Sparse kernel regression modeling using combined locally regularized orthogonal least squares and D-optimality experimental design

The note proposes an efficient nonlinear identification algorithm by combining a locally regularized orthogonal least squares (LROLS) model selection with a D-optimality experimental design. The proposed algorithm aims to achieve maximized model robustness and sparsity via two effective and complementary approaches. The LROLS method alone is capable of producing a very parsimonious model with excellent generalization performance. The D-optimality design criterion further enhances the model efficiency and robustness. An added advantage is that the user only needs to specify a weighting for the D-optimality cost in the combined model selecting criterion and the entire model construction procedure becomes automatic. The value of this weighting does not influence the model selection procedure critically and it can be chosen with ease from a wide range of values.

Genetic least squares for system identification

The recursive least-squares algorithm with a forgetting factor has been extensively applied and studied for the on-line parameter estimation of linear dynamic systems. This paper explores the use of genetic algorithms to improve the performance of the recursive least-squares algorithm in the parameter estimation of time-varying systems. Simulation results show that the hybrid recursive algorithm (GARLS), combining recursive least-squares with genetic algorithms, can achieve better results than the standard recursive least-squares algorithm using only a forgetting factor.

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.

An Array Recursive Least-Squares Algorithm With Generic Nonfading Regularization Matrix

We present a novel array RLS algorithm with forgetting factor that circumvents the problem of fading regularization, inherent to the standard exponentially-weighted RLS, by allowing for time-varying regularization matrices with generic structure. Simulations in finite precision show the algorithm`s superiority as compared to alternative algorithms in the context of adaptive beamforming.

Diffusional kurtosis imaging using a fast heuristic constrained linear least squares algorithm: a plugin for OsiriX

Diffusion Kurtosis Imaging (DKI) is a fairly new magnetic resonance imag-ing (MRI) technique that tackles the non-gaussian motion of water in biological tissues by taking into account the restrictions imposed by tissue microstructure, which are not considered in Diffusion Tensor Imaging (DTI), where the water diffusion is considered purely gaussian. As a result DKI provides more accurate information on biological structures and is able to detect important abnormalities which are not visible in standard DTI analysis. This work regards the development of a tool for DKI computation to be implemented as an OsiriX plugin. Thus, as OsiriX runs under Mac OS X, the pro-gram is written in Objective-C and also makes use of Apple’s Cocoa framework. The whole program is developed in the Xcode integrated development environ-ment (IDE). The plugin implements a fast heuristic constrained linear least squares al-gorithm (CLLS-H) for estimating the diffusion and kurtosis tensors, and offers the user the possibility to choose which maps are to be generated for not only standard DTI quantities such as Mean Diffusion (MD), Radial Diffusion (RD), Axial Diffusion (AD) and Fractional Anisotropy (FA), but also DKI metrics, Mean Kurtosis (MK), Radial Kurtosis (RK) and Axial Kurtosis (AK).The plugin was subjected to both a qualitative and a semi-quantitative analysis which yielded convincing results. A more accurate validation pro-cess is still being developed, after which, and with some few minor adjust-ments the plugin shall become a valid option for DKI computation

System identification using partitioned least squares

A novel partitioned least squares (PLS) algorithm is presented, in which estimates from several simple system models are combined by means of a Bayesian methodology of pooling partial knowledge. The method has the added advantage that, when the simple models are of a similar structure, it lends itself directly to parallel processing procedures, thereby speeding up the entire parameter estimation process by several factors.

A constrained recursive least squares algorithm for adaptive combination of multiple models

In this paper, we develop a novel constrained recursive least squares algorithm for adaptively combining a set of given multiple models. With data available in an online fashion, the linear combination coefficients of submodels are adapted via the proposed algorithm.We propose to minimize the mean square error with a forgetting factor, and apply the sum to one constraint to the combination parameters. Moreover an l1-norm constraint to the combination parameters is also applied with the aim to achieve sparsity of multiple models so that only a subset of models may be selected into the final model. Then a weighted l2-norm is applied as an approximation to the l1-norm term. As such at each time step, a closed solution of the model combination parameters is available. The contribution of this paper is to derive the proposed constrained recursive least squares algorithm that is computational efficient by exploiting matrix theory. The effectiveness of the approach has been demonstrated using both simulated and real time series examples.

Simple orbit determination using GPS based on a least-squares algorithm employing sequential givens rotations

A low-cost computer procedure to determine the orbit of an artificial satellite by using short arc data from an onboard GPS receiver is proposed. Pseudoranges are used as measurements to estimate the orbit via recursive least squares method. The algorithm applies orthogonal Givens rotations for solving recursive and sequential orbit determination problems. To assess the procedure, it was applied to the TOPEX/POSEIDON satellite for data batches of one orbital period (approximately two hours), and force modelling, due to the full JGM-2 gravity field model, was considered. When compared with the reference Precision Orbit Ephemeris (POE) of JPL/NASA, the results have indicated that precision better than 9 m is easily obtained, even when short batches of data are used. Copyright (c) 2007.

Comparison between known propagation models using least squares tuning algorithm on 5.8 GHz in Amazon region cities

ABSTRACT: This paper presents a performance comparison between known propagation Models through least squares tuning algorithm for 5.8 GHz frequency band. The studied environment is based on the 12 cities located in Amazon Region. After adjustments and simulations, SUI Model showed the smaller RMS error and standard deviation when compared with COST231-Hata and ECC-33 models.

Building Support Vector Machines in the Context of Regularised Least Squares

This paper formulates a linear kernel support vector machine (SVM) as a regularized least-squares (RLS) problem. By defining a set of indicator variables of the errors, the solution to the RLS problem is represented as an equation that relates the error vector to the indicator variables. Through partitioning the training set, the SVM weights and bias are expressed analytically using the support vectors. It is also shown how this approach naturally extends to Sums with nonlinear kernels whilst avoiding the need to make use of Lagrange multipliers and duality theory. A fast iterative solution algorithm based on Cholesky decomposition with permutation of the support vectors is suggested as a solution method. The properties of our SVM formulation are analyzed and compared with standard SVMs using a simple example that can be illustrated graphically. The correctness and behavior of our solution (merely derived in the primal context of RLS) is demonstrated using a set of public benchmarking problems for both linear and nonlinear SVMs.

Estimation and prediction of parameters and breeding values in soybean using REML/BLUP and Least Squares

The aim of this study was to compare REML/BLUP and Least Square procedures in the prediction and estimation of genetic parameters and breeding values in soybean progenies. F(2:3) and F(4:5) progenies were evaluated in the 2005/06 growing season and the F(2:4) and F(4:6) generations derived thereof were evaluated in 2006/07. These progenies were originated from two semi-early, experimental lines that differ in grain yield. The experiments were conducted in a lattice design and plots consisted of a 2 m row, spaced 0.5 m apart. The trait grain yield per plot was evaluated. It was observed that early selection is more efficient for the discrimination of the best lines from the F(4) generation onwards. No practical differences were observed between the least square and REML/BLUP procedures in the case of the models and simplifications for REML/BLUP used here.

QSAR Modeling of a Set of Pyrazinoate Esters as Antituberculosis Prodrugs

Tuberculosis is an infection caused mainly by Mycobacterium tuberculosis. A first-line antimycobacterial drug is pyrazinamide (PZA), which acts partially as a prodrug activated by a pyrazinamidase releasing the active agent, pyrazinoic acid (POA). As pyrazinoic acid presents some difficulty to cross the mycobacterial cell wall, and also the pyrazinamide-resistant strains do not express the pyrazinamidase, a set of pyrazinoic acid esters have been evaluated as antimycobacterial agents. In this work, a QSAR approach was applied to a set of forty-three pyrazinoates against M. tuberculosis ATCC 27294, using genetic algorithm function and partial least squares regression (WOLF 5.5 program). The independent variables selected were the Balaban index (I), calculated n-octanol/water partition coefficient (ClogP), van-der-Waals surface area, dipole moment, and stretching-energy contribution. The final QSAR model (N = 32, r(2) = 0.68, q(2) = 0.59, LOF = 0.25, and LSE = 0.19) was fully validated employing leave-N-out cross-validation and y-scrambling techniques. The test set (N = 11) presented an external prediction power of 73%. In conclusion, the QSAR model generated can be used as a valuable tool to optimize the activity of future pyrazinoic acid esters in the designing of new antituberculosis agents.

Molecular modeling and QSAR studies of a set of indole and benzimidazole derivatives as H(4) receptor antagonists

Histamine is an important biogenic amine, which acts with a group of four G-protein coupled receptors (GPCRs), namely H(1) to H(4) (H(1)R - H(4)R) receptors. The actions of histamine at H(4)R are related to immunological and inflammatory processes, particularly in pathophysiology of asthma, and H(4)R ligands having antagonistic properties could be helpful as antiinflammatory agents. In this work, molecular modeling and QSAR studies of a set of 30 compounds, indole and benzimidazole derivatives, as H(4)R antagonists were performed. The QSAR models were built and optimized using a genetic algorithm function and partial least squares regression (WOLF 5.5 program). The best QSAR model constructed with training set (N = 25) presented the following statistical measures: r (2) = 0.76, q (2) = 0.62, LOF = 0.15, and LSE = 0.07, and was validated using the LNO and y-randomization techniques. Four of five compounds of test set were well predicted by the selected QSAR model, which presented an external prediction power of 80%. These findings can be quite useful to aid the designing of new anti-H(4) compounds with improved biological response.