# A new approach for combined model class selection and parameters learning for auto-regressive neural models

arXiv: https://arxiv.org/abs/2601.17442 · HTML: https://mlsanity.com/paper/2601.17442/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 1 of its 27 references that are in the map.
- First posted on arXiv 24 Jan 2026.

## Builds on (most cited first, 1 of 1)

- [An automatic selection of optimal recurrent neural network architecture for processes dynamics modelling purposes](https://mlsanity.com/paper/2309.14037/) (2023)

## Abstract (arXiv)

This work introduces a novel approach for the joint selection of model structure and parameter learning for nonlinear dynamical systems identification. Focusing on a specific Recurrent Neural Networks (RNNs) family, i.e., Nonlinear Auto-Regressive with eXogenous inputs Echo State Networks (NARXESNs), the method allows to simultaneously select the optimal model class and learn model parameters from data through a new set-membership (SM) based procedure. The results show the effectiveness of the approach in identifying parsimonious yet accurate models suitable for control applications. Moreover, the proposed framework enables a robust training strategy that explicitly accounts for bounded measurement noise and enhances model robustness by allowing data-consistent evaluation of simulation performance during parameter learning, a process generally NP-hard for models with autoregressive components.