Presentation 2012-03-09
A Note on Multi-Kernel Adaptive Learning Based on RKHS Projection
Ryuichiro ISHII, Masahiro YUKAWA,
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Abstract(in English) A multi-kernel adaptive learning based on RKHS projection (MKAL-RKHS) is investigated. It is first shown that the existing kernel adaptive learning algorithms can be classified into two categories from the vector space projection viewpoint: RKHS projection and parameter-pace projection approaches. A batch approach to determining convex combination coefficients to multiple kernels by Wrapper method based on optimization with an Ivanov regularization is then introduced, and a MKAL-RKHS algorithm employing the combination coefficients is presented. In kernel adaptive learning, an unknown nonlinear function is approximated by a linear combination of multiple Gaussian functions centered respectively at selected data points. In MKAL-RKHS, the shapes of functions are all the same at any selected data points. On the other hand, in the multi-kernel adaptive learning based on parameter-space projection (MKAL-PS) [Yukawa 2010], the shapes of functions are automatically adjusted independently from point to point so that the shape of function at each point fits the unknown function. The MKAL-RKHS and MKAL-PS algorithms are applied to online prediction of nonlinear time series data, and their performance is evaluated by simulations.
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Keyword(in English) kernel adaptive filter / multiple kernels / reproducing kernel Hilbert space (RKHS) / orthogonal projection
Paper # CAS2011-163,SIP2011-183,CS2011-155
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Committee CAS
Conference Date 2012/3/1(1days)
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Registration To Circuits and Systems (CAS)
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) A Note on Multi-Kernel Adaptive Learning Based on RKHS Projection
Sub Title (in English)
Keyword(1) kernel adaptive filter
Keyword(2) multiple kernels
Keyword(3) reproducing kernel Hilbert space (RKHS)
Keyword(4) orthogonal projection
1st Author's Name Ryuichiro ISHII
1st Author's Affiliation Dept. Electrical and Electronic Engineering, Niigata University()
2nd Author's Name Masahiro YUKAWA
2nd Author's Affiliation Dept. Electrical and Electronic Engineering, Niigata University
Date 2012-03-09
Paper # CAS2011-163,SIP2011-183,CS2011-155
Volume (vol) vol.111
Number (no) 465
Page pp.pp.-
#Pages 6
Date of Issue