Nonlinear Functional Modeling Using Neural Networks

DOI10.1080/10618600.2023.2165498arXiv2104.09371OpenAlexW3153837358MaRDI QIDQ6181397FDOQ6181397

Authors: Aniruddha Rajendra Rao, Matthew Reimherr 

Publication date: 22 January 2024

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Abstract: We introduce a new class of non-linear models for functional data based on neural networks. Deep learning has been very successful in non-linear modeling, but there has been little work done in the functional data setting. We propose two variations of our framework: a functional neural network with continuous hidden layers, called the Functional Direct Neural Network (FDNN), and a second version that utilizes basis expansions and continuous hidden layers, called the Functional Basis Neural Network (FBNN). Both are designed explicitly to exploit the structure inherent in functional data. To fit these models we derive a functional gradient based optimization algorithm. The effectiveness of the proposed methods in handling complex functional models is demonstrated by comprehensive simulation studies and real data examples.

Full work available at URL: https://arxiv.org/abs/2104.09371

zbMATH Keywords

deep learningfunctional data analysisfunctional regressionfunctional neural network

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited In (2)

• Functional data analysis using deep neural networks
• Functional data analysis: an introduction and recent developments

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