基于变量选择的尖点突变模型的两步构建方法

A two-step method for cusp catastrophe model construction based on the selection of important variables

  • 摘要: 突变是工程实践过程中广泛存在的现象。当系统的状态发生跳跃性变化时,基于微积分的传统数学建模方法精度较低,人工神经网络等机器学习算法无法对突变现象作出合理的解释。基于突变理论的尖点突变模型可以用来解释系统状态的不连续变化,然而在输入变量维度较大的情况下,传统的尖点突变模型复杂度高且精度较差。为了解决这一问题,提出了一种基于变量选择的尖点突变模型的两步构建方法。第一步,利用多模型集成重要变量选择算法(MEIVS)量化待选变量的重要性并提取重要变量;第二步,基于极大似然法(MLE)利用所提取的重要变量构建尖点突变模型。仿真结果表明,在具有突变特征的数据集上,通过MEIVS降维后的尖点突变模型在评价指标上优于线性模型、Logistic模型和通过其他方法降维的尖点突变模型,并且可以用来解释研究对象的不连续变化。

     

    Abstract: Sudden transition is a widely existing phenomenon in engineering practice. When the state of the system experiences sudden abrupt transition, calculus-based traditional mathematical modeling methods has low accuracy. Although theoretically, machine learning algorithms, such as artificial neural networks, can approximate any nonlinear function, this type of black-box method makes no reasonable explanation for the sudden transition phenomenon. The cusp catastrophe model based on the catastrophe theory can be applied to explain the discontinuous changes in the system’s state. However, the construction of traditional cusp catastrophe models is often based on large amounts of prior knowledge to select the input variables for modeling. On the condition that there is a lack of prior knowledge and comparatively large dimensions of input variables, the model has high complexity and poor accuracy. In this paper we have put forward a two-step method for constructing a cusp catastrophe model based on the selection of variables to solve the abovementioned problems. The first step was to apply multimodel ensemble important variable selection (MEIVS) to quantify the importance of the variables to be selected and extract important variables. The second step was to use the extracted important variables to construct a cusp catastrophe model based on the framework of maximum likelihood estimation (MLE). Results indicate that on a dataset with characteristics of catastrophe, the cusp catastrophe model is simple in form using the MEIVS dimensionality reduction algorithm and outperforms the unreduced cusp catastrophe model and reduced cusp catastrophe model using other dimensionality reduction algorithms in terms of evaluation indicators. This shows that the algorithm proposed in this paper have improved the accuracy and reduced the complexity of the cusp catastrophe model. At the same time, the cusp catastrophe model exhibits higher accuracy compared with the linear and logistic models. Thus, it can be used to explain the discontinuous changes of the research object, and it has a practical engineering significance.

     

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