Learning Interpretable Rules for Multi-label Classification

Multi-label classification (MLC) is a supervised learning problem in which, contrary to standard multiclass classification, an instance can be associated with several class labels simultaneously. In this chapter, we advocate a rule-based approach to multi-label classification. Rule learning algorithms are often employed when one is not only interested in accurate predictions, but also requires an interpretable theory that can be understood, analyzed, and qualitatively evaluated by domain experts. Ideally, by revealing patterns and regularities contained in the data, a rule-based theory yields new insights in the application domain. Recently, several authors have started to investigate how rule-based models can be used for modeling multi-label data. Discussing this task in detail, we highlight some of the problems that make rule learning considerably more challenging for MLC than for conventional classification. While mainly focusing on our own previous work, we also provide a short overview of related work in this area.Comment: Preprint version. To appear in: Explainable and Interpretable Models in Computer Vision and Machine Learning. The Springer Series on Challenges in Machine Learning. Springer (2018). See http://www.ke.tu-darmstadt.de/bibtex/publications/show/3077 for further informatio

Model-Independent Pricing of Asian Options via Optimal Martingale Transport

In this article we discuss the problem of calculating optimal model-independent (robust) bounds for the price of Asian options with discrete and continuous averaging. We will give geometric characterisations of the maximising and the minimising pricing model for certain types of Asian options in discrete and continuous time. In discrete time the problem is reduced to finding the optimal martingale transport for the cost function $|x+y|$. In the continuous time case we consider the cases with one and two given marginals. We describe the maximising models in both of these cases as well as the minimising model in the one-marginal case and relate the two-marginals case to the discrete time problem with two marginals

How behavioral constraints may determine optimal sensory representations

The sensory-triggered activity of a neuron is typically characterized in terms of a tuning curve, which describes the neuron's average response as a function of a parameter that characterizes a physical stimulus. What determines the shapes of tuning curves in a neuronal population? Previous theoretical studies and related experiments suggest that many response characteristics of sensory neurons are optimal for encoding stimulus-related information. This notion, however, does not explain the two general types of tuning profiles that are commonly observed: unimodal and monotonic. Here, I quantify the efficacy of a set of tuning curves according to the possible downstream motor responses that can be constructed from them. Curves that are optimal in this sense may have monotonic or non-monotonic profiles, where the proportion of monotonic curves and the optimal tuning curve width depend on the general properties of the target downstream functions. This dependence explains intriguing features of visual cells that are sensitive to binocular disparity and of neurons tuned to echo delay in bats. The numerical results suggest that optimal sensory tuning curves are shaped not only by stimulus statistics and signal-to-noise properties, but also according to their impact on downstream neural circuits and, ultimately, on behavior.Comment: 24 pages, 9 figures (main text + supporting information

A statistical reduced-reference method for color image quality assessment

Although color is a fundamental feature of human visual perception, it has been largely unexplored in the reduced-reference (RR) image quality assessment (IQA) schemes. In this paper, we propose a natural scene statistic (NSS) method, which efficiently uses this information. It is based on the statistical deviation between the steerable pyramid coefficients of the reference color image and the degraded one. We propose and analyze the multivariate generalized Gaussian distribution (MGGD) to model the underlying statistics. In order to quantify the degradation, we develop and evaluate two measures based respectively on the Geodesic distance between two MGGDs and on the closed-form of the Kullback Leibler divergence. We performed an extensive evaluation of both metrics in various color spaces (RGB, HSV, CIELAB and YCrCb) using the TID 2008 benchmark and the FRTV Phase I validation process. Experimental results demonstrate the effectiveness of the proposed framework to achieve a good consistency with human visual perception. Furthermore, the best configuration is obtained with CIELAB color space associated to KLD deviation measure