25,144 research outputs found

    Sparse machine learning methods with applications in multivariate signal processing

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    This thesis details theoretical and empirical work that draws from two main subject areas: Machine Learning (ML) and Digital Signal Processing (DSP). A unified general framework is given for the application of sparse machine learning methods to multivariate signal processing. In particular, methods that enforce sparsity will be employed for reasons of computational efficiency, regularisation, and compressibility. The methods presented can be seen as modular building blocks that can be applied to a variety of applications. Application specific prior knowledge can be used in various ways, resulting in a flexible and powerful set of tools. The motivation for the methods is to be able to learn and generalise from a set of multivariate signals. In addition to testing on benchmark datasets, a series of empirical evaluations on real world datasets were carried out. These included: the classification of musical genre from polyphonic audio files; a study of how the sampling rate in a digital radar can be reduced through the use of Compressed Sensing (CS); analysis of human perception of different modulations of musical key from Electroencephalography (EEG) recordings; classification of genre of musical pieces to which a listener is attending from Magnetoencephalography (MEG) brain recordings. These applications demonstrate the efficacy of the framework and highlight interesting directions of future research

    Kernel Multivariate Analysis Framework for Supervised Subspace Learning: A Tutorial on Linear and Kernel Multivariate Methods

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    Feature extraction and dimensionality reduction are important tasks in many fields of science dealing with signal processing and analysis. The relevance of these techniques is increasing as current sensory devices are developed with ever higher resolution, and problems involving multimodal data sources become more common. A plethora of feature extraction methods are available in the literature collectively grouped under the field of Multivariate Analysis (MVA). This paper provides a uniform treatment of several methods: Principal Component Analysis (PCA), Partial Least Squares (PLS), Canonical Correlation Analysis (CCA) and Orthonormalized PLS (OPLS), as well as their non-linear extensions derived by means of the theory of reproducing kernel Hilbert spaces. We also review their connections to other methods for classification and statistical dependence estimation, and introduce some recent developments to deal with the extreme cases of large-scale and low-sized problems. To illustrate the wide applicability of these methods in both classification and regression problems, we analyze their performance in a benchmark of publicly available data sets, and pay special attention to specific real applications involving audio processing for music genre prediction and hyperspectral satellite images for Earth and climate monitoring

    Rectified Gaussian Scale Mixtures and the Sparse Non-Negative Least Squares Problem

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    In this paper, we develop a Bayesian evidence maximization framework to solve the sparse non-negative least squares (S-NNLS) problem. We introduce a family of probability densities referred to as the Rectified Gaussian Scale Mixture (R- GSM) to model the sparsity enforcing prior distribution for the solution. The R-GSM prior encompasses a variety of heavy-tailed densities such as the rectified Laplacian and rectified Student- t distributions with a proper choice of the mixing density. We utilize the hierarchical representation induced by the R-GSM prior and develop an evidence maximization framework based on the Expectation-Maximization (EM) algorithm. Using the EM based method, we estimate the hyper-parameters and obtain a point estimate for the solution. We refer to the proposed method as rectified sparse Bayesian learning (R-SBL). We provide four R- SBL variants that offer a range of options for computational complexity and the quality of the E-step computation. These methods include the Markov chain Monte Carlo EM, linear minimum mean-square-error estimation, approximate message passing and a diagonal approximation. Using numerical experiments, we show that the proposed R-SBL method outperforms existing S-NNLS solvers in terms of both signal and support recovery performance, and is also very robust against the structure of the design matrix.Comment: Under Review by IEEE Transactions on Signal Processin

    Foundational principles for large scale inference: Illustrations through correlation mining

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    When can reliable inference be drawn in the "Big Data" context? This paper presents a framework for answering this fundamental question in the context of correlation mining, with implications for general large scale inference. In large scale data applications like genomics, connectomics, and eco-informatics the dataset is often variable-rich but sample-starved: a regime where the number nn of acquired samples (statistical replicates) is far fewer than the number pp of observed variables (genes, neurons, voxels, or chemical constituents). Much of recent work has focused on understanding the computational complexity of proposed methods for "Big Data." Sample complexity however has received relatively less attention, especially in the setting when the sample size nn is fixed, and the dimension pp grows without bound. To address this gap, we develop a unified statistical framework that explicitly quantifies the sample complexity of various inferential tasks. Sampling regimes can be divided into several categories: 1) the classical asymptotic regime where the variable dimension is fixed and the sample size goes to infinity; 2) the mixed asymptotic regime where both variable dimension and sample size go to infinity at comparable rates; 3) the purely high dimensional asymptotic regime where the variable dimension goes to infinity and the sample size is fixed. Each regime has its niche but only the latter regime applies to exa-scale data dimension. We illustrate this high dimensional framework for the problem of correlation mining, where it is the matrix of pairwise and partial correlations among the variables that are of interest. We demonstrate various regimes of correlation mining based on the unifying perspective of high dimensional learning rates and sample complexity for different structured covariance models and different inference tasks

    "Selection of Input Parameters for Multivariate Classifiersin Proactive Machine Health Monitoring by Clustering Envelope Spectrum Harmonics"

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    In condition monitoring (CM) signal analysis the inherent problem of key characteristics being masked by noise can be addressed by analysis of the signal envelope. Envelope analysis of vibration signals is effective in extracting useful information for diagnosing different faults. However, the number of envelope features is generally too large to be effectively incorporated in system models. In this paper a novel method of extracting the pertinent information from such signals based on multivariate statistical techniques is developed which substantialy reduces the number of input parameters required for data classification models. This was achieved by clustering possible model variables into a number of homogeneous groups to assertain levels of interdependency. Representatives from each of the groups were selected for their power to discriminate between the categorical classes. The techniques established were applied to a reciprocating compressor rig wherein the target was identifying machine states with respect to operational health through comparison of signal outputs for healthy and faulty systems. The technique allowed near perfect fault classification. In addition methods for identifying seperable classes are investigated through profiling techniques, illustrated using Andrew’s Fourier curves
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