Deep kernel recursive least-squares algorithm
We present a new kernel-based algorithm for modeling evenly distributed multidimensional datasets that does not rely on input space sparsification. The presented method reorganizes the typical single-layer kernel-based model into a deep hierarchical structure, such that the weights of a kernel model...
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| Published in: | Nonlinear dynamics Vol. 104; no. 3; pp. 2515 - 2530 |
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| Main Authors: | , , |
| Format: | Journal Article |
| Language: | English |
| Published: |
Dordrecht
Springer Netherlands
01.05.2021
Springer Nature B.V |
| Subjects: | |
| ISSN: | 0924-090X, 1573-269X |
| Online Access: | Get full text |
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| Summary: | We present a new kernel-based algorithm for modeling evenly distributed multidimensional datasets that does not rely on input space sparsification. The presented method reorganizes the typical single-layer kernel-based model into a deep hierarchical structure, such that the weights of a kernel model over each dimension are modeled over its adjacent dimension. We show that modeling weights in the suggested structure leads to significant computational speedup and improved modeling accuracy. |
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| Bibliography: | ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 14 |
| ISSN: | 0924-090X 1573-269X |
| DOI: | 10.1007/s11071-021-06416-0 |