تقرير
An Alternate View on Optimal Filtering in an RKHS
| العنوان: | An Alternate View on Optimal Filtering in an RKHS |
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| المؤلفون: | Colburn, Benjamin, Principe, Jose C., Giraldo, Luis G. Sanchez |
| سنة النشر: | 2023 |
| المجموعة: | Computer Science |
| مصطلحات موضوعية: | Computer Science - Machine Learning, Electrical Engineering and Systems Science - Signal Processing |
| الوصف: | Kernel Adaptive Filtering (KAF) are mathematically principled methods which search for a function in a Reproducing Kernel Hilbert Space. While they work well for tasks such as time series prediction and system identification they are plagued by a linear relationship between number of training samples and model size, hampering their use on the very large data sets common in today's data saturated world. Previous methods try to solve this issue by sparsification. We describe a novel view of optimal filtering which may provide a route towards solutions in a RKHS which do not necessarily have this linear growth in model size. We do this by defining a RKHS in which the time structure of a stochastic process is still present. Using correntropy [11], an extension of the idea of a covariance function, we create a time based functional which describes some potentially nonlinear desired mapping function. This form of a solution may provide a fruitful line of research for creating more efficient representations of functionals in a RKHS, while theoretically providing computational complexity in the test set similar to Wiener solution. Comment: 5 pages, 2 figures |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2312.12318 |
| رقم الأكسشن: | edsarx.2312.12318 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |