Efficient Estimation of Multidimensional Regression Model with Multilayer Perceptron
Statistics Theory
2008-02-22 v1 Machine Learning
Statistics Theory
Abstract
This work concerns estimation of multidimensional nonlinear regression models using multilayer perceptron (MLP). The main problem with such model is that we have to know the covariance matrix of the noise to get optimal estimator. however we show that, if we choose as cost function the logarithm of the determinant of the empirical error covariance matrix, we get an asymptotically optimal estimator.
Cite
@article{arxiv.0802.3142,
title = {Efficient Estimation of Multidimensional Regression Model with Multilayer Perceptron},
author = {Joseph Rynkiewicz},
journal= {arXiv preprint arXiv:0802.3142},
year = {2008}
}