非负性约束下第一类Fredholm积分反演正则化参数选择的交叉验证公式评价

Carlo Pariset, S. Thennadil
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引用次数: 4

摘要

第一类Fredholm积分方程的反演在许多需要对测量值进行反演以获得性质值分布信息的应用中都遇到过。这样的问题可以用正则化技术来解决。正则化技术的核心问题是选择有效的正则化参数,并且希望以客观和自动的方式进行选择,以便在在线监测应用中实际使用。在这项工作中,考虑了考虑非负性约束的两种基于交叉验证的公式来搜索最优正则化参数。通过应用于两个不同问题的模拟来评估这些问题,即吸附能分布的估计和从浊度测量中提取粒度分布。研究发现,在计算交叉验证分数的两种方法中,一种方法计算量大,但鲁棒性好,因为正则化参数的搜索范围可以很宽。第二个公式虽然更简单,计算速度更快,但只有在使用足够窄的搜索范围时才提供可靠的正则化参数。本研究表明,结合两种公式的两步方法可以提供一种在计算速度方面取得平衡的方法,同时提供可靠的正则化参数值。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Evaluation of cross-validation formulas for choosing the regularization parameter for inversion of Fredholm integral of the first kind with non-negativity constraints
The inversion of Fredholm integral equation of the first kind is encountered in many applications where measurements have to be inverted to obtain information of a distribution of property values. Such problems can be solved using regularization techniques. The central issue in regularization techniques is the choice of an effective regularization parameter and it is desirable that this choice is made in an objective and automatic manner so that it is practical for use in online monitoring applications. In this work, two formulations based on cross-validation which account for non-negativity constraints are considered to search for the optimal regularization parameter. These are evaluated by applying to simulations of two different problems viz. the estimation of the distribution of adsorption energies and the extraction of particle size distributions from turbidity measurements. It was found that of the two methods for computing the cross-validation scores, one was computationally intensive but robust in that the search range of the regularization parameter can be broad. The second formula while much simpler and computationally faster provided a reliable regularization parameter only when a sufficiently narrow search range is used. This study indicates that a two-step approach which combines the two formulations could provide a method that will strike a balance in terms of computational speed while at the same time providing reliable values of the regularization parameters.
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