Generalized information potential criterion for adaptive system training

IEEE Transactions on Neural Networks - Tập 13 Số 5 - Trang 1035-1044 - 2002
D. Erdogmus1, J.C. Principe1
1The Computational Neuroengineering Laboratory, University of Florida, Gainesville, FL, USA

Tóm tắt

We have previously proposed the quadratic Renyi's error entropy as an alternative cost function for supervised adaptive system training. An entropy criterion instructs the minimization of the average information content of the error signal rather than merely trying to minimize its energy. In this paper, we propose a generalization of the error entropy criterion that enables the use of any order of Renyi's entropy and any suitable kernel function in density estimation. It is shown that the proposed entropy estimator preserves the global minimum of actual entropy. The equivalence between global optimization by convolution smoothing and the convolution by the kernel in Parzen windowing is also discussed. Simulation results are presented for time-series prediction and classification where experimental demonstration of all the theoretical concepts is presented.

Từ khóa

#Adaptive systems #Entropy #Kernel #Signal processing #Cost function #Convolution #Mutual information #Source separation #Feature extraction #Chaos

Tài liệu tham khảo

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