Variable selection of high-dimensional non-parametric nonlinear systems by derivative averaging to avoid the curse of dimensionality

doi:10.1016/j.automatica.2018.11.019

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	Variable selection of high-dimensional non-parametric nonlinear systems by derivative averaging to avoid the curse of dimensionality
	Bai, Er-Wei 1; Cheng, Changming 2; Zhao, Wen-Xiao3,4,5
刊名	AUTOMATICA
	2019-03-01
卷号	101 页码:138-149
关键词	Variable selection Nonlinear identification Kernel Non-parametric systems
ISSN号	0005-1098
DOI	10.1016/j.automatica.2018.11.019
英文摘要	In 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.
资助项目	National 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研究方向	Automation & Control Systems ; Engineering
语种	英语
出版者	PERGAMON-ELSEVIER SCIENCE LTD
WOS记录号	WOS:000458941700016
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/32537]
专题	系统科学研究所
通讯作者	Bai, Er-Wei
作者单位	1.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
推荐引用方式 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.