Regularized system identification has become the research frontier of system identification in the past decade.One related core subject is to study the convergence properties of various hyper-parameter estimators as t...Regularized system identification has become the research frontier of system identification in the past decade.One related core subject is to study the convergence properties of various hyper-parameter estimators as the sample size goes to infinity.In this paper,we consider one commonly used hyper-parameter estimator,the empirical Bayes(EB).Its convergence in distribution has been studied,and the explicit expression of the covariance matrix of its limiting distribution has been given.However,what we are truly interested in are factors contained in the covariance matrix of the EB hyper-parameter estimator,and then,the convergence of its covariance matrix to that of its limiting distribution is required.In general,the convergence in distribution of a sequence of random variables does not necessarily guarantee the convergence of its covariance matrix.Thus,the derivation of such convergence is a necessary complement to our theoretical analysis about factors that influence the convergence properties of the EB hyper-parameter estimator.In this paper,we consider the regularized finite impulse response(FIR)model estimation with deterministic inputs,and show that the covariance matrix of the EB hyper-parameter estimator converges to that of its limiting distribution.Moreover,we run numerical simulations to demonstrate the efficacy of ourtheoretical results.展开更多
Regularized minimization problems with nonconvex, nonsmooth, even non-Lipschitz penalty functions have attracted much attention in recent years, owing to their wide applications in statistics, control,system identific...Regularized minimization problems with nonconvex, nonsmooth, even non-Lipschitz penalty functions have attracted much attention in recent years, owing to their wide applications in statistics, control,system identification and machine learning. In this paper, the non-Lipschitz ?_p(0 < p < 1) regularized matrix minimization problem is studied. A global necessary optimality condition for this non-Lipschitz optimization problem is firstly obtained, specifically, the global optimal solutions for the problem are fixed points of the so-called p-thresholding operator which is matrix-valued and set-valued. Then a fixed point iterative scheme for the non-Lipschitz model is proposed, and the convergence analysis is also addressed in detail. Moreover,some acceleration techniques are adopted to improve the performance of this algorithm. The effectiveness of the proposed p-thresholding fixed point continuation(p-FPC) algorithm is demonstrated by numerical experiments on randomly generated and real matrix completion problems.展开更多
Currently,functional connectomes constructed from neuroimaging data have emerged as a powerful tool in identifying brain disorders.If one brain disease just manifests as some cognitive dysfunction,it means that the di...Currently,functional connectomes constructed from neuroimaging data have emerged as a powerful tool in identifying brain disorders.If one brain disease just manifests as some cognitive dysfunction,it means that the disease may affect some local connectivity in the brain functional network.That is,there are functional abnormalities in the sub-network.Therefore,it is crucial to accurately identify them in pathological diagnosis.To solve these problems,we proposed a sub-network extraction method based on graph regularization nonnegative matrix factorization(GNMF).The dynamic functional networks of normal subjects and early mild cognitive impairment(eMCI)subjects were vectorized and the functional connection vectors(FCV)were assembled to aggregation matrices.Then GNMF was applied to factorize the aggregation matrix to get the base matrix,in which the column vectors were restored to a common sub-network and a distinctive sub-network,and visualization and statistical analysis were conducted on the two sub-networks,respectively.Experimental results demonstrated that,compared with other matrix factorization methods,the proposed method can more obviously reflect the similarity between the common subnetwork of eMCI subjects and normal subjects,as well as the difference between the distinctive sub-network of eMCI subjects and normal subjects,Therefore,the high-dimensional features in brain functional networks can be best represented locally in the lowdimensional space,which provides a new idea for studying brain functional connectomes.展开更多
重叠社团检测是复杂网络中的一个重要研究领域,在众多重叠社团检测算法中,基于局部谱提出的LEMON(Local Expansion via Minimum One Norm)算法复杂度小、效率高,但在处理含有噪声的数据集时并不能得到很好的社团检测结果。针对噪声问题...重叠社团检测是复杂网络中的一个重要研究领域,在众多重叠社团检测算法中,基于局部谱提出的LEMON(Local Expansion via Minimum One Norm)算法复杂度小、效率高,但在处理含有噪声的数据集时并不能得到很好的社团检测结果。针对噪声问题提出了一种基于正则拉普拉斯矩阵的LEMON改进算法。该算法通过矩阵扰动的方式构建正则拉普拉斯矩阵来表征复杂网络的结构信息,提高了原LEMON算法的抗噪性。在Amazon,Youtube,DBLP,Orkut数据集上的实验表明本文算法相较于原LEMON算法可以获得更鲁棒的结果。展开更多
Kernel-based methods work by embedding the data into a feature space and then searching linear hypothesis among the embedding data points. The performance is mostly affected by which kernel is used. A promising way is...Kernel-based methods work by embedding the data into a feature space and then searching linear hypothesis among the embedding data points. The performance is mostly affected by which kernel is used. A promising way is to learn the kernel from the data automatically. A general regularized risk functional （RRF） criterion for kernel matrix learning is proposed. Compared with the RRF criterion, general RRF criterion takes into account the geometric distributions of the embedding data points. It is proven that the distance between different geometric distdbutions can be estimated by their centroid distance in the reproducing kernel Hilbert space. Using this criterion for kernel matrix learning leads to a convex quadratically constrained quadratic programming （QCQP） problem. For several commonly used loss functions, their mathematical formulations are given. Experiment results on a collection of benchmark data sets demonstrate the effectiveness of the proposed method.展开更多
基金supported in part by the National Natural Science Foundation of China(No.62273287)by the Shenzhen Science and Technology Innovation Council(Nos.JCYJ20220530143418040,JCY20170411102101881)the Thousand Youth Talents Plan funded by the central government of China.
文摘Regularized system identification has become the research frontier of system identification in the past decade.One related core subject is to study the convergence properties of various hyper-parameter estimators as the sample size goes to infinity.In this paper,we consider one commonly used hyper-parameter estimator,the empirical Bayes(EB).Its convergence in distribution has been studied,and the explicit expression of the covariance matrix of its limiting distribution has been given.However,what we are truly interested in are factors contained in the covariance matrix of the EB hyper-parameter estimator,and then,the convergence of its covariance matrix to that of its limiting distribution is required.In general,the convergence in distribution of a sequence of random variables does not necessarily guarantee the convergence of its covariance matrix.Thus,the derivation of such convergence is a necessary complement to our theoretical analysis about factors that influence the convergence properties of the EB hyper-parameter estimator.In this paper,we consider the regularized finite impulse response(FIR)model estimation with deterministic inputs,and show that the covariance matrix of the EB hyper-parameter estimator converges to that of its limiting distribution.Moreover,we run numerical simulations to demonstrate the efficacy of ourtheoretical results.
基金supported by National Natural Science Foundation of China(Grant Nos.11401124 and 71271021)the Scientific Research Projects for the Introduced Talents of Guizhou University(Grant No.201343)the Key Program of National Natural Science Foundation of China(Grant No.11431002)
文摘Regularized minimization problems with nonconvex, nonsmooth, even non-Lipschitz penalty functions have attracted much attention in recent years, owing to their wide applications in statistics, control,system identification and machine learning. In this paper, the non-Lipschitz ?_p(0 < p < 1) regularized matrix minimization problem is studied. A global necessary optimality condition for this non-Lipschitz optimization problem is firstly obtained, specifically, the global optimal solutions for the problem are fixed points of the so-called p-thresholding operator which is matrix-valued and set-valued. Then a fixed point iterative scheme for the non-Lipschitz model is proposed, and the convergence analysis is also addressed in detail. Moreover,some acceleration techniques are adopted to improve the performance of this algorithm. The effectiveness of the proposed p-thresholding fixed point continuation(p-FPC) algorithm is demonstrated by numerical experiments on randomly generated and real matrix completion problems.
基金supported by the National Natural Science Foundation of China(No.51877013),(ZJ),(http://www.nsfc.gov.cn/)the Natural Science Foundation of Jiangsu Province(No.BK20181463),(ZJ),(http://kxjst.jiangsu.gov.cn/)sponsored by Qing Lan Project of Jiangsu Province(no specific grant number),(ZJ),(http://jyt.jiangsu.gov.cn/).
文摘Currently,functional connectomes constructed from neuroimaging data have emerged as a powerful tool in identifying brain disorders.If one brain disease just manifests as some cognitive dysfunction,it means that the disease may affect some local connectivity in the brain functional network.That is,there are functional abnormalities in the sub-network.Therefore,it is crucial to accurately identify them in pathological diagnosis.To solve these problems,we proposed a sub-network extraction method based on graph regularization nonnegative matrix factorization(GNMF).The dynamic functional networks of normal subjects and early mild cognitive impairment(eMCI)subjects were vectorized and the functional connection vectors(FCV)were assembled to aggregation matrices.Then GNMF was applied to factorize the aggregation matrix to get the base matrix,in which the column vectors were restored to a common sub-network and a distinctive sub-network,and visualization and statistical analysis were conducted on the two sub-networks,respectively.Experimental results demonstrated that,compared with other matrix factorization methods,the proposed method can more obviously reflect the similarity between the common subnetwork of eMCI subjects and normal subjects,as well as the difference between the distinctive sub-network of eMCI subjects and normal subjects,Therefore,the high-dimensional features in brain functional networks can be best represented locally in the lowdimensional space,which provides a new idea for studying brain functional connectomes.
文摘重叠社团检测是复杂网络中的一个重要研究领域,在众多重叠社团检测算法中,基于局部谱提出的LEMON(Local Expansion via Minimum One Norm)算法复杂度小、效率高,但在处理含有噪声的数据集时并不能得到很好的社团检测结果。针对噪声问题提出了一种基于正则拉普拉斯矩阵的LEMON改进算法。该算法通过矩阵扰动的方式构建正则拉普拉斯矩阵来表征复杂网络的结构信息,提高了原LEMON算法的抗噪性。在Amazon,Youtube,DBLP,Orkut数据集上的实验表明本文算法相较于原LEMON算法可以获得更鲁棒的结果。
基金supported by the National Natural Science Fundation of China (60736021)the Joint Funds of NSFC-Guangdong Province(U0735003)
文摘Kernel-based methods work by embedding the data into a feature space and then searching linear hypothesis among the embedding data points. The performance is mostly affected by which kernel is used. A promising way is to learn the kernel from the data automatically. A general regularized risk functional （RRF） criterion for kernel matrix learning is proposed. Compared with the RRF criterion, general RRF criterion takes into account the geometric distributions of the embedding data points. It is proven that the distance between different geometric distdbutions can be estimated by their centroid distance in the reproducing kernel Hilbert space. Using this criterion for kernel matrix learning leads to a convex quadratically constrained quadratic programming （QCQP） problem. For several commonly used loss functions, their mathematical formulations are given. Experiment results on a collection of benchmark data sets demonstrate the effectiveness of the proposed method.
