Do you want to publish a course? Click here

Gridless Evolutionary Approach for Line Spectral Estimation with Unknown Model Order

191   0   0.0 ( 0 )
 Added by Qi Zhao
 Publication date 2021
and research's language is English




Ask ChatGPT about the research

Gridless methods show great superiority in line spectral estimation. These methods need to solve an atomic $l_0$ norm (i.e., the continuous analog of $l_0$ norm) minimization problem to estimate frequencies and model order. Since this problem is NP-hard to compute, relaxations of atomic $l_0$ norm, such as nuclear norm and reweighted atomic norm, have been employed for promoting sparsity. However, the relaxations give rise to a resolution limit, subsequently leading to biased model order and convergence error. To overcome the above shortcomings of relaxation, we propose a novel idea of simultaneously estimating the frequencies and model order by means of the atomic $l_0$ norm. To accomplish this idea, we build a multiobjective optimization model. The measurment error and the atomic $l_0$ norm are taken as the two optimization objectives. The proposed model directly exploits the model order via the atomic $l_0$ norm, thus breaking the resolution limit. We further design a variable-length evolutionary algorithm to solve the proposed model, which includes two innovations. One is a variable-length coding and search strategy. It flexibly codes and interactively searches diverse solutions with different model orders. These solutions act as steppingstones that help fully exploring the variable and open-ended frequency search space and provide extensive potentials towards the optima. Another innovation is a model order pruning mechanism, which heuristically prunes less contributive frequencies within the solutions, thus significantly enhancing convergence and diversity. Simulation results confirm the superiority of our approach in both frequency estimation and model order selection.



rate research

Read More

Line spectral estimation (LSE) from multi snapshot samples is studied utilizing the variational Bayesian methods. Motivated by the recently proposed variational line spectral estimation (VALSE) method for a single snapshot, we develop the multisnapshot VALSE (MVALSE) for multi snapshot scenarios, which is important for array processing. The MVALSE shares the advantages of the VALSE method, such as automatically estimating the model order, noise variance and weight variance, closed-form updates of the posterior probability density function (PDF) of the frequencies. By using multiple snapshots, MVALSE improves the recovery performance and it encodes the prior distribution naturally. Finally, numerical results demonstrate the competitive performance of the MVALSE compared to state-of-the-art methods.
In this paper, we propose a new approach, based on the so-called modulating functions to estimate the average velocity, the dispersion coefficient and the differentiation order in a space fractional advection dispersion equation. First, the average velocity and the dispersion coefficient are estimated by applying the modulating functions method, where the problem is transferred into solving a system of algebraic equations. Then, the modulating functions method combined with Newtons method is applied to estimate all three parameters simultaneously. Numerical results are presented with noisy measurements to show the effectiveness and the robustness of the proposed method.
We propose first-order methods based on a level-set technique for convex constrained optimization that satisfies an error bound condition with unknown growth parameters. The proposed approach solves the original problem by solving a sequence of unconstrained subproblems defined with different level parameters. Different from the existing level-set methods where the subproblems are solved sequentially, our method applies a first-order method to solve each subproblem independently and simultaneously, which can be implemented with either a single or multiple processors. Once the objective value of one subproblem is reduced by a constant factor, a sequential restart is performed to update the level parameters and restart the first-order methods. When the problem is non-smooth, our method finds an $epsilon$-optimal and $epsilon$-feasible solution by computing at most $O(frac{G^{2/d}}{epsilon^{2-2/d}}ln^3(frac{1}{epsilon}))$ subgradients where $G>0$ and $dgeq 1$ are the growth rate and the exponent, respectively, in the error bound condition. When the problem is smooth, the complexity is improved to $O(frac{G^{1/d}}{epsilon^{1-1/d}}ln^3(frac{1}{epsilon}))$. Our methods do not require knowing $G$, $d$ and any problem dependent parameters.
High-stakes applications require AI-generated models to be interpretable. Current algorithms for the synthesis of potentially interpretable models rely on objectives or regularization terms that represent interpretability only coarsely (e.g., model size) and are not designed for a specific user. Yet, interpretability is intrinsically subjective. In this paper, we propose an approach for the synthesis of models that are tailored to the user by enabling the user to steer the model synthesis process according to her or his preferences. We use a bi-objective evolutionary algorithm to synthesize models with trade-offs between accuracy and a user-specific notion of interpretability. The latter is estimated by a neural network that is trained concurrently to the evolution using the feedback of the user, which is collected using uncertainty-based active learning. To maximize usability, the user is only asked to tell, given two models at the time, which one is less complex. With experiments on two real-world datasets involving 61 participants, we find that our approach is capable of learning estimations of interpretability that can be very different for different users. Moreover, the users tend to prefer models found using the proposed approach over models found using non-personalized interpretability indices.
300 - Xiaoxiao Ma , Wei Yao , Jane J. Ye 2021
In this paper, we propose a combined approach with second-order optimality conditions of the lower level problem to study constraint qualifications and optimality conditions for bilevel programming problems. The new method is inspired by the combined approach developed by Ye and Zhu in 2010, where the authors combined the classical first-order and the value function approaches to derive new necessary optimality conditions under weaker conditions. In our approach, we add the second-order optimality condition to the combined program as a new constraint. We show that when all known approaches fail, adding the second-order optimality condition as a constraint makes the corresponding partial calmness condition easier to hold. We also give some discussions on optimality conditions and advantages and disadvantages of the combined approaches with the first-order and the second-order information.
comments
Fetching comments Fetching comments
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا