DocumentCode
1336019
Title
An Information Theoretic Approach of Designing Sparse Kernel Adaptive Filters
Author
Liu, Weifeng ; Park, Il ; Príncipe, José C.
Author_Institution
Forecasting Team, Amazon.com, Seattle, WA, USA
Volume
20
Issue
12
fYear
2009
Firstpage
1950
Lastpage
1961
Abstract
This paper discusses an information theoretic approach of designing sparse kernel adaptive filters. To determine useful data to be learned and remove redundant ones, a subjective information measure called surprise is introduced. Surprise captures the amount of information a datum contains which is transferable to a learning system. Based on this concept, we propose a systematic sparsification scheme, which can drastically reduce the time and space complexity without harming the performance of kernel adaptive filters. Nonlinear regression, short term chaotic time-series prediction, and long term time-series forecasting examples are presented.
Keywords
adaptive filters; computational complexity; information theory; learning (artificial intelligence); regression analysis; information measure; information theory; learning system; long term time-series forecasting; nonlinear regression; short term chaotic time-series prediction; space complexity; sparse kernel adaptive filter; surprise; systematic sparsification; time complexity; Information measure; kernel adaptive filters; online Gaussian processes; online kernel learning; sparsification; surprise; Algorithms; Artificial Intelligence; Computer Simulation; Humans; Information Theory; Least-Squares Analysis; Nonlinear Dynamics; Time Factors;
fLanguage
English
Journal_Title
Neural Networks, IEEE Transactions on
Publisher
ieee
ISSN
1045-9227
Type
jour
DOI
10.1109/TNN.2009.2033676
Filename
5337958
Link To Document