Online distributed nonlinear regression via neural networks
Kozat, S. S.
2017 25th Signal Processing and Communications Applications Conference, SIU 2017
Institute of Electrical and Electronics Engineers Inc.
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In this paper, we study the nonlinear regression problem in a network of nodes and introduce long short term memory (LSTM) based algorithms. In order to learn the parameters of the LSTM architecture in an online manner, we put the LSTM equations into a nonlinear state space form and then introduce our distributed particle filtering (DPF) based training algorithm. Our training algorithm asymptotically achieves the optimal training performance. In our simulations, we illustrate the performance improvement achieved by the introduced algorithm with respect to the conventional methods. © 2017 IEEE.
KeywordsDistributed particle filtering
Long short term memory network
Monte Carlo methods
Signal filtering and prediction
State space methods
Nonlinear regression problems
Nonlinear state space
Short term memory
Published Version (Please cite this version)http://dx.doi.org/10.1109/SIU.2017.7960220
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