Incremental and Decremental SVM for Regression

Training a support vector machine (SVM) for regression (function approximation) in an incremental/decremental way consists essentially in migrating the input vectors in and out of the support vector set with specific modification of the associated thresholds. We introduce with full details such a method, which allows for defining the exact increments or decrements associated with the thresholds before vector migrations take place. Two delicate issues are especially addressed: the variation of the regularization parameter (for tuning the model performance) and the extreme situations where the support vector set becomes empty. We experimentally compare our method with several regression methods: the multilayer perceptron, two standard SVM implementations, and two models based on adaptive resonance theory

Fast Incremental SVDD Learning Algorithm with the Gaussian Kernel

Support vector data description (SVDD) is a machine learning technique that is used for single-class classification and outlier detection. The idea of SVDD is to find a set of support vectors that defines a boundary around data. When dealing with online or large data, existing batch SVDD methods have to be rerun in each iteration. We propose an incremental learning algorithm for SVDD that uses the Gaussian kernel. This algorithm builds on the observation that all support vectors on the boundary have the same distance to the center of sphere in a higher-dimensional feature space as mapped by the Gaussian kernel function. Each iteration involves only the existing support vectors and the new data point. Moreover, the algorithm is based solely on matrix manipulations; the support vectors and their corresponding Lagrange multiplier $\alpha_i$'s are automatically selected and determined in each iteration. It can be seen that the complexity of our algorithm in each iteration is only $O(k^2)$, where $k$ is the number of support vectors. Experimental results on some real data sets indicate that FISVDD demonstrates significant gains in efficiency with almost no loss in either outlier detection accuracy or objective function value.Comment: 18 pages, 1 table, 4 figure

Concept Drift Adaptation with Incremental–Decremental SVM

Data classification in streams where the underlying distribution changes over time is known to be difficult. This problem—known as concept drift detection—involves two aspects: (i) detecting the concept drift and (ii) adapting the classifier. Online training only considers the most recent samples; they form the so-called shifting window. Dynamic adaptation to concept drift is performed by varying the width of the window. Defining an online Support Vector Machine (SVM) classifier able to cope with concept drift by dynamically changing the window size and avoiding retraining from scratch is currently an open problem. We introduce the Adaptive Incremental–Decremental SVM (AIDSVM), a model that adjusts the shifting window width using the Hoeffding statistical test. We evaluate AIDSVM performance on both synthetic and real-world drift datasets. Experiments show a significant accuracy improvement when encountering concept drift, compared with similar drift detection models defined in the literature. The AIDSVM is efficient, since it is not retrained from scratch after the shifting window slides

An Online Adaptive Machine Learning Framework for Autonomous Fault Detection

The increasing complexity and autonomy of modern systems, particularly in the aerospace industry, demand robust and adaptive fault detection and health management solutions. The development of a data-driven fault detection system that can adapt to varying conditions and system changes is critical to the performance, safety, and reliability of these systems. This dissertation presents a novel fault detection approach based on the integration of the artificial immune system (AIS) paradigm and Online Support Vector Machines (OSVM). Together, these algorithms create the Artificial Immune System augemented Online Support Vector Machine (AISOSVM). The AISOSVM framework combines the strengths of the AIS and OSVM to create a fault detection system that can effectively identify faults in complex systems while maintaining adaptability. The framework is designed using Model-Based Systems Engineering (MBSE) principles, employing the Capella tool and the Arcadia methodology to develop a structured, integrated approach for the design and deployment of the data-driven fault detection system. A key contribution of this research is the development of a Clonal Selection Algorithm that optimizes the OSVM hyperparameters and the V-Detector algorithm parameters, resulting in a more effective fault detection solution. The integration of the AIS in the training process enables the generation of synthetic abnormal data, mitigating the need for engineers to gather large amounts of failure data, which can be impractical. The AISOSVM also incorporates incremental learning and decremental unlearning for the Online Support Vector Machine, allowing the system to adapt online using lightweight computational processes. This capability significantly improves the efficiency of fault detection systems, eliminating the need for offline retraining and redeployment. Reinforcement Learning (RL) is proposed as a promising future direction for the AISOSVM, as it can help autonomously adapt the system performance in near real-time, further mitigating the need for acquiring large amounts of system data for training, and improving the efficiency of the adaptation process by intelligently selecting the best samples to learn from. The AISOSVM framework was applied to real-world scenarios and platform models, demonstrating its effectiveness and adaptability in various use cases. The combination of the AIS and OSVM, along with the online learning and RL integration, provides a robust and adaptive solution for fault detection and health management in complex autonomous systems. This dissertation presents a significant contribution to the field of fault detection and health management by integrating the artificial immune system paradigm with Online Support Vector Machines, developing a structured, integrated approach for designing and deploying data-driven fault detection systems, and implementing reinforcement learning for online, autonomous adaptation of fault management systems. The AISOSVM framework offers a promising solution to address the challenges of fault detection in complex, autonomous systems, with potential applications in a wide range of industries beyond aerospace

Weighted Incremental–Decremental Support Vector Machines for concept drift with shifting window

We study the problem of learning the data samples’ distribution as it changes in time. This change, known as concept drift, complicates the task of training a model, as the predictions become less and less accurate. It is known that Support Vector Machines (SVMs) can learn weighted input instances and that they can also be trained online (incremental–decremental learning). Combining these two SVM properties, the open problem is to define an online SVM concept drift model with shifting weighted window. The classic SVM model should be retrained from scratch after each window shift. We introduce the Weighted Incremental–Decremental SVM (WIDSVM), a generalization of the incremental–decremental SVM for shifting windows. WIDSVM is capable of learning from data streams with concept drift, using the weighted shifting window technique. The soft margin constrained optimization problem imposed on the shifting window is reduced to an incremental–decremental SVM. At each window shift, we determine the exact conditions for vector migration during the incremental–decremental process. We perform experiments on artificial and real-world concept drift datasets; they show that the classification accuracy of WIDSVM significantly improves compared to a SVM with no shifting window. The WIDSVM training phase is fast, since it does not retrain from scratch after each window shift

Machine Learning and Integrative Analysis of Biomedical Big Data.

Recent developments in high-throughput technologies have accelerated the accumulation of massive amounts of omics data from multiple sources: genome, epigenome, transcriptome, proteome, metabolome, etc. Traditionally, data from each source (e.g., genome) is analyzed in isolation using statistical and machine learning (ML) methods. Integrative analysis of multi-omics and clinical data is key to new biomedical discoveries and advancements in precision medicine. However, data integration poses new computational challenges as well as exacerbates the ones associated with single-omics studies. Specialized computational approaches are required to effectively and efficiently perform integrative analysis of biomedical data acquired from diverse modalities. In this review, we discuss state-of-the-art ML-based approaches for tackling five specific computational challenges associated with integrative analysis: curse of dimensionality, data heterogeneity, missing data, class imbalance and scalability issues