QML-Morven : A Novel Framework for Learning Qualitative Models

Publisher PD

Synergy Modelling and Financial Valuation : the contribution of Fuzzy Integrals.

Les méthodes d’évaluation financière utilisent des opérateurs d’agrégation reposant sur les propriétés d’additivité (sommations, intégrales de Lebesgue). De ce fait, elles occultent les phénomènes de renforcement et de synergie (ou de redondance) qui peuvent exister entre les éléments d’un ensemble organisé. C’est particulièrement le cas en ce qui concerne le problème d’évaluation financière du patrimoine d’une entreprise : en effet, en pratique, il est souvent mis en évidence une importante différence de valorisation entre l’approche « valeur de la somme des éléments » (privilégiant le point de vue financier) et l’approche « somme de la valeur des différents éléments » (privilégiant le point de vue comptable). Les possibilités offertes par des opérateurs d’agrégation comme les intégrales floues (Sugeno, Grabisch, Choquet) permettent, au plan théorique, de modéliser l’effet de synergie. La présente étude se propose de valider empiriquement les modalités d’implémentation opérationnelle de ce modèle à partir d’un échantillon d’entreprises cotées ayant fait l’objet d’une évaluation lors d’une OPA.Financial valuation methods use additive aggregation operators. But a patrimony should be regarded as an organized set, and additivity makes it impossible for these aggregation operators to formalize such phenomena as synergy or mutual inhibition between the patrimony’s components. This paper considers the application of fuzzy measure and fuzzy integrals (Sugeno, Grabisch, Choquet) to financial valuation. More specifically, we show how integration with respect to a non additive measure can be used to handle positive or negative synergy in value construction.Fuzzy measure; Fuzzy integral; Aggregation operator; Synergy; Financial valuation;

Dynamic texture recognition using time-causal and time-recursive spatio-temporal receptive fields

This work presents a first evaluation of using spatio-temporal receptive fields from a recently proposed time-causal spatio-temporal scale-space framework as primitives for video analysis. We propose a new family of video descriptors based on regional statistics of spatio-temporal receptive field responses and evaluate this approach on the problem of dynamic texture recognition. Our approach generalises a previously used method, based on joint histograms of receptive field responses, from the spatial to the spatio-temporal domain and from object recognition to dynamic texture recognition. The time-recursive formulation enables computationally efficient time-causal recognition. The experimental evaluation demonstrates competitive performance compared to state-of-the-art. Especially, it is shown that binary versions of our dynamic texture descriptors achieve improved performance compared to a large range of similar methods using different primitives either handcrafted or learned from data. Further, our qualitative and quantitative investigation into parameter choices and the use of different sets of receptive fields highlights the robustness and flexibility of our approach. Together, these results support the descriptive power of this family of time-causal spatio-temporal receptive fields, validate our approach for dynamic texture recognition and point towards the possibility of designing a range of video analysis methods based on these new time-causal spatio-temporal primitives.Comment: 29 pages, 16 figure

Sliced Wasserstein Distance for Learning Gaussian Mixture Models

Gaussian mixture models (GMM) are powerful parametric tools with many applications in machine learning and computer vision. Expectation maximization (EM) is the most popular algorithm for estimating the GMM parameters. However, EM guarantees only convergence to a stationary point of the log-likelihood function, which could be arbitrarily worse than the optimal solution. Inspired by the relationship between the negative log-likelihood function and the Kullback-Leibler (KL) divergence, we propose an alternative formulation for estimating the GMM parameters using the sliced Wasserstein distance, which gives rise to a new algorithm. Specifically, we propose minimizing the sliced-Wasserstein distance between the mixture model and the data distribution with respect to the GMM parameters. In contrast to the KL-divergence, the energy landscape for the sliced-Wasserstein distance is more well-behaved and therefore more suitable for a stochastic gradient descent scheme to obtain the optimal GMM parameters. We show that our formulation results in parameter estimates that are more robust to random initializations and demonstrate that it can estimate high-dimensional data distributions more faithfully than the EM algorithm

Can smartwatches replace smartphones for posture tracking?

This paper introduces a human posture tracking platform to identify the human postures of sitting, standing or lying down, based on a smartwatch. This work develops such a system as a proof-of-concept study to investigate a smartwatch's ability to be used in future remote health monitoring systems and applications. This work validates the smartwatches' ability to track the posture of users accurately in a laboratory setting while reducing the sampling rate to potentially improve battery life, the first steps in verifying that such a system would work in future clinical settings. The algorithm developed classifies the transitions between three posture states of sitting, standing and lying down, by identifying these transition movements, as well as other movements that might be mistaken for these transitions. The system is trained and developed on a Samsung Galaxy Gear smartwatch, and the algorithm was validated through a leave-one-subject-out cross-validation of 20 subjects. The system can identify the appropriate transitions at only 10 Hz with an F-score of 0.930, indicating its ability to effectively replace smart phones, if needed