Machine learning Vasicek model calibration with Gaussian processes

In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.

Moxtra ‘o meu’, ‘o teu’, ‘o nosso’, ‘o vosso’ mobile learning

Neste workshop pretende-se apresentar uma aplicação móvel (Moxtra) que integra uma experiência de inovação pedagógica no âmbito do mobile-learning que está em pleno desenvolvimento, com a participação ativa dos estudantes e docentes das unidades curriculares de Hematologia Laboratorial I e II do curso de Ciências Biomédicas Laboratoriais. A adesão dos estudantes ao projeto mobile-learning é inédita no nosso país e tem sido muito positiva. O workshop terá dois objetivos: a) Conhecer os principais atributos da aplicação Moxtra; b) Construir um modelo de gestão de aprendizagem para uma unidade curricular.

Curso E-learning de sistemas multicorpo (multibody systems) para engenheiros mecânicos

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Mecânica

Algorithm-oriented design of efficient many-core architectures applied to dense matrix multiplication

Recent integrated circuit technologies have opened the possibility to design parallel architectures with hundreds of cores on a single chip. The design space of these parallel architectures is huge with many architectural options. Exploring the design space gets even more difficult if, beyond performance and area, we also consider extra metrics like performance and area efficiency, where the designer tries to design the architecture with the best performance per chip area and the best sustainable performance. In this paper we present an algorithm-oriented approach to design a many-core architecture. Instead of doing the design space exploration of the many core architecture based on the experimental execution results of a particular benchmark of algorithms, our approach is to make a formal analysis of the algorithms considering the main architectural aspects and to determine how each particular architectural aspect is related to the performance of the architecture when running an algorithm or set of algorithms. The architectural aspects considered include the number of cores, the local memory available in each core, the communication bandwidth between the many-core architecture and the external memory and the memory hierarchy. To exemplify the approach we did a theoretical analysis of a dense matrix multiplication algorithm and determined an equation that relates the number of execution cycles with the architectural parameters. Based on this equation a many-core architecture has been designed. The results obtained indicate that a 100 mm(2) integrated circuit design of the proposed architecture, using a 65 nm technology, is able to achieve 464 GFLOPs (double precision floating-point) for a memory bandwidth of 16 GB/s. This corresponds to a performance efficiency of 71 %. Considering a 45 nm technology, a 100 mm(2) chip attains 833 GFLOPs which corresponds to 84 % of peak performance These figures are better than those obtained by previous many-core architectures, except for the area efficiency which is limited by the lower memory bandwidth considered. The results achieved are also better than those of previous state-of-the-art many-cores architectures designed specifically to achieve high performance for matrix multiplication.

Detect and pointing algorithm's performance for a planar smart antenna array: a review

An adaptive antenna array combines the signal of each element, using some constraints to produce the radiation pattern of the antenna, while maximizing the performance of the system. Direction of arrival (DOA) algorithms are applied to determine the directions of impinging signals, whereas beamforming techniques are employed to determine the appropriate weights for the array elements, to create the desired pattern. In this paper, a detailed analysis of both categories of algorithms is made, when a planar antenna array is used. Several simulation results show that it is possible to point an antenna array in a desired direction based on the DOA estimation and on the beamforming algorithms. A comparison of the performance in terms of runtime and accuracy of the used algorithms is made. These characteristics are dependent on the SNR of the incoming signal.

Probabilistic consensus clustering using evidence accumulation

Clustering ensemble methods produce a consensus partition of a set of data points by combining the results of a collection of base clustering algorithms. In the evidence accumulation clustering (EAC) paradigm, the clustering ensemble is transformed into a pairwise co-association matrix, thus avoiding the label correspondence problem, which is intrinsic to other clustering ensemble schemes. In this paper, we propose a consensus clustering approach based on the EAC paradigm, which is not limited to crisp partitions and fully exploits the nature of the co-association matrix. Our solution determines probabilistic assignments of data points to clusters by minimizing a Bregman divergence between the observed co-association frequencies and the corresponding co-occurrence probabilities expressed as functions of the unknown assignments. We additionally propose an optimization algorithm to find a solution under any double-convex Bregman divergence. Experiments on both synthetic and real benchmark data show the effectiveness of the proposed approach.

GPU implementation of a hyperspectral coded aperture algorithm for compressive sensing

This paper presents a new parallel implementation of a previously hyperspectral coded aperture (HYCA) algorithm for compressive sensing on graphics processing units (GPUs). HYCA method combines the ideas of spectral unmixing and compressive sensing exploiting the high spatial correlation that can be observed in the data and the generally low number of endmembers needed in order to explain the data. The proposed implementation exploits the GPU architecture at low level, thus taking full advantage of the computational power of GPUs using shared memory and coalesced accesses to memory. The proposed algorithm is evaluated not only in terms of reconstruction error but also in terms of computational performance using two different GPU architectures by NVIDIA: GeForce GTX 590 and GeForce GTX TITAN. Experimental results using real data reveals signficant speedups up with regards to serial implementation.

Feature Discretization with Relevance and Mutual Information Criteria

Feature discretization (FD) techniques often yield adequate and compact representations of the data, suitable for machine learning and pattern recognition problems. These representations usually decrease the training time, yielding higher classification accuracy while allowing for humans to better understand and visualize the data, as compared to the use of the original features. This paper proposes two new FD techniques. The first one is based on the well-known Linde-Buzo-Gray quantization algorithm, coupled with a relevance criterion, being able perform unsupervised, supervised, or semi-supervised discretization. The second technique works in supervised mode, being based on the maximization of the mutual information between each discrete feature and the class label. Our experimental results on standard benchmark datasets show that these techniques scale up to high-dimensional data, attaining in many cases better accuracy than existing unsupervised and supervised FD approaches, while using fewer discretization intervals.

A teaching-learning sequence of colour informed by history and philosophy of science

In this work, we present a teaching-learning sequence on colour intended to a pre-service elementary teacher programme informed by History and Philosophy of Science. Working in a socio-constructivist framework, we made an excursion on the history of colour. Our excursion through history of colour, as well as the reported misconception on colour helps us to inform the constructions of the teaching-learning sequence. We apply a questionnaire both before and after each of the two cycles of action-research in order to assess students’ knowledge evolution on colour and to evaluate our teaching-learning sequence. Finally, we present a discussion on the persistence of deep-rooted alternative conceptions.

Text classification using compression-based dissimilarity measures

Arguably, the most difficult task in text classification is to choose an appropriate set of features that allows machine learning algorithms to provide accurate classification. Most state-of-the-art techniques for this task involve careful feature engineering and a pre-processing stage, which may be too expensive in the emerging context of massive collections of electronic texts. In this paper, we propose efficient methods for text classification based on information-theoretic dissimilarity measures, which are used to define dissimilarity-based representations. These methods dispense with any feature design or engineering, by mapping texts into a feature space using universal dissimilarity measures; in this space, classical classifiers (e.g. nearest neighbor or support vector machines) can then be used. The reported experimental evaluation of the proposed methods, on sentiment polarity analysis and authorship attribution problems, reveals that it approximates, sometimes even outperforms previous state-of-the-art techniques, despite being much simpler, in the sense that they do not require any text pre-processing or feature engineering.

Hyperspectral unmixing algorithm via dependent component analysis

This paper introduces a new method to blindly unmix hyperspectral data, termed dependent component analysis (DECA). This method decomposes a hyperspectral images into a collection of reflectance (or radiance) spectra of the materials present in the scene (endmember signatures) and the corresponding abundance fractions at each pixel. DECA assumes that each pixel is a linear mixture of the endmembers signatures weighted by the correspondent abundance fractions. These abudances are modeled as mixtures of Dirichlet densities, thus enforcing the constraints on abundance fractions imposed by the acquisition process, namely non-negativity and constant sum. The mixing matrix is inferred by a generalized expectation-maximization (GEM) type algorithm. This method overcomes the limitations of unmixing methods based on Independent Component Analysis (ICA) and on geometrical based approaches. The effectiveness of the proposed method is illustrated using simulated data based on U.S.G.S. laboratory spectra and real hyperspectral data collected by the AVIRIS sensor over Cuprite, Nevada.