scholarly journals The success of AdaBoost and its application in portfolio management

2021 ◽  
pp. 2142001
Author(s):  
Yijian Chuan ◽  
Chaoyi Zhao ◽  
Zhenrui He ◽  
Lan Wu
Keyword(s):  
Portfolio Management ◽  
Binary Classification ◽  
Empirical Studies ◽  
Classification Problem ◽  
Training Data ◽  
Chinese Market ◽  
Strong Connection ◽  
Test Error ◽  
Novel Approach ◽  
Binary Classification Problem

We develop a novel approach to explain why AdaBoost is a successful classifier. By introducing a measure of the influence of the noise points (ION) in the training data for the binary classification problem, we prove that there is a strong connection between the ION and the test error. We further identify that the ION of AdaBoost decreases as the iteration number or the complexity of the base learners increases. We confirm that it is impossible to obtain a consistent classifier without deep trees as the base learners of AdaBoost in some complicated situations. We apply AdaBoost in portfolio management via empirical studies in the Chinese market, which corroborates our theoretical propositions.

scholarly journals A Machine Learning Approach to the Detection of Fetal Hypoxia during Labor and Delivery

AI Magazine ◽  
2012 ◽  
Vol 33 (2) ◽  
pp. 79 ◽  
Author(s):  
Philip A. Warrick ◽  
Emily F. Hamilton ◽  
Robert E. Kearney ◽  
Doina Precup
Keyword(s):  
Binary Classification ◽  
Classification Problem ◽  
Fetal Hypoxia ◽  
Novel Approach ◽  
Modern Health Care ◽  
Machine Learning Approach ◽  
Binary Classification Problem ◽  
Fetal Response ◽  
Monitoring Devices ◽  
Labor Monitoring

Labor monitoring is crucial in modern health care, as it can be used to detect (and help avoid) significant problems with the fetus. In this article we focus on detecting hypoxia (or oxygen deprivation), a very serious condition that can arise from different pathologies and can lead to life-long disability and death. We present a novel approach to hypoxia detection based on recordings of the uterine pressure and fetal heart rate, which are obtained using standard labor monitoring devices. The key idea is to learn models of the fetal response to signals from its environment. Then, we use the parameters of these models as attributes in a binary classification problem. A running count of pathological classifications over several time periods is taken to provide the current label for the fetus. We use a unique database of real clinical recordings, both from normal and pathological cases. Our approach classifies correctly more than half the pathological cases, 1.5 hours before delivery. These are cases that were missed by clinicians; early detection of this type would have allowed the physician to perform a Caesarean section, possibly avoiding the negative outcome.

scholarly journals Averaging Forest for Online Vision

2009 ◽  
Vol 13 (4) ◽  
pp. 400-406 ◽  
Author(s):  
Hassab Elgawi Osman ◽  
Keyword(s):  
State Of The Art ◽  
Recognition Performance ◽  
Binary Classification ◽  
Empirical Studies ◽  
Classification Problem ◽  
Superior Performance ◽  
On Line ◽  
Binary Classification Problem ◽  
Training Examples ◽  
Object Features

In this study we consider vision as a binary classification problem, where an ensemble of decision-tree-based classifiers is trained on-line, new images are continuously added and the recognition decision is made without delay. Ensemble of decision trees is combined into aforestclassifier usingaveraging, generate an on-lineRandom Forest(RF) classifier. First we employ object descriptor model based on a bag of covariance matrices, to represent an object features, then run our on-line RF learner to select object descriptors and to learn object classifiers. Validation of our proposal with empirical studies in the GRAZ02 dataset domain demonstrates its superior performance over histogram-based counterparts, yielding object recognition performance comparable to state-of-the-art standard RF, AdaBoost, and SVM classifiers, even when only 10% of the training examples are used.

scholarly journals Confidence interval for micro-averaged F1 and macro-averaged F1 scores

2021 ◽  
Author(s):  
Kanae Takahashi ◽  
Kouji Yamamoto ◽  
Aya Kuchiba ◽  
Tatsuki Koyama
Keyword(s):  
Binary Classification ◽  
Classification Problem ◽  
Classification Problems ◽  
Summary Measure ◽  
Medical Field ◽  
Predictive Values ◽  
Binary Classification Problem ◽  
Multi Class Classification ◽  
Sensitivity Specificity ◽  
Measures Of Performance

AbstractA binary classification problem is common in medical field, and we often use sensitivity, specificity, accuracy, negative and positive predictive values as measures of performance of a binary predictor. In computer science, a classifier is usually evaluated with precision (positive predictive value) and recall (sensitivity). As a single summary measure of a classifier’s performance, F1 score, defined as the harmonic mean of precision and recall, is widely used in the context of information retrieval and information extraction evaluation since it possesses favorable characteristics, especially when the prevalence is low. Some statistical methods for inference have been developed for the F1 score in binary classification problems; however, they have not been extended to the problem of multi-class classification. There are three types of F1 scores, and statistical properties of these F1 scores have hardly ever been discussed. We propose methods based on the large sample multivariate central limit theorem for estimating F1 scores with confidence intervals.

scholarly journals On the binary classification problem in discriminant analysis using linear programming methods

2020 ◽  
Vol 30 (1) ◽  
Author(s):  
Michael O. Olusola ◽  
Sydney I. Onyeagu
Keyword(s):  
Linear Programming ◽  
Discriminant Analysis ◽  
Binary Classification ◽  
Classification Problem ◽  
Solution Technique ◽  
Phase Method ◽  
Bound Constraints ◽  
Two Phase ◽  
Linear Discriminant ◽  
Binary Classification Problem

This paper is centred on a binary classification problem in which it is desired to assign a new object with multivariate features to one of two distinct populations as based on historical sets of samples from two populations. A linear discriminant analysis framework has been proposed, called the minimised sum of deviations by proportion (MSDP) to model the binary classification problem. In the MSDP formulation, the sum of the proportion of exterior deviations is minimised subject to the group separation constraints, the normalisation constraint, the upper bound constraints on proportions of exterior deviations and the sign unrestriction vis-à-vis the non-negativity constraints. The two-phase method in linear programming is adopted as a solution technique to generate the discriminant function. The decision rule on group-membership prediction is constructed using the apparent error rate. The performance of the MSDP has been compared with some existing linear discriminant models using a previously published dataset on road casualties. The MSDP model was more promising and well suited for the imbalanced dataset on road casualties.

scholarly journals Harnessing GANs for Zero-Shot Learning of New Classes in Visual Speech Recognition

2020 ◽  
Vol 34 (03) ◽  
pp. 2645-2652 ◽  
Author(s):  
Yaman Kumar ◽  
Dhruva Sahrawat ◽  
Shubham Maheshwari ◽  
Debanjan Mahata ◽  
Amanda Stent ◽  
...  
Keyword(s):  
Speech Recognition ◽  
Classification Problem ◽  
Visual Speech ◽  
Training Data ◽  
Generative Adversarial Networks ◽  
Adversarial Networks ◽  
Novel Approach ◽  
Visual Speech Recognition ◽  
Training Samples ◽  
English Training

Visual Speech Recognition (VSR) is the process of recognizing or interpreting speech by watching the lip movements of the speaker. Recent machine learning based approaches model VSR as a classification problem; however, the scarcity of training data leads to error-prone systems with very low accuracies in predicting unseen classes. To solve this problem, we present a novel approach to zero-shot learning by generating new classes using Generative Adversarial Networks (GANs), and show how the addition of unseen class samples increases the accuracy of a VSR system by a significant margin of 27% and allows it to handle speaker-independent out-of-vocabulary phrases. We also show that our models are language agnostic and therefore capable of seamlessly generating, using English training data, videos for a new language (Hindi). To the best of our knowledge, this is the first work to show empirical evidence of the use of GANs for generating training samples of unseen classes in the domain of VSR, hence facilitating zero-shot learning. We make the added videos for new classes publicly available along with our code1.

Clustering Approaches for Top-k Recommender Systems

2019 ◽  
Vol 28 (05) ◽  
pp. 1950019 ◽  
Author(s):  
Nicolás Torres ◽  
Marcelo Mendoza
Keyword(s):  
Recommender Systems ◽  
Recommender System ◽  
Large Scale ◽  
Empirical Studies ◽  
Cluster Structure ◽  
Parallel Architecture ◽  
Evaluation Framework ◽  
Training Data ◽  
Cluster Solution ◽  
Novel Approach

Clustering-based recommender systems bound the seek of similar users within small user clusters providing fast recommendations in large-scale datasets. Then groups can naturally be distributed into different data partitions scaling up in the number of users the recommender system can handle. Unfortunately, while the number of users and items included in a cluster solution increases, the performance in terms of precision of a clustering-based recommender system decreases. We present a novel approach that introduces a cluster-based distance function used for neighborhood computation. In our approach, clusters generated from the training data provide the basis for neighborhood selection. Then, to expand the search of relevant users, we use a novel measure that can exploit the global cluster structure to infer cluster-outside user’s distances. Empirical studies on five widely known benchmark datasets show that our proposal is very competitive in terms of precision, recall, and NDCG. However, the strongest point of our method relies on scalability, reaching speedups of 20× in a sequential computing evaluation framework and up to 100× in a parallel architecture. These results show that an efficient implementation of our cluster-based CF method can handle very large datasets providing also good results in terms of precision, avoiding the high computational costs involved in the application of more sophisticated techniques.

Similarity Learning for Motion Estimation

2011 ◽  
pp. 130-151
Author(s):  
Shaohua Kevin Zhou ◽  
Jie Shao ◽  
Bogdan Georgescu ◽  
Dorin Comaniciu
Keyword(s):  
Motion Estimation ◽  
Binary Classification ◽  
Classification Problem ◽  
Similarity Function ◽  
Training Procedure ◽  
Image Pair ◽  
Similarity Learning ◽  
Model Complex ◽  
Binary Classification Problem ◽  
Test Errors

Motion estimation necessitates an appropriate choice of similarity function. Because generic similarity functions derived from simple assumptions are insufficient to model complex yet structured appearance variations in motion estimation, the authors propose to learn a discriminative similarity function to match images under varying appearances by casting image matching into a binary classification problem. They use the LogitBoost algorithm to learn the classifier based on an annotated database that exemplifies the structured appearance variations: An image pair in correspondence is positive and an image pair out of correspondence is negative. To leverage the additional distance structure of negatives, they present a location-sensitive cascade training procedure that bootstraps negatives for later stages of the cascade from the regions closer to the positives, which enables viewing a large number of negatives and steering the training process to yield lower training and test errors. The authors apply the learned similarity function to estimating the motion for the endocardial wall of left ventricle in echocardiography and to performing visual tracking. They obtain improved performances when comparing the learned similarity function with conventional ones.

Empirical Bayesian Binary Classification Forests Using Bootstrap Prior

2018 ◽  
Vol 7 (4.30) ◽  
pp. 170 ◽  
Author(s):  
Oyebayo Ridwan Olaniran ◽  
Mohd Asrul Affendi Bin Abdullah ◽  
Khuneswari A/P Gopal Pillay ◽  
Saidat Fehintola Olaniran
Keyword(s):  
Random Forest ◽  
Binary Classification ◽  
Classification Problem ◽  
Operating Characteristics ◽  
Empirical Bayesian ◽  
Receiver Operating Characteristics Curve ◽  
Binary Classification Problem ◽  
Input Variables ◽  
Sensitivity Specificity ◽  
Microarray Datasets

In this paper, we present a new method called Empirical Bayesian Random Forest (EBRF) for binary classification problem. The prior ingredient for the method was obtained using the bootstrap prior technique. EBRF addresses explicitly low accuracy problem in Random Forest (RF) classifier when the number of relevant input variables is relatively lower compared to the total number of input variables. The improvement was achieved by replacing the arbitrary subsample variable size with empirical Bayesian estimate.  An illustration of the proposed, and existing methods was performed using five high-dimensional microarray datasets that emanated from colon, breast, lymphoma and Central Nervous System (CNS) cancer tumours. Results from the data analysis revealed that EBRF provides reasonably higher accuracy, sensitivity, specificity and Area Under Receiver Operating Characteristics Curve (AUC) than RF in most of the datasets used.

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