Abstract
Three hybrid data based model construction/pruning formula are introduced by using backward elimination as automatic postprocessing approaches to improved model sparsity. Each of these approaches is based on a composite cost function between the model fit and one of three terms of A-/D-optimality / (parameter 1-norm in basis pursuit) that determines a pruning process. The A-/D-optimality based pruning formula contain some orthogonalisation between the pruned model and the deleted regressor. The basis pursuit cost function is derived as a simple formula without need for an orthogonalisation process. These different approaches to parsimonious data based modelling are applied to the same numerical examples in parallel to demonstrate their computational effectiveness.
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