  Multi-modal regression is important in forecasting nonstationary processes or
with a complex mixture of distributions. It can be tackled with multiple
hypotheses frameworks but with the difficulty of combining them efficiently in
a learning model. A Structured Radial Basis Function Network is presented as an
ensemble of multiple hypotheses predictors for regression problems. The
predictors are regression models of any type that can form centroidal Voronoi
tessellations which are a function of their losses during training. It is
proved that this structured model can efficiently interpolate this tessellation
and approximate the multiple hypotheses target distribution and is equivalent
to interpolating the meta-loss of the predictors, the loss being a zero set of
the interpolation error. This model has a fixed-point iteration algorithm
between the predictors and the centers of the basis functions. Diversity in
learning can be controlled parametrically by truncating the tessellation
formation with the losses of individual predictors. A closed-form solution with
least-squares is presented, which to the authors knowledge, is the fastest
solution in the literature for multiple hypotheses and structured predictions.
Superior generalization performance and computational efficiency is achieved
using only two-layer neural networks as predictors controlling diversity as a
key component of success. A gradient-descent approach is introduced which is
loss-agnostic regarding the predictors. The expected value for the loss of the
structured model with Gaussian basis functions is computed, finding that
correlation between predictors is not an appropriate tool for diversification.
The experiments show outperformance with respect to the top competitors in the
literature.
