A cross-benchmark comparison of 87 learning to rank methods

Learning to rank is an increasingly important scientific field that comprises the use of machine learning for the ranking task. New learning to rank methods are generally evaluated on benchmark test collections. However, comparison of learning to rank methods based on evaluation results is hindered by the absence of a standard set of evaluation benchmark collections. In this paper we propose a way to compare learning to rank methods based on a sparse set of evaluation results on a set of benchmark datasets. Our comparison methodology consists of two components: (1) Normalized Winning Number, which gives insight in the ranking accuracy of the learning to rank method, and (2) Ideal Winning Number, which gives insight in the degree of certainty concerning its ranking accuracy. Evaluation results of 87 learning to rank methods on 20 well-known benchmark datasets are collected through a structured literature search. ListNet, SmoothRank, FenchelRank, FSMRank, LRUF and LARF are Pareto optimal learning to rank methods in the Normalized Winning Number and Ideal Winning Number dimensions, listed in increasing order of Normalized Winning Number and decreasing order of Ideal Winning Number

Nature inspired computational intelligence for financial contagion modelling

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Financial contagion refers to a scenario in which small shocks, which initially affect only a few financial institutions or a particular region of the economy, spread to the rest of the financial sector and other countries whose economies were previously healthy. This resembles the “transmission” of a medical disease. Financial contagion happens both at domestic level and international level. At domestic level, usually the failure of a domestic bank or financial intermediary triggers transmission by defaulting on inter-bank liabilities, selling assets in a fire sale, and undermining confidence in similar banks. An example of this phenomenon is the failure of Lehman Brothers and the subsequent turmoil in the US financial markets. International financial contagion happens in both advanced economies and developing economies, and is the transmission of financial crises across financial markets. Within the current globalise financial system, with large volumes of cash flow and cross-regional operations of large banks and hedge funds, financial contagion usually happens simultaneously among both domestic institutions and across countries. There is no conclusive definition of financial contagion, most research papers study contagion by analyzing the change in the variance-covariance matrix during the period of market turmoil. King and Wadhwani (1990) first test the correlations between the US, UK and Japan, during the US stock market crash of 1987. Boyer (1997) finds significant increases in correlation during financial crises, and reinforces a definition of financial contagion as a correlation changing during the crash period. Forbes and Rigobon (2002) give a definition of financial contagion. In their work, the term interdependence is used as the alternative to contagion. They claim that for the period they study, there is no contagion but only interdependence. Interdependence leads to common price movements during periods both of stability and turmoil. In the past two decades, many studies (e.g. Kaminsky et at., 1998; Kaminsky 1999) have developed early warning systems focused on the origins of financial crises rather than on financial contagion. Further authors (e.g. Forbes and Rigobon, 2002; Caporale et al, 2005), on the other hand, have focused on studying contagion or interdependence. In this thesis, an overall mechanism is proposed that simulates characteristics of propagating crisis through contagion. Within that scope, a new co-evolutionary market model is developed, where some of the technical traders change their behaviour during crisis to transform into herd traders making their decisions based on market sentiment rather than underlying strategies or factors. The thesis focuses on the transformation of market interdependence into contagion and on the contagion effects. The author first build a multi-national platform to allow different type of players to trade implementing their own rules and considering information from the domestic and a foreign market. Traders’ strategies and the performance of the simulated domestic market are trained using historical prices on both markets, and optimizing artificial market’s parameters through immune - particle swarm optimization techniques (I-PSO). The author also introduces a mechanism contributing to the transformation of technical into herd traders. A generalized auto-regressive conditional heteroscedasticity - copula (GARCH-copula) is further applied to calculate the tail dependence between the affected market and the origin of the crisis, and that parameter is used in the fitness function for selecting the best solutions within the evolving population of possible model parameters, and therefore in the optimization criteria for contagion simulation. The overall model is also applied in predictive mode, where the author optimize in the pre-crisis period using data from the domestic market and the crisis-origin foreign market, and predict in the crisis period using data from the foreign market and predicting the affected domestic market

Optimal Clustering Framework for Hyperspectral Band Selection

Band selection, by choosing a set of representative bands in hyperspectral image (HSI), is an effective method to reduce the redundant information without compromising the original contents. Recently, various unsupervised band selection methods have been proposed, but most of them are based on approximation algorithms which can only obtain suboptimal solutions toward a specific objective function. This paper focuses on clustering-based band selection, and proposes a new framework to solve the above dilemma, claiming the following contributions: 1) An optimal clustering framework (OCF), which can obtain the optimal clustering result for a particular form of objective function under a reasonable constraint. 2) A rank on clusters strategy (RCS), which provides an effective criterion to select bands on existing clustering structure. 3) An automatic method to determine the number of the required bands, which can better evaluate the distinctive information produced by certain number of bands. In experiments, the proposed algorithm is compared to some state-of-the-art competitors. According to the experimental results, the proposed algorithm is robust and significantly outperform the other methods on various data sets

Spectral Optimization of Airborne Multispectral Camera for Land Cover Classification: Automatic Feature Selection and Spectral Band Clustering

Hyperspectral imagery consists of hundreds of contiguous spectral bands. However, most of them are redundant. Thus a subset of well-chosen bands is generally sufficient for a specific problem, enabling to design adapted superspectral sensors dedicated to specific land cover classification. Related both to feature selection and extraction, spectral optimization identifies the most relevant band subset for specific applications, involving a band subset relevance score as well as a method to optimize it. This study first focuses on the choice of such relevance score. Several criteria are compared through both quantitative and qualitative analyses. To have a fair comparison, all tested criteria are compared to classic hyperspectral data sets using the same optimization heuristics: an incremental one to assess the impact of the number of selected bands and a stochastic one to obtain several possible good band subsets and to derive band importance measures out of intermediate good band subsets. Last, a specific approach is proposed to cope with the optimization of bandwidth. It consists in building a hierarchy of groups of adjacent bands, according to a score to decide which adjacent bands must be merged, before band selection is performed at the different levels of this hierarchy

Kernel Extended Real-Valued Negative Selection Algorithm (KERNSA)

Artificial Immune Systems (AISs) are a type of statistical Machine Learning (ML) algorithm based on the Biological Immune System (BIS) applied to classification problems. Inspired by increased performance in other ML algorithms when combined with kernel methods, this research explores using kernel methods as the distance measure for a specific AIS algorithm, the Real-valued Negative Selection Algorithm (RNSA). This research also demonstrates that the hard binary decision from the traditional RNSA can be relaxed to a continuous output, while maintaining the ability to map back to the original RNSA decision boundary if necessary. Continuous output is used in this research to generate Receiver Operating Characteristic (ROC) curves and calculate Area Under Curves (AUCs), but can also be used as a basis of classification confidence or probability. The resulting Kernel Extended Real-valued Negative Selection Algorithm (KERNSA) offers performance improvements over a comparable RNSA implementation. Using the Sigmoid kernel in KERNSA seems particularly well suited (in terms of performance) to four out of the eighteen domains tested

SODE: Self-Adaptive One-Dependence Estimators for classification

© 2015 Elsevier Ltd. SuperParent-One-Dependence Estimators (SPODEs) represent a family of semi-naive Bayesian classifiers which relax the attribute independence assumption of Naive Bayes (NB) to allow each attribute to depend on a common single attribute (superparent). SPODEs can effectively handle data with attribute dependency but still inherent NB's key advantages such as computational efficiency and robustness for high dimensional data. In reality, determining an optimal superparent for SPODEs is difficult. One common approach is to use weighted combinations of multiple SPODEs, each having a different superparent with a properly assigned weight value (i.e., a weight value is assigned to each attribute). In this paper, we propose a self-adaptive SPODEs, namely SODE, which uses immunity theory in artificial immune systems to automatically and self-adaptively select the weight for each single SPODE. SODE does not need to know the importance of individual SPODE nor the relevance among SPODEs, and can flexibly and efficiently search optimal weight values for each SPODE during the learning process. Extensive experiments and comparisons on 56 benchmark data sets, and validations on image and text classification, demonstrate that SODE outperforms state-of-the-art weighted SPODE algorithms and is suitable for a wide range of learning tasks. Results also confirm that SODE provides an appropriate balance between runtime efficiency and accuracy

DATA DRIVEN INTELLIGENT AGENT NETWORKS FOR ADAPTIVE MONITORING AND CONTROL

To analyze the characteristics and predict the dynamic behaviors of complex systems over time, comprehensive research to enable the development of systems that can intelligently adapt to the evolving conditions and infer new knowledge with algorithms that are not predesigned is crucially needed. This dissertation research studies the integration of the techniques and methodologies resulted from the fields of pattern recognition, intelligent agents, artificial immune systems, and distributed computing platforms, to create technologies that can more accurately describe and control the dynamics of real-world complex systems. The need for such technologies is emerging in manufacturing, transportation, hazard mitigation, weather and climate prediction, homeland security, and emergency response. Motivated by the ability of mobile agents to dynamically incorporate additional computational and control algorithms into executing applications, mobile agent technology is employed in this research for the adaptive sensing and monitoring in a wireless sensor network. Mobile agents are software components that can travel from one computing platform to another in a network and carry programs and data states that are needed for performing the assigned tasks. To support the generation, migration, communication, and management of mobile monitoring agents, an embeddable mobile agent system (Mobile-C) is integrated with sensor nodes. Mobile monitoring agents visit distributed sensor nodes, read real-time sensor data, and perform anomaly detection using the equipped pattern recognition algorithms. The optimal control of agents is achieved by mimicking the adaptive immune response and the application of multi-objective optimization algorithms. The mobile agent approach provides potential to reduce the communication load and energy consumption in monitoring networks. The major research work of this dissertation project includes: (1) studying effective feature extraction methods for time series measurement data; (2) investigating the impact of the feature extraction methods and dissimilarity measures on the performance of pattern recognition; (3) researching the effects of environmental factors on the performance of pattern recognition; (4) integrating an embeddable mobile agent system with wireless sensor nodes; (5) optimizing agent generation and distribution using artificial immune system concept and multi-objective algorithms; (6) applying mobile agent technology and pattern recognition algorithms for adaptive structural health monitoring and driving cycle pattern recognition; (7) developing a web-based monitoring network to enable the visualization and analysis of real-time sensor data remotely. Techniques and algorithms developed in this dissertation project will contribute to research advances in networked distributed systems operating under changing environments

Artificial immune systems based committee machine for classification application

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.A new adaptive learning Artificial Immune System (AIS) based committee machine is developed in this thesis. The new proposed approach efficiently tackles the general problem of clustering high-dimensional data. In addition, it helps on deriving useful decision and results related to other application domains such classification and prediction. Artificial Immune System (AIS) is a branch of computational intelligence field inspired by the biological immune system, and has gained increasing interest among researchers in the development of immune-based models and techniques to solve diverse complex computational or engineering problems. This work presents some applications of AIS techniques to health problems, and a thorough survey of existing AIS models and algorithms. The main focus of this research is devoted to building an ensemble model integrating different AIS techniques (i.e. Artificial Immune Networks, Clonal Selection, and Negative Selection) for classification applications to achieve better classification results. A new AIS-based ensemble architecture with adaptive learning features is proposed by integrating different learning and adaptation techniques to overcome individual limitations and to achieve synergetic effects through the combination of these techniques. Various techniques related to the design and enhancements of the new adaptive learning architecture are studied, including a neuro-fuzzy based detector and an optimizer using particle swarm optimization method to achieve enhanced classification performance. An evaluation study was conducted to show the performance of the new proposed adaptive learning ensemble and to compare it to alternative combining techniques. Several experiments are presented using different medical datasets for the classification problem and findings and outcomes are discussed. The new adaptive learning architecture improves the accuracy of the ensemble. Moreover, there is an improvement over the existing aggregation techniques. The outcomes, assumptions and limitations of the proposed methods with its implications for further research in this area draw this research to its conclusion