Statistical Modeling of High-Dimensional Nonlinear Systems: A Projection Pursuit Solution
Despite recent advances in statistics, artificial neural network theory, and machine learning, nonlinear function estimation in high-dimensional space remains a nontrivial problem. As the response surface becomes more complicated and the dimensions of the input data increase, the dreaded "curse of dimensionality" takes hold, rendering the best of function approximation methods ineffective. This thesis takes a novel approach to solving the high-dimensional function estimation problem. In this work, we propose and develop two distinct parametric projection pursuit learning networks with wide-ranging applicability. Included in this work is a discussion of the choice of basis functions used as well as a description of the optimization schemes utilized to find the parameters that enable each network to best approximate a response surface.
The essence of these new modeling methodologies is to approximate functions via the superposition of a series of piecewise one-dimensional models that are fit to specific directions, called projection directions. The key to the effectiveness of each model lies in its ability to find efficient projections for reducing the dimensionality of the input space to best fit an underlying response surface. Moreover, each method is capable of effectively selecting appropriate projections from the input data in the presence of relatively high levels of noise. This is accomplished by rigorously examining the theoretical conditions for approximating each solution space and taking full advantage of the principles of optimization to construct a pair of algorithms, each capable of effectively modeling high-dimensional nonlinear response surfaces to a higher degree of accuracy than previously possible.
Advisor:Shapiro, Alexander; Vidakovic, Brani; Ume, Charles; Sadegh, Nader; Liang, Steven
School:Georgia Institute of Technology
School Location:USA - Georgia
Source Type:Master's Thesis
Date of Publication:11/28/2005