Adaptive Multioutput Gradient RBF Tracker for Nonlinear and Nonstationary Regression.

Abstract

Multioutput regression of nonlinear and nonstationary data is largely understudied in both machine learning and control communities. This article develops an adaptive multioutput gradient radial basis function (MGRBF) tracker for online modeling of multioutput nonlinear and nonstationary processes. Specifically, a compact MGRBF network is first constructed with a new two-step training procedure to produce excellent predictive capacity. To improve its tracking ability in fast time-varying scenarios, an adaptive MGRBF (AMGRBF) tracker is proposed, which updates the MGRBF network structure online by replacing the worst performing node with a new node that automatically encodes the newly emerging system state and acts as a perfect local multioutput predictor for the current system state. Extensive experimental results confirm that the proposed AMGRBF tracker significantly outperforms existing state-of-the-art online multioutput regression methods as well as deep-learning-based models, in terms of adaptive modeling accuracy and online computational complexity.