TY - JOUR
T1 - Towards positive-breakdown radial basis function networks
AU - Li, Sheng Tun
AU - Leiss, Ernst L.
PY - 1995
Y1 - 1995
N2 - Radial basis function networks (RBFNs) have recently attracted interest, because of their advantages over multilayer perceptrons as they are universal approximators but achieve faster convergence since only one layer of weights is required. The least squares method is the most popularly used in estimating the synaptic weights which provides optimal results if the underlying error distribution is Gaussian. However, the generalization performance of the networks deteriorates for realistic noise whose distribution is either unknown or non-Gaussian; in particular, it becomes very bad if outliers are present. In this paper we propose a positive-breakdown learning algorithm for RBFNs by applying the breakdown point approach in robust regression such that any assumptions about or estimation of the error distribution are avoidable. The expense of losing efficiency in the presence of Gaussian noise and the problem of local minima for most robust estimators has also been taken into account. The resulting network is shown to be highly robust and stable against a high fraction of outliers as well as small perturbations. This demonstrates its superiority in controlling bias and variance of estimators.
AB - Radial basis function networks (RBFNs) have recently attracted interest, because of their advantages over multilayer perceptrons as they are universal approximators but achieve faster convergence since only one layer of weights is required. The least squares method is the most popularly used in estimating the synaptic weights which provides optimal results if the underlying error distribution is Gaussian. However, the generalization performance of the networks deteriorates for realistic noise whose distribution is either unknown or non-Gaussian; in particular, it becomes very bad if outliers are present. In this paper we propose a positive-breakdown learning algorithm for RBFNs by applying the breakdown point approach in robust regression such that any assumptions about or estimation of the error distribution are avoidable. The expense of losing efficiency in the presence of Gaussian noise and the problem of local minima for most robust estimators has also been taken into account. The resulting network is shown to be highly robust and stable against a high fraction of outliers as well as small perturbations. This demonstrates its superiority in controlling bias and variance of estimators.
UR - http://www.scopus.com/inward/record.url?scp=0029480199&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0029480199&partnerID=8YFLogxK
M3 - Conference article
AN - SCOPUS:0029480199
SN - 1063-6730
SP - 98
EP - 105
JO - Proceedings of the International Conference on Tools with Artificial Intelligence
JF - Proceedings of the International Conference on Tools with Artificial Intelligence
T2 - Proceedings of the 1995 IEEE 7th International Conference on Tools with Artificial Intelligence
Y2 - 5 November 1995 through 8 November 1995
ER -