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arXiv 2104.09371cs.LGcs.AIstat.MEstat.ML
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基于神经网络的非线性函数型建模

Non-linear Functional Modeling using Neural Networks

Pennsylvania State University(宾夕法尼亚州立大学)

Aniruddha Rajendra Rao, Matthew Reimherr

AI总结:

本文提出两类基于神经网络的非线性函数型数据模型(FDNN与FBNN),并推导函数型梯度优化算法,通过模拟与真实数据验证其有效性。

摘要:

我们提出了一类基于神经网络的新型非线性函数型数据模型。深度学习在非线性建模中已取得巨大成功,但在函数型数据领域的研究却很少。我们提出了该框架的两种变体:一种具有连续隐藏层的函数型神经网络,称为函数型直接神经网络(FDNN);另一种利用基展开和连续隐藏层的版本,称为函数型基神经网络(FBNN)。两者均明确设计用于利用函数型数据中固有的结构。为拟合这些模型,我们推导了一种基于函数型梯度的优化算法。通过全面的模拟研究和真实数据示例,证明了所提方法在处理复杂函数型模型方面的有效性。

英文摘要:

We introduce a new class of non-linear models for functional data based on neural networks. Deep learning has been very successful in non-linear modeling, but there has been little work done in the functional data setting. We propose two variations of our framework: a functional neural network with continuous hidden layers, called the Functional Direct Neural Network (FDNN), and a second version that utilizes basis expansions and continuous hidden layers, called the Functional Basis Neural Network (FBNN). Both are designed explicitly to exploit the structure inherent in functional data. To fit these models we derive a functional gradient based optimization algorithm. The effectiveness of the proposed methods in handling complex functional models is demonstrated by comprehensive simulation studies and real data examples.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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