Prediction error property of the Lasso Estimator and its generalization

The lasso procedure is an estimator-shrinkage and variable selection method. This paper shows that there always exists an interval of tuning parameter values such that the corresponding mean squared prediction error for the lasso estimator is smaller than for the ordinary least squares estimator. For an estimator satisfying some condition such as unbiasedness, the paper defines the corresponding generalized lasso estimator. Its mean squared prediction error is shown to be smaller than that of the estimator for values of the tuning parameter in some interval. This implies that all unbiased estimators are not admissible. Simulation results for five models support the theoretical results.

Proportional k-interval discretization for naive-Bayes classifiers

This paper argues that two commonly-used discretization approaches, fixed k-interval discretization and entropy-based discretization have sub-optimal characteristics for naive-Bayes classification. This analysis leads to a new discretization method, Proportional k-Interval Discretization (PKID), which adjusts the number and size of discretized intervals to the number of training instances, thus seeks an appropriate trade-off between the bias and variance of the probability estimation for naive-Bayes classifiers. We justify PKID in theory, as well as test it on a wide cross-section of datasets. Our experimental results suggest that in comparison to its alternatives, PKID provides naive-Bayes classifiers competitive classification performance for smaller datasets and better classification performance for larger datasets.

Kernel-based naive bayes classifier for breast cancer prediction

The classification of breast cancer patients is of great importance in cancer diagnosis. Most classical cancer classification methods are clinical-based and have limited diagnostic ability. The recent advances in machine learning technique has made a great impact in cancer diagnosis. In this research, we develop a new algorithm: Kernel-Based Naive Bayes (KBNB) to classify breast cancer tumor based on memography data. The performance of the proposed algorithm is compared with that of classical navie bayes algorithm and kernel-based decision tree algorithm C4.5. The proposed algorithm is found to outperform in the both cases. We recommend the proposed algorithm could be used as a tool to classify the breast patient for early cancer diagnosis.

Does the choice of estimator matter when forecasting returns?

While the literature concerned with the predictability of stock returns is huge, surprisingly little is known when it comes to role of the choice of estimator of the predictive regression. Ideally, the choice of estimator should be rooted in the salient features of the data. In case of predictive regressions of returns there are at least three such features; (i) returns are heteroskedastic, (ii) predictors are persistent, and (iii) regression errors are correlated with predictor innovations. In this paper we examine if the accounting of these features in the estimation process has any bearing on our ability to forecast future returns. The results suggest that it does.

Mind change optimal learning of Bayes net structure

This paper analyzes the problem of learning the structure of a Bayes net (BN) in the theoretical framework of Gold’s learning paradigm. Bayes nets are one of the most prominent formalisms for knowledge representation and probabilistic and causal reasoning. We follow constraint-based approaches to learning Bayes net structure, where learning is based on observed conditional dependencies between variables of interest (e.g., “X is dependent on Y given any assignment to variable Z”). Applying learning criteria in this model leads to the following results. (1) The mind change complexity of identifying a Bayes net graph over variables V from dependency data is |V| 2 , the maximum number of edges. (2) There is a unique fastest mind-change optimal Bayes net learner; convergence speed is evaluated using Gold’s dominance notion of “uniformly faster convergence”. This learner conjectures a graph if it is the unique Bayes net pattern that satisfies the observed dependencies with a minimum number of edges, and outputs “no guess” otherwise. Therefore we are using standard learning criteria to define a natural and novel Bayes net learning algorithm. We investigate the complexity of computing the output of the fastest mind-change optimal learner, and show that this problem is NP-hard (assuming P = RP). To our knowledge this is the first NP-hardness result concerning the existence of a uniquely optimal Bayes net structure.

Internet traffic classification by aggregating correlated naive bayes predictions

This paper presents a novel traffic classification scheme to improve classification performance when few training data arc available. In the proposed scheme, traffic flows are described using the discretized statistical features and flow correlation information is modeled by bag-of-flow (BoF). We solve the BoF-based traffic classification in a classifier combination framework and theoretically analyze the performance benefit. Furthermore, a new BoF-based traffic classification method is proposed to aggregate the naive Bayes (NB) predictions of the correlated flows. We also present an analysis on prediction error sensitivity of the aggregation strategies. Finally, a large number of experiments are carried out on two large-scale real-world traffic datasets to evaluate the proposed scheme. The experimental results show that the proposed scheme can achieve much better classification performance than existing state-of-the-art traffic classification methods.

Estimator-based sliding mode control strategy design

This study addresses the design and properties of serial sliding mode control (SMC) systems for an induction servo motor drive to track periodic commands. It contains a SMC, an adaptive SMC (ASMC) and an estimator-based SMC (ESMC). The effectiveness of the proposed control systems is verifi ed by numerical simulations, and the superiority of the ESMC system is indicated in comparison with the SMC and ASMC systems.

Exact-estimator-based terminal sliding mode control system design

This paper investigates an estimator-based terminal sliding mode control system. An exact estimator is proposed to exactly estimate the unknown uncertainties in finite time. The output of the exact estimator is used to design a continuous chattering free terminal sliding mode control. The time taken for the closed-loop system to reach zero tracking error is proven to be finite. Experiment results are presented, using a real time digital-signal-processor (DSP) based electromagnetic levitation system to implement the control performance.

Genetic algorithm based PI controller tuning for induction motor drive with ANN flux estimator

This paper presents a Genetic Algorithm (GA) based fast speed response controller for poly-phase induction motor drive. Here the proportional and integral gains of PI controller are optimized by GA to achieve quick speed response. An adaptive Recurrent Neural Network (RNN) with Real Time Recurrent Learning (RTRL) algorithm is proposed to estimate rotor flux. An online tuning scheme to update the weight of RNN is presented to overcome stator resistance variation problem. This tuning scheme requires torque estimator to calculate the torque error. Space vector modulation (SVM) technique is used to produce the motor input voltage. Simulation tests have been performed to study the dynamic performances of the drive system for both the classical PI and the genetic algorithm based PI controllers.

Vector control of a position sensorless SPMSM drive with RNN based stator flux estimator

A position sensorless Surface Permanent Magnet Synchronous Motor (SPMSM) drive based on single layer Recurrent Neural Network (RNN) is presented in this paper. The motor equations are written in rotor fixed d-q reference frame. A PID controller is used to process the speed error to generate the reference torque current keeping the magnetizing current fixed. The RNN estimator is used to estimate flux components along the stator fixed stationary axes. The flux angle and the reference current phasor angle are used in vector rotator to generate the reference phase currents. Hysteresis current controller block controls the switching of the three phase inverter to apply voltage to the motor stator. Simulation studies on different operating conditions indicate the acceptability of the drive system. The proposed estimator can be used to accurately measure the motor fluxes and rotor angle over a wide speed range. The proposed control scheme is robust under load torque disturbances and motor parameter variations. It is also simple and low cost to implememnt in a practical environment

Labeled random finite sets and the bayes multi-target tracking filter

An analytic solution to the multi-target Bayes recursion known as the δ-Generalized Labeled Multi-Bernoulli ( δ-GLMB) filter has been recently proposed by Vo and Vo in [“Labeled Random Finite Sets and Multi-Object Conjugate Priors,” IEEE Trans. Signal Process., vol. 61, no. 13, pp. 3460-3475, 2014]. As a sequel to that paper, the present paper details efficient implementations of the δ-GLMB multi-target tracking filter. Each iteration of this filter involves an update operation and a prediction operation, both of which result in weighted sums of multi-target exponentials with intractably large number of terms. To truncate these sums, the ranked assignment and K-th shortest path algorithms are used in the update and prediction, respectively, to determine the most significant terms without exhaustively computing all of the terms. In addition, using tools derived from the same framework, such as probability hypothesis density filtering, we present inexpensive (relative to the δ-GLMB filter) look-ahead strategies to reduce the number of computations. Characterization of the L1-error in the multi-target density arising from the truncation is presented.

Selected Ranked Set Sampling

This paper proposes a sampling procedure called selected ranked set sampling (SRSS), in which only selected observations from a ranked set sample (RSS) are measured. This paper describes the optimal linear estimation of location and scale parameters based on SRSS, and for some distributions it presents the required tables for optimal selections. For these distributions, the optimal SRSS estimators are compared with the other popular simple random sample (SRS) and RSS estimators. In every situation the estimators based on SRSS are found advantageous at least in some respect, compared to those obtained from SRS or RSS. The SRSS method with errors in ranking is also described. The relative precision of the estimator of the population mean is investigated for different degrees of correlations between the actual and erroneous ranking. The paper reports the minimum value of the correlation coefficient between the actual and the erroneous ranking required for achieving better precision with respect to the usual SRS estimator and with respect to the RSS estimator.