摘要翻译:
本文提出了广义高斯核自适应滤波,其核参数是自适应的和数据驱动的。将高斯核参数化为中心向量和对称正定(SPD)精度矩阵,并将其作为标量宽度参数的推广。这些参数在提出的最小二乘规则的基础上自适应地更新,以最小化估计误差。本文的主要贡献是建立了SPD流形上精确矩阵的更新规则,以保持其对称正定性。与传统的核自适应滤波器不同的是,所提出的回归器是具有所有不同参数的高斯核的叠加,从而使回归器更加灵活。提出了核自适应滤波算法和L1-正则化最小二乘法,以避免过拟合和字典维数的增加。实验结果证实了该方法的有效性。
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英文标题:
《Generalized Gaussian Kernel Adaptive Filtering》
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作者:
Tomoya Wada, Kosuke Fukumori, Toshihisa Tanaka, and Simone Fiori
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最新提交年份:
2018
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分类信息:
一级分类:Computer Science 计算机科学
二级分类:Machine Learning 机器学习
分类描述:Papers on all aspects of machine learning research (supervised, unsupervised, reinforcement learning, bandit problems, and so on) including also robustness, explanation, fairness, and methodology. cs.LG is also an appropriate primary category for applications of machine learning methods.
关于机器学习研究的所有方面的论文(有监督的,无监督的,强化学习,强盗问题,等等),包括健壮性,解释性,公平性和方法论。对于机器学习方法的应用,CS.LG也是一个合适的主要类别。
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一级分类:Electrical Engineering and Systems Science 电气工程与系统科学
二级分类:Signal Processing 信号处理
分类描述:Theory, algorithms, performance analysis and applications of signal and data analysis, including physical modeling, processing, detection and parameter estimation, learning, mining, retrieval, and information extraction. The term "signal" includes speech, audio, sonar, radar, geophysical, physiological, (bio-) medical, image, video, and multimodal natural and man-made signals, including communication signals and data. Topics of interest include: statistical signal processing, spectral estimation and system identification; filter design, adaptive filtering / stochastic learning; (compressive) sampling, sensing, and transform-domain methods including fast algorithms; signal processing for machine learning and machine learning for signal processing applications; in-network and graph signal processing; convex and nonconvex optimization methods for signal processing applications; radar, sonar, and sensor array beamforming and direction finding; communications signal processing; low power, multi-core and system-on-chip signal processing; sensing, communication, analysis and optimization for cyber-physical systems such as power grids and the Internet of Things.
信号和数据分析的理论、算法、性能分析和应用,包括物理建模、处理、检测和参数估计、学习、挖掘、检索和信息提取。“信号”一词包括语音、音频、声纳、雷达、地球物理、生理、(生物)医学、图像、视频和多模态自然和人为信号,包括通信信号和数据。感兴趣的主题包括:统计信号处理、谱估计和系统辨识;滤波器设计;自适应滤波/随机学习;(压缩)采样、传感和变换域方法,包括快速算法;用于机器学习的信号处理和用于信号处理应用的机器学习;网络与图形信号处理;信号处理中的凸和非凸优化方法;雷达、声纳和传感器阵列波束形成和测向;通信信号处理;低功耗、多核、片上系统信号处理;信息物理系统的传感、通信、分析和优化,如电网和物联网。
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一级分类:Statistics 统计学
二级分类:Machine Learning 机器学习
分类描述:Covers machine learning papers (supervised, unsupervised, semi-supervised learning, graphical models, reinforcement learning, bandits, high dimensional inference, etc.) with a statistical or theoretical grounding
覆盖机器学习论文(监督,无监督,半监督学习,图形模型,强化学习,强盗,高维推理等)与统计或理论基础
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英文摘要:
The present paper proposes generalized Gaussian kernel adaptive filtering, where the kernel parameters are adaptive and data-driven. The Gaussian kernel is parametrized by a center vector and a symmetric positive definite (SPD) precision matrix, which is regarded as a generalization of the scalar width parameter. These parameters are adaptively updated on the basis of a proposed least-square-type rule to minimize the estimation error. The main contribution of this paper is to establish update rules for precision matrices on the SPD manifold in order to keep their symmetric positive-definiteness. Different from conventional kernel adaptive filters, the proposed regressor is a superposition of Gaussian kernels with all different parameters, which makes such regressor more flexible. The kernel adaptive filtering algorithm is established together with a l1-regularized least squares to avoid overfitting and the increase of dimensionality of the dictionary. Experimental results confirm the validity of the proposed method.
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PDF链接:
https://arxiv.org/pdf/1804.09348


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