Term Selection for a Class of Separable Nonlinear Models.

Gan, Min; Chen, Guang-Yong; Chen, Long; Chen, C L Philip · IEEE Trans Neural Netw Learn Syst · 2020

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Abstract

In this paper, we consider the term selection problem for a class of separable nonlinear models. The strategy is a two-step process in which the nonlinear parameters of the model are first optimized by a variable projection method, and then the least absolute shrinkage and selection operator are adopted to obtain a sparse solution by picking out the critical terms automatically. This process may be repeated several times. The proposed algorithm is tested on parameter estimation problems for an exponential model and a neural network-based model. The numerical results show that the proposed algorithm can pick out the appropriate terms from the overparameterized model and the obtained parsimonious model performs better than other methods.