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Learning nonlinear hybrid systems: from sparse optimization to support vector regression

Abstract : This paper deals with the identification of hybrid systems switching between nonlinear subsystems of unknown structure and focuses on the connections with a family of machine learning algorithms known as support vector machines. In particular, we consider a recent approach to nonlinear hybrid system identification based on a convex relaxation of a sparse optimization problem. In this approach, the submodels are iteratively estimated one by one by maximizing the sparsity of the corresponding error vector. We extend this approach in several ways. First, we relax the sparsity condition by introducing robust sparsity, which can be optimized through the minimization of a modified L1-norm or, equivalently, of the epsilon-insensitive loss function. Then, we show that, depending on the choice of regularizer, the method is equivalent to different forms of support vector regression. More precisely, the submodels can be estimated by iteratively solving a classical support vector regression problem, in which the sparsity of support vectors relates to the sparsity of the error vector in the considered hybrid system identification framework. This allows us to extend theoretical results as well as efficient optimization algorithms from the field of machine learning to the hybrid system framework.
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https://hal.archives-ouvertes.fr/hal-00801145
Contributor : Fabien Lauer <>
Submitted on : Monday, April 15, 2013 - 9:11:58 AM
Last modification on : Wednesday, June 24, 2020 - 4:18:35 PM
Long-term archiving on: : Tuesday, July 16, 2013 - 3:00:10 AM

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van Luong Le, Fabien Lauer, Laurent Bako, Gérard Bloch. Learning nonlinear hybrid systems: from sparse optimization to support vector regression. 16th International Conference on Hybrid systems: computation and control, HSCC 2013, Apr 2013, Philadelphia, United States. pp.33-42, ⟨10.1145/2461328.2461336⟩. ⟨hal-00801145⟩

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