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Autori principali: Kullberg, Anton, Viset, Frida, Skog, Isaac, Hendeby, Gustaf
Natura: Preprint
Pubblicazione: 2024
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Accesso online:https://arxiv.org/abs/2408.07480
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author Kullberg, Anton
Viset, Frida
Skog, Isaac
Hendeby, Gustaf
author_facet Kullberg, Anton
Viset, Frida
Skog, Isaac
Hendeby, Gustaf
contents Basis Function (BF) expansions are a cornerstone of any engineer's toolbox for computational function approximation which shares connections with both neural networks and Gaussian processes. Even though BF expansions are an intuitive and straightforward model to use, they suffer from quadratic computational complexity in the number of BFs if the predictive variance is to be computed. We develop a method to automatically select the most important BFs for prediction in a sub-domain of the model domain. This significantly reduces the computational complexity of computing predictions while maintaining predictive accuracy. The proposed method is demonstrated using two numerical examples, where reductions up to 50-75% are possible without significantly reducing the predictive accuracy.
format Preprint
id arxiv_https___arxiv_org_abs_2408_07480
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Adaptive Basis Function Selection for Computationally Efficient Predictions
Kullberg, Anton
Viset, Frida
Skog, Isaac
Hendeby, Gustaf
Signal Processing
Machine Learning
Basis Function (BF) expansions are a cornerstone of any engineer's toolbox for computational function approximation which shares connections with both neural networks and Gaussian processes. Even though BF expansions are an intuitive and straightforward model to use, they suffer from quadratic computational complexity in the number of BFs if the predictive variance is to be computed. We develop a method to automatically select the most important BFs for prediction in a sub-domain of the model domain. This significantly reduces the computational complexity of computing predictions while maintaining predictive accuracy. The proposed method is demonstrated using two numerical examples, where reductions up to 50-75% are possible without significantly reducing the predictive accuracy.
title Adaptive Basis Function Selection for Computationally Efficient Predictions
topic Signal Processing
Machine Learning
url https://arxiv.org/abs/2408.07480