Cost-effective global surrogate modeling of planar microwave filters using multi-fidelity Bayesian support vector regression

A computationally efficient method is presented for setting up accurate Bayesian support vector regression (BSVR) models of the highly nonlinear |S21| responses of planar microstrip filters using substantially reduced finely discretized training data (compared to traditional design of experiments techniques). Inexpensive coarse-discretization full-wave simulations are exploited in conjunction with the sparseness property of BSVR to identify the regions of the input space requiring denser sampling. The proposed technique allows for substantial reduction (by up to 51%) of the computational expense necessary to collect the finely discretized training data, with negligible loss in predictive accuracy. The accuracy of the reduced-data BSVR models is confirmed by their use within a space mapping optimization algorithmIcelandic Centre for Research (RANNIS) Grants 110034021 and 120016021.http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1099-047Xhb201

An Efficient LS-SVM-Based Method for Fuzzy System Construction

This paper proposes an efficient learning mechanism to build fuzzy rule-based systems through the construction of sparse least-squares support vector machines (LS-SVMs). In addition to the significantly reduced computational complexity in model training, the resultant LS-SVM-based fuzzy system is sparser while offers satisfactory generalization capability over unseen data. It is well known that the LS-SVMs have their computational advantage over conventional SVMs in the model training process; however, the model sparseness is lost, which is the main drawback of LS-SVMs. This is an open problem for the LS-SVMs. To tackle the nonsparseness issue, a new regression alternative to the Lagrangian solution for the LS-SVM is first presented. A novel efficient learning mechanism is then proposed in this paper to extract a sparse set of support vectors for generating fuzzy if-then rules. This novel mechanism works in a stepwise subset selection manner, including a forward expansion phase and a backward exclusion phase in each selection step. The implementation of the algorithm is computationally very efficient due to the introduction of a few key techniques to avoid the matrix inverse operations to accelerate the training process. The computational efficiency is also confirmed by detailed computational complexity analysis. As a result, the proposed approach is not only able to achieve the sparseness of the resultant LS-SVM-based fuzzy systems but significantly reduces the amount of computational effort in model training as well. Three experimental examples are presented to demonstrate the effectiveness and efficiency of the proposed learning mechanism and the sparseness of the obtained LS-SVM-based fuzzy systems, in comparison with other SVM-based learning techniques

Neural Class-Specific Regression for face verification

Face verification is a problem approached in the literature mainly using nonlinear class-specific subspace learning techniques. While it has been shown that kernel-based Class-Specific Discriminant Analysis is able to provide excellent performance in small- and medium-scale face verification problems, its application in today's large-scale problems is difficult due to its training space and computational requirements. In this paper, generalizing our previous work on kernel-based class-specific discriminant analysis, we show that class-specific subspace learning can be cast as a regression problem. This allows us to derive linear, (reduced) kernel and neural network-based class-specific discriminant analysis methods using efficient batch and/or iterative training schemes, suited for large-scale learning problems. We test the performance of these methods in two datasets describing medium- and large-scale face verification problems.Comment: 9 pages, 4 figure

Tensor Networks for Dimensionality Reduction and Large-Scale Optimizations. Part 2 Applications and Future Perspectives

Part 2 of this monograph builds on the introduction to tensor networks and their operations presented in Part 1. It focuses on tensor network models for super-compressed higher-order representation of data/parameters and related cost functions, while providing an outline of their applications in machine learning and data analytics. A particular emphasis is on the tensor train (TT) and Hierarchical Tucker (HT) decompositions, and their physically meaningful interpretations which reflect the scalability of the tensor network approach. Through a graphical approach, we also elucidate how, by virtue of the underlying low-rank tensor approximations and sophisticated contractions of core tensors, tensor networks have the ability to perform distributed computations on otherwise prohibitively large volumes of data/parameters, thereby alleviating or even eliminating the curse of dimensionality. The usefulness of this concept is illustrated over a number of applied areas, including generalized regression and classification (support tensor machines, canonical correlation analysis, higher order partial least squares), generalized eigenvalue decomposition, Riemannian optimization, and in the optimization of deep neural networks. Part 1 and Part 2 of this work can be used either as stand-alone separate texts, or indeed as a conjoint comprehensive review of the exciting field of low-rank tensor networks and tensor decompositions.Comment: 232 page

Tensor Networks for Dimensionality Reduction and Large-Scale Optimizations. Part 2 Applications and Future Perspectives

Part 2 of this monograph builds on the introduction to tensor networks and their operations presented in Part 1. It focuses on tensor network models for super-compressed higher-order representation of data/parameters and related cost functions, while providing an outline of their applications in machine learning and data analytics. A particular emphasis is on the tensor train (TT) and Hierarchical Tucker (HT) decompositions, and their physically meaningful interpretations which reflect the scalability of the tensor network approach. Through a graphical approach, we also elucidate how, by virtue of the underlying low-rank tensor approximations and sophisticated contractions of core tensors, tensor networks have the ability to perform distributed computations on otherwise prohibitively large volumes of data/parameters, thereby alleviating or even eliminating the curse of dimensionality. The usefulness of this concept is illustrated over a number of applied areas, including generalized regression and classification (support tensor machines, canonical correlation analysis, higher order partial least squares), generalized eigenvalue decomposition, Riemannian optimization, and in the optimization of deep neural networks. Part 1 and Part 2 of this work can be used either as stand-alone separate texts, or indeed as a conjoint comprehensive review of the exciting field of low-rank tensor networks and tensor decompositions.Comment: 232 page