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A stable Lasso algorithm for inferential sensor structure learning and parameter estimation.
- Source :
-
Journal of Process Control . Nov2021, Vol. 107, p70-82. 13p. - Publication Year :
- 2021
-
Abstract
- Although the Lasso method has been popular for variable selection in regression modeling, it has been known to yield very different model structures with minor perturbations of the training data. A consequence is that, when cross-validation (CV) is used to determine the hyperparameter λ , seemingly heterogeneous model structures among the CV-folds are resulted for the same λ. In this paper, we propose a new stable Lasso method for model structure learning of static and dynamic models. We begin with building consensus Lasso models with a grid of λ values using all training data. Then the CV-fold models are optimized to conform with the consensus model structures with a modified Lasso objective. In addition, we propose a stable criterion that uses CV errors jointly with a stability measure to select the most stable model with near minimum CV errors. The proposed method is applied to inferential modeling of a chemical plant at DOW Chemical and dynamic modeling of an industrial boiler. • A stable Lasso algorithm is proposed to select variables for inferential sensor modeling. • The algorithm enhances consistent structures in the cross-validation step. • A stable selection criterion of MSE jointly the Jaccard stability measure is proposed. • Successful case studies are presented on inferential modeling of two industrial processes. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 09591524
- Volume :
- 107
- Database :
- Academic Search Index
- Journal :
- Journal of Process Control
- Publication Type :
- Academic Journal
- Accession number :
- 153478990
- Full Text :
- https://doi.org/10.1016/j.jprocont.2021.10.005