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.

Symbolic Knowledge Extraction from Trained Neural Networks Governed by Lukasiewicz Logics

This work describes a methodology to extract symbolic rules from trained neural networks. In our approach, patterns on the network are codified using formulas on a Lukasiewicz logic. For this we take advantage of the fact that every connective in this multi-valued logic can be evaluated by a neuron in an artificial network having, by activation function the identity truncated to zero and one. This fact simplifies symbolic rule extraction and allows the easy injection of formulas into a network architecture. We trained this type of neural network using a back-propagation algorithm based on Levenderg-Marquardt algorithm, where in each learning iteration, we restricted the knowledge dissemination in the network structure. This makes the descriptive power of produced neural networks similar to the descriptive power of Lukasiewicz logic language, minimizing the information loss on the translation between connectionist and symbolic structures. To avoid redundance on the generated network, the method simplifies them in a pruning phase, using the "Optimal Brain Surgeon" algorithm. We tested this method on the task of finding the formula used on the generation of a given truth table. For real data tests, we selected the Mushrooms data set, available on the UCI Machine Learning Repository.

Guiding Monte Carlo tree searches with neural networks in the game of go

A dissertation submitted in fulfillment of the requirements to the degree of Master in Computer Science and Computer Engineering

Diffuse liver disease classification from ultrasound surface characterization, clinical and laboratorial data

In this work liver contour is semi-automatically segmented and quantified in order to help the identification and diagnosis of diffuse liver disease. The features extracted from the liver contour are jointly used with clinical and laboratorial data in the staging process. The classification results of a support vector machine, a Bayesian and a k-nearest neighbor classifier are compared. A population of 88 patients at five different stages of diffuse liver disease and a leave-one-out cross-validation strategy are used in the classification process. The best results are obtained using the k-nearest neighbor classifier, with an overall accuracy of 80.68%. The good performance of the proposed method shows a reliable indicator that can improve the information in the staging of diffuse liver disease.

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.

Learning techniques for automatic email message tagging

A organização automática de mensagens de correio electrónico é um desafio actual na área da aprendizagem automática. O número excessivo de mensagens afecta cada vez mais utilizadores, especialmente os que usam o correio electrónico como ferramenta de comunicação e trabalho. Esta tese aborda o problema da organização automática de mensagens de correio electrónico propondo uma solução que tem como objectivo a etiquetagem automática de mensagens. A etiquetagem automática é feita com recurso às pastas de correio electrónico anteriormente criadas pelos utilizadores, tratando-as como etiquetas, e à sugestão de múltiplas etiquetas para cada mensagem (top-N). São estudadas várias técnicas de aprendizagem e os vários campos que compõe uma mensagem de correio electrónico são analisados de forma a determinar a sua adequação como elementos de classificação. O foco deste trabalho recai sobre os campos textuais (o assunto e o corpo das mensagens), estudando-se diferentes formas de representação, selecção de características e algoritmos de classificação. É ainda efectuada a avaliação dos campos de participantes através de algoritmos de classificação que os representam usando o modelo vectorial ou como um grafo. Os vários campos são combinados para classificação utilizando a técnica de combinação de classificadores Votação por Maioria. Os testes são efectuados com um subconjunto de mensagens de correio electrónico da Enron e um conjunto de dados privados disponibilizados pelo Institute for Systems and Technologies of Information, Control and Communication (INSTICC). Estes conjuntos são analisados de forma a perceber as características dos dados. A avaliação do sistema é realizada através da percentagem de acerto dos classificadores. Os resultados obtidos apresentam melhorias significativas em comparação com os trabalhos relacionados.

Dynamic equilibrium through reinforcement learning

Reinforcement Learning is an area of Machine Learning that deals with how an agent should take actions in an environment such as to maximize the notion of accumulated reward. This type of learning is inspired by the way humans learn and has led to the creation of various algorithms for reinforcement learning. These algorithms focus on the way in which an agent’s behaviour can be improved, assuming independence as to their surroundings. The current work studies the application of reinforcement learning methods to solve the inverted pendulum problem. The importance of the variability of the environment (factors that are external to the agent) on the execution of reinforcement learning agents is studied by using a model that seeks to obtain equilibrium (stability) through dynamism – a Cart-Pole system or inverted pendulum. We sought to improve the behaviour of the autonomous agents by changing the information passed to them, while maintaining the agent’s internal parameters constant (learning rate, discount factors, decay rate, etc.), instead of the classical approach of tuning the agent’s internal parameters. The influence of changes on the state set and the action set on an agent’s capability to solve the Cart-pole problem was studied. We have studied typical behaviour of reinforcement learning agents applied to the classic BOXES model and a new form of characterizing the environment was proposed using the notion of convergence towards a reference value. We demonstrate the gain in performance of this new method applied to a Q-Learning agent.

RFID together with multi-agent systems to control global value chains

Nowadays, the cooperative intelligent transport systems are part of a largest system. Transportations are modal operations integrated in logistics and, logistics is the main process of the supply chain management. The supply chain strategic management as a simultaneous local and global value chain is a collaborative/cooperative organization of stakeholders, many times in co-opetition, to perform a service to the customers respecting the time, place, price and quality levels. The transportation, like other logistics operations must add value, which is achieved in this case through compression lead times and order fulfillments. The complex supplier's network and the distribution channels must be efficient and the integral visibility (monitoring and tracing) of supply chain is a significant source of competitive advantage. Nowadays, the competition is not discussed between companies but among supply chains. This paper aims to evidence the current and emerging manufacturing and logistics system challenges as a new field of opportunities for the automation and control systems research community. Furthermore, the paper forecasts the use of radio frequency identification (RFID) technologies integrated into an information and communication technologies (ICT) framework based on distributed artificial intelligence (DAI) supported by a multi-agent system (MAS), as the most value advantage of supply chain management (SCM) in a cooperative intelligent logistics systems. Logistical platforms (production or distribution) as nodes of added value of supplying and distribution networks are proposed as critical points of the visibility of the inventory, where these technological needs are more evident.

QSAR modeling of antitubercular activity of diverse organic compounds

Tuberculosis (TB) is a worldwide infectious disease that has shown over time extremely high mortality levels. The urgent need to develop new antitubercular drugs is due to the increasing rate of appearance of multi-drug resistant strains to the commonly used drugs, and the longer durations of therapy and recovery, particularly in immuno-compromised patients. The major goal of the present study is the exploration of data from different families of compounds through the use of a variety of machine learning techniques so that robust QSAR-based models can be developed to further guide in the quest for new potent anti-TB compounds. Eight QSAR models were built using various types of descriptors (from ADRIANA.Code and Dragon software) with two publicly available structurally diverse data sets, including recent data deposited in PubChem. QSAR methodologies used Random Forests and Associative Neural Networks. Predictions for the external evaluation sets obtained accuracies in the range of 0.76-0.88 (for active/inactive classifications) and Q(2)=0.66-0.89 for regressions. Models developed in this study can be used to estimate the anti-TB activity of drug candidates at early stages of drug development (C) 2011 Elsevier B.V. All rights reserved.

The usefulness of ultrasound in the classification of chronic liver disease

Chronic Liver Disease is a progressive, most of the time asymptomatic, and potentially fatal disease. In this paper, a semi-automatic procedure to stage this disease is proposed based on ultrasound liver images, clinical and laboratorial data. In the core of the algorithm two classifiers are used: a k nearest neighbor and a Support Vector Machine, with different kernels. The classifiers were trained with the proposed multi-modal feature set and the results obtained were compared with the laboratorial and clinical feature set. The results showed that using ultrasound based features, in association with laboratorial and clinical features, improve the classification accuracy. The support vector machine, polynomial kernel, outperformed the others classifiers in every class studied. For the Normal class we achieved 100% accuracy, for the chronic hepatitis with cirrhosis 73.08%, for compensated cirrhosis 59.26% and for decompensated cirrhosis 91.67%.

Fatty liver characterization and classification by ultrasound

Steatosis, also known as fatty liver, corresponds to an abnormal retention of lipids within the hepatic cells and reflects an impairment of the normal processes of synthesis and elimination of fat. Several causes may lead to this condition, namely obesity, diabetes, or alcoholism. In this paper an automatic classification algorithm is proposed for the diagnosis of the liver steatosis from ultrasound images. The features are selected in order to catch the same characteristics used by the physicians in the diagnosis of the disease based on visual inspection of the ultrasound images. The algorithm, designed in a Bayesian framework, computes two images: i) a despeckled one, containing the anatomic and echogenic information of the liver, and ii) an image containing only the speckle used to compute the textural features. These images are computed from the estimated RF signal generated by the ultrasound probe where the dynamic range compression performed by the equipment is taken into account. A Bayes classifier, trained with data manually classified by expert clinicians and used as ground truth, reaches an overall accuracy of 95% and a 100% of sensitivity. The main novelties of the method are the estimations of the RF and speckle images which make it possible to accurately compute textural features of the liver parenchyma relevant for the diagnosis.

Integração de reacção e deliberação em agentes inteligentes

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia de Redes de Comunicação e Multimédia

Análise do sistema de tratamento de efluentes gasosos de uma central de valorização energética de resíduos sólidos urbanos

Trabalho Final de Mestrado para obtenção do grau de Mestre Em Engenharia Química e Biológica Ramo de processos Químicos

Controlo e optimização de sistemas AVAC recorrendo a técnicas de inteligência artificial

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

TRFS: desenvolvimento de um protótipo para simulação microscópica de tráfego

Dissertação para obtenção do grau de Mestre em Engenharia Civil na Área de Especialização de Vias de Comunicação e Transportes