Low-cost probabilistic 3D denoising with applications for ultra-low-radiation computed tomography

We propose a pipeline for synthetic generation of personalized Computer Tomography (CT) images, with a radiation exposure evaluation and a lifetime attributable risk (LAR) assessment. We perform a patient-specific performance evaluation for a broad range of denoising algorithms (including the most popular deep learning denoising approaches, wavelets-based methods, methods based on Mumford-Shah denoising, etc.), focusing both on accessing the capability to reduce the patient-specific CT-induced LAR and on computational cost scalability. We introduce a parallel Probabilistic Mumford-Shah denoising model (PMS) and show that it markedly-outperforms the compared common denoising methods in denoising quality and cost scaling. In particular, we show that it allows an approximately 22-fold robust patient-specific LAR reduction for infants and a 10-fold LAR reduction for adults. Using a normal laptop, the proposed algorithm for PMS allows cheap and robust (with a multiscale structural similarity index >90%) denoising of very large 2D videos and 3D images (with over 107 voxels) that are subject to ultra-strong noise (Gaussian and non-Gaussian) for signal-to-noise ratios far below 1.0. The code is provided for open access.Web of Science86art. no. 15

Mixed Order Hyper-Networks for Function Approximation and Optimisation

Many systems take inputs, which can be measured and sometimes controlled, and outputs, which can also be measured and which depend on the inputs. Taking numerous measurements from such systems produces data, which may be used to either model the system with the goal of predicting the output associated with a given input (function approximation, or regression) or of finding the input settings required to produce a desired output (optimisation, or search). Approximating or optimising a function is central to the field of computational intelligence. There are many existing methods for performing regression and optimisation based on samples of data but they all have limitations. Multi layer perceptrons (MLPs) are universal approximators, but they suffer from the black box problem, which means their structure and the function they implement is opaque to the user. They also suffer from a propensity to become trapped in local minima or large plateaux in the error function during learning. A regression method with a structure that allows models to be compared, human knowledge to be extracted, optimisation searches to be guided and model complexity to be controlled is desirable. This thesis presents such as method. This thesis presents a single framework for both regression and optimisation: the mixed order hyper network (MOHN). A MOHN implements a function f:{-1,1}^n ->R to arbitrary precision. The structure of a MOHN makes the ways in which input variables interact to determine the function output explicit, which allows human insights and complexity control that are very difficult in neural networks with hidden units. The explicit structure representation also allows efficient algorithms for searching for an input pattern that leads to a desired output. A number of learning rules for estimating the weights based on a sample of data are presented along with a heuristic method for choosing which connections to include in a model. Several methods for searching a MOHN for inputs that lead to a desired output are compared. Experiments compare a MOHN to an MLP on regression tasks. The MOHN is found to achieve a comparable level of accuracy to an MLP but suffers less from local minima in the error function and shows less variance across multiple training trials. It is also easier to interpret and combine from an ensemble. The trade-off between the fit of a model to its training data and that to an independent set of test data is shown to be easier to control in a MOHN than an MLP. A MOHN is also compared to a number of existing optimisation methods including those using estimation of distribution algorithms, genetic algorithms and simulated annealing. The MOHN is able to find optimal solutions in far fewer function evaluations than these methods on tasks selected from the literature

Using Particle Swarm Optimization for Market Timing Strategies

Market timing is the issue of deciding when to buy or sell a given asset on the market. As one of the core issues of algorithmic trading systems, designers of such system have turned to computational intelligence methods to aid them in this task. In this thesis, we explore the use of Particle Swarm Optimization (PSO) within the domain of market timing.nPSO is a search metaheuristic that was first introduced in 1995 [28] and is based on the behavior of birds in flight. Since its inception, the PSO metaheuristic has seen extensions to adapt it to a variety of problems including single objective optimization, multiobjective optimization, niching and dynamic optimization problems. Although popular in other domains, PSO has seen limited application to the issue of market timing. The current incumbent algorithm within the market timing domain is Genetic Algorithms (GA), based on the volume of publications as noted in [40] and [84]. In this thesis, we use PSO to compose market timing strategies using technical analysis indicators. Our first contribution is to use a formulation that considers both the selection of components and the tuning of their parameters in a simultaneous manner, and approach market timing as a single objective optimization problem. Current approaches only considers one of those aspects at a time: either selecting from a set of components with fixed values for their parameters or tuning the parameters of a preset selection of components. Our second contribution is proposing a novel training and testing methodology that explicitly exposes candidate market timing strategies to numerous price trends to reduce the likelihood of overfitting to a particular trend and give a better approximation of performance under various market conditions. Our final contribution is to consider market timing as a multiobjective optimization problem, optimizing five financial metrics and comparing the performance of our PSO variants against a well established multiobjective optimization algorithm. These algorithms address unexplored research areas in the context of PSO algorithms to the best of our knowledge, and are therefore original contributions. The computational results over a range of datasets shows that the proposed PSO algorithms are competitive to GAs using the same formulation. Additionally, the multiobjective variant of our PSO algorithm achieve statistically significant improvements over NSGA-II