Forward Stagewise Naive Bayes

The naïve Bayes approach is a simple but often satisfactory method for supervised classification. In this paper, we focus on the naïve Bayes model and propose the application of regularization techniques to learn a naïve Bayes classifier. The main contribution of the paper is a stagewise version of the selective naïve Bayes, which can be considered a regularized version of the naïve Bayes model. We call it forward stagewise naïve Bayes. For comparison’s sake, we also introduce an explicitly regularized formulation of the naïve Bayes model, where conditional independence (absence of arcs) is promoted via an L 1/L 2-group penalty on the parameters that define the conditional probability distributions. Although already published in the literature, this idea has only been applied for continuous predictors. We extend this formulation to discrete predictors and propose a modification that yields an adaptive penalization. We show that, whereas the L 1/L 2 group penalty formulation only discards irrelevant predictors, the forward stagewise naïve Bayes can discard both irrelevant and redundant predictors, which are known to be harmful for the naïve Bayes classifier. Both approaches, however, usually improve the classical naïve Bayes model’s accuracy.

Linear Bayes policy for learning in contextual-bandits

Machine and Statistical Learning techniques are used in almost all online advertisement systems. The problem of discovering which content is more demanded (e.g. receive more clicks) can be modeled as a multi-armed bandit problem. Contextual bandits (i.e., bandits with covariates, side information or associative reinforcement learning) associate, to each specific content, several features that define the “context” in which it appears (e.g. user, web page, time, region). This problem can be studied in the stochastic/statistical setting by means of the conditional probability paradigm using the Bayes’ theorem. However, for very large contextual information and/or real-time constraints, the exact calculation of the Bayes’ rule is computationally infeasible. In this article, we present a method that is able to handle large contextual information for learning in contextual-bandits problems. This method was tested in the Challenge on Yahoo! dataset at ICML2012’s Workshop “new Challenges for Exploration & Exploitation 3”, obtaining the second place. Its basic exploration policy is deterministic in the sense that for the same input data (as a time-series) the same results are obtained. We address the deterministic exploration vs. exploitation issue, explaining the way in which the proposed method deterministically finds an effective dynamic trade-off based solely in the input-data, in contrast to other methods that use a random number generator.

Empirical analysis of traffic volume for the application of the options theory to highway concessions

*************************************************************************************** EL WCTR es un Congreso de reconocido prestigio internacional en el ámbito de la investigación del transporte que hasta el 2010 publicaba sus libros de abstracts con ISBN. Por ello consideramos que debería seguir teníendose en cuenta para los indicadores de calidad ******************************************************************************************* Investment projects in the field of transportation infrastructures have a high degree of uncertainty and require an important amount of resources. In highway concessions in particular, the calculation of the Net Present Value (NPV) of the project by means of the discount of cash flows, may lead to erroneous results when the project incorporates certain flexibility. In these cases, the theory of real options is an alternative tool for the valuation of concessions. When the variable that generates uncertainty (in our case, the traffic) follows a random walk (or Geometric Brownian Motion), we can calculate the value of the options embedded in the contract starting directly from the process followed by that variable. This procedure notably simplifies the calculation method. In order to test the hypothesis of the evolution of traffic as a Geometric Brownian Motion, we have used the available series of traffic in Spanish highways, and we have applied the Augmented Dickey-Fuller approach, which is the most widely used test for this kind of study. The main result of the analysis is that we cannot reject the hypothesis that traffic follows a Geometric Brownian Motion in the majority of both toll highways and free highways in Spain.

Vortex-induced vibrations on bridges : the interaction mechanism in complex sections and a new proposed semi-empirical model

El presente trabajo de investigación se ocupa del estudio de las vibraciones verticales inducidas por vórtices (VIV) en aquellos puentes que, por sus características geométricas y propiedades dinámicas, muestran cierta sensibilidad este tipo de fenómeno aeroelástico. El objeto principal es el análisis del mecanismo de interacción viento-estructura sobre secciones no fuseladas de geometría simple, con objeto de realizar una adecuada caracterización del problema y poder abordar posteriormente el análisis de otras secciones de geometría más compleja, representativas de los principales elementos estructurales de los puentes, como arcos, tableros, torres y pilas. Este aspecto es fundamental durante la fase de diseño del puente, donde deberán tenerse en cuenta también una serie de detalles que pueden influir significativamente su sensibilidad ante problemas aerodinámicos, como la morfología y dimensiones principales de la sección transversal del tablero, la disposición de barreras de seguridad y barreras cortaviento, o las riostras que unen diferentes elementos estructurales. La configuración de dos elementos en tándem o la construcción de un puente en las inmediaciones de otro existente son otros aspectos a considerar respecto a la sensibilidad frente a efectos aeroelásticos. El estudio se ha llevado a cabo principalmente mediante la implementación de simulaciones numéricas que reproducen la interacción entre la corriente de aire y secciones representativas de modelos estructurales, a partir de un código CFD basado en el método de las partículas de vórtices (VPM), siguiendo por tanto un esquema Lagrangiano. Los resultados han sido validados con datos experimentales existentes, valores procedentes de ensayos en túnel de viento y registros reales a partir de diferentes casos de estudio: Alconétar (2006), Niterói (1980), Trans- Tokyo Bay (1995) y Volgogrado (2010). Finalmente, se propone un modelo semi-empírico para la estimación del rango de velocidades críticas y amplitudes de oscilación basado en la utilización de las derivadas de flameo de Scanlan, y la densidad espectral de las fuerzas aerodinámicas en el dominio de la frecuencia. The present research work concerns the study of vertical vortex-induced vibrations (VIV) in bridges which show certain sensitivity to this type of aeroelastic phenomenon. It focuses on the analysis of the wind-structure interaction mechanism on bluff sections, with the objective of making a good characterisation of the problem and subsequently addressing the analysis of sections with a complex geometry, which are representative of the bridge structural elements, such as arches, decks, towers and piers. This issue is of relative importance during the bridge design phase, since minor details of the aforementioned elements can significantly influence its sensitivity to aerodynamic problems. The shape and main dimensions of the deck cross section, the addition of safety barriers and windshields, the presence of braces to enhance the structure mechanical properties, the utilisation of cross sections in tandem arrangement, or the erection of a new bridge in the vicinity of another existing one are some of the aspects to be considered regarding the sensitivity to the aeroelastic effects. The study has been carried out mainly through the implementation of numerical simulations that reproduces the interaction between the airflow and the representative cross section of a structural bridge model, by the use of a CFD code based on the vortex particle method (VPM), thus following a Lagrangian scheme. The results have been validated with existing experimental data, values from wind tunnel tests and full scale observations from the different case studies: Alconétar (2006), Niterói (1980), Trans-Tokyo Bay (1995) and Volgograd (2010). Finally, a new semi-empirical model is proposed for the estimation of the critical wind velocity ranges and oscillation amplitudes based on the use of the Scanlan’s flutter derivatives and the power spectral density of aerodynamic force time history in the frequency domain.