Latent Factor Prediction Pursuit for Rank Deficient Regressors

In simulation studies Latent Factor Prediction Pursuit outperformed classical reduced rank regression methods. The algorithm described so far for Latent Factor Prediction Pursuit had two shortcomings: It was only implemented for situations where the explanatory variables were of full colum rank. Also instead of the projection matrix only the regression matrix was calculated. These problems are addressed by a new algorithm which finds the prediction optimal projection. --simulated annealing,prediction oriented projections,reduced rank regression,rank deficient regressors,simulation study

A Note on the Dimension of the Projection Space in a Latent Factor Regression Model with Application to Business Cycle Classification

In this paper it is shown that the number of latent factors in a multiple multivariate regression model need not be larger than the number of the response variables in order to achieve an optimal prediction. The practical importance of this lemma is outlined and an application of such a projection on latent factors in a classification example is given. --Latent Factor Models,Projection Matrix,Regression,Classification

Prediction Optimal Classification of Business Phases

Linear Discriminant Analysis (LDA) performs well for classifica- tion of business phases – even though the premises of an LDA are not met. As the variables are highly correlated there are numerical as well as interpretational shortcomings. By transforming the classification problem to a regression setting both problems can be addressed by a computer-intensive prediction oriented method which also improves the classification performance. --

Latent Factor Prediction Pursuit for Rank Deficient Regressors

In simulation studies Latent Factor Prediction Pursuit outperformed classical reduced rank regression methods. The algorithm described so far for Latent Factor Prediction Pursuit had two shortcomings. It was only implemented for situations where the explanatory variables were of full colum rank. Also instead of the projection matrix only the regression matrix was calculated. These problems are addressed by a new algorithm which finds the prediction optimal projection

Deep learning cardiac motion analysis for human survival prediction

Motion analysis is used in computer vision to understand the behaviour of moving objects in sequences of images. Optimising the interpretation of dynamic biological systems requires accurate and precise motion tracking as well as efficient representations of high-dimensional motion trajectories so that these can be used for prediction tasks. Here we use image sequences of the heart, acquired using cardiac magnetic resonance imaging, to create time-resolved three-dimensional segmentations using a fully convolutional network trained on anatomical shape priors. This dense motion model formed the input to a supervised denoising autoencoder (4Dsurvival), which is a hybrid network consisting of an autoencoder that learns a task-specific latent code representation trained on observed outcome data, yielding a latent representation optimised for survival prediction. To handle right-censored survival outcomes, our network used a Cox partial likelihood loss function. In a study of 302 patients the predictive accuracy (quantified by Harrell's C-index) was significantly higher (p < .0001) for our model C=0.73 (95$\%$ CI: 0.68 - 0.78) than the human benchmark of C=0.59 (95$\%$ CI: 0.53 - 0.65). This work demonstrates how a complex computer vision task using high-dimensional medical image data can efficiently predict human survival

Multi-view Learning as a Nonparametric Nonlinear Inter-Battery Factor Analysis

Factor analysis aims to determine latent factors, or traits, which summarize a given data set. Inter-battery factor analysis extends this notion to multiple views of the data. In this paper we show how a nonlinear, nonparametric version of these models can be recovered through the Gaussian process latent variable model. This gives us a flexible formalism for multi-view learning where the latent variables can be used both for exploratory purposes and for learning representations that enable efficient inference for ambiguous estimation tasks. Learning is performed in a Bayesian manner through the formulation of a variational compression scheme which gives a rigorous lower bound on the log likelihood. Our Bayesian framework provides strong regularization during training, allowing the structure of the latent space to be determined efficiently and automatically. We demonstrate this by producing the first (to our knowledge) published results of learning from dozens of views, even when data is scarce. We further show experimental results on several different types of multi-view data sets and for different kinds of tasks, including exploratory data analysis, generation, ambiguity modelling through latent priors and classification.Comment: 49 pages including appendi

Thirty Years of Machine Learning: The Road to Pareto-Optimal Wireless Networks

Future wireless networks have a substantial potential in terms of supporting a broad range of complex compelling applications both in military and civilian fields, where the users are able to enjoy high-rate, low-latency, low-cost and reliable information services. Achieving this ambitious goal requires new radio techniques for adaptive learning and intelligent decision making because of the complex heterogeneous nature of the network structures and wireless services. Machine learning (ML) algorithms have great success in supporting big data analytics, efficient parameter estimation and interactive decision making. Hence, in this article, we review the thirty-year history of ML by elaborating on supervised learning, unsupervised learning, reinforcement learning and deep learning. Furthermore, we investigate their employment in the compelling applications of wireless networks, including heterogeneous networks (HetNets), cognitive radios (CR), Internet of things (IoT), machine to machine networks (M2M), and so on. This article aims for assisting the readers in clarifying the motivation and methodology of the various ML algorithms, so as to invoke them for hitherto unexplored services as well as scenarios of future wireless networks.Comment: 46 pages, 22 fig