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Variable selection of high-dimensional non-parametric nonlinear systems by derivative averaging to avoid the curse of dimensionality
Bai, Er-Wei1; Cheng, Changming2; Zhao, Wen-Xiao3,4,5
2019-03-01
Source PublicationAUTOMATICA
ISSN0005-1098
Volume101Pages:138-149
AbstractIn identification, variable selection for a nonlinear non-parametric and high-dimensional system is the first and often one of the most difficult problems. The issue is the curse of dimensionality. This paper presents a numerically efficient algorithm of variable selection for high-dimensional nonlinear non parametric systems. It is based on averaging derivatives and relies on one dimensional estimates of the density function and its derivative. Thus, it avoids the curse of dimensionality usually encountered for high-dimensional systems. Theoretical analysis is provided and the conditions are derived for a variable to contribute or not to contribute for a large class of nonlinear systems. Further, convergence results are established. (C) 2018 Elsevier Ltd. All rights reserved.
KeywordVariable selection Nonlinear identification Kernel Non-parametric systems
DOI10.1016/j.automatica.2018.11.019
Language英语
Funding ProjectNational Science Foundation[CNS-1239509] ; National Key Research and Development Program of China[2016YFB0901900] ; National Key Basic Research Program of China (973 program)[2014CB845301] ; National Natural Science Foundation (NSF) of China[61822312] ; National Natural Science Foundation (NSF) of China[61573345]
WOS Research AreaAutomation & Control Systems ; Engineering
WOS SubjectAutomation & Control Systems ; Engineering, Electrical & Electronic
WOS IDWOS:000458941700016
PublisherPERGAMON-ELSEVIER SCIENCE LTD
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/32538
Collection系统科学研究所
Affiliation1.Univ Iowa, Dept Elect & Comp Engn, Iowa City, IA 52242 USA
2.Shanghai Jiao Tong Univ, State Key Lab Mech Syst & Vibrat, Shanghai, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing, Peoples R China
4.Univ Chinese Acad Sci, Beijing, Peoples R China
5.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
Recommended Citation
GB/T 7714
Bai, Er-Wei,Cheng, Changming,Zhao, Wen-Xiao. Variable selection of high-dimensional non-parametric nonlinear systems by derivative averaging to avoid the curse of dimensionality[J]. AUTOMATICA,2019,101:138-149.
APA Bai, Er-Wei,Cheng, Changming,&Zhao, Wen-Xiao.(2019).Variable selection of high-dimensional non-parametric nonlinear systems by derivative averaging to avoid the curse of dimensionality.AUTOMATICA,101,138-149.
MLA Bai, Er-Wei,et al."Variable selection of high-dimensional non-parametric nonlinear systems by derivative averaging to avoid the curse of dimensionality".AUTOMATICA 101(2019):138-149.
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