Nonsmooth Optimization-Based Hyperparameter-Free Neural Networks for Large-Scale Regression

In this paper, a new nonsmooth optimization-based algorithm for solving large-scale regression problems is introduced. The regression problem is modeled as fully-connected feedforward neural networks with one hidden layer, piecewise linear activation, and the <inline-formula><math xmlns=&qu...

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Main Authors: Napsu Karmitsa, Sona Taheri, Kaisa Joki, Pauliina Paasivirta, Adil M. Bagirov, Marko M. Mäkelä
Format: Article
Language:English
Published: MDPI AG 2023-09-01
Series:Algorithms
Subjects:
Online Access:https://www.mdpi.com/1999-4893/16/9/444
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author Napsu Karmitsa
Sona Taheri
Kaisa Joki
Pauliina Paasivirta
Adil M. Bagirov
Marko M. Mäkelä
author_facet Napsu Karmitsa
Sona Taheri
Kaisa Joki
Pauliina Paasivirta
Adil M. Bagirov
Marko M. Mäkelä
author_sort Napsu Karmitsa
collection DOAJ
description In this paper, a new nonsmooth optimization-based algorithm for solving large-scale regression problems is introduced. The regression problem is modeled as fully-connected feedforward neural networks with one hidden layer, piecewise linear activation, and the <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mi>L</mi><mn>1</mn></msub></semantics></math></inline-formula>-loss functions. A modified version of the limited memory bundle method is applied to minimize this nonsmooth objective. In addition, a novel constructive approach for automated determination of the proper number of hidden nodes is developed. Finally, large real-world data sets are used to evaluate the proposed algorithm and to compare it with some state-of-the-art neural network algorithms for regression. The results demonstrate the superiority of the proposed algorithm as a predictive tool in most data sets used in numerical experiments.
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spelling doaj.art-ab4197fef93247a4b6c6d09ea6ed168f2023-11-19T09:13:13ZengMDPI AGAlgorithms1999-48932023-09-0116944410.3390/a16090444Nonsmooth Optimization-Based Hyperparameter-Free Neural Networks for Large-Scale RegressionNapsu Karmitsa0Sona Taheri1Kaisa Joki2Pauliina Paasivirta3Adil M. Bagirov4Marko M. Mäkelä5Department of Computing, University of Turku, FI-20014 Turku, FinlandSchool of Science, RMIT University, Melbourne 3000, AustraliaDepartment of Mathematics and Statistics, University of Turku, FI-20014 Turku, FinlandSiili Solutions Oyj, FI-60100 Seinäjoki, FinlandCentre for Smart Analytics, Federation University Australia, Ballarat 3350, AustraliaDepartment of Mathematics and Statistics, University of Turku, FI-20014 Turku, FinlandIn this paper, a new nonsmooth optimization-based algorithm for solving large-scale regression problems is introduced. The regression problem is modeled as fully-connected feedforward neural networks with one hidden layer, piecewise linear activation, and the <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mi>L</mi><mn>1</mn></msub></semantics></math></inline-formula>-loss functions. A modified version of the limited memory bundle method is applied to minimize this nonsmooth objective. In addition, a novel constructive approach for automated determination of the proper number of hidden nodes is developed. Finally, large real-world data sets are used to evaluate the proposed algorithm and to compare it with some state-of-the-art neural network algorithms for regression. The results demonstrate the superiority of the proposed algorithm as a predictive tool in most data sets used in numerical experiments.https://www.mdpi.com/1999-4893/16/9/444machine learningregression analysisneural networksL1-loss functionnonsmooth optimization
spellingShingle Napsu Karmitsa
Sona Taheri
Kaisa Joki
Pauliina Paasivirta
Adil M. Bagirov
Marko M. Mäkelä
Nonsmooth Optimization-Based Hyperparameter-Free Neural Networks for Large-Scale Regression
Algorithms
machine learning
regression analysis
neural networks
L1-loss function
nonsmooth optimization
title Nonsmooth Optimization-Based Hyperparameter-Free Neural Networks for Large-Scale Regression
title_full Nonsmooth Optimization-Based Hyperparameter-Free Neural Networks for Large-Scale Regression
title_fullStr Nonsmooth Optimization-Based Hyperparameter-Free Neural Networks for Large-Scale Regression
title_full_unstemmed Nonsmooth Optimization-Based Hyperparameter-Free Neural Networks for Large-Scale Regression
title_short Nonsmooth Optimization-Based Hyperparameter-Free Neural Networks for Large-Scale Regression
title_sort nonsmooth optimization based hyperparameter free neural networks for large scale regression
topic machine learning
regression analysis
neural networks
L1-loss function
nonsmooth optimization
url https://www.mdpi.com/1999-4893/16/9/444
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AT sonataheri nonsmoothoptimizationbasedhyperparameterfreeneuralnetworksforlargescaleregression
AT kaisajoki nonsmoothoptimizationbasedhyperparameterfreeneuralnetworksforlargescaleregression
AT pauliinapaasivirta nonsmoothoptimizationbasedhyperparameterfreeneuralnetworksforlargescaleregression
AT adilmbagirov nonsmoothoptimizationbasedhyperparameterfreeneuralnetworksforlargescaleregression
AT markommakela nonsmoothoptimizationbasedhyperparameterfreeneuralnetworksforlargescaleregression