Variational inference based automatic relevance determination kernel for embedded feature selection of noisy industrial data
Abstract
In this paper, an embedded feature selection based on variational relevance vector machines is proposed to simultaneously perform feature selection and model construction. With the settings of specific hierarchical priors over the parameters of an automatic relevance determination kernel (ARDK) function, an approximate posterior distribution over these parameters is here derived and expressed as a multivariate Gaussian distribution, in which a first-order Taylor expansion-based Laplace approximation with respect to the parameters is introduced into the variational inference procedure. The posterior distributions, rather than generic pointwise estimates, over the rest of parameters of the model are also derived. The proposed method can simultaneously select relevant features and samples by adjusting the parameters of ARDK and the weighting vector, respectively. To verify the effectiveness of the proposed method, a synthetic dataset and a number of benchmark datasets, as well as a practical industrial dataset, are employed to solve the regression and classification problems. These experimental results indicate that the proposed method supports the mechanisms of feature selection and model construction while maintaining prediction performance, particularly in an industrial environment.
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RVM provides performance comparable to SVM, while utilizing arbitrary kernel functions with high sparsity and also offering probabilistic predictions.
“RVM provides performance comparable to SVM, while utilizing arbitrary kernel functions with high sparsity and also offering probabilistic predictions [143].”
From Data-driven health estimation and lifetime prediction of lithium-ion batteries: A review (2019) · cites this paper as [143]
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Data-driven health estimation and lifetime prediction of lithium-ion batteries: A review
Li, Y., Liu, K., Foley, A. M., Zülke, A., Berecibar, M., Nanini-Maury, E., Van Mierlo, J., & Hoster, H. E. (2019) · Renewable and Sustainable Energy Reviews · doi:10.1016/j.rser.2019.109254 · Cited by 1,193 · see citing works
“Hence, it is recommended to construct an isotropic kernel with an advanced structure such as automatic relevance determination [142].”
Background
- Authors
- Zhao, J., Chen, L., Pedrycz, W., & Wang, W.
- Affiliations
- Dalian University of Technology (CN)
- University of Alberta (CA)
- Venue
- IEEE Transactions on Industrial Electronics
- Published
- 2018
- Pages
- 1-1
- ISSN
- 0278-0046 (ISSN-L)
- 1557-9948
- OpenAlex
- W2789439234
- Cited by
- 50
- References
- 35
- Citations by year
- 2025: 3 · 2024: 4 · 2023: 2 · 2022: 10 · 2021: 5 · 2020: 9 · 2019: 13 · 2018: 4
- FWCI
- 4.34
- Type
- journal article
- Language
- en
- Open access
- closed
- Licence
- Locations
- IEEE Transactions on Industrial Electronics (publishedVersion)
- Funders
- the National Natural Sciences Foundation of China (61522304, 61533005, U1560102)
- Topics
- Physical Sciences › Computer Science › Artificial Intelligence › Gaussian Processes and Bayesian Inference
- Physical Sciences › Computer Science › Artificial Intelligence › Neural Networks and Applications
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Inference
- Keywords
- embedded feature selection, variational inference, relevance vector machine, Laplace approximation, hierarchical priors, sample selection, regression analysis, classification, industrial data
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