Online efficient learning with quantized KLMS and L1 regularization

In a recent work, we have proposed the quantized kernel least mean square (QKLMS) algorithm, which is quite effective in online learning sequentially a nonlinear mapping with a slowly growing radial basis function (RBF) structure. In this paper, in order to further reduce the network size, we propose a sparse QKLMS algorithm, which is derived by adding a sparsity inducing l
₁
norm penalty of the coefficients to the squared error cost. Simulation examples show that the new algorithm works efficiently, and results in a much sparser network while preserving a desirable performance.