An elastic net orthogonal forward regression algorithm

In this paper we propose an efficient two-level model identification method for a large class of linear-in-the-parameters models from the observational data. A new elastic net orthogonal forward regression (ENOFR) algorithm is employed at the lower level to carry out simultaneous model selection and elastic net parameter estimation. The two regularization parameters in the elastic net are optimized using a particle swarm optimization (PSO) algorithm at the upper level by minimizing the leave one out (LOO) mean square error (LOOMSE). Illustrative examples are included to demonstrate the effectiveness of the new approaches.

A modified PNN algorithm with optimal PD modeling using the orthogonal least squares method

In this paper a modified algorithm is suggested for developing polynomial neural network (PNN) models. Optimal partial description (PD) modeling is introduced at each layer of the PNN expansion, a task accomplished using the orthogonal least squares (OLS) method. Based on the initial PD models determined by the polynomial order and the number of PD inputs, OLS selects the most significant regressor terms reducing the output error variance. The method produces PNN models exhibiting a high level of accuracy and superior generalization capabilities. Additionally, parsimonious models are obtained comprising a considerably smaller number of parameters compared to the ones generated by means of the conventional PNN algorithm. Three benchmark examples are elaborated, including modeling of the gas furnace process as well as the iris and wine classification problems. Extensive simulation results and comparison with other methods in the literature, demonstrate the effectiveness of the suggested modeling approach.

Non-orthogonal version of the arbitrary polygonal C-grid and a new diamond grid

Quasi-uniform grids of the sphere have become popular recently since they avoid parallel scaling bottle- necks associated with the poles of latitude–longitude grids. However quasi-uniform grids of the sphere are often non- orthogonal. A version of the C-grid for arbitrary non- orthogonal grids is presented which gives some of the mimetic properties of the orthogonal C-grid. Exact energy conservation is sacrificed for improved accuracy and the re- sulting scheme numerically conserves energy and potential enstrophy well. The non-orthogonal nature means that the scheme can be used on a cubed sphere. The advantage of the cubed sphere is that it does not admit the computa- tional modes of the hexagonal or triangular C-grids. On var- ious shallow-water test cases, the non-orthogonal scheme on a cubed sphere has accuracy less than or equal to the orthog- onal scheme on an orthogonal hexagonal icosahedron. A new diamond grid is presented consisting of quasi- uniform quadrilaterals which is more nearly orthogonal than the equal-angle cubed sphere but with otherwise similar properties. It performs better than the cubed sphere in ev- ery way and should be used instead in codes which allow a flexible grid structure.

Approximation by harmonic polynomials in star-shaped domains and exponential convergence of Trefftz hp-dGFEM

We study the approximation of harmonic functions by means of harmonic polynomials in two-dimensional, bounded, star-shaped domains. Assuming that the functions possess analytic extensions to a delta-neighbourhood of the domain, we prove exponential convergence of the approximation error with respect to the degree of the approximating harmonic polynomial. All the constants appearing in the bounds are explicit and depend only on the shape-regularity of the domain and on delta. We apply the obtained estimates to show exponential convergence with rate O(exp(−b square root N)), N being the number of degrees of freedom and b>0, of a hp-dGFEM discretisation of the Laplace equation based on piecewise harmonic polynomials. This result is an improvement over the classical rate O(exp(−b cubic root N )), and is due to the use of harmonic polynomial spaces, as opposed to complete polynomial spaces.

Elastic net orthogonal forward regression

An efficient two-level model identification method aiming at maximising a model׳s generalisation capability is proposed for a large class of linear-in-the-parameters models from the observational data. A new elastic net orthogonal forward regression (ENOFR) algorithm is employed at the lower level to carry out simultaneous model selection and elastic net parameter estimation. The two regularisation parameters in the elastic net are optimised using a particle swarm optimisation (PSO) algorithm at the upper level by minimising the leave one out (LOO) mean square error (LOOMSE). There are two elements of original contributions. Firstly an elastic net cost function is defined and applied based on orthogonal decomposition, which facilitates the automatic model structure selection process with no need of using a predetermined error tolerance to terminate the forward selection process. Secondly it is shown that the LOOMSE based on the resultant ENOFR models can be analytically computed without actually splitting the data set, and the associate computation cost is small due to the ENOFR procedure. Consequently a fully automated procedure is achieved without resort to any other validation data set for iterative model evaluation. Illustrative examples are included to demonstrate the effectiveness of the new approaches.

Nonlinear identification using orthogonal forward regression with nested optimal regularization

An efficient data based-modeling algorithm for nonlinear system identification is introduced for radial basis function (RBF) neural networks with the aim of maximizing generalization capability based on the concept of leave-one-out (LOO) cross validation. Each of the RBF kernels has its own kernel width parameter and the basic idea is to optimize the multiple pairs of regularization parameters and kernel widths, each of which is associated with a kernel, one at a time within the orthogonal forward regression (OFR) procedure. Thus, each OFR step consists of one model term selection based on the LOO mean square error (LOOMSE), followed by the optimization of the associated kernel width and regularization parameter, also based on the LOOMSE. Since like our previous state-of-the-art local regularization assisted orthogonal least squares (LROLS) algorithm, the same LOOMSE is adopted for model selection, our proposed new OFR algorithm is also capable of producing a very sparse RBF model with excellent generalization performance. Unlike our previous LROLS algorithm which requires an additional iterative loop to optimize the regularization parameters as well as an additional procedure to optimize the kernel width, the proposed new OFR algorithm optimizes both the kernel widths and regularization parameters within the single OFR procedure, and consequently the required computational complexity is dramatically reduced. Nonlinear system identification examples are included to demonstrate the effectiveness of this new approach in comparison to the well-known approaches of support vector machine and least absolute shrinkage and selection operator as well as the LROLS algorithm.

A proof of van Aubel's theorem using orthogonal vectors

We show how two linearly independent vectors can be used to construct two orthogonal vectors of equal magnitude in a simple way. The proof that the constructed vectors are orthogonal and of equal magnitude is a good exercise for students studying properties of scalar and vector triple products. We then show how this result can be used to prove van Aubel's theorem that relates the two line segments joining the centres of squares on opposite sides of a plane quadrilateral.

Orthogonal packing of identical rectangles within isotropic convex regions

A mixed integer continuous nonlinear model and a solution method for the problem of orthogonally packing identical rectangles within an arbitrary convex region are introduced in the present work. The convex region is assumed to be made of an isotropic material in such a way that arbitrary rotations of the items, preserving the orthogonality constraint, are allowed. The solution method is based on a combination of branch and bound and active-set strategies for bound-constrained minimization of smooth functions. Numerical results show the reliability of the presented approach. (C) 2010 Elsevier Ltd. All rights reserved.

Extensions of homogeneous polynomials ON c(0)(l(2)(i))

We show that a 2-homogeneous polynomial on the complex Banach space c(0)(l(2)(i)) is norm attaining if and only if it is finite (i.e, depends only on finite coordinates). As the consequence, we show that there exists a unique norm-preserving extension for norm-attaining 2-homogeneous polynomials on c(0)(l(2)(i)).

Polar orthogonal representations of real reductive algebraic groups

We prove that a polar orthogonal representation of a real reductive algebraic group has the same closed orbits as the isotropy representation of a pseudo-Riemannian symmetric space. We also develop a partial structural theory of polar orthogonal representations of real reductive algebraic groups which slightly generalizes some results of the structural theory of real reductive Lie algebras. (c) 2008 Elsevier Inc. All rights reserved.

UNIQUENESS OF THE EXTENSION OF 2-HOMOGENEOUS POLYNOMIALS

Homogeneous polynomials of degree 2 on the complex Banach space c(0)(l(n)(2)) are shown to have unique norm-preserving extension to the bidual space. This is done by using M-projections and extends the analogous result for c(0) proved by P.-K. Lin.

Existence of orthogonal geodesic chords on Riemannian manifolds with concave boundary and homeomorphic to the N-dimensional disk

In this paper we give a proof of the existence of an orthogonal geodesic chord on a Riemannian manifold homeomorphic to a closed disk and with concave boundary. This kind of study is motivated by the link (proved in Giambo et al. (2005) [8]) of the multiplicity problem with the famous Seifert conjecture (formulated in Seifert (1948) [1]) about multiple brake orbits for a class of Hamiltonian systems at a fixed energy level. (C) 2010 Elsevier Ltd. All rights reserved.

On the Multiplicity of Orthogonal Geodesics in Riemannian Manifold With Concave Boundary. Applications to Brake Orbits and Homoclinics

Let (M, g) be a complete Riemannian Manifold, Omega subset of M an open subset whose closure is diffeomorphic to an annulus. If partial derivative Omega is smooth and it satisfies a strong concavity assumption, then it is possible to prove that there are at least two geometrically distinct geodesics in (Omega) over bar = Omega boolean OR partial derivative Omega starting orthogonally to one connected component of partial derivative Omega and arriving orthogonally onto the other one. The results given in [6] allow to obtain a proof of the existence of two distinct homoclinic orbits for an autonomous Lagrangian system emanating from a nondegenerate maximum point of the potential energy, and a proof of the existence of two distinct brake orbits for a. class of Hamiltonian systems. Under a further symmetry assumption, it is possible to show the existence of at least dim(M) pairs of geometrically distinct geodesics as above, brake orbits and homoclinics.