2,104 research outputs found
Harnessing machine learning for fiber-induced nonlinearity mitigation in long-haul coherent optical OFDM
© 2018 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/).Coherent optical orthogonal frequency division multiplexing (CO-OFDM) has attracted a lot of interest in optical fiber communications due to its simplified digital signal processing (DSP) units, high spectral-efficiency, flexibility, and tolerance to linear impairments. However, CO-OFDM’s high peak-to-average power ratio imposes high vulnerability to fiber-induced non-linearities. DSP-based machine learning has been considered as a promising approach for fiber non-linearity compensation without sacrificing computational complexity. In this paper, we review the existing machine learning approaches for CO-OFDM in a common framework and review the progress in this area with a focus on practical aspects and comparison with benchmark DSP solutions.Peer reviewe
Support matrix machine: A review
Support vector machine (SVM) is one of the most studied paradigms in the
realm of machine learning for classification and regression problems. It relies
on vectorized input data. However, a significant portion of the real-world data
exists in matrix format, which is given as input to SVM by reshaping the
matrices into vectors. The process of reshaping disrupts the spatial
correlations inherent in the matrix data. Also, converting matrices into
vectors results in input data with a high dimensionality, which introduces
significant computational complexity. To overcome these issues in classifying
matrix input data, support matrix machine (SMM) is proposed. It represents one
of the emerging methodologies tailored for handling matrix input data. The SMM
method preserves the structural information of the matrix data by using the
spectral elastic net property which is a combination of the nuclear norm and
Frobenius norm. This article provides the first in-depth analysis of the
development of the SMM model, which can be used as a thorough summary by both
novices and experts. We discuss numerous SMM variants, such as robust, sparse,
class imbalance, and multi-class classification models. We also analyze the
applications of the SMM model and conclude the article by outlining potential
future research avenues and possibilities that may motivate academics to
advance the SMM algorithm
Support vector machines to detect physiological patterns for EEG and EMG-based human-computer interaction:a review
Support vector machines (SVMs) are widely used classifiers for detecting physiological patterns in human-computer interaction (HCI). Their success is due to their versatility, robustness and large availability of free dedicated toolboxes. Frequently in the literature, insufficient details about the SVM implementation and/or parameters selection are reported, making it impossible to reproduce study analysis and results. In order to perform an optimized classification and report a proper description of the results, it is necessary to have a comprehensive critical overview of the applications of SVM. The aim of this paper is to provide a review of the usage of SVM in the determination of brain and muscle patterns for HCI, by focusing on electroencephalography (EEG) and electromyography (EMG) techniques. In particular, an overview of the basic principles of SVM theory is outlined, together with a description of several relevant literature implementations. Furthermore, details concerning reviewed papers are listed in tables and statistics of SVM use in the literature are presented. Suitability of SVM for HCI is discussed and critical comparisons with other classifiers are reported
Financial time series forecasting using twin support vector regression
© 2019 Gupta et al. Financial time series forecasting is a crucial measure for improving and making more robust financial decisions throughout the world. Noisy data and non-stationarity information are the two key factors in financial time series prediction. This paper proposes twin support vector regression for financial time series prediction to deal with noisy data and nonstationary information. Various interesting financial time series datasets across a wide range of industries, such as information technology, the stock market, the banking sector, and the oil and petroleum sector, are used for numerical experiments. Further, to test the accuracy of the prediction of the time series, the root mean squared error and the standard deviation are computed, which clearly indicate the usefulness and applicability of the proposed method. The twin support vector regression is computationally faster than other standard support vector regression on the given 44 datasets
Three-way Imbalanced Learning based on Fuzzy Twin SVM
Three-way decision (3WD) is a powerful tool for granular computing to deal
with uncertain data, commonly used in information systems, decision-making, and
medical care. Three-way decision gets much research in traditional rough set
models. However, three-way decision is rarely combined with the currently
popular field of machine learning to expand its research. In this paper,
three-way decision is connected with SVM, a standard binary classification
model in machine learning, for solving imbalanced classification problems that
SVM needs to improve. A new three-way fuzzy membership function and a new fuzzy
twin support vector machine with three-way membership (TWFTSVM) are proposed.
The new three-way fuzzy membership function is defined to increase the
certainty of uncertain data in both input space and feature space, which
assigns higher fuzzy membership to minority samples compared with majority
samples. To evaluate the effectiveness of the proposed model, comparative
experiments are designed for forty-seven different datasets with varying
imbalance ratios. In addition, datasets with different imbalance ratios are
derived from the same dataset to further assess the proposed model's
performance. The results show that the proposed model significantly outperforms
other traditional SVM-based methods
An incremental dual nu-support vector regression algorithm
© 2018, Springer International Publishing AG, part of Springer Nature. Support vector regression (SVR) has been a hot research topic for several years as it is an effective regression learning algorithm. Early studies on SVR mostly focus on solving large-scale problems. Nowadays, an increasing number of researchers are focusing on incremental SVR algorithms. However, these incremental SVR algorithms cannot handle uncertain data, which are very common in real life because the data in the training example must be precise. Therefore, to handle the incremental regression problem with uncertain data, an incremental dual nu-support vector regression algorithm (dual-v-SVR) is proposed. In the algorithm, a dual-v-SVR formulation is designed to handle the uncertain data at first, then we design two special adjustments to enable the dual-v-SVR model to learn incrementally: incremental adjustment and decremental adjustment. Finally, the experiment results demonstrate that the incremental dual-v-SVR algorithm is an efficient incremental algorithm which is not only capable of solving the incremental regression problem with uncertain data, it is also faster than batch or other incremental SVR algorithms
- …