scholarly journals Optimal Sequential Multiclass Diagnosis

2021 ◽  
Author(s):  
Jue Wang

In multiclass classification, one faces greater uncertainty when the data fall near the decision boundary. To reduce the uncertainty, one can wait and collect more data, but this invariably delays the decision. How can one make an accurate classification as quickly as possible? The solution requires a multiclass generalization of Wald’s sequential hypothesis testing, but the standard formulation is intractable because of the curse of dimensionality in dynamic programming. In “Optimal Sequential Multiclass Diagnosis,” Wang shows that, in a broad class of practical problems, the reachable state space is often restricted on, or near, a set of low-dimensional, time-dependent manifolds. After understanding the key drivers of sparsity, the author develops a new solution framework that uses a low-dimensional statistic to reconstruct the high-dimensional state. This framework circumvents the curse of dimensionality, allowing efficient computation of the optimal or near-optimal policies for quickest classification with large numbers of classes.

Clustering is a data mining task devoted to the automatic grouping of data based on mutual similarity. Clustering in high-dimensional spaces is a recurrent problem in many domains. It affects time complexity, space complexity, scalability and accuracy of clustering methods. Highdimensional non-linear datausually live in different low dimensional subspaces hidden in the original space. As high‐dimensional objects appear almost alike, new approaches for clustering are required. This research has focused on developing Mathematical models, techniques and clustering algorithms specifically for high‐dimensional data. The innocent growth in the fields of communication and technology, there is tremendous growth in high dimensional data spaces. As the variant of dimensions on high dimensional non-linear data increases, many clustering techniques begin to suffer from the curse of dimensionality, de-grading the quality of the results. In high dimensional non-linear data, the data becomes very sparse and distance measures become increasingly meaningless. The principal challenge for clustering high dimensional data is to overcome the “curse of dimensionality”. This research work concentrates on devising an enhanced algorithm for clustering high dimensional non-linear data.


2020 ◽  
Vol 10 (5) ◽  
pp. 1797 ◽  
Author(s):  
Mera Kartika Delimayanti ◽  
Bedy Purnama ◽  
Ngoc Giang Nguyen ◽  
Mohammad Reza Faisal ◽  
Kunti Robiatul Mahmudah ◽  
...  

Manual classification of sleep stage is a time-consuming but necessary step in the diagnosis and treatment of sleep disorders, and its automation has been an area of active study. The previous works have shown that low dimensional fast Fourier transform (FFT) features and many machine learning algorithms have been applied. In this paper, we demonstrate utilization of features extracted from EEG signals via FFT to improve the performance of automated sleep stage classification through machine learning methods. Unlike previous works using FFT, we incorporated thousands of FFT features in order to classify the sleep stages into 2–6 classes. Using the expanded version of Sleep-EDF dataset with 61 recordings, our method outperformed other state-of-the art methods. This result indicates that high dimensional FFT features in combination with a simple feature selection is effective for the improvement of automated sleep stage classification.


Entropy ◽  
2021 ◽  
Vol 23 (6) ◽  
pp. 743
Author(s):  
Xi Liu ◽  
Shuhang Chen ◽  
Xiang Shen ◽  
Xiang Zhang ◽  
Yiwen Wang

Neural signal decoding is a critical technology in brain machine interface (BMI) to interpret movement intention from multi-neural activity collected from paralyzed patients. As a commonly-used decoding algorithm, the Kalman filter is often applied to derive the movement states from high-dimensional neural firing observation. However, its performance is limited and less effective for noisy nonlinear neural systems with high-dimensional measurements. In this paper, we propose a nonlinear maximum correntropy information filter, aiming at better state estimation in the filtering process for a noisy high-dimensional measurement system. We reconstruct the measurement model between the high-dimensional measurements and low-dimensional states using the neural network, and derive the state estimation using the correntropy criterion to cope with the non-Gaussian noise and eliminate large initial uncertainty. Moreover, analyses of convergence and robustness are given. The effectiveness of the proposed algorithm is evaluated by applying it on multiple segments of neural spiking data from two rats to interpret the movement states when the subjects perform a two-lever discrimination task. Our results demonstrate better and more robust state estimation performance when compared with other filters.


Author(s):  
Fumiya Akasaka ◽  
Kazuki Fujita ◽  
Yoshiki Shimomura

This paper proposes the PSS Business Case Map as a tool to support designers’ idea generation in PSS design. The map visualizes the similarities among PSS business cases in a two-dimensional diagram. To make the map, PSS business cases are first collected by conducting, for example, a literature survey. The collected business cases are then classified from multiple aspects that characterize each case such as its product type, service type, target customer, and so on. Based on the results of this classification, the similarities among the cases are calculated and visualized by using the Self-Organizing Map (SOM) technique. A SOM is a type of artificial neural network that is trained using unsupervised learning to produce a low-dimensional (typically two-dimensional) view from high-dimensional data. The visualization result is offered to designers in a form of a two-dimensional map, which is called the PSS Business Case Map. By using the map, designers can figure out the position of their current business and can acquire ideas for the servitization of their business.


Complexity ◽  
2003 ◽  
Vol 8 (4) ◽  
pp. 39-50 ◽  
Author(s):  
Stefan Häusler ◽  
Henry Markram ◽  
Wolfgang Maass

2021 ◽  
pp. 147387162110481
Author(s):  
Haijun Yu ◽  
Shengyang Li

Hyperspectral images (HSIs) have become increasingly prominent as they can maintain the subtle spectral differences of the imaged objects. Designing approaches and tools for analyzing HSIs presents a unique set of challenges due to their high-dimensional characteristics. An improved color visualization approach is proposed in this article to achieve communication between users and HSIs in the field of remote sensing. Under the real-time interactive control and color visualization, this approach can help users intuitively obtain the rich information hidden in original HSIs. Using the dimensionality reduction (DR) method based on band selection, high-dimensional HSIs are reduced to low-dimensional images. Through drop-down boxes, users can freely specify images that participate in the combination of RGB channels of the output image. Users can then interactively and independently set the fusion coefficient of each image within an interface based on concentric circles. At the same time, the output image will be calculated and visualized in real time, and the information it reflects will also be different. In this approach, channel combination and fusion coefficient setting are two independent processes, which allows users to interact more flexibly according to their needs. Furthermore, this approach is also applicable for interactive visualization of other types of multi-layer data.


Games ◽  
2021 ◽  
Vol 13 (1) ◽  
pp. 6
Author(s):  
Jochen Staudacher ◽  
Felix Wagner ◽  
Jan Filipp

We study the efficient computation of power indices for weighted voting games with precoalitions amongst subsets of players (reflecting, e.g., ideological proximity) using the paradigm of dynamic programming. Starting from the state-of-the-art algorithms for computing the Banzhaf and Shapley–Shubik indices for weighted voting games, we present a framework for fast algorithms for the three most common power indices with precoalitions, i.e., the Owen index, the Banzhaf–Owen index and the symmetric coalitional Banzhaf index, and point out why our new algorithms are applicable for large numbers of players. We discuss implementations of our algorithms for the three power indices with precoalitions in C++ and review computing times, as well as storage requirements.


Sensors ◽  
2018 ◽  
Vol 18 (12) ◽  
pp. 4112 ◽  
Author(s):  
Se-Min Lim ◽  
Hyeong-Cheol Oh ◽  
Jaein Kim ◽  
Juwon Lee ◽  
Jooyoung Park

Recently, wearable devices have become a prominent health care application domain by incorporating a growing number of sensors and adopting smart machine learning technologies. One closely related topic is the strategy of combining the wearable device technology with skill assessment, which can be used in wearable device apps for coaching and/or personal training. Particularly pertinent to skill assessment based on high-dimensional time series data from wearable sensors is classifying whether a player is an expert or a beginner, which skills the player is exercising, and extracting some low-dimensional representations useful for coaching. In this paper, we present a deep learning-based coaching assistant method, which can provide useful information in supporting table tennis practice. Our method uses a combination of LSTM (Long short-term memory) with a deep state space model and probabilistic inference. More precisely, we use the expressive power of LSTM when handling high-dimensional time series data, and state space model and probabilistic inference to extract low-dimensional latent representations useful for coaching. Experimental results show that our method can yield promising results for characterizing high-dimensional time series patterns and for providing useful information when working with wearable IMU (Inertial measurement unit) sensors for table tennis coaching.


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