Functional mixture-of-experts for classification

02/28/2022

∙

by   Nhat-Thien Pham, et al.

∙

0

∙

share

We develop a mixtures-of-experts (ME) approach to the multiclass classification where the predictors are univariate functions. It consists of a ME model in which both the gating network and the experts network are constructed upon multinomial logistic activation functions with functional inputs. We perform a regularized maximum likelihood estimation in which the coefficient functions enjoy interpretable sparsity constraints on targeted derivatives. We develop an EM-Lasso like algorithm to compute the regularized MLE and evaluate the proposed approach on simulated and real data.