论文标题

功能混合物

Functional Mixtures-of-Experts

论文作者

Chamroukhi, Faïcel, Pham, Nhat Thien, Hoang, Van Hà, McLachlan, Geoffrey J.

论文摘要

在观察结果包括功能,通常是时间序列的情况下,我们考虑了预测的异质数据的统计分析。我们将建模扩展到Experts(ME)的混合物,作为在此功能数据分析上下文中对数据进行建模的数据进行建模的框架。我们首先提出了一个新的我的模型,称为功能性ME(FME),其中预测因子可能是从整个功能中提出的嘈杂观察结果。此外,预测变量和实际响应的数据生成过程由代表未知分区的隐藏离散变量控制。其次,通过通过类似套索的正规化对基础功能参数的衍生物施加稀疏性,我们提供了称为IFME的FME模型的稀疏和可解释的功能表示。我们开发了专门的期望 - 套索样(EM-LASSO)正则化最大样品可能性参数估计策略的最大最大化算法以适合模型。在模拟场景和应用程序中,研究了所提出的模型和算法,并且获得的结果证明了它们在准确捕获复杂的非线性关系和聚类异质回归数据方面的性能。

We consider the statistical analysis of heterogeneous data for prediction in situations where the observations include functions, typically time series. We extend the modeling with Mixtures-of-Experts (ME), as a framework of choice in modeling heterogeneity in data for prediction with vectorial observations, to this functional data analysis context. We first present a new family of ME models, named functional ME (FME) in which the predictors are potentially noisy observations, from entire functions. Furthermore, the data generating process of the predictor and the real response, is governed by a hidden discrete variable representing an unknown partition. Second, by imposing sparsity on derivatives of the underlying functional parameters via Lasso-like regularizations, we provide sparse and interpretable functional representations of the FME models called iFME. We develop dedicated expectation--maximization algorithms for Lasso-like (EM-Lasso) regularized maximum-likelihood parameter estimation strategies to fit the models. The proposed models and algorithms are studied in simulated scenarios and in applications to two real data sets, and the obtained results demonstrate their performance in accurately capturing complex nonlinear relationships and in clustering the heterogeneous regression data.

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