Kernel Regression for Graph Signal Prediction in Presence of Sparse Noise

11/06/2018
by   Arun Venkitaraman, et al.
0

In presence of sparse noise we propose kernel regression for predicting output vectors which are smooth over a given graph. Sparse noise models the training outputs being corrupted either with missing samples or large perturbations. The presence of sparse noise is handled using appropriate use of ℓ_1-norm along-with use of ℓ_2-norm in a convex cost function. For optimization of the cost function, we propose an iteratively reweighted least-squares (IRLS) approach that is suitable for kernel substitution or kernel trick due to availability of a closed form solution. Simulations using real-world temperature data show efficacy of our proposed method, mainly for limited-size training datasets.

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