A novel feature selection-based sequential ensemble learning method for class noise detection in high-dimensional data

© 2018, Springer Nature Switzerland AG. Most of the irrelevant or noise features in high-dimensional data present significant challenges to high-dimensional mislabeled instances detection methods based on feature selection. Traditional methods often perform the two dependent step: The first step, searching for the relevant subspace, and the second step, using the feature subspace which obtained in the previous step training model. However, Feature subspace that are not related to noise scores and influence detection performance. In this paper, we propose a novel sequential ensemble method SENF that aggregate the above two phases, our method learns the sequential ensembles to obtain refine feature subspace and improve detection accuracy by iterative sparse modeling with noise scores as the regression target attribute. Through extensive experiments on 8 real-world high-dimensional datasets from the UCI machine learning repository [3], we show that SENF performs significantly better or at least similar to the individual baselines as well as the existing state-of-the-art label noise detection method

Oblique decision trees for spatial pattern detection: optimal algorithm and application to malaria risk

BACKGROUND: In order to detect potential disease clusters where a putative source cannot be specified, classical procedures scan the geographical area with circular windows through a specified grid imposed to the map. However, the choice of the windows' shapes, sizes and centers is critical and different choices may not provide exactly the same results. The aim of our work was to use an Oblique Decision Tree model (ODT) which provides potential clusters without pre-specifying shapes, sizes or centers. For this purpose, we have developed an ODT-algorithm to find an oblique partition of the space defined by the geographic coordinates. METHODS: ODT is based on the classification and regression tree (CART). As CART finds out rectangular partitions of the covariate space, ODT provides oblique partitions maximizing the interclass variance of the independent variable. Since it is a NP-Hard problem in R(N), classical ODT-algorithms use evolutionary procedures or heuristics. We have developed an optimal ODT-algorithm in R(2), based on the directions defined by each couple of point locations. This partition provided potential clusters which can be tested with Monte-Carlo inference. We applied the ODT-model to a dataset in order to identify potential high risk clusters of malaria in a village in Western Africa during the dry season. The ODT results were compared with those of the Kulldorff' s SaTScan™. RESULTS: The ODT procedure provided four classes of risk of infection. In the first high risk class 60%, 95% confidence interval (CI95%) [52.22–67.55], of the children was infected. Monte-Carlo inference showed that the spatial pattern issued from the ODT-model was significant (p < 0.0001). Satscan results yielded one significant cluster where the risk of disease was high with an infectious rate of 54.21%, CI95% [47.51–60.75]. Obviously, his center was located within the first high risk ODT class. Both procedures provided similar results identifying a high risk cluster in the western part of the village where a mosquito breeding point was located. CONCLUSION: ODT-models improve the classical scanning procedures by detecting potential disease clusters independently of any specification of the shapes, sizes or centers of the clusters

The Fisher Market Game: Equilibrium and Welfare.

The Fisher market model is one of the most fundamental resource allocation models in economics. In a Fisher market, the prices and allocations of goods are determined according to the preferences and budgets of buyers to clear the market. In a Fisher market game, however, buyers are strategic and report their preferences over goods; the market-clearing prices and allocations are then determined based on their reported preferences rather than their real preferences. We show that the Fisher market game always has a pure Nash equilibrium, for buyers with linear, Leontief, and Cobb-Douglas utility functions, which are three representative classes of utility functions in the important Constant Elasticity of Substitution (CES) family. Furthermore, to quantify the social efficiency, we prove Price of Anarchy bounds for the game when the utility functions of buyers fall into these three classes respectively