A Family of Maximum Margin Criterion for Adaptive Learning

In recent years, pattern analysis plays an important role in data mining and recognition, and many variants have been proposed to handle complicated scenarios. In the literature, it has been quite familiar with high dimensionality of data samples, but either such characteristics or large data have become usual sense in real-world applications. In this work, an improved maximum margin criterion (MMC) method is introduced firstly. With the new definition of MMC, several variants of MMC, including random MMC, layered MMC, 2D^2 MMC, are designed to make adaptive learning applicable. Particularly, the MMC network is developed to learn deep features of images in light of simple deep networks. Experimental results on a diversity of data sets demonstrate the discriminant ability of proposed MMC methods are compenent to be adopted in complicated application scenarios.Comment: 14 page

Localized Regression

The main problem with localized discriminant techniques is the curse of dimensionality, which seems to restrict their use to the case of few variables. This restriction does not hold if localization is combined with a reduction of dimension. In particular it is shown that localization yields powerful classifiers even in higher dimensions if localization is combined with locally adaptive selection of predictors. A robust localized logistic regression (LLR) method is developed for which all tuning parameters are chosen data¡adaptively. In an extended simulation study we evaluate the potential of the proposed procedure for various types of data and compare it to other classification procedures. In addition we demonstrate that automatic choice of localization, predictor selection and penalty parameters based on cross validation is working well. Finally the method is applied to real data sets and its real world performance is compared to alternative procedures

Modeling Financial Time Series with Artificial Neural Networks

Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series. More recently, biologically inspired artificial neural network models have been shown to overcome some of the main challenges of traditional techniques by better exploiting the non-linear, non-stationary, and oscillatory nature of noisy, chaotic human interactions. This review paper explores the options, benefits, and weaknesses of the various forms of artificial neural networks as compared with regression techniques in the field of financial time series analysis.CELEST, a National Science Foundation Science of Learning Center (SBE-0354378); SyNAPSE program of the Defense Advanced Research Project Agency (HR001109-03-0001

Target Contrastive Pessimistic Discriminant Analysis

Domain-adaptive classifiers learn from a source domain and aim to generalize to a target domain. If the classifier's assumptions on the relationship between domains (e.g. covariate shift) are valid, then it will usually outperform a non-adaptive source classifier. Unfortunately, it can perform substantially worse when its assumptions are invalid. Validating these assumptions requires labeled target samples, which are usually not available. We argue that, in order to make domain-adaptive classifiers more practical, it is necessary to focus on robust methods; robust in the sense that the model still achieves a particular level of performance without making strong assumptions on the relationship between domains. With this objective in mind, we formulate a conservative parameter estimator that only deviates from the source classifier when a lower or equal risk is guaranteed for all possible labellings of the given target samples. We derive the corresponding estimator for a discriminant analysis model, and show that its risk is actually strictly smaller than that of the source classifier. Experiments indicate that our classifier outperforms state-of-the-art classifiers for geographically biased samples.Comment: 9 pages, no figures, 2 tables. arXiv admin note: substantial text overlap with arXiv:1706.0808

Effect Size Estimation and Misclassification Rate Based Variable Selection in Linear Discriminant Analysis

Supervised classifying of biological samples based on genetic information, (e.g. gene expression profiles) is an important problem in biostatistics. In order to find both accurate and interpretable classification rules variable selection is indispensable. This article explores how an assessment of the individual importance of variables (effect size estimation) can be used to perform variable selection. I review recent effect size estimation approaches in the context of linear discriminant analysis (LDA) and propose a new conceptually simple effect size estimation method which is at the same time computationally efficient. I then show how to use effect sizes to perform variable selection based on the misclassification rate which is the data independent expectation of the prediction error. Simulation studies and real data analyses illustrate that the proposed effect size estimation and variable selection methods are competitive. Particularly, they lead to both compact and interpretable feature sets.Comment: 21 pages, 2 figure