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Backtracking orthogonal least squares algorithm for model selection

Backtracking orthogonal least squares algorithm for model selection
Backtracking orthogonal least squares algorithm for model selection
The orthogonal least squares (OLS) algorithm [l] is an efficient implementation of the forward-selection [2] method for subset model selection. The ability to find good subset parameters with only a linearly increasing computational requirement makes this method attractive for practical implementations. This technique, however, has been criticised [2] as it does not guarantee to find an optimum solution. In this paper, we examine why forward-selection technique can fail to find optimum subset models and present a modification scheme to improve the selection process.
10/1-10/5
Chng, E. S.
fea46228-47bf-4963-83d7-b7b5591183de
Mulgrew, B.
95a3fbda-7de2-4583-b1f2-0a54a69b414a
Chen, S.
9310a111-f79a-48b8-98c7-383ca93cbb80
Chng, E. S.
fea46228-47bf-4963-83d7-b7b5591183de
Mulgrew, B.
95a3fbda-7de2-4583-b1f2-0a54a69b414a
Chen, S.
9310a111-f79a-48b8-98c7-383ca93cbb80

Chng, E. S., Mulgrew, B. and Chen, S. (1994) Backtracking orthogonal least squares algorithm for model selection. IEE Colloquium on Maths. Aspects of Digital Signal Processing, Bristol, United Kingdom. 10/1-10/5 .

Record type: Conference or Workshop Item (Paper)

Abstract

The orthogonal least squares (OLS) algorithm [l] is an efficient implementation of the forward-selection [2] method for subset model selection. The ability to find good subset parameters with only a linearly increasing computational requirement makes this method attractive for practical implementations. This technique, however, has been criticised [2] as it does not guarantee to find an optimum solution. In this paper, we examine why forward-selection technique can fail to find optimum subset models and present a modification scheme to improve the selection process.

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More information

Published date: 10 February 1994
Additional Information: IEE Colloquium on Maths. Aspects of Digital Signal Processing (Bristol, UK), Feb. 10, 1994. Event Dates: Feb. 10, 1994 Organisation: IEE
Venue - Dates: IEE Colloquium on Maths. Aspects of Digital Signal Processing, Bristol, United Kingdom, 1994-02-10
Organisations: Southampton Wireless Group

Identifiers

Local EPrints ID: 251094
URI: http://eprints.soton.ac.uk/id/eprint/251094
PURE UUID: 1850b9ec-4e41-41a0-8cb3-64bea691e0c8

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Date deposited: 12 Oct 1999
Last modified: 03 Feb 2022 17:48

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Contributors

Author: E. S. Chng
Author: B. Mulgrew
Author: S. Chen

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