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Regularization of a Parameter Estimation Problem using Monotonicity and Convexity Constraints

机译:使用单调性和凸性约束对参数估计问题进行正则化

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摘要

In marine science, it is usually assumed that there is a functional relationship between the parental population size and subsequent offsprings. The function is referred to as the Stock Recruitment Function (SRF). Determining the SRF translates to the optimization problem of estimating a set of parameters using past and sparse observation, which are usually of modest accuracy. The problem is challenging because several candidate functions exist in the literature, and the choice of best function is non-trivial, due to data sparsity and uncertainty.This paper formulates the problem as a constrained optimization task, and uses B-spline basis functions to represent the functional family to which the SRF belongs. Regularized solutions are obtained by requiring that the derived functions are both monotone and convex.The approach presents two major contributions to the existing computational challenges: ? It avoids the non-trivial problem of choosing the functional form ia priori.i/ ? Regularization of the problem using constraints ensures that parameter estimates are realistic. Numerical examples are presented to compare i?i/sub1sub/ and i?i/sub2sub/-norm solutions.
机译:在海洋科学中,通常假设父母群体的大小与随后的后代之间存在功能关系。该功能称为库存补充功能(SRF)。确定SRF会转化为使用过去和稀疏观测来估计一组参数的优化问题,通常精度不高。该问题具有挑战性,因为文献中存在多个候选函数,并且由于数据稀疏性和不确定性,最佳函数的选择很重要。本文将该问题表述为约束优化任务,并使用B样条基函数代表SRF所属的功能族。通过要求导出的函数既是单调的又是凸的,可以得到正则解。该方法对现有的计算挑战提出了两个主要的贡献:它避免了选择功能形式一个先验的非平凡问题。使用约束对问题进行正则化可确保参数估计是现实的。给出了数值示例以比较? 1 和? 2 -范数解。

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