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In this paper, we extend our greedy network-growing algorithm to multi-layered networks. With multi-layered networks, we can solve many complex problems that single-layered networks fail to solve. In addition, the network-growing algorithm is used in conjunction with teacher-directed learning that produces appropriate outputs without computing errors between targets and outputs. Thus, the present algorithm is a very efficient network-growing algorithm. The new algorithm was applied to three problems: the famous vertical-horizontal lines detection problem, a medical data problem and a road classification problem. In all these cases, experimental results confirmed that the method could solve problems that single-layered networks failed to. In addition, information maximization makes it possible to extract salient features in input patterns. [ABSTRACT FROM AUTHOR]

This paper introduces an automatic robust nonlinear identification algorithm using the leave-one-out test score also known as the PRESS (Predicted REsidual Sums of Squares) statistic and regularised orthogonal least squares. The proposed algorithm aims to achieve maximised model robustness via two effective and complementary approaches, parameter regularisation via ridge regression and model optimal generalisation structure selection. The major contributions are to derive the PRESS error in a regularised orthogonal weight model, develop an efficient recursive computation formula for PRESS errors in the regularised orthogonal least squares forward regression framework and hence construct a model with a good generalisation property. Based on the properties of the PRESS statistic the proposed algorithm can achieve a fully automated model construction procedure without resort to any other validation data set for model evaluation. [ABSTRACT FROM AUTHOR]