Mutual Information Iterated Local Search: A Wrapper-Filter Hybrid for Feature Selection in Brain Computer Interfaces

Brain Computer Interfaces provide a very challenging classification task due to small numbers of instances, large numbers of features, non-stationary problems, and low signal-to-noise ratios. Feature selection (FS) is a promising solution to help mitigate these effects. Wrapper FS methods are typically found to outperform filter FS methods, but reliance on cross-validation accuracies can be misleading due to overfitting. This paper proposes a filter-wrapper hybrid based on Iterated Local Search and Mutual Information, and shows that it can provide more reliable solutions, where the solutions are more able to generalise to unseen data. This study further contributes comparisons over multiple datasets, something that has been uncommon in the literature

Variational Autoencoder Based Estimation Of Distribution Algorithms And Applications To Individual Based Ecosystem Modeling Using EcoSim

Individual based modeling provides a bottom up approach wherein interactions give rise to high-level phenomena in patterns equivalent to those found in nature. This method generates an immense amount of data through artificial simulation and can be made tractable by machine learning where multidimensional data is optimized and transformed. Using individual based modeling platform known as EcoSim, we modeled the abilities of elitist sexual selection and communication of fear. Data received from these experiments was reduced in dimension through use of a novel algorithm proposed by us: Variational Autoencoder based Estimation of Distribution Algorithms with Population Queue and Adaptive Variance Scaling (VAE-EDA-Q AVS). We constructed a novel Estimation of Distribution Algorithm (EDA) by extending generative models known as variational autoencoders (VAE). VAE-EDA-Q, proposed by us, smooths the data generation process using an iteratively updated queue (Q) of populations. Adaptive Variance Scaling (AVS) dynamically updates the variance at which models are sampled based on fitness. The combination of VAE-EDA-Q with AVS demonstrates high computational efficiency and requires few fitness evaluations. We extended VAE-EDA-Q AVS to act as a feature reducing wrapper method in conjunction with C4.5 Decision trees to reduce the dimensionality of data. The relationship between sexual selection, random selection, and speciation is a contested topic. Supporting evidence suggests sexual selection to drive speciation. Opposing evidence contends either a negative or absence of correlation to exist. We utilized EcoSim to model elitist and random mate selection. Our results demonstrated a significantly lower speciation rate, a significantly lower extinction rate, and a significantly higher turnover rate for sexual selection groups. Species diversification was found to display no significant difference. The relationship between communication and foraging behavior similarly features opposing hypotheses in claim of both increases and decreases of foraging behavior in response to alarm communication. Through modeling with EcoSim, we found alarm communication to decrease foraging activity in most cases, yet gradually increase foraging activity in some other cases. Furthermore, we found both outcomes resulting from alarm communication to increase fitness as compared to non-communication

Click Fraud Detection in Online and In-app Advertisements: A Learning Based Approach

Click Fraud is the fraudulent act of clicking on pay-per-click advertisements to increase a site’s revenue, to drain revenue from the advertiser, or to inflate the popularity of content on social media platforms. In-app advertisements on mobile platforms are among the most common targets for click fraud, which makes companies hesitant to advertise their products. Fraudulent clicks are supposed to be caught by ad providers as part of their service to advertisers, which is commonly done using machine learning methods. However: (1) there is a lack of research in current literature addressing and evaluating the different techniques of click fraud detection and prevention, (2) threat models composed of active learning systems (smart attackers) can mislead the training process of the fraud detection model by polluting the training data, (3) current deep learning models have significant computational overhead, (4) training data is often in an imbalanced state, and balancing it still results in noisy data that can train the classifier incorrectly, and (5) datasets with high dimensionality cause increased computational overhead and decreased classifier correctness -- while existing feature selection techniques address this issue, they have their own performance limitations. By extending the state-of-the-art techniques in the field of machine learning, this dissertation provides the following solutions: (i) To address (1) and (2), we propose a hybrid deep-learning-based model which consists of an artificial neural network, auto-encoder and semi-supervised generative adversarial network. (ii) As a solution for (3), we present Cascaded Forest and Extreme Gradient Boosting with less hyperparameter tuning. (iii) To overcome (4), we propose a row-wise data reduction method, KSMOTE, which filters out noisy data samples both in the raw data and the synthetically generated samples. (iv) For (5), we propose different column-reduction methods such as multi-time-scale Time Series analysis for fraud forecasting, using binary labeled imbalanced datasets and hybrid filter-wrapper feature selection approaches

DYNAMIC THRESHOLDING GA-BASED ECG FEATURE SELECTION IN CARDIOVASCULAR DISEASE DIAGNOSIS

Electrocardiogram (ECG) data are usually used to diagnose cardiovascular disease (CVD) with the help of a revolutionary algorithm. Feature selection is a crucial step in the development of accurate and reliable diagnostic models for CVDs. This research introduces the dynamic threshold genetic algorithm (DTGA) algorithm, a type of genetic algorithm that is used for optimization problems and discusses its use in the context of feature selection. This research reveals the success of DTGA in selecting relevant ECG features that ultimately enhance accuracy and efficiency in the diagnosis of CVD. This work also proves the benefits of employing DTGA in clinical practice, including a reduction in the amount of time spent diagnosing patients and an increase in the precision with which individuals who are at risk of CVD can be identified

A Comparison of Evolutionary Algorithms for Tracking Time-Varying Recursive Systems

A comparison is made of the behaviour of some evolutionary algorithms in time-varying adaptive recursive filter systems. Simulations show that an algorithm including random immigrants outperforms a more conventional algorithm using the breeder genetic algorithm as the mutation operator when the time variation is discontinuous, but neither algorithm performs well when the time variation is rapid but smooth. To meet this deficit, a new hybrid algorithm which uses a hill climber as an additional genetic operator, applied for several steps at each generation, is introduced. A comparison is made of the effect of applying the hill climbing operator a few times to all members of the population or a larger number of times solely to the best individual; it is found that applying to the whole population yields the better results, substantially improved compared with those obtained using earlier methods

Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms: support vector regression forecast combinations

The motivation of this paper is to introduce a hybrid Rolling Genetic Algorithm-Support Vector Regression (RG-SVR) model for optimal parameter selection and feature subset combination. The algorithm is applied to the task of forecasting and trading the EUR/USD, EUR/GBP and EUR/JPY exchange rates. The proposed methodology genetically searches over a feature space (pool of individual forecasts) and then combines the optimal feature subsets (SVR forecast combinations) for each exchange rate. This is achieved by applying a fitness function specialized for financial purposes and adopting a sliding window approach. The individual forecasts are derived from several linear and non-linear models. RG-SVR is benchmarked against genetically and non-genetically optimized SVRs and SVMs models that are dominating the relevant literature, along with the robust ARBF-PSO neural network. The statistical and trading performance of all models is investigated during the period of 1999–2012. As it turns out, RG-SVR presents the best performance in terms of statistical accuracy and trading efficiency for all the exchange rates under study. This superiority confirms the success of the implemented fitness function and training procedure, while it validates the benefits of the proposed algorithm

Improving the Generalisability of Brain Computer Interface Applications via Machine Learning and Search-Based Heuristics

Brain Computer Interfaces (BCI) are a domain of hardware/software in which a user can interact with a machine without the need for motor activity, communicating instead via signals generated by the nervous system. These interfaces provide life-altering benefits to users, and refinement will both allow their application to a much wider variety of disabilities, and increase their practicality. The primary method of acquiring these signals is Electroencephalography (EEG). This technique is susceptible to a variety of different sources of noise, which compounds the inherent problems in BCI training data: large dimensionality, low numbers of samples, and non-stationarity between users and recording sessions. Feature Selection and Transfer Learning have been used to overcome these problems, but they fail to account for several characteristics of BCI. This thesis extends both of these approaches by the use of Search-based algorithms. Feature Selection techniques, known as Wrappers use ‘black box’ evaluation of feature subsets, leading to higher classification accuracies than ranking methods known as Filters. However, Wrappers are more computationally expensive, and are prone to over-fitting to training data. In this thesis, we applied Iterated Local Search (ILS) to the BCI field for the first time in literature, and demonstrated competitive results with state-of-the-art methods such as Least Absolute Shrinkage and Selection Operator and Genetic Algorithms. We then developed ILS variants with guided perturbation operators. Linkage was used to develop a multivariate metric, Intrasolution Linkage. This takes into account pair-wise dependencies of features with the label, in the context of the solution. Intrasolution Linkage was then integrated into two ILS variants. The Intrasolution Linkage Score was discovered to have a stronger correlation with the solutions predictive accuracy on unseen data than Cross Validation Error (CVE) on the training set, the typical approach to feature subset evaluation. Mutual Information was used to create Minimum Redundancy Maximum Relevance Iterated Local Search (MRMR-ILS). In this algorithm, the perturbation operator was guided using an existing Mutual Information measure, and compared with current Filter and Wrapper methods. It was found to achieve generally lower CVE rates and higher predictive accuracy on unseen data than existing algorithms. It was also noted that solutions found by the MRMR-ILS provided CVE rates that had a stronger correlation with the accuracy on unseen data than solutions found by other algorithms. We suggest that this may be due to the guided perturbation leading to solutions that are richer in Mutual Information. Feature Selection reduces computational demands and can increase the accuracy of our desired models, as evidenced in this thesis. However, limited quantities of training samples restricts these models, and greatly reduces their generalisability. For this reason, utilisation of data from a wide range of users is an ideal solution. Due to the differences in neural structures between users, creating adequate models is difficult. We adopted an existing state-of-the-art ensemble technique Ensemble Learning Generic Information (ELGI), and developed an initial optimisation phase. This involved using search to transplant instances between user subsets to increase the generalisability of each subset, before combination in the ELGI. We termed this Evolved Ensemble Learning Generic Information (eELGI). The eELGI achieved higher accuracy than user-specific BCI models, across all eight users. Optimisation of the training dataset allowed smaller training sets to be used, offered protection against neural drift, and created models that performed similarly across participants, regardless of neural impairment. Through the introduction and hybridisation of search based algorithms to several problems in BCI we have been able to show improvements in modelling accuracy and efficiency. Ultimately, this represents a step towards more practical BCI systems that will provide life altering benefits to users