Time series transductive classification on imbalanced data sets: an experimental study

Graph-based semi-supervised learning (SSL) algorithms perform well on a variety of domains, such as digit recognition and text classification, when the data lie on a low-dimensional manifold. However, it is surprising that these methods have not been effectively applied on time series classification tasks. In this paper, we provide a comprehensive empirical comparison of state-of-the-art graph-based SSL algorithms with respect to graph construction and parameter selection. Specifically, we focus in this paper on the problem of time series transductive classification on imbalanced data sets. Through a comprehensive analysis using recently proposed empirical evaluation models, we confirm some of the hypotheses raised on previous work and show that some of them may not hold in the time series domain. From our results, we suggest the use of the Gaussian Fields and Harmonic Functions algorithm with the mutual k-nearest neighbors graph weighted by the RBF kernel, setting k = 20 on general tasks of time series transductive classification on imbalanced data sets.São Paulo Research Foundation (FAPESP) (grants 2011/17698-5 and 2012/50714-7

Parallel Processing of Large Graphs

More and more large data collections are gathered worldwide in various IT systems. Many of them possess the networked nature and need to be processed and analysed as graph structures. Due to their size they require very often usage of parallel paradigm for efficient computation. Three parallel techniques have been compared in the paper: MapReduce, its map-side join extension and Bulk Synchronous Parallel (BSP). They are implemented for two different graph problems: calculation of single source shortest paths (SSSP) and collective classification of graph nodes by means of relational influence propagation (RIP). The methods and algorithms are applied to several network datasets differing in size and structural profile, originating from three domains: telecommunication, multimedia and microblog. The results revealed that iterative graph processing with the BSP implementation always and significantly, even up to 10 times outperforms MapReduce, especially for algorithms with many iterations and sparse communication. Also MapReduce extension based on map-side join usually noticeably presents better efficiency, although not as much as BSP. Nevertheless, MapReduce still remains the good alternative for enormous networks, whose data structures do not fit in local memories.Comment: Preprint submitted to Future Generation Computer System

Binary Linear Classification and Feature Selection via Generalized Approximate Message Passing

For the problem of binary linear classification and feature selection, we propose algorithmic approaches to classifier design based on the generalized approximate message passing (GAMP) algorithm, recently proposed in the context of compressive sensing. We are particularly motivated by problems where the number of features greatly exceeds the number of training examples, but where only a few features suffice for accurate classification. We show that sum-product GAMP can be used to (approximately) minimize the classification error rate and max-sum GAMP can be used to minimize a wide variety of regularized loss functions. Furthermore, we describe an expectation-maximization (EM)-based scheme to learn the associated model parameters online, as an alternative to cross-validation, and we show that GAMP's state-evolution framework can be used to accurately predict the misclassification rate. Finally, we present a detailed numerical study to confirm the accuracy, speed, and flexibility afforded by our GAMP-based approaches to binary linear classification and feature selection