Abstract
Various methods for estimation of unknown functions from the set of noisy measurements are applicable to a wide variety of problems. Among them the non–parametric algorithms based on the Parzen kernel are commonly used. Our method is basically developed for multidimensional case. The two-dimensional version of the method is thoroughly explained and analysed. The proposed algorithm is an effective and efficient solution significantly improving computational speed. Computational complexity and speed of convergence of the algorithm are also studied. Some applications for solving real problems with our algorithms are presented. Our approach is applicable to multidimensional regression function estimation as well as to estimation of derivatives of functions. It is worth noticing that the presented algorithms have already been used successfully in various image processing applications, achieving significant accelerations of calculations.
Supported by the program of the Polish Minister of Science and Higher Education under the name “Regional Initiative of Excellence” in the years 2019–2023 project number 020/RID/2018/19 the amount of financing 12,000,000 PLN. The work of the second Author was performed at Westpomeranian University of Technology, while on sabbatical leave from Concordia University.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Similar content being viewed by others
References
Andrzejewski, W., Gramacki, A., Gramacki, J., et al.: Graphics processing units in acceleration of bandwidth selection for kernel density estimation. Int. J. Appl. Math. Comput. Sci. 23(4), 869 (2013)
Antoniadis, A., Grégoire, G., Vial, P.: Random design wavelet curve smoothing. Stat. Probab. Lett. 35(3), 225–232 (1997)
Box, G.E., Cox, D.R.: An analysis of transformations. J. R. Stat. Soc. Ser. B (Methodological) 26(2), 211–243 (1964)
Cohen, A., Daubechies, I., Vial, P.: Wavelets on the interval and fast wavelet transforms. Appl. Comput. Harmonic Anal. (1993)
Eubank, R.L.: Nonparametric Regression and Spline Smoothing, 2nd edn. Marcel Dekker, New York (1999)
Fan, J., Marron, J.S.: Fast implementations of nonparametric curve estimators. J. Comput. Graph. Stat. 3(1), 35–56 (1994)
Gałkowski, T.: Kernel estimation of regression functions in the boundary regions. In: Rutkowski, L., Korytkowski, M., Scherer, R., Tadeusiewicz, R., Zadeh, L.A., Zurada, J.M. (eds.) ICAISC 2013. LNCS (LNAI), vol. 7895, pp. 158–166. Springer, Heidelberg (2013). https://doi.org/10.1007/978-3-642-38610-7_15
Gałkowski, T., Krzyżak, A.: Edge curve estimation by the nonparametric parzen kernel method. In: Yang, H., Pasupa, K., Leung, A.C.-S., Kwok, J.T., Chan, J.H., King, I. (eds.) ICONIP 2020. CCIS, vol. 1332, pp. 377–385. Springer, Cham (2020). https://doi.org/10.1007/978-3-030-63820-7_43
Gałkowski, T., Krzyżak, A.: A new approach to detection of abrupt changes in black-and-white images. In: Rutkowski, L., Scherer, R., Korytkowski, M., Pedrycz, W., Tadeusiewicz, R., Zurada, J.M. (eds.) ICAISC 2020. LNCS (LNAI), vol. 12416, pp. 3–18. Springer, Cham (2020). https://doi.org/10.1007/978-3-030-61534-5_1
Gałkowski, T., Krzyżak, A., Filutowicz, Z.: A new approach to detection of changes in multidimensional patterns. J. Artif. Intell. Soft Comput. Res. 10, 125–136 (2020)
Gałkowski, T., Krzyżak, A., Patora-Wysocka, Z., Filutowicz, Z., Wang, L.: A new approach to detection of changes in multidimensional patterns. part 2. J. Artif. Intell. Soft. Comput. Res. 11, 217–227 (2021)
Gałkowski, T., Pawlak, M.: Nonparametric estimation of edge values of regression functions. In: Rutkowski, L., Korytkowski, M., Scherer, R., Tadeusiewicz, R., Zadeh, L.A., Zurada, J.M. (eds.) ICAISC 2016. LNCS (LNAI), vol. 9693, pp. 49–59. Springer, Cham (2016). https://doi.org/10.1007/978-3-319-39384-1_5
Gałkowski, T., Rutkowski, L.: Nonparametric recovery of multivariate functions with applications to system identification. Proc. IEEE 73(5), 942–943 (1985)
Gałkowski, T., Rutkowski, L.: Nonparametric fitting of multivariate functions. IEEE Trans. Autom. Control 31(8), 785–787 (1986). https://doi.org/10.1109/TAC.1986.1104399
Gasser, T., Müller, H.-G.: Kernel estimation of regression functions. In: Gasser, T., Rosenblatt, M. (eds.) Smoothing Techniques for Curve Estimation. LNM, vol. 757, pp. 23–68. Springer, Heidelberg (1979). https://doi.org/10.1007/BFb0098489
Gramacki, A., Gramacki, J.: Fft-based fast computation of multivariate kernel density estimators with unconstrained bandwidth matrices. J. Comput. Graph. Stat. 26(2), 459–462 (2016)
Greengard, L.: Fast algorithms for classical physics. Science 265(5174), 909–914 (1994)
Greengard, L., Strain, J.: The fast gauss transform. SIAM J. Sci. Stat. Comput. 12(1), 79–94 (1991)
Grycuk, R., Gałkowski, T., Rutkowski, L., Scherer, R.: A novel method for solar image retrieval based on the parzen kernel estimate of the function derivative and convolutional autoencoder. In: International Joint Conference on Neural Networks IJCNN, 18–23 July 2022, Padova, Italy, pp. 1–7 (2022)
Hardle, W., Marron, J.S.: Optimal bandwidth selection in nonparametric regression function estimation. Ann. Stat. 1465–1481 (1985)
Härdle, W., Scott, D.: Smoothing in low and high dimensions by weighted averaging using rounded points. Comput. Stat. 7, 97–128 (1992)
Holmström, L.: The accuracy and the computational complexity of a multivariate binned kernel density estimator. J. Multivariate Anal. 72(2), 264–309 (2000)
Müller, H.G.: Empirical bandwidth choice for nonparametric kernel regression by means of pilot estimators. Stat. Decisions 2, 193–206 (1985)
Müller, H.G.: Smooth optimum kernel estimators near endpoints. Biometrika 78(3), 521–530 (1991)
Nadaraya, E.A.: On estimating regression. Theor. Probab. Appl. 9(1), 141–142 (1964)
NVIDIA, C.: Nvidia cuda programming guide (2012)
NVIDIA, C.: Nvidia’s next generation cuda compute architecture: Kepler gk110 (2013)
Parzen, E.: On estimation of a probability density function and mode. Ann. Math. Stat. 33(3), 1065–1076 (1962)
Raykar, V.C., Duraiswami, R., Zhao, L.H.: Fast computation of kernel estimators. J. Comput. Graph. Stat. 19(1), 205–220 (2010)
Rosenblatt, M.: Conditional probability density and regression estimates. Multivariate Anal. II(25), 25–31 (1969)
Scott, D.W.: Multivariate Density Estimation: Theory, Practice, and Visualization. Wiley, Hoboken (2015)
Silverman, B.W.: Algorithm as 176: kernel density estimation using the fast fourier transform. J. R. Stat. Soc. Ser. C (Appl. Stat.) 31(1), 93–99 (1982)
Stanton, J.M.: Galton, pearson, and the peas: a brief history of linear regression for statistics instructors. J. Stat. Educ. 9(3) (2001)
Stone, C.J.: An asymptotically optimal window selection rule for kernel density estimates. Ann. Stat. 12, 1285–1297 (1984)
Wand, M.P., Jones, M.C.: Kernel Smoothing. Chapman and Hall, London (1995)
Wand, M.: Fast computation of multivariate kernel estimators. J. Comput. Graph. Stat. 3(4), 433–445 (1994)
Watson, G.S.: Smooth regression analysis. Sankhyā. Indian J. Stat. Ser. A 26, 359–372 (1964)
Yang, C., Duraiswami, R., Gumerov, N.A., Davis, L.: Improved fast gauss transform and efficient kernel density estimation. In: Computer Vision, IEEE International Conference on, vol. 2, pp. 464–464. Technical Report CS-TR-4495, University of Maryland, College Park, MD. (2003)
Zhang, S., Karunamuni, R.J.: Deconvolution boundary kernel method in nonparametric density estimation. J. Stat. Plan. Infer. 139(7), 2269–2283 (2009)
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2023 The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.
About this paper
Cite this paper
Gałkowski, T., Krzyżak, A. (2023). Fast Estimation of Multidimensional Regression Functions by the Parzen Kernel-Based Method. In: Tanveer, M., Agarwal, S., Ozawa, S., Ekbal, A., Jatowt, A. (eds) Neural Information Processing. ICONIP 2022. Communications in Computer and Information Science, vol 1791. Springer, Singapore. https://doi.org/10.1007/978-981-99-1639-9_21
Download citation
DOI: https://doi.org/10.1007/978-981-99-1639-9_21
Published:
Publisher Name: Springer, Singapore
Print ISBN: 978-981-99-1638-2
Online ISBN: 978-981-99-1639-9
eBook Packages: Computer ScienceComputer Science (R0)