A linear recurrent kernel online learning algorithm with sparse updates

Kernel Mixture Correntropy Conjugate Gradient Algorithm for Time Series Prediction

Kernel adaptive filtering (KAF) is an effective nonlinear learning algorithm, which has been widely used in time series prediction. The traditional KAF is based on the stochastic gradient descent (SGD) method, which has slow convergence speed and low filtering accuracy. Hence, a kernel conjugate gradient (KCG) algorithm has been proposed with low computational complexity, while achieving comparable performance to some KAF algorithms, e.g., the kernel recursive least squares (KRLS). However, the robust learning performance is unsatisfactory, when using KCG. Meanwhile, correntropy as a local similarity measure defined in kernel space, can address large outliers in robust signal processing. On the basis of correntropy, the mixture correntropy is developed, which uses the mixture of two Gaussian functions as a kernel function to further improve the learning performance. Accordingly, this article proposes a novel KCG algorithm, named the kernel mixture correntropy conjugate gradient (KMCCG), with the help of the mixture correntropy criterion (MCC). The proposed algorithm has less computational complexity and can achieve better performance in non-Gaussian noise environments. To further control the growing radial basis function (RBF) network in this algorithm, we also use a simple sparsification criterion based on the angle between elements in the reproducing kernel Hilbert space (RKHS). The prediction simulation results on a synthetic chaotic time series and a real benchmark dataset show that the proposed algorithm can achieve better computational performance. In addition, the proposed algorithm is also successfully applied to the practical tasks of malware prediction in the field of malware analysis. The results demonstrate that our proposed algorithm not only has a short training time, but also can achieve high prediction accuracy.

Kernel Risk-Sensitive Mean p-Power Error Algorithms for Robust Learning

As a nonlinear similarity measure defined in the reproducing kernel Hilbert space (RKHS), the correntropic loss (C-Loss) has been widely applied in robust learning and signal processing. However, the highly non-convex nature of C-Loss results in performance degradation. To address this issue, a convex kernel risk-sensitive loss (KRL) is proposed to measure the similarity in RKHS, which is the risk-sensitive loss defined as the expectation of an exponential function of the squared estimation error. In this paper, a novel nonlinear similarity measure, namely kernel risk-sensitive mean p-power error (KRP), is proposed by combining the mean p-power error into the KRL, which is a generalization of the KRL measure. The KRP with p=2 reduces to the KRL, and can outperform the KRL when an appropriate p is configured in robust learning. Some properties of KRP are presented for discussion. To improve the robustness of the kernel recursive least squares algorithm (KRLS) and reduce its network size, two robust recursive kernel adaptive filters, namely recursive minimum kernel risk-sensitive mean p-power error algorithm (RMKRP) and its quantized RMKRP (QRMKRP), are proposed in the RKHS under the minimum kernel risk-sensitive mean p-power error (MKRP) criterion, respectively. Monte Carlo simulations are conducted to confirm the superiorities of the proposed RMKRP and its quantized version.

Nonlinear Model Predictive Control Based on a Self-Organizing Recurrent Neural Network

A nonlinear model predictive control (NMPC) scheme is developed in this paper based on a self-organizing recurrent radial basis function (SR-RBF) neural network, whose structure and parameters are adjusted concurrently in the training process. The proposed SR-RBF neural network is represented in a general nonlinear form for predicting the future dynamic behaviors of nonlinear systems. To improve the modeling accuracy, a spiking-based growing and pruning algorithm and an adaptive learning algorithm are developed to tune the structure and parameters of the SR-RBF neural network, respectively. Meanwhile, for the control problem, an improved gradient method is utilized for the solution of the optimization problem in NMPC. The stability of the resulting control system is proved based on the Lyapunov stability theory. Finally, the proposed SR-RBF neural network-based NMPC (SR-RBF-NMPC) is used to control the dissolved oxygen (DO) concentration in a wastewater treatment process (WWTP). Comparisons with other existing methods demonstrate that the SR-RBF-NMPC can achieve a considerably better model fitting for WWTP and a better control performance for DO concentration.

Improving nonlinear modeling capabilities of functional link adaptive filters

The functional link adaptive filter (FLAF) represents an effective solution for online nonlinear modeling problems. In this paper, we take into account a FLAF-based architecture, which separates the adaptation of linear and nonlinear elements, and we focus on the nonlinear branch to improve the modeling performance. In particular, we propose a new model that involves an adaptive combination of filters downstream of the nonlinear expansion. Such combination leads to a cooperative behavior of the whole architecture, thus yielding a performance improvement, particularly in the presence of strong nonlinearities. An advanced architecture is also proposed involving the adaptive combination of multiple filters on the nonlinear branch. The proposed models are assessed in different nonlinear modeling problems, in which their effectiveness and capabilities are shown.