Optimal Unsupervised Learning in Feedforward Neural Networks

We investigate the properties of feedforward neural networks trained with Hebbian learning algorithms. A new unsupervised algorithm is proposed which produces statistically uncorrelated outputs. The algorithm causes the weights of the network to converge to the eigenvectors of the input correlation with largest eigenvalues. The algorithm is closely related to the technique of Self-supervised Backpropagation, as well as other algorithms for unsupervised learning. Applications of the algorithm to texture processing, image coding, and stereo depth edge detection are given. We show that the algorithm can lead to the development of filters qualitatively similar to those found in primate visual cortex.

Sequential Optimal Recovery: A Paradigm for Active Learning

In most classical frameworks for learning from examples, it is assumed that examples are randomly drawn and presented to the learner. In this paper, we consider the possibility of a more active learner who is allowed to choose his/her own examples. Our investigations are carried out in a function approximation setting. In particular, using arguments from optimal recovery (Micchelli and Rivlin, 1976), we develop an adaptive sampling strategy (equivalent to adaptive approximation) for arbitrary approximation schemes. We provide a general formulation of the problem and show how it can be regarded as sequential optimal recovery. We demonstrate the application of this general formulation to two special cases of functions on the real line 1) monotonically increasing functions and 2) functions with bounded derivative. An extensive investigation of the sample complexity of approximating these functions is conducted yielding both theoretical and empirical results on test functions. Our theoretical results (stated insPAC-style), along with the simulations demonstrate the superiority of our active scheme over both passive learning as well as classical optimal recovery. The analysis of active function approximation is conducted in a worst-case setting, in contrast with other Bayesian paradigms obtained from optimal design (Mackay, 1992).

A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks

We propose a nonparametric method for estimating derivative financial asset pricing formulae using learning networks. To demonstrate feasibility, we first simulate Black-Scholes option prices and show that learning networks can recover the Black-Scholes formula from a two-year training set of daily options prices, and that the resulting network formula can be used successfully to both price and delta-hedge options out-of-sample. For comparison, we estimate models using four popular methods: ordinary least squares, radial basis functions, multilayer perceptrons, and projection pursuit. To illustrate practical relevance, we also apply our approach to S&P 500 futures options data from 1987 to 1991.

Investigation of aspect ratio of hole drilling from micro to nanoscale via focused ion beam fine milling

Holes with different sizes from microscale to nanoscale were directly fabricated by focused ion beam (FIB) milling in this paper. Maximum aspect ratio of the fabricated holes can be 5:1 for the hole with large size with pure FIB milling, 10:1 for gas assistant etching, and 1:1 for the hole with size below 100 nm. A phenomenon of volume swell at the boundary of the hole was observed. The reason maybe due to the dose dependence of the effective sputter yield in low intensity Gaussian beam tail regions and redeposition. Different materials were used to investigate variation of the aspect ratio. The results show that for some special material, such as Ni-Be, the corresponding aspect ratio can reach 13.8:1 with Cl₂ assistant etching, but only 0.09:1 for Si(100) with single scan of the FIB.

Optimal Methodology for Synchronized Scheduling of Parallel Station Assembly with Air Transportation

We present an optimal methodology for synchronized scheduling of production assembly with air transportation to achieve accurate delivery with minimized cost in consumer electronics supply chain (CESC). This problem was motivated by a major PC manufacturer in consumer electronics industry, where it is required to schedule the delivery requirements to meet the customer needs in different parts of South East Asia. The overall problem is decomposed into two sub-problems which consist of an air transportation allocation problem and an assembly scheduling problem. The air transportation allocation problem is formulated as a Linear Programming Problem with earliness tardiness penalties for job orders. For the assembly scheduling problem, it is basically required to sequence the job orders on the assembly stations to minimize their waiting times before they are shipped by flights to their destinations. Hence the second sub-problem is modelled as a scheduling problem with earliness penalties. The earliness penalties are assumed to be independent of the job orders.

Plasma polymerization of C[subscript 4]F[subscript 8] thin film on high aspect ratio silicon molds

High aspect ratio polymeric micro-patterns are ubiquitous in many fields ranging from sensors, actuators, optics, fluidics and medical. Second generation PDMS molds are replicated against first generation silicon molds created by deep reactive ion etching. In order to ensure successful demolding, the silicon molds are coated with a thin layer of C[subscript 4]F[subscript 8] plasma polymer to reduce the adhesion force. Peel force and demolding status are used to determine if delamination is successful. Response surface method is employed to provide insights on how changes in coil power, passivating time and gas flow conditions affect plasma polymerization of C[subscript 4]F[subscript 8].

SCAPA (Spacially Addressable Protein Array) – a Novel Protein Array for the Differential Profiling of Ligand-receptor Induced Signalling

While protein microarray technology has been successful in demonstrating its usefulness for large scale high-throughput proteome profiling, performance of antibody/antigen microarrays has been only moderately productive. Immobilization of either the capture antibodies or the protein samples on solid supports has severe drawbacks. Denaturation of the immobilized proteins as well as inconsistent orientation of antibodies/ligands on the arrays can lead to erroneous results. This has prompted a number of studies to address these challenges by immobilizing proteins on biocompatible surfaces, which has met with limited success. Our strategy relates to a multiplexed, sensitive and high-throughput method for the screening quantification of intracellular signalling proteins from a complex mixture of proteins. Each signalling protein to be monitored has its capture moiety linked to a specific oligo ‘tag’. The array involves the oligonucleotide hybridization-directed localization and identification of different signalling proteins simultaneously, in a rapid and easy manner. Antibodies have been used as the capture moieties for specific identification of each signaling protein. The method involves covalently partnering each antibody/protein molecule with a unique DNA or DNA derivatives oligonucleotide tag that directs the antibody to a unique site on the microarray due to specific hybridization with a complementary tag-probe on the array. Particular surface modifications and optimal conditions allowed high signal to noise ratio which is essential to the success of this approach.

Behavioral Measures and their Correlation with IPM Iteration Counts on Semi-Definite Programming Problems

We study four measures of problem instance behavior that might account for the observed differences in interior-point method (IPM) iterations when these methods are used to solve semidefinite programming (SDP) problem instances: (i) an aggregate geometry measure related to the primal and dual feasible regions (aspect ratios) and norms of the optimal solutions, (ii) the (Renegar-) condition measure C(d) of the data instance, (iii) a measure of the near-absence of strict complementarity of the optimal solution, and (iv) the level of degeneracy of the optimal solution. We compute these measures for the SDPLIB suite problem instances and measure the correlation between these measures and IPM iteration counts (solved using the software SDPT3) when the measures have finite values. Our conclusions are roughly as follows: the aggregate geometry measure is highly correlated with IPM iterations (CORR = 0.896), and is a very good predictor of IPM iterations, particularly for problem instances with solutions of small norm and aspect ratio. The condition measure C(d) is also correlated with IPM iterations, but less so than the aggregate geometry measure (CORR = 0.630). The near-absence of strict complementarity is weakly correlated with IPM iterations (CORR = 0.423). The level of degeneracy of the optimal solution is essentially uncorrelated with IPM iterations.