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Computer Science > Machine Learning

arXiv:2109.09917 (cs)
[Submitted on 21 Sep 2021]

Title:Meta-Model Structure Selection: Building Polynomial NARX Model for Regression and Classification

Authors:W. R. Lacerda Junior, S. A. M. Martins, E. G. Nepomuceno
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Abstract:This work presents a new meta-heuristic approach to select the structure of polynomial NARX models for regression and classification problems. The method takes into account the complexity of the model and the contribution of each term to build parsimonious models by proposing a new cost function formulation. The robustness of the new algorithm is tested on several simulated and experimental system with different nonlinear characteristics. The obtained results show that the proposed algorithm is capable of identifying the correct model, for cases where the proper model structure is known, and determine parsimonious models for experimental data even for those systems for which traditional and contemporary methods habitually fails. The new algorithm is validated over classical methods such as the FROLS and recent randomized approaches.
Subjects: Machine Learning (cs.LG); Systems and Control (eess.SY)
Cite as: arXiv:2109.09917 [cs.LG]
  (or arXiv:2109.09917v1 [cs.LG] for this version)
  https://doi.org/10.48550/arXiv.2109.09917

Submission history

From: Wilson Rocha Lacerda Junior [view email]
[v1] Tue, 21 Sep 2021 02:05:40 UTC (438 KB)
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Wilson R. Lacerda Júnior
S. A. M. Martins
Erivelton G. Nepomuceno
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