On the Noise Model of Support Vector Machine Regression

Support Vector Machines Regression (SVMR) is a regression technique which has been recently introduced by V. Vapnik and his collaborators (Vapnik, 1995; Vapnik, Golowich and Smola, 1996). In SVMR the goodness of fit is measured not by the usual quadratic loss function (the mean square error), but by a different loss function called Vapnik"s $epsilon$- insensitive loss function, which is similar to the "robust" loss functions introduced by Huber (Huber, 1981). The quadratic loss function is well justified under the assumption of Gaussian additive noise. However, the noise model underlying the choice of Vapnik's loss function is less clear. In this paper the use of Vapnik's loss function is shown to be equivalent to a model of additive and Gaussian noise, where the variance and mean of the Gaussian are random variables. The probability distributions for the variance and mean will be stated explicitly. While this work is presented in the framework of SVMR, it can be extended to justify non-quadratic loss functions in any Maximum Likelihood or Maximum A Posteriori approach. It applies not only to Vapnik's loss function, but to a much broader class of loss functions.

Noise Reduction Using Low Weight and Constant Weight Coding Techniques

Signalling off-chip requires significant current. As a result, a chip's power-supply current changes drastically during certain output-bus transitions. These current fluctuations cause a voltage drop between the chip and circuit board due to the parasitic inductance of the power-supply package leads. Digital designers often go to great lengths to reduce this "transmitted" noise. Cray, for instance, carefully balances output signals using a technique called differential signalling to guarantee a chip has constant output current. Transmitted-noise reduction costs Cray a factor of two in output pins and wires. Coding achieves similar results at smaller costs.

Using Analogy to Acquire Commonsense Knowledge from Human Contributors

The goal of the work reported here is to capture the commonsense knowledge of non-expert human contributors. Achieving this goal will enable more intelligent human-computer interfaces and pave the way for computers to reason about our world. In the domain of natural language processing, it will provide the world knowledge much needed for semantic processing of natural language. To acquire knowledge from contributors not trained in knowledge engineering, I take the following four steps: (i) develop a knowledge representation (KR) model for simple assertions in natural language, (ii) introduce cumulative analogy, a class of nearest-neighbor based analogical reasoning algorithms over this representation, (iii) argue that cumulative analogy is well suited for knowledge acquisition (KA) based on a theoretical analysis of effectiveness of KA with this approach, and (iv) test the KR model and the effectiveness of the cumulative analogy algorithms empirically. To investigate effectiveness of cumulative analogy for KA empirically, Learner, an open source system for KA by cumulative analogy has been implemented, deployed, and evaluated. (The site "1001 Questions," is available at http://teach-computers.org/learner.html). Learner acquires assertion-level knowledge by constructing shallow semantic analogies between a KA topic and its nearest neighbors and posing these analogies as natural language questions to human contributors. Suppose, for example, that based on the knowledge about "newspapers" already present in the knowledge base, Learner judges "newspaper" to be similar to "book" and "magazine." Further suppose that assertions "books contain information" and "magazines contain information" are also already in the knowledge base. Then Learner will use cumulative analogy from the similar topics to ask humans whether "newspapers contain information." Because similarity between topics is computed based on what is already known about them, Learner exhibits bootstrapping behavior --- the quality of its questions improves as it gathers more knowledge. By summing evidence for and against posing any given question, Learner also exhibits noise tolerance, limiting the effect of incorrect similarities. The KA power of shallow semantic analogy from nearest neighbors is one of the main findings of this thesis. I perform an analysis of commonsense knowledge collected by another research effort that did not rely on analogical reasoning and demonstrate that indeed there is sufficient amount of correlation in the knowledge base to motivate using cumulative analogy from nearest neighbors as a KA method. Empirically, evaluating the percentages of questions answered affirmatively, negatively and judged to be nonsensical in the cumulative analogy case compares favorably with the baseline, no-similarity case that relies on random objects rather than nearest neighbors. Of the questions generated by cumulative analogy, contributors answered 45% affirmatively, 28% negatively and marked 13% as nonsensical; in the control, no-similarity case 8% of questions were answered affirmatively, 60% negatively and 26% were marked as nonsensical.

Exploring Object Perception with Random Image Structure Evolution

We have developed a technique called RISE (Random Image Structure Evolution), by which one may systematically sample continuous paths in a high-dimensional image space. A basic RISE sequence depicts the evolution of an object's image from a random field, along with the reverse sequence which depicts the transformation of this image back into randomness. The processing steps are designed to ensure that important low-level image attributes such as the frequency spectrum and luminance are held constant throughout a RISE sequence. Experiments based on the RISE paradigm can be used to address some key open issues in object perception. These include determining the neural substrates underlying object perception, the role of prior knowledge and expectation in object perception, and the developmental changes in object perception skills from infancy to adulthood.

Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Finite Horizon Case

We analyze a finite horizon, single product, periodic review model in which pricing and production/inventory decisions are made simultaneously. Demands in different periods are random variables that are independent of each other and their distributions depend on the product price. Pricing and ordering decisions are made at the beginning of each period and all shortages are backlogged. Ordering cost includes both a fixed cost and a variable cost proportional to the amount ordered. The objective is to find an inventory policy and a pricing strategy maximizing expected profit over the finite horizon. We show that when the demand model is additive, the profit-to-go functions are k-concave and hence an (s,S,p) policy is optimal. In such a policy, the period inventory is managed based on the classical (s,S) policy and price is determined based on the inventory position at the beginning of each period. For more general demand functions, i.e., multiplicative plus additive functions, we demonstrate that the profit-to-go function is not necessarily k-concave and an (s,S,p) policy is not necessarily optimal. We introduce a new concept, the symmetric k-concave functions and apply it to provide a characterization of the optimal policy.

Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: the Infinite Horizon Case

We analyze an infinite horizon, single product, periodic review model in which pricing and production/inventory decisions are made simultaneously. Demands in different periods are identically distributed random variables that are independent of each other and their distributions depend on the product price. Pricing and ordering decisions are made at the beginning of each period and all shortages are backlogged. Ordering cost includes both a fixed cost and a variable cost proportional to the amount ordered. The objective is to maximize expected discounted, or expected average profit over the infinite planning horizon. We show that a stationary (s,S,p) policy is optimal for both the discounted and average profit models with general demand functions. In such a policy, the period inventory is managed based on the classical (s,S) policy and price is determined based on the inventory position at the beginning of each period.

Thermal Noise Behavior of the Bridge Circuit

This paper considers a connection between the deterministic and noisy behavior of nonlinear networks. Specifically, a particular bridge circuit is examined which has two possibly nonlinear energy storage elements. By proper choice of the constitutive relations for the network elements, the deterministic terminal behavior reduces to that of a single linear resistor. This reduction of the deterministic terminal behavior, in which a natural frequency of a linear circuit does not appear in the driving-point impedance, has been shown in classical circuit theory books (e.g. [1, 2]). The paper shows that, in addition to the reduction of the deterministic behavior, the thermal noise at the terminals of the network, arising from the usual Nyquist-Johnson noise model associated with each resistor in the network, is also exactly that of a single linear resistor. While this result for the linear time-invariant (LTI) case is a direct consequence of a well-known result for RLC circuits, the nonlinear result is novel. We show that the terminal noise current is precisely that predicted by the Nyquist-Johnson model for R if the driving voltage is zero or constant, but not if the driving voltage is time-dependent or the inductor and capacitor are time-varying

Nonlinear Device Noise Models:Thermodynamic Requirements

This paper proposes three tests to determine whether a given nonlinear device noise model is in agreement with accepted thermodynamic principles. These tests are applied to several models. One conclusion is that every Gaussian noise model for any nonlinear device predicts thermodynamically impossible circuit behavior: these models should be abandoned. But the nonlinear shot-noise model predicts thermodynamically acceptable behavior under a constraint derived here. Further, this constraint specifies the current noise amplitude at each operating point from knowledge of the device v - i curve alone. For the Gaussian and shot-noise models, this paper shows how the thermodynamic requirements can be reduced to concise mathematical tests involving no approximatio