Binary Linear Classification and Feature Selection via Generalized Approximate Message Passing

For the problem of binary linear classification and feature selection, we propose algorithmic approaches to classifier design based on the generalized approximate message passing (GAMP) algorithm, recently proposed in the context of compressive sensing. We are particularly motivated by problems where the number of features greatly exceeds the number of training examples, but where only a few features suffice for accurate classification. We show that sum-product GAMP can be used to (approximately) minimize the classification error rate and max-sum GAMP can be used to minimize a wide variety of regularized loss functions. Furthermore, we describe an expectation-maximization (EM)-based scheme to learn the associated model parameters online, as an alternative to cross-validation, and we show that GAMP's state-evolution framework can be used to accurately predict the misclassification rate. Finally, we present a detailed numerical study to confirm the accuracy, speed, and flexibility afforded by our GAMP-based approaches to binary linear classification and feature selection

Matching pursuit-based compressive sensing in a wearable biomedical accelerometer fall diagnosis device

There is a significant high fall risk population, where individuals are susceptible to frequent falls and obtaining significant injury, where quick medical response and fall information are critical to providing efficient aid. This article presents an evaluation of compressive sensing techniques in an accelerometer-based intelligent fall detection system modelled on a wearable Shimmer biomedical embedded computing device with Matlab. The presented fall detection system utilises a database of fall and activities of daily living signals evaluated with discrete wavelet transforms and principal component analysis to obtain binary tree classifiers for fall evaluation. 14 test subjects undertook various fall and activities of daily living experiments with a Shimmer device to generate data for principal component analysis-based fall classifiers and evaluate the proposed fall analysis system. The presented system obtains highly accurate fall detection results, demonstrating significant advantages in comparison with the thresholding method presented. Additionally, the presented approach offers advantageous fall diagnostic information. Furthermore, transmitted data accounts for over 80% battery current usage of the Shimmer device, hence it is critical the acceleration data is reduced to increase transmission efficiency and in-turn improve battery usage performance. Various Matching pursuit-based compressive sensing techniques have been utilised to significantly reduce acceleration information required for transmission.Scopu

A sparse multinomial probit model for classification

A recent development in penalized probit modelling using a hierarchical Bayesian approach has led to a sparse binomial (two-class) probit classifier that can be trained via an EM algorithm. A key advantage of the formulation is that no tuning of hyperparameters relating to the penalty is needed thus simplifying the model selection process. The resulting model demonstrates excellent classification performance and a high degree of sparsity when used as a kernel machine. It is, however, restricted to the binary classification problem and can only be used in the multinomial situation via a one-against-all or one-against-many strategy. To overcome this, we apply the idea to the multinomial probit model. This leads to a direct multi-classification approach and is shown to give a sparse solution with accuracy and sparsity comparable with the current state-of-the-art. Comparative numerical benchmark examples are used to demonstrate the method

Non-Parametric Calibration of Probabilistic Regression

The task of calibration is to retrospectively adjust the outputs from a machine learning model to provide better probability estimates on the target variable. While calibration has been investigated thoroughly in classification, it has not yet been well-established for regression tasks. This paper considers the problem of calibrating a probabilistic regression model to improve the estimated probability densities over the real-valued targets. We propose to calibrate a regression model through the cumulative probability density, which can be derived from calibrating a multi-class classifier. We provide three non-parametric approaches to solve the problem, two of which provide empirical estimates and the third providing smooth density estimates. The proposed approaches are experimentally evaluated to show their ability to improve the performance of regression models on the predictive likelihood

Deep Dictionary Learning: A PARametric NETwork Approach

Deep dictionary learning seeks multiple dictionaries at different image scales to capture complementary coherent characteristics. We propose a method for learning a hierarchy of synthesis dictionaries with an image classification goal. The dictionaries and classification parameters are trained by a classification objective, and the sparse features are extracted by reducing a reconstruction loss in each layer. The reconstruction objectives in some sense regularize the classification problem and inject source signal information in the extracted features. The performance of the proposed hierarchical method increases by adding more layers, which consequently makes this model easier to tune and adapt. The proposed algorithm furthermore, shows remarkably lower fooling rate in presence of adversarial perturbation. The validation of the proposed approach is based on its classification performance using four benchmark datasets and is compared to a CNN of similar size