Application of complex extreme learning machine to multiclass classification problems with high dimensionality: a THz spectra classification problem

We extend extreme learning machine (ELM) classifiers to complex Reproducing Kernel Hilbert Spaces (RKHS) where the input/output variables as well as the optimization variables are complex-valued. A new family of classifiers, called complex-valued ELM (CELM) suitable for complex-valued multiple-input–multiple-output processing is introduced. In the proposed method, the associated Lagrangian is computed using induced RKHS kernels, adopting a Wirtinger calculus approach formulated as a constrained optimization problem similarly to the conventional ELM classifier formulation. When training the CELM, the Karush–Khun–Tuker (KKT) theorem is used to solve the dual optimization problem that consists of satisfying simultaneously smallest training error as well as smallest norm of output weights criteria. The proposed formulation also addresses aspects of quaternary classification within a Clifford algebra context. For 2D complex-valued inputs, user-defined complex-coupled hyper-planes divide the classifier input space into four partitions. For 3D complex-valued inputs, the formulation generates three pairs of complex-coupled hyper-planes through orthogonal projections. The six hyper-planes then divide the 3D space into eight partitions. It is shown that the CELM problem formulation is equivalent to solving six real-valued ELM tasks, which are induced by projecting the chosen complex kernel across the different user-defined coordinate planes. A classification example of powdered samples on the basis of their terahertz spectral signatures is used to demonstrate the advantages of the CELM classifiers compared to their SVM counterparts. The proposed classifiers retain the advantages of their ELM counterparts, in that they can perform multiclass classification with lower computational complexity than SVM classifiers. Furthermore, because of their ability to perform classification tasks fast, the proposed formulations are of interest to real-time applications.

The uniqueness of signature problem in the non-Markov setting

We establish a general framework for a class of multidimensional stochastic processes over [0,1] under which with probability one, the signature (the collection of iterated path integrals in the sense of rough paths) is well-defined and determines the sample paths of the process up to reparametrization. In particular, by using the Malliavin calculus we show that our method applies to a class of Gaussian processes including fractional Brownian motion with Hurst parameter H>1/4, the Ornstein–Uhlenbeck process and the Brownian bridge.

Optimal infinity-quasiconformal immersions

For a Hamiltonian K ∈ C2(RN × n) and a map u:Ω ⊆ Rn − → RN, we consider the supremal functional (1) The “Euler−Lagrange” PDE associated to (1)is the quasilinear system (2) Here KP is the derivative and [ KP ] ⊥ is the projection on its nullspace. (1)and (2)are the fundamental objects of vector-valued Calculus of Variations in L∞ and first arose in recent work of the author [N. Katzourakis, J. Differ. Eqs. 253 (2012) 2123–2139; Commun. Partial Differ. Eqs. 39 (2014) 2091–2124]. Herein we apply our results to Geometric Analysis by choosing as K the dilation function which measures the deviation of u from being conformal. Our main result is that appropriately defined minimisers of (1)solve (2). Hence, PDE methods can be used to study optimised quasiconformal maps. Nonconvexity of K and appearance of interfaces where [ KP ] ⊥ is discontinuous cause extra difficulties. When n = N, this approach has previously been followed by Capogna−Raich ? and relates to Teichmüller’s theory. In particular, we disprove a conjecture appearing therein.