An extension of the quadratic error function for learning imprecise data in multivariate nonlinear regression
Summary: Multivariate noises in the learning process are most of the time supposed to follow a standard multivariate normal distribution. This hypothesis does not often hold in many real-world situations. In this paper, we consider an approach based on multivariate skew-normal distribution. It allows for a multiple continuous variation from normality to nonnormality. We give an extension of the generalized least squares error function in a context of multivariate nonlinear regression to learn imprecise data. The simulation study and application case on real datasets conducted and based on multilayer perceptron neural networks (MLP) with bivariate continuous response and asymmetric revealed a significant gain in precision using the new quadratic error function for these types of data rather than using a classical generalized least squares error function having any covariance matrix.
- Multivariate linear regression with non-normal errors: a solution based on mixture models
- A nonlinear regression model with skew-normal errors
- Skew Gaussian process for nonlinear regression
- Gaussian process regression with skewed errors
- Multivariate measurement error models using finite mixtures of skew-Student \(t\) distributions
- Comparison of the performance of multi-layer perceptron and linear regression for epidemiological data
- scientific article; zbMATH DE number 805043 (Why is no real title available?)
- scientific article; zbMATH DE number 852525 (Why is no real title available?)
- Principles of artificial neural networks
- Regularization algorithms for learning that are equivalent to multilayer networks
- The multivariate skew-normal distribution
This page was built for publication: An extension of the quadratic error function for learning imprecise data in multivariate nonlinear regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2004271)
