28,738 research outputs found
Combining similarity in time and space for training set formation under concept drift
Concept drift is a challenge in supervised learning for sequential data. It describes a phenomenon when the data distributions change over time. In such a case accuracy of a classifier benefits from the selective sampling for training. We develop a method for training set selection, particularly relevant when the expected drift is gradual. Training set selection at each time step is based on the distance to the target instance. The distance function combines similarity in space and in time. The method determines an optimal training set size online at every time step using cross validation. It is a wrapper approach, it can be used plugging in different base classifiers. The proposed method shows the best accuracy in the peer group on the real and artificial drifting data. The method complexity is reasonable for the field applications
k-Nearest Neighbour Classifiers: 2nd Edition (with Python examples)
Perhaps the most straightforward classifier in the arsenal or machine
learning techniques is the Nearest Neighbour Classifier -- classification is
achieved by identifying the nearest neighbours to a query example and using
those neighbours to determine the class of the query. This approach to
classification is of particular importance because issues of poor run-time
performance is not such a problem these days with the computational power that
is available. This paper presents an overview of techniques for Nearest
Neighbour classification focusing on; mechanisms for assessing similarity
(distance), computational issues in identifying nearest neighbours and
mechanisms for reducing the dimension of the data.
This paper is the second edition of a paper previously published as a
technical report. Sections on similarity measures for time-series, retrieval
speed-up and intrinsic dimensionality have been added. An Appendix is included
providing access to Python code for the key methods.Comment: 22 pages, 15 figures: An updated edition of an older tutorial on kN
AffinityNet: semi-supervised few-shot learning for disease type prediction
While deep learning has achieved great success in computer vision and many
other fields, currently it does not work very well on patient genomic data with
the "big p, small N" problem (i.e., a relatively small number of samples with
high-dimensional features). In order to make deep learning work with a small
amount of training data, we have to design new models that facilitate few-shot
learning. Here we present the Affinity Network Model (AffinityNet), a data
efficient deep learning model that can learn from a limited number of training
examples and generalize well. The backbone of the AffinityNet model consists of
stacked k-Nearest-Neighbor (kNN) attention pooling layers. The kNN attention
pooling layer is a generalization of the Graph Attention Model (GAM), and can
be applied to not only graphs but also any set of objects regardless of whether
a graph is given or not. As a new deep learning module, kNN attention pooling
layers can be plugged into any neural network model just like convolutional
layers. As a simple special case of kNN attention pooling layer, feature
attention layer can directly select important features that are useful for
classification tasks. Experiments on both synthetic data and cancer genomic
data from TCGA projects show that our AffinityNet model has better
generalization power than conventional neural network models with little
training data. The code is freely available at
https://github.com/BeautyOfWeb/AffinityNet .Comment: 14 pages, 6 figure
Ensemble Committees for Stock Return Classification and Prediction
This paper considers a portfolio trading strategy formulated by algorithms in
the field of machine learning. The profitability of the strategy is measured by
the algorithm's capability to consistently and accurately identify stock
indices with positive or negative returns, and to generate a preferred
portfolio allocation on the basis of a learned model. Stocks are characterized
by time series data sets consisting of technical variables that reflect market
conditions in a previous time interval, which are utilized produce binary
classification decisions in subsequent intervals. The learned model is
constructed as a committee of random forest classifiers, a non-linear support
vector machine classifier, a relevance vector machine classifier, and a
constituent ensemble of k-nearest neighbors classifiers. The Global Industry
Classification Standard (GICS) is used to explore the ensemble model's efficacy
within the context of various fields of investment including Energy, Materials,
Financials, and Information Technology. Data from 2006 to 2012, inclusive, are
considered, which are chosen for providing a range of market circumstances for
evaluating the model. The model is observed to achieve an accuracy of
approximately 70% when predicting stock price returns three months in advance.Comment: 15 pages, 4 figures, Neukom Institute Computational Undergraduate
Research prize - second plac
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