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arXiv · 2104.11426

Regularized Nonlinear Regression for Simultaneously Selecting and Estimating Key Model Parameters

Kyubaek Yoon·Hojun You·Wei-Ying Wu·Chae Young Lim·Jongeun Choi·Connor Boss·Ahmed Ramadan·John M. Popovich Jr.·Jacek Cholewicki·N. Peter Reeves·Clark J. Radcliffe
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Abstract

In system identification, estimating parameters of a model using limited observations results in poor identifiability. To cope with this issue, we propose a new method to simultaneously select and estimate sensitive parameters as key model parameters and fix the remaining parameters to a set of typical values. Our method is formulated as a nonlinear least squares estimator with L1-regularization on the deviation of parameters from a set of typical values. First, we provide consistency and oracle properties of the proposed estimator as a theoretical foundation. Second, we provide a novel approach based on Levenberg-Marquardt optimization to numerically find the solution to the formulated problem. Third, to show the effectiveness, we present an application identifying a biomechanical parametric model of a head position tracking task for 10 human subjects from limited data. In a simulation study, the variances of estimated parameters are decreased by 96.1% as compared to that of the estimated parameters without L1-regularization. In an experimental study, our method improves the model interpretation by reducing the number of parameters to be estimated while maintaining variance accounted for (VAF) at above 82.5%. Moreover, the variances of estimated parameters are reduced by 71.1% as compared to that of the estimated parameters without L1-regularization. Our method is 54 times faster than the standard simplex-based optimization to solve the regularized nonlinear regression.

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Kyubaek Yoon, Hojun You, Wei-Ying Wu, Chae Young Lim, Jongeun Choi, Connor Boss, Ahmed Ramadan, John M. Popovich Jr., Jacek Cholewicki, N. Peter Reeves, Clark J. Radcliffe. 2021-04-23. Regularized Nonlinear Regression for Simultaneously Selecting and Estimating Key Model Parameters. https://doi.org/10.1016/j.engappai.2022.104974

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