Efficient estimation of multidimensional regression model with multilayer perceptron
نویسنده
چکیده
Abstract. This work concerns estimation of multidimensional nonlinear regression models using multilayer perceptron (MLP). The main problem with such model is that we have to know the covariance matrix of the noise to get optimal estimator. however we show that, if we choose as cost function the logarithm of the determinant of the empirical error covariance matrix, we get an asymptotically optimal estimator.
منابع مشابه
Efficient estimation of multidimensional regression model using multilayer perceptrons
This work concerns the estimation of multidimensional nonlinear regression models using multilayer perceptrons (MLPs). The main problem with such models is that we need to know the covariance matrix of the noise to get an optimal estimator. However, we show in this paper that if we choose as the cost function the logarithm of the determinant of the empirical error covariance matrix, then we get...
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تاریخ انتشار 2005