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基于變量選擇的尖點突變模型的兩步構建方法

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

  • 摘要: 突變是工程實踐過程中廣泛存在的現象。當系統的狀態發生跳躍性變化時,基于微積分的傳統數學建模方法精度較低,人工神經網絡等機器學習算法無法對突變現象作出合理的解釋。基于突變理論的尖點突變模型可以用來解釋系統狀態的不連續變化,然而在輸入變量維度較大的情況下,傳統的尖點突變模型復雜度高且精度較差。為了解決這一問題,提出了一種基于變量選擇的尖點突變模型的兩步構建方法。第一步,利用多模型集成重要變量選擇算法(MEIVS)量化待選變量的重要性并提取重要變量;第二步,基于極大似然法(MLE)利用所提取的重要變量構建尖點突變模型。仿真結果表明,在具有突變特征的數據集上,通過MEIVS降維后的尖點突變模型在評價指標上優于線性模型、Logistic模型和通過其他方法降維的尖點突變模型,并且可以用來解釋研究對象的不連續變化。

     

    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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