4,235 research outputs found

    Undergraduate Catalog of Studies, 2023-2024

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    Graduate Catalog of Studies, 2023-2024

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    Undergraduate Catalog of Studies, 2023-2024

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    Learning Interpretable Models of Aircraft Handling Behaviour by Reinforcement Learning from Human Feedback

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    We propose a method to capture the handling abilities of fast jet pilots in a software model via reinforcement learning (RL) from human preference feedback. We use pairwise preferences over simulated flight trajectories to learn an interpretable rule-based model called a reward tree, which enables the automated scoring of trajectories alongside an explanatory rationale. We train an RL agent to execute high-quality handling behaviour by using the reward tree as the objective, and thereby generate data for iterative preference collection and further refinement of both tree and agent. Experiments with synthetic preferences show reward trees to be competitive with uninterpretable neural network reward models on quantitative and qualitative evaluations

    Online semi-supervised learning in non-stationary environments

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    Existing Data Stream Mining (DSM) algorithms assume the availability of labelled and balanced data, immediately or after some delay, to extract worthwhile knowledge from the continuous and rapid data streams. However, in many real-world applications such as Robotics, Weather Monitoring, Fraud Detection Systems, Cyber Security, and Computer Network Traffic Flow, an enormous amount of high-speed data is generated by Internet of Things sensors and real-time data on the Internet. Manual labelling of these data streams is not practical due to time consumption and the need for domain expertise. Another challenge is learning under Non-Stationary Environments (NSEs), which occurs due to changes in the data distributions in a set of input variables and/or class labels. The problem of Extreme Verification Latency (EVL) under NSEs is referred to as Initially Labelled Non-Stationary Environment (ILNSE). This is a challenging task because the learning algorithms have no access to the true class labels directly when the concept evolves. Several approaches exist that deal with NSE and EVL in isolation. However, few algorithms address both issues simultaneously. This research directly responds to ILNSE’s challenge in proposing two novel algorithms “Predictor for Streaming Data with Scarce Labels” (PSDSL) and Heterogeneous Dynamic Weighted Majority (HDWM) classifier. PSDSL is an Online Semi-Supervised Learning (OSSL) method for real-time DSM and is closely related to label scarcity issues in online machine learning. The key capabilities of PSDSL include learning from a small amount of labelled data in an incremental or online manner and being available to predict at any time. To achieve this, PSDSL utilises both labelled and unlabelled data to train the prediction models, meaning it continuously learns from incoming data and updates the model as new labelled or unlabelled data becomes available over time. Furthermore, it can predict under NSE conditions under the scarcity of class labels. PSDSL is built on top of the HDWM classifier, which preserves the diversity of the classifiers. PSDSL and HDWM can intelligently switch and adapt to the conditions. The PSDSL adapts to learning states between self-learning, micro-clustering and CGC, whichever approach is beneficial, based on the characteristics of the data stream. HDWM makes use of “seed” learners of different types in an ensemble to maintain its diversity. The ensembles are simply the combination of predictive models grouped to improve the predictive performance of a single classifier. PSDSL is empirically evaluated against COMPOSE, LEVELIW, SCARGC and MClassification on benchmarks, NSE datasets as well as Massive Online Analysis (MOA) data streams and real-world datasets. The results showed that PSDSL performed significantly better than existing approaches on most real-time data streams including randomised data instances. PSDSL performed significantly better than ‘Static’ i.e. the classifier is not updated after it is trained with the first examples in the data streams. When applied to MOA-generated data streams, PSDSL ranked highest (1.5) and thus performed significantly better than SCARGC, while SCARGC performed the same as the Static. PSDSL achieved better average prediction accuracies in a short time than SCARGC. The HDWM algorithm is evaluated on artificial and real-world data streams against existing well-known approaches such as the heterogeneous WMA and the homogeneous Dynamic DWM algorithm. The results showed that HDWM performed significantly better than WMA and DWM. Also, when recurring concept drifts were present, the predictive performance of HDWM showed an improvement over DWM. In both drift and real-world streams, significance tests and post hoc comparisons found significant differences between algorithms, HDWM performed significantly better than DWM and WMA when applied to MOA data streams and 4 real-world datasets Electric, Spam, Sensor and Forest cover. The seeding mechanism and dynamic inclusion of new base learners in the HDWM algorithms benefit from the use of both forgetting and retaining the models. The algorithm also provides the independence of selecting the optimal base classifier in its ensemble depending on the problem. A new approach, Envelope-Clustering is introduced to resolve the cluster overlap conflicts during the cluster labelling process. In this process, PSDSL transforms the centroids’ information of micro-clusters into micro-instances and generates new clusters called Envelopes. The nearest envelope clusters assist the conflicted micro-clusters and successfully guide the cluster labelling process after the concept drifts in the absence of true class labels. PSDSL has been evaluated on real-world problem ‘keystroke dynamics’, and the results show that PSDSL achieved higher prediction accuracy (85.3%) and SCARGC (81.6%), while the Static (49.0%) significantly degrades the performance due to changes in the users typing pattern. Furthermore, the predictive accuracies of SCARGC are found highly fluctuated between (41.1% to 81.6%) based on different values of parameter ‘k’ (number of clusters), while PSDSL automatically determine the best values for this parameter

    Graduate Catalog of Studies, 2023-2024

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    Quantifying Equity Risk Premia: Financial Economic Theory and High-Dimensional Statistical Methods

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    The overarching question of this dissertation is how to quantify the unobservable risk premium of a stock when its return distribution varies over time. The first chapter, titled “Theory-based versus machine learning-implied stock risk premia”, starts with a comparison of two competing strands of the literature. The approach advocated by Martin and Wagner (2019) relies on financial economic theory to derive a closed-form approximation of conditional risk premia using information embedded in the prices of European options. The other approach, exemplified by the study of Gu et al. (2020), draws on the flexibility of machine learning methods and vast amounts of historical data to determine the unknown functional form. The goal of this study is to determine which of the two approaches produces more accurate measurements of stock risk premia. In addition, we present a novel hybrid approach that employs machine learning to overcome the approximation errors induced by the theory-based approach. We find that our hybrid approach is competitive especially at longer investment horizons. The second chapter, titled “The uncertainty principle in asset pricing”, introduces a representation of the conditional capital asset pricing model (CAPM) in which the betas and the equity premium are jointly characterized by the information embedded in option prices. A unique feature of our model is that its implied components represent valid measurements of their physical counterparts without the need for any further risk adjustment. Moreover, because the model’s time-varying parameters are directly observable, the model can be tested without any of the complications that typically arise from statistical estimation. One of the main empirical findings is that the well-known flat relationship between average predicted and realized excess returns of beta-sorted portfolios can be explained by the uncertainty governing market excess returns. In the third chapter, titled “Multi-task learning in cross-sectional regressions”, we challenge the way in which cross-sectional regressions are used to test factor models with time-varying loadings. More specifically, we extend the procedure by Fama and MacBeth (1973) by systematically selecting stock characteristics using a combination of l1- and l2-regularization, known as the multi-task Lasso, and addressing the bias that is induced by selection via repeated sample splitting. In the empirical part of this chapter, we apply our testing procedure to the option-implied CAPM from chapter two, and find that, while variants of the momentum effect lead to a rejection of the model, the implied beta is by far the most important predictor of cross-sectional return variation

    An ensemble model for predictive energy performance:Closing the gap between actual and predicted energy use in residential buildings

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    The design stage of a building plays a pivotal role in influencing its life cycle and overall performance. Accurate predictions of a building's performance are crucial for informed decision-making, particularly in terms of energy performance, given the escalating global awareness of climate change and the imperative to enhance energy efficiency in buildings. However, a well-documented energy performance gap persists between actual and predicted energy consumption, primarily attributed to the unpredictable nature of occupant behavior.Existing methodologies for predicting and simulating occupant behavior in buildings frequently neglect or exclusively concentrate on particular behaviors, resulting in uncertainties in energy performance predictions. Machine learning approaches have exhibited increased accuracy in predicting occupant energy behavior, yet the majority of extant studies focus on specific behavior types rather than investigating the interactions among all contributing factors. This dissertation delves into the building energy performance gap, with a particular emphasis on the influence of occupants on energy performance. A comprehensive literature review scrutinizes machine learning models employed for predicting occupants' behavior in buildings and assesses their performance. The review uncovers knowledge gaps, as most studies are case-specific and lack a consolidated database to examine diverse behaviors across various building types.An ensemble model integrating occupant behavior parameters is devised to enhance the accuracy of energy performance predictions in residential buildings. Multiple algorithms are examined, with the selection of algorithms contingent upon evaluation metrics. The ensemble model is validated through a case study that compares actual energy consumption with the predictions of the ensemble model and an EnergyPlus simulation that takes occupant behavior factors into account.The findings demonstrate that the ensemble model provides considerably more accurate predictions of actual energy consumption compared to the EnergyPlus simulation. This dissertation also addresses the research limitations, including the reusability of the model and the requirement for additional datasets to bolster confidence in the model's applicability across diverse building types and occupant behavior patterns.In summary, this dissertation presents an ensemble model that endeavors to bridge the gap between actual and predicted energy usage in residential buildings by incorporating occupant behavior parameters, leading to more precise energy performance predictions and promoting superior energy management strategies

    LIPIcs, Volume 251, ITCS 2023, Complete Volume

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    LIPIcs, Volume 251, ITCS 2023, Complete Volum

    Medical Image Analysis using Deep Relational Learning

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    In the past ten years, with the help of deep learning, especially the rapid development of deep neural networks, medical image analysis has made remarkable progress. However, how to effectively use the relational information between various tissues or organs in medical images is still a very challenging problem, and it has not been fully studied. In this thesis, we propose two novel solutions to this problem based on deep relational learning. First, we propose a context-aware fully convolutional network that effectively models implicit relation information between features to perform medical image segmentation. The network achieves the state-of-the-art segmentation results on the Multi Modal Brain Tumor Segmentation 2017 (BraTS2017) and Multi Modal Brain Tumor Segmentation 2018 (BraTS2018) data sets. Subsequently, we propose a new hierarchical homography estimation network to achieve accurate medical image mosaicing by learning the explicit spatial relationship between adjacent frames. We use the UCL Fetoscopy Placenta dataset to conduct experiments and our hierarchical homography estimation network outperforms the other state-of-the-art mosaicing methods while generating robust and meaningful mosaicing result on unseen frames.Comment: arXiv admin note: substantial text overlap with arXiv:2007.0778
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