Evolving Ensemble-Clustering to a Feedback-Driven Process

Data clustering is a highly used knowledge extraction technique and is applied in more and more application domains. Over the last years, a lot of algorithms have been proposed that are often complicated and/or tailored to specific scenarios. As a result, clustering has become a hardly accessible domain for non-expert users, who face major difficulties like algorithm selection and parameterization. To overcome this issue, we develop a novel feedback-driven clustering process using a new perspective of clustering. By substituting parameterization with user-friendly feedback and providing support for result interpretation, clustering becomes accessible and allows the step-by-step construction of a satisfying result through iterative refinement

Evolving Ensemble-Clustering to a Feedback-Driven Process

Abstract—Data clustering is a highly used knowledge extrac-tion technique and is applied in more and more application domains. Over the last years, a lot of algorithms have been proposed that are often complicated and/or tailored to specific scenarios. As a result, clustering has become a hardly accessible domain for non-expert users, who face major difficulties like al-gorithm selection and parameterization. To overcome this issue, we develop a novel feedback-driven clustering process using a new perspective of clustering. By substituting parameterization with user-friendly feedback and providing support for result interpretation, clustering becomes accessible and allows the step-by-step construction of a satisfying result through iterative refinement. Keywords-ensemble-clustering; feedback; visualization I

Next challenges for adaptive learning systems

Learning from evolving streaming data has become a 'hot' research topic in the last decade and many adaptive learning algorithms have been developed. This research was stimulated by rapidly growing amounts of industrial, transactional, sensor and other business data that arrives in real time and needs to be mined in real time. Under such circumstances, constant manual adjustment of models is in-efficient and with increasing amounts of data is becoming infeasible. Nevertheless, adaptive learning models are still rarely employed in business applications in practice. In the light of rapidly growing structurally rich 'big data', new generation of parallel computing solutions and cloud computing services as well as recent advances in portable computing devices, this article aims to identify the current key research directions to be taken to bring the adaptive learning closer to application needs. We identify six forthcoming challenges in designing and building adaptive learning (pre-diction) systems: making adaptive systems scalable, dealing with realistic data, improving usability and trust, integrat-ing expert knowledge, taking into account various application needs, and moving from adaptive algorithms towards adaptive tools. Those challenges are critical for the evolving stream settings, as the process of model building needs to be fully automated and continuous.</jats:p

A Structural Model for Fluctuations in Financial Markets

In this paper we provide a comprehensive analysis of a structural model for the dynamics of prices of assets traded in a market originally proposed in [1]. The model takes the form of an interacting generalization of the geometric Brownian motion model. It is formally equivalent to a model describing the stochastic dynamics of a system of analogue neurons, which is expected to exhibit glassy properties and thus many meta-stable states in a large portion of its parameter space. We perform a generating functional analysis, introducing a slow driving of the dynamics to mimic the effect of slowly varying macro-economic conditions. Distributions of asset returns over various time separations are evaluated analytically and are found to be fat-tailed in a manner broadly in line with empirical observations. Our model also allows to identify collective, interaction mediated properties of pricing distributions and it predicts pricing distributions which are significantly broader than their non-interacting counterparts, if interactions between prices in the model contain a ferro-magnetic bias. Using simulations, we are able to substantiate one of the main hypotheses underlying the original modelling, viz. that the phenomenon of volatility clustering can be rationalised in terms of an interplay between the dynamics within meta-stable states and the dynamics of occasional transitions between them.Comment: 16 pages, 8 (multi-part) figure

Report from the Tri-Agency Cosmological Simulation Task Force

The Tri-Agency Cosmological Simulations (TACS) Task Force was formed when Program Managers from the Department of Energy (DOE), the National Aeronautics and Space Administration (NASA), and the National Science Foundation (NSF) expressed an interest in receiving input into the cosmological simulations landscape related to the upcoming DOE/NSF Vera Rubin Observatory (Rubin), NASA/ESA's Euclid, and NASA's Wide Field Infrared Survey Telescope (WFIRST). The Co-Chairs of TACS, Katrin Heitmann and Alina Kiessling, invited community scientists from the USA and Europe who are each subject matter experts and are also members of one or more of the surveys to contribute. The following report represents the input from TACS that was delivered to the Agencies in December 2018.Comment: 36 pages, 3 figures. Delivered to NASA, NSF, and DOE in Dec 201

Evolving Ensemble Fuzzy Classifier

The concept of ensemble learning offers a promising avenue in learning from data streams under complex environments because it addresses the bias and variance dilemma better than its single model counterpart and features a reconfigurable structure, which is well suited to the given context. While various extensions of ensemble learning for mining non-stationary data streams can be found in the literature, most of them are crafted under a static base classifier and revisits preceding samples in the sliding window for a retraining step. This feature causes computationally prohibitive complexity and is not flexible enough to cope with rapidly changing environments. Their complexities are often demanding because it involves a large collection of offline classifiers due to the absence of structural complexities reduction mechanisms and lack of an online feature selection mechanism. A novel evolving ensemble classifier, namely Parsimonious Ensemble pENsemble, is proposed in this paper. pENsemble differs from existing architectures in the fact that it is built upon an evolving classifier from data streams, termed Parsimonious Classifier pClass. pENsemble is equipped by an ensemble pruning mechanism, which estimates a localized generalization error of a base classifier. A dynamic online feature selection scenario is integrated into the pENsemble. This method allows for dynamic selection and deselection of input features on the fly. pENsemble adopts a dynamic ensemble structure to output a final classification decision where it features a novel drift detection scenario to grow the ensemble structure. The efficacy of the pENsemble has been numerically demonstrated through rigorous numerical studies with dynamic and evolving data streams where it delivers the most encouraging performance in attaining a tradeoff between accuracy and complexity.Comment: this paper has been published by IEEE Transactions on Fuzzy System