Year: 2008
Type: preprint
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.
Source: arXiv (Cornell University)
Author: Rynkiewicz, Joseph
Language: English
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2028235385
