基于粒计算视角,提出粒化-融合框架下的海量高维数据特征选择算法.运用BLB(Bag of Little Bootstrap)的思想,首先将原始海量数据集粒化为小规模数据子集(粒),然后在每个粒上构建多个自助子集的套索模型,实现粒特征选择,最后,各粒特征选...基于粒计算视角,提出粒化-融合框架下的海量高维数据特征选择算法.运用BLB(Bag of Little Bootstrap)的思想,首先将原始海量数据集粒化为小规模数据子集(粒),然后在每个粒上构建多个自助子集的套索模型,实现粒特征选择,最后,各粒特征选择结果按权重融合、排序,得到原始数据集的有序特征选择结果.人工数据集和真实数据集上的实验表明文中算法对海量高维数据集进行特征选择的可行性和有效性.展开更多
Least Absolute Shrinkage and Selection Operator (LASSO) is used for variable selection as well as for handling the multicollinearity problem simultaneously in the linear regression model. LASSO produces estimates havi...Least Absolute Shrinkage and Selection Operator (LASSO) is used for variable selection as well as for handling the multicollinearity problem simultaneously in the linear regression model. LASSO produces estimates having high variance if the number of predictors is higher than the number of observations and if high multicollinearity exists among the predictor variables. To handle this problem, Elastic Net (ENet) estimator was introduced by combining LASSO and Ridge estimator (RE). The solutions of LASSO and ENet have been obtained using Least Angle Regression (LARS) and LARS-EN algorithms, respectively. In this article, we proposed an alternative algorithm to overcome the issues in LASSO that can be combined LASSO with other exiting biased estimators namely Almost Unbiased Ridge Estimator (AURE), Liu Estimator (LE), Almost Unbiased Liu Estimator (AULE), Principal Component Regression Estimator (PCRE), r-k class estimator and r-d class estimator. Further, we examine the performance of the proposed algorithm using a Monte-Carlo simulation study and real-world examples. The results showed that the LARS-rk and LARS-rd algorithms,?which are combined LASSO with r-k class estimator and r-d class estimator,?outperformed other algorithms under the moderated and severe multicollinearity.展开更多
针对地面多径环境下运动目标检测,使用最小绝对收缩与选择算子(LASSO)算法在参数估计时会出现伪目标的问题,提出一种基于LASSO模型框架的设计矩阵降维构造方法。首先,信号的多径传播能够带来目标检测的空间分集,信号在不同的多径上有不...针对地面多径环境下运动目标检测,使用最小绝对收缩与选择算子(LASSO)算法在参数估计时会出现伪目标的问题,提出一种基于LASSO模型框架的设计矩阵降维构造方法。首先,信号的多径传播能够带来目标检测的空间分集,信号在不同的多径上有不同的多普勒频移;此外,使用宽带正交频分复用(OFDM)信号能够带来频率分集。由于空间分集和频率分集的引入造成目标的稀疏特性。利用多径的稀疏性和对环境的先验知识,去估计稀疏向量。仿真结果表明,在一定信噪比(SNR,-5 d B)下,基于设计矩阵降维构造方法的改进的LASSO算法比基追踪算法(BP)、DS(Dantzig Selector)、LASSO等传统算法的检测性能有明显提高;在一定虚警率(0.1)条件下,改进的LASSO算法比原LASSO算法检测概率提高了30%。所提算法能够有效去除伪目标,提高雷达目标检测概率。展开更多
文摘基于粒计算视角,提出粒化-融合框架下的海量高维数据特征选择算法.运用BLB(Bag of Little Bootstrap)的思想,首先将原始海量数据集粒化为小规模数据子集(粒),然后在每个粒上构建多个自助子集的套索模型,实现粒特征选择,最后,各粒特征选择结果按权重融合、排序,得到原始数据集的有序特征选择结果.人工数据集和真实数据集上的实验表明文中算法对海量高维数据集进行特征选择的可行性和有效性.
文摘Least Absolute Shrinkage and Selection Operator (LASSO) is used for variable selection as well as for handling the multicollinearity problem simultaneously in the linear regression model. LASSO produces estimates having high variance if the number of predictors is higher than the number of observations and if high multicollinearity exists among the predictor variables. To handle this problem, Elastic Net (ENet) estimator was introduced by combining LASSO and Ridge estimator (RE). The solutions of LASSO and ENet have been obtained using Least Angle Regression (LARS) and LARS-EN algorithms, respectively. In this article, we proposed an alternative algorithm to overcome the issues in LASSO that can be combined LASSO with other exiting biased estimators namely Almost Unbiased Ridge Estimator (AURE), Liu Estimator (LE), Almost Unbiased Liu Estimator (AULE), Principal Component Regression Estimator (PCRE), r-k class estimator and r-d class estimator. Further, we examine the performance of the proposed algorithm using a Monte-Carlo simulation study and real-world examples. The results showed that the LARS-rk and LARS-rd algorithms,?which are combined LASSO with r-k class estimator and r-d class estimator,?outperformed other algorithms under the moderated and severe multicollinearity.
文摘针对地面多径环境下运动目标检测,使用最小绝对收缩与选择算子(LASSO)算法在参数估计时会出现伪目标的问题,提出一种基于LASSO模型框架的设计矩阵降维构造方法。首先,信号的多径传播能够带来目标检测的空间分集,信号在不同的多径上有不同的多普勒频移;此外,使用宽带正交频分复用(OFDM)信号能够带来频率分集。由于空间分集和频率分集的引入造成目标的稀疏特性。利用多径的稀疏性和对环境的先验知识,去估计稀疏向量。仿真结果表明,在一定信噪比(SNR,-5 d B)下,基于设计矩阵降维构造方法的改进的LASSO算法比基追踪算法(BP)、DS(Dantzig Selector)、LASSO等传统算法的检测性能有明显提高;在一定虚警率(0.1)条件下,改进的LASSO算法比原LASSO算法检测概率提高了30%。所提算法能够有效去除伪目标,提高雷达目标检测概率。
