A rule-of-thumb for the variable bandwidth selection in kernel hazard rate estimation

In nonparametric curve estimation the decision about the type of smoothing parameter is critical for the practical performance. The nearest neighbor bandwidth as introduced by Gefeller and Dette 1992 for censored data in survival analysis is specified by one parameter, namely the number of nearest neighbors. Bandwidth selection in this setting is rarely investigated although not linked closely to the frequently studied fixed bandwidth. We introduce a selection algorithm in the hazard rate estimation context. The approach uses a newly developed link to the fixed bandwidth which identifies the variable bandwidth as additional smoothing step. The procedure gains further data-adaption after fixed bandwidth smoothing. Assessment by a Monte Carlo simulation and a clinical example demonstrate the practical relevance of the findings. --

Transformation Based Ensembles for Time Series Classification

Until recently, the vast majority of data mining time series classification (TSC) research has focused on alternative distance measures for 1-Nearest Neighbour (1-NN) classifiers based on either the raw data, or on compressions or smoothing of the raw data. Despite the extensive evidence in favour of 1-NN classifiers with Euclidean or Dynamic Time Warping distance, there has also been a flurry of recent research publications proposing classification algorithms for TSC. Generally, these classifiers describe different ways of incorporating summary measures in the time domain into more complex classifiers. Our hypothesis is that the easiest way to gain improvement on TSC problems is simply to transform into an alternative data space where the discriminatory features are more easily detected. To test our hypothesis, we perform a range of benchmarking experiments in the time domain, before evaluating nearest neighbour classifiers on data transformed into the power spectrum, the autocorrelation function, and the principal component space. We demonstrate that on some problems there is dramatic improvement in the accuracy of classifiers built on the transformed data over classifiers built in the time domain, but that there is also a wide variance in accuracy for a particular classifier built on different data transforms. To overcome this variability, we propose a simple transformation based ensemble, then demonstrate that it improves performance and reduces the variability of classifiers built in the time domain only. Our advice to a practitioner with a real world TSC problem is to try transforms before developing a complex classifier; it is the easiest way to get a potentially large increase in accuracy, and may provide further insights into the underlying relationships that characterise the problem

An efficient randomised sphere cover classifier

This paper describes an efficient randomised sphere cover classifier(aRSC), that reduces the training data set size without loss of accuracy when compared to nearest neighbour classifiers. The motivation for developing this algorithm is the desire to have a non-deterministic, fast, instance-based classifier that performs well in isolation but is also ideal for use with ensembles. We use 24 benchmark datasets from UCI repository and six gene expression datasets for evaluation. The first set of experiments demonstrate the basic benefits of sphere covering. The second set of experiments demonstrate that when we set the a parameter through cross validation, the resulting aRSC algorithm outperforms several well known classifiers when compared using the Friedman rank sum test. Thirdly, we test the usefulness of aRSC when used with three feature filtering filters on six gene expression datasets. Finally, we highlight the benefits of pruning with a bias/variance decompositio