimality experimental design, originally derived for constructing parsimonious real-valued RBF models, is extended to the fully complex-valued RBF (CVRBF) network. Like its real-valued counterpart, the proposed algorithm aims to achieve maximised model robustness and sparsity by combining two effective and complementary approaches. The LROLS algorithm alone is capable of producing a very parsimonious model with excellent generalisation performance while the D-optimality design criterion further enhances the model efficiency and robustness. By specifying an appropriate weighting for the D-optimality cost in the combined model selecting criterion, the entire model construction procedure becomes automatic. An example of identifying a complex-valued nonlinear channel is used to illustrate the regression application of the proposed fully CVRBF network. The proposed fully CVRBF network is also applied to four-class classification problems that are typically encountered in communication systems. A complex-valued orthogonal forward selection algorithm based on the multi-class Fisher ratio of class separability measure is derived for constructing sparse CVRBF classifiers that generalise well. The effectiveness of the proposed algorithm is demonstrated using the example of nonlinear beamforming for multiple-antenna aided communication systems that employ complex-valued quadrature phase shift keying modulation scheme. (C) 2007 Elsevier B.V. All rights reserved.

Sparse modeling using orthogonal forward regression with PRESS statistic and regularization

The paper introduces an efficient construction algorithm for obtaining sparse linear-in-the-weights regression models based on an approach of directly optimizing model generalization capability. This is achieved by utilizing the delete-1 cross validation concept and the associated leave-one-out test error also known as the predicted residual sums of squares (PRESS) statistic, without resorting to any other validation data set for model evaluation in the model construction process. Computational efficiency is ensured using an orthogonal forward regression, but the algorithm incrementally minimizes the PRESS statistic instead of the usual sum of the squared training errors. A local regularization method can naturally be incorporated into the model selection procedure to further enforce model sparsity. The proposed algorithm is fully automatic, and the user is not required to specify any criterion to terminate the model construction procedure. Comparisons with some of the existing state-of-art modeling methods are given, and several examples are included to demonstrate the ability of the proposed algorithm to effectively construct sparse models that generalize well.

Kernel classifier construction using orthogonal forward selection and boosting with Fisher ratio class separability measure

A greedy technique is proposed to construct parsimonious kernel classifiers using the orthogonal forward selection method and boosting based on Fisher ratio for class separability measure. Unlike most kernel classification methods, which restrict kernel means to the training input data and use a fixed common variance for all the kernel terms, the proposed technique can tune both the mean vector and diagonal covariance matrix of individual kernel by incrementally maximizing Fisher ratio for class separability measure. An efficient weighted optimization method is developed based on boosting to append kernels one by one in an orthogonal forward selection procedure. Experimental results obtained using this construction technique demonstrate that it offers a viable alternative to the existing state-of-the-art kernel modeling methods for constructing sparse Gaussian radial basis function network classifiers. that generalize well.

Sparse model identification using orthogonal forward regression with basis pursuit and D-optimality

An efficient model identification algorithm for a large class of linear-in-the-parameters models is introduced that simultaneously optimises the model approximation ability, sparsity and robustness. The derived model parameters in each forward regression step are initially estimated via the orthogonal least squares (OLS), followed by being tuned with a new gradient-descent learning algorithm based on the basis pursuit that minimises the l(1) norm of the parameter estimate vector. The model subset selection cost function includes a D-optimality design criterion that maximises the determinant of the design matrix of the subset to ensure model robustness and to enable the model selection procedure to automatically terminate at a sparse model. The proposed approach is based on the forward OLS algorithm using the modified Gram-Schmidt procedure. Both the parameter tuning procedure, based on basis pursuit, and the model selection criterion, based on the D-optimality that is effective in ensuring model robustness, are integrated with the forward regression. As a consequence the inherent computational efficiency associated with the conventional forward OLS approach is maintained in the proposed algorithm. Examples demonstrate the effectiveness of the new approach.

M-estimator, and D-optimality model construction using orthogonal forward regression

This correspondence introduces a new orthogonal forward regression (OFR) model identification algorithm using D-optimality for model structure selection and is based on an M-estimators of parameter estimates. M-estimator is a classical robust parameter estimation technique to tackle bad data conditions such as outliers. Computationally, The M-estimator can be derived using an iterative reweighted least squares (IRLS) algorithm. D-optimality is a model structure robustness criterion in experimental design to tackle ill-conditioning in model Structure. The orthogonal forward regression (OFR), often based on the modified Gram-Schmidt procedure, is an efficient method incorporating structure selection and parameter estimation simultaneously. The basic idea of the proposed approach is to incorporate an IRLS inner loop into the modified Gram-Schmidt procedure. In this manner, the OFR algorithm for parsimonious model structure determination is extended to bad data conditions with improved performance via the derivation of parameter M-estimators with inherent robustness to outliers. Numerical examples are included to demonstrate the effectiveness of the proposed algorithm.

Fast kernel classifier construction using orthogonal forward selection to minimise leave-one-out misclassification rate

We propose a simple yet computationally efficient construction algorithm for two-class kernel classifiers. In order to optimise classifier's generalisation capability, an orthogonal forward selection procedure is used to select kernels one by one by minimising the leave-one-out (LOO) misclassification rate directly. It is shown that the computation of the LOO misclassification rate is very efficient owing to orthogonalisation. Examples are used to demonstrate that the proposed algorithm is a viable alternative to construct sparse two-class kernel classifiers in terms of performance and computational efficiency.

A kernel-based two-class classifier for imbalanced data sets

Many kernel classifier construction algorithms adopt classification accuracy as performance metrics in model evaluation. Moreover, equal weighting is often applied to each data sample in parameter estimation. These modeling practices often become problematic if the data sets are imbalanced. We present a kernel classifier construction algorithm using orthogonal forward selection (OFS) in order to optimize the model generalization for imbalanced two-class data sets. This kernel classifier identification algorithm is based on a new regularized orthogonal weighted least squares (ROWLS) estimator and the model selection criterion of maximal leave-one-out area under curve (LOO-AUC) of the receiver operating characteristics (ROCs). It is shown that, owing to the orthogonalization procedure, the LOO-AUC can be calculated via an analytic formula based on the new regularized orthogonal weighted least squares parameter estimator, without actually splitting the estimation data set. The proposed algorithm can achieve minimal computational expense via a set of forward recursive updating formula in searching model terms with maximal incremental LOO-AUC value. Numerical examples are used to demonstrate the efficacy of the algorithm.

A-optimality orthogonal forward regression algorithm using branch and bound

In this brief, we propose an orthogonal forward regression (OFR) algorithm based on the principles of the branch and bound (BB) and A-optimality experimental design. At each forward regression step, each candidate from a pool of candidate regressors, referred to as S, is evaluated in turn with three possible decisions: 1) one of these is selected and included into the model; 2) some of these remain in S for evaluation in the next forward regression step; and 3) the rest are permanently eliminated from S. Based on the BB principle in combination with an A-optimality composite cost function for model structure determination, a simple adaptive diagnostics test is proposed to determine the decision boundary between 2) and 3). As such the proposed algorithm can significantly reduce the computational cost in the A-optimality OFR algorithm. Numerical examples are used to demonstrate the effectiveness of the proposed algorithm.

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.

Model selection approaches for non-linear system identification: a review

The identification of non-linear systems using only observed finite datasets has become a mature research area over the last two decades. A class of linear-in-the-parameter models with universal approximation capabilities have been intensively studied and widely used due to the availability of many linear-learning algorithms and their inherent convergence conditions. This article presents a systematic overview of basic research on model selection approaches for linear-in-the-parameter models. One of the fundamental problems in non-linear system identification is to find the minimal model with the best model generalisation performance from observational data only. The important concepts in achieving good model generalisation used in various non-linear system-identification algorithms are first reviewed, including Bayesian parameter regularisation and models selective criteria based on the cross validation and experimental design. A significant advance in machine learning has been the development of the support vector machine as a means for identifying kernel models based on the structural risk minimisation principle. The developments on the convex optimisation-based model construction algorithms including the support vector regression algorithms are outlined. Input selection algorithms and on-line system identification algorithms are also included in this review. Finally, some industrial applications of non-linear models are discussed.

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.