A Difference of Convex Functions Algorithm for Switched Linear Regression

This technical note deals with switched linear system identification and more particularly aims at solving switched linear regression problems in a large-scale setting with both numerous data and many parameters to learn. We consider the recent minimum-of-error framework with a quadratic loss functi...

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Bibliographic Details
Published in:	IEEE transactions on automatic control Vol. 59; no. 8; pp. 2277 - 2282
Main Authors:	Tao Pham Dinh, Hoai Minh Le, Hoai An Le Thi, Lauer, Fabien
Format:	Journal Article
Language:	English
Published:	New York IEEE 01.08.2014 The Institute of Electrical and Electronics Engineers, Inc. (IEEE) Institute of Electrical and Electronics Engineers
Subjects:	Algorithms Automatic Computational efficiency Computational modeling Computer Science Convergence Data models Data points DC programming DCA Direct current Engineering Sciences Linear systems Machine Learning Mathematical analysis Mathematical models Mathematics nonconvex optimization nonsmooth optimization Optimization Optimization and Control piecewise affine systems Programming Regression switched linear systems switched regression Switches system identification Vectors Switched linear systems Nonconvex optimization DCA Piecewise affine systems Switched regression DC programming Nonsmooth optimization System identification
ISSN:	0018-9286, 1558-2523
Online Access:	Get full text
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