Dataset Information

Linear or Nonlinear? Automatic Structure Discovery for Partially Linear Models.

ABSTRACT: Partially linear models provide a useful class of tools for modeling complex data by naturally incorporating a combination of linear and nonlinear effects within one framework. One key question in partially linear models is the choice of model structure, that is, how to decide which covariates are linear and which are nonlinear. This is a fundamental, yet largely unsolved problem for partially linear models. In practice, one often assumes that the model structure is given or known and then makes estimation and inference based on that structure. Alternatively, there are two methods in common use for tackling the problem: hypotheses testing and visual screening based on the marginal fits. Both methods are quite useful in practice but have their drawbacks. First, it is difficult to construct a powerful procedure for testing multiple hypotheses of linear against nonlinear fits. Second, the screening procedure based on the scatterplots of individual covariate fits may provide an educated guess on the regression function form, but the procedure is ad hoc and lacks theoretical justifications. In this article, we propose a new approach to structure selection for partially linear models, called the LAND (Linear And Nonlinear Discoverer). The procedure is developed in an elegant mathematical framework and possesses desired theoretical and computational properties. Under certain regularity conditions, we show that the LAND estimator is able to identify the underlying true model structure correctly and at the same time estimate the multivariate regression function consistently. The convergence rate of the new estimator is established as well. We further propose an iterative algorithm to implement the procedure and illustrate its performance by simulated and real examples. Supplementary materials for this article are available online.

SUBMITTER: Zhang HH

PROVIDER: S-EPMC3222957 | biostudies-literature | 2011 Sep

REPOSITORIES: biostudies-literature

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Linear or Nonlinear? Automatic Structure Discovery for Partially Linear Models.

Zhang Hao Helen HH Cheng Guang G Liu Yufeng Y

Journal of the American Statistical Association 20110901 495

Partially linear models provide a useful class of tools for modeling complex data by naturally incorporating a combination of linear and nonlinear effects within one framework. One key question in partially linear models is the choice of model structure, that is, how to decide which covariates are linear and which are nonlinear. This is a fundamental, yet largely unsolved problem for partially linear models. In practice, one often assumes that the model structure is given or known and then makes ...[more]

PMID: 22121305

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Project description:In vision science, cascades of Linear+Nonlinear transforms are very successful in modeling a number of perceptual experiences. However, the conventional literature is usually too focused on only describing the forward input-output transform. Instead, in this work we present the mathematics of such cascades beyond the forward transform, namely the Jacobian matrices and the inverse. The fundamental reason for this analytical treatment is that it offers useful analytical insight into the psychophysics, the physiology, and the function of the visual system. For instance, we show how the trends of the sensitivity (volume of the discrimination regions) and the adaptation of the receptive fields can be identified in the expression of the Jacobian w.r.t. the stimulus. This matrix also tells us which regions of the stimulus space are encoded more efficiently in multi-information terms. The Jacobian w.r.t. the parameters shows which aspects of the model have bigger impact in the response, and hence their relative relevance. The analytic inverse implies conditions for the response and model parameters to ensure appropriate decoding. From the experimental and applied perspective, (a) the Jacobian w.r.t. the stimulus is necessary in new experimental methods based on the synthesis of visual stimuli with interesting geometrical properties, (b) the Jacobian matrices w.r.t. the parameters are convenient to learn the model from classical experiments or alternative goal optimization, and (c) the inverse is a promising model-based alternative to blind machine-learning methods for neural decoding that do not include meaningful biological information. The theory is checked by building and testing a vision model that actually follows a modular Linear+Nonlinear program. Our illustrative derivable and invertible model consists of a cascade of modules that account for brightness, contrast, energy masking, and wavelet masking. To stress the generality of this modular setting we show examples where some of the canonical Divisive Normalization modules are substituted by equivalent modules such as the Wilson-Cowan interaction model (at the V1 cortex) or a tone-mapping model (at the retina).

Dataset Information

Linear or Nonlinear? Automatic Structure Discovery for Partially Linear Models.

Publications

Linear or Nonlinear? Automatic Structure Discovery for Partially Linear Models.

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