Threshold Choice Methods: the Missing Link

Many performance metrics have been introduced for the evaluation of classification performance, with different origins and niches of application: accuracy, macro-accuracy, area under the ROC curve, the ROC convex hull, the absolute error, and the Brier score (with its decomposition into refinement and calibration). One way of understanding the relation among some of these metrics is the use of variable operating conditions (either in the form of misclassification costs or class proportions). Thus, a metric may correspond to some expected loss over a range of operating conditions. One dimension for the analysis has been precisely the distribution we take for this range of operating conditions, leading to some important connections in the area of proper scoring rules. However, we show that there is another dimension which has not received attention in the analysis of performance metrics. This new dimension is given by the decision rule, which is typically implemented as a threshold choice method when using scoring models. In this paper, we explore many old and new threshold choice methods: fixed, score-uniform, score-driven, rate-driven and optimal, among others. By calculating the loss of these methods for a uniform range of operating conditions we get the 0-1 loss, the absolute error, the Brier score (mean squared error), the AUC and the refinement loss respectively. This provides a comprehensive view of performance metrics as well as a systematic approach to loss minimisation, namely: take a model, apply several threshold choice methods consistent with the information which is (and will be) available about the operating condition, and compare their expected losses. In order to assist in this procedure we also derive several connections between the aforementioned performance metrics, and we highlight the role of calibration in choosing the threshold choice method

Medical image enhancement using threshold decomposition driven adaptive morphological filter

One of the most common degradations in medical images is their poor contrast quality. This suggests the use of contrast enhancement methods as an attempt to modify the intensity distribution of the image. In this paper, a new edge detected morphological filter is proposed to sharpen digital medical images. This is done by detecting the positions of the edges and then applying a class of morphological filtering. Motivated by the success of threshold decomposition, gradientbased operators are used to detect the locations of the edges. A morphological filter is used to sharpen these detected edges. Experimental results demonstrate that the detected edge deblurring filter improved the visibility and perceptibility of various embedded structures in digital medical images. Moreover, the performance of the proposed filter is superior to that of other sharpener-type filters

Rehaussement du signal de parole par EMD et opérateur de Teager-Kaiser

The authors would like to thank Professor Mohamed Bahoura from Universite de Quebec a Rimouski for fruitful discussions on time adaptive thresholdingIn this paper a speech denoising strategy based on time adaptive thresholding of intrinsic modes functions (IMFs) of the signal, extracted by empirical mode decomposition (EMD), is introduced. The denoised signal is reconstructed by the superposition of its adaptive thresholded IMFs. Adaptive thresholds are estimated using the Teager–Kaiser energy operator (TKEO) of signal IMFs. More precisely, TKEO identifies the type of frame by expanding differences between speech and non-speech frames in each IMF. Based on the EMD, the proposed speech denoising scheme is a fully data-driven approach. The method is tested on speech signals with different noise levels and the results are compared to EMD-shrinkage and wavelet transform (WT) coupled with TKEO. Speech enhancement performance is evaluated using output signal to noise ratio (SNR) and perceptual evaluation of speech quality (PESQ) measure. Based on the analyzed speech signals, the proposed enhancement scheme performs better than WT-TKEO and EMD-shrinkage approaches in terms of output SNR and PESQ. The noise is greatly reduced using time-adaptive thresholding than universal thresholding. The study is limited to signals corrupted by additive white Gaussian noise

Randomized Dynamic Mode Decomposition

This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of deterministic algorithms, easing the computational challenges arising in the area of `big data'. The idea is to derive a small matrix from the high-dimensional data, which is then used to efficiently compute the dynamic modes and eigenvalues. The algorithm is presented in a modular probabilistic framework, and the approximation quality can be controlled via oversampling and power iterations. The effectiveness of the resulting randomized DMD algorithm is demonstrated on several benchmark examples of increasing complexity, providing an accurate and efficient approach to extract spatiotemporal coherent structures from big data in a framework that scales with the intrinsic rank of the data, rather than the ambient measurement dimension. For this work we assume that the dynamics of the problem under consideration is evolving on a low-dimensional subspace that is well characterized by a fast decaying singular value spectrum