• Title/Summary/Keyword: least squares

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Kernel-based actor-critic approach with applications

  • Chu, Baek-Suk;Jung, Keun-Woo;Park, Joo-Young
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.11 no.4
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    • pp.267-274
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    • 2011
  • Recently, actor-critic methods have drawn significant interests in the area of reinforcement learning, and several algorithms have been studied along the line of the actor-critic strategy. In this paper, we consider a new type of actor-critic algorithms employing the kernel methods, which have recently shown to be very effective tools in the various fields of machine learning, and have performed investigations on combining the actor-critic strategy together with kernel methods. More specifically, this paper studies actor-critic algorithms utilizing the kernel-based least-squares estimation and policy gradient, and in its critic's part, the study uses a sliding-window-based kernel least-squares method, which leads to a fast and efficient value-function-estimation in a nonparametric setting. The applicability of the considered algorithms is illustrated via a robot locomotion problem and a tunnel ventilation control problem.

Multioutput LS-SVR based residual MCUSUM control chart for autocorrelated process

  • Hwang, Changha
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.2
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    • pp.523-530
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    • 2016
  • Most classical control charts assume that processes are serially independent, and autocorrelation among variables makes them unreliable. To address this issue, a variety of statistical approaches has been employed to estimate the serial structure of the process. In this paper, we propose a multioutput least squares support vector regression and apply it to construct a residual multivariate cumulative sum control chart for detecting changes in the process mean vector. Numerical studies demonstrate that the proposed multioutput least squares support vector regression based control chart provides more satisfying results in detecting small shifts in the process mean vector.

A FAST KACZMARZ-KOVARIK ALGORITHM FOR CONSISTENT LEAST-SQUARES PROBLEMS

  • Popa, Constantin
    • Journal of applied mathematics & informatics
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    • v.8 no.1
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    • pp.9-26
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    • 2001
  • In some previous papers the author extended two algorithms proposed by Z. Kovarik for approximate orthogonalization of a finite set of linearly independent vectors from a Hibert space, to the case when the vectors are rows (not necessary linearly independent) of an arbitrary rectangular matrix. In this paper we describe combinations between these two methods and the classical Kaczmarz’s iteration. We prove that, in the case of a consistent least-squares problem, the new algorithms so obtained converge ti any of its solutions (depending on the initial approximation). The numerical experiments described in the last section of the paper on a problem obtained after the discretization of a first kind integral equation ilustrate the fast convergence of the new algorithms. AMS Mathematics Subject Classification : 65F10, 65F20.

IMAGE RESTORATION BY THE GLOBAL CONJUGATE GRADIENT LEAST SQUARES METHOD

  • Oh, Seyoung;Kwon, Sunjoo;Yun, Jae Heon
    • Journal of applied mathematics & informatics
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    • v.31 no.3_4
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    • pp.353-363
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    • 2013
  • A variant of the global conjugate gradient method for solving general linear systems with multiple right-hand sides is proposed. This method is called as the global conjugate gradient linear least squares (Gl-CGLS) method since it is based on the conjugate gradient least squares method(CGLS). We present how this method can be implemented for the image deblurring problems with Neumann boundary conditions. Numerical experiments are tested on some blurred images for the purpose of comparing the computational efficiencies of Gl-CGLS with CGLS and Gl-LSQR. The results show that Gl-CGLS method is numerically more efficient than others for the ill-posed problems.

A Study on the Computation Method of Simple Heat Release Rate in Internal Combustion Engine (내열기관에 있어서 열발생율(熱發生率)의 산출방법(算出方法)에 관한 연구)

  • Tak, Y.J.;Ha, J.Y.
    • Transactions of the Korean Society of Automotive Engineers
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    • v.3 no.1
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    • pp.129-135
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    • 1995
  • This study aims to compare the heat release calculated using the ensemble average of pressure data with the heat release calculated using the least squares method for pressure data. This paper propose a heat release computation method that can analyze the most correct, straight and simple method to analyse combustion phenomenon. In conclusion, we found that the least squares method of third-order was the best computational method for heat release calculation.

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Choice of Statistical Calibration Procedures When the Standard Measurement is Also Subject to Error

  • Lee, Seung-Hoon;Yum, Bong-Jin
    • Journal of the Korean Statistical Society
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    • v.14 no.2
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    • pp.63-75
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    • 1985
  • This paper considers a statistical calibration problem in which the standard as wel as the nonstandard measurement is subject to error. Since the classicla approach cannot handle this situation properly, a functional relationship model with additional feature of prediction is proposed. For the analysis of the problem four different approaches-two estimation techniques (ordinary and grouping least squares) combined with two prediction methods (classical and inverse prediction)-are considered. By Monte Carlo simulation the perromance of each approach is assessed in term of the probability of concentration. The simulation results indicate that the ordinary least squares with inverse prediction is generally preferred in interpolation while the grouping least squares with classical prediction turns out to be better in extrapolation.

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An Algorithm for One-Sided Generalized Least Squares Estimation and Its Application

  • Park, Chul-Gyu
    • Journal of the Korean Statistical Society
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    • v.29 no.3
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    • pp.361-373
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    • 2000
  • A simple and efficient algorithm is introduced for generalized least squares estimation under nonnegativity constraints in the components of the parameter vector. This algorithm gives the exact solution to the estimation problem within a finite number of pivot operations. Besides an illustrative example, an empirical study is conducted for investigating the performance of the proposed algorithm. This study indicates that most of problems are solved in a few iterations, and the number of iterations required for optimal solution increases linearly to the size of the problem. Finally, we will discuss the applicability of the proposed algorithm extensively to the estimation problem having a more general set of linear inequality constraints.

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Development of Virtual Metrology Models in Semiconductor Manufacturing Using Genetic Algorithm and Kernel Partial Least Squares Regression (유전알고리즘과 커널 부분최소제곱회귀를 이용한 반도체 공정의 가상계측 모델 개발)

  • Kim, Bo-Keon;Yum, Bong-Jin
    • IE interfaces
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    • v.23 no.3
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    • pp.229-238
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    • 2010
  • Virtual metrology (VM), a critical component of semiconductor manufacturing, is an efficient way of assessing the quality of wafers not actually measured. This is done based on a model between equipment sensor data (obtained for all wafers) and the quality characteristics of wafers actually measured. This paper considers principal component regression (PCR), partial least squares regression (PLSR), kernel PCR (KPCR), and kernel PLSR (KPLSR) as VM models. For each regression model, two cases are considered. One utilizes all explanatory variables in developing a model, and the other selects significant variables using the genetic algorithm (GA). The prediction performances of 8 regression models are compared for the short- and long-term etch process data. It is found among others that the GA-KPLSR model performs best for both types of data. Especially, its prediction ability is within the requirement for the short-term data implying that it can be used to implement VM for real etch processes.

Multiple-Fault Diagnosis for Chemical Processes Based on Signed Digraph and Dynamic Partial Least Squares (부호유향그래프와 동적 부분최소자승법에 기반한 화학공정의 다중이상진단)

  • 이기백;신동일;윤인섭
    • Journal of Institute of Control, Robotics and Systems
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    • v.9 no.2
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    • pp.159-167
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    • 2003
  • This study suggests the hybrid fault diagnosis method of signed digraph (SDG) and partial least squares (PLS). SDG offers a simple and graphical representation for the causal relationships between process variables. The proposed method is based on SDG to utilize the advantage that the model building needs less information than other methods and can be performed automatically. PLS model is built on local cause-effect relationships of each variable in SDG. In addition to the current values of cause variables, the past values of cause and effect variables are inputted to PLS model to represent the Process armies. The measured value and predicted one by dynamic PLS are compared to diagnose the fault. The diagnosis example of CSTR shows the proposed method improves diagnosis resolution and facilitates diagnosis of masked multiple-fault.

A Comparative Study on Single Time Schemes Based on the FEM for the Analysis of Structural Transient Problems (구조물의 시간에 따른 거동 해석을 위한 유한요소법에 기초한 단일 스텝 시간 범주들의 비교연구)

  • Kim, Woo-Ram;Choi, Youn-Dae
    • Journal of the Korea Institute of Military Science and Technology
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    • v.14 no.5
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    • pp.957-964
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    • 2011
  • New time schemes based on the FEM were developed and their performances were tested with 2D wave equation. The least-squares and weighted residual methods are used to construct new time schemes based on traditional residual minimization method. To overcome some drawbacks that time schemes based on the least-squares and weighted residual methods have, ad-hoc method is considered to minimize residuals multiplied by others residuals as a new approach. And variational method is used to get necessary conditions of ad-hoc minimization. A-stability was chosen to check the stability of newly developed time schemes. Specific values of new time schemes are presented along with their numerical solutions which were compared with analytic solution.