[1]LIU Xiaoyong,YE Zhenhuan.Optimal lower boundary regression model based on double norms l 1-l 1 optimization[J].CAAI Transactions on Intelligent Systems,2020,15(5):934-942.[doi:10.11992/tis.201902006]
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CAAI Transactions on Intelligent Systems[ISSN 1673-4785/CN 23-1538/TP] Volume:
15
Number of periods:
2020 5
Page number:
934-942
Column:
学术论文—机器感知与模式识别
Public date:
2020-09-05
- Title:
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Optimal lower boundary regression model based on double norms l 1-l 1 optimization
- Author(s):
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LIU Xiaoyong; YE Zhenhuan
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College of Engineering, Zunyi Normal University, Zunyi 563006, China
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- Keywords:
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${\ell _1}$-norm-based structural risk minimization; ${\ell _1}$-norm on approximation error; lower boundary regression model; generalization performance; modeling accuracy; optimality; linear programming
- CLC:
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TP391.1
- DOI:
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10.11992/tis.201902006
- Abstract:
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In statistical modeling, regression analysis is a set of statistical processes for estimating the relationships between a dependent variable and one or more independent variables. Considering the uncertainties in the structure and parameters of the model derived from sensor measurement data, a new model called optimal lower boundary model is proposed to remove the uncertainties in parameters and characteristics. The proposed method is a combination of structural risk minimization theory (SRM) and some ideas from approximation error minimization. An optimal lower boundary regression model (LBRM) is presented using ${\ell _1} - {\ell _1}$ double norms optimization. First, constraint conditions subjected to LBRM are defined. Then, ${\ell _2}$-norm optimization based on structural risk is converted into simple ${\ell _1}$-norm optimization so that approximation error between the measurements based on ${\ell _1}$-norm is computed and minimized. Next, LBRM is integrated into ${\ell _1}$-norm optimization (based on structural risk). Thus, simpler linear programming can be applied to the constructed double-norms optimization problem to solve parameters of LBRM. Finally, the proposed method is demonstrated by experiments regarding uncertain measurements and parameters of nonlinear system. It has the following prominent features: modeling accuracy of LBRM can be guaranteed by introducing the ${\ell _1}$-norm minimization on approximation error; model’s structural complexity is under control by ${\ell _1}$-norm optimization based on structural risk, thus the performance of the model can be improved further.