Parameter optimization of kernel-based one-class classifier on imbalance learning

Compared with conventional two-class learning schemes, one-class classification simply uses a single class in the classifier training phase. Applying one-class classification to learn from unbalanced data set is regarded as the recognition based learning and has shown to have the potential of achieving better performance. Similar to twoclass learning, parameter selection is a significant issue, especially when the classifier is sensitive to the parameters. For one-class learning scheme with the kernel function, such as one-class Support Vector Machine and Support Vector Data Description, besides the parameters involved in the kernel, there is another one-class specific parameter: the rejection rate v. In this paper, we proposed a general framework to involve the majority class in solving the parameter selection problem. In this framework, we first use the minority target class for training in the one-class classification stage; then we use both minority and majority class for estimating the generalization performance of the constructed classifier. This generalization performance is set as the optimization criteria. We employed the Grid search and Experiment Design search to attain various parameter settings. Experiments on UCI and Reuters text data show that the parameter optimized one-class classifiers outperform all the standard one-class learning schemes we examined.

A meta-learning approach to automatic kernel selection for support vector machines

Appropriate choice of a kernel is the most important ingredient of the kernel-based learning methods such as support vector machine (SVM). Automatic kernel selection is a key issue given the number of kernels available, and the current trial-and-error nature of selecting the best kernel for a given problem. This paper introduces a new method for automatic kernel selection, with empirical results based on classification. The empirical study has been conducted among five kernels with 112 different classification problems, using the popular kernel based statistical learning algorithm SVM. We evaluate the kernels’ performance in terms of accuracy measures. We then focus on answering the question: which kernel is best suited to which type of classification problem? Our meta-learning methodology involves measuring the problem characteristics using classical, distance and distribution-based statistical information. We then combine these measures with the empirical results to present a rule-based method to select the most appropriate kernel for a classification problem. The rules are generated by the decision tree algorithm C5.0 and are evaluated with 10 fold cross validation. All generated rules offer high accuracy ratings.

Market makers v's the general public : a first look at S & P500 futures trade data

This paper considers 15 minute records of trading volume and traded prices coinciding with the reporting intervals required by the Commodity Futures Trading Commission. Records are extracted from trade records for market trade and also two way trade between market makers (CT1) and the general public (CT4) from January 1994 to June 2004. Futures price records are matched with S&P500 cash index price records. Simultaneous volatility models are specified and estimated to test trading volume to futures volatility lead/lag effects and also futures volatility to cash index volatility lead/lag effects. As we disaggregate from the market records to CT1 and CT4 records and further into year to year samples volume to futures volatility leading effects and also futures volatility to cash volatility leading effects dominate. The results raise important issues for risk management and dynamic hedging models employing intra-day trader data. A number of important issues for further analysis are also raised in this paper.

Predicting risk of suicide attempt using history of physical illnesses from electronic medical records

BACKGROUND: Although physical illnesses, routinely documented in electronic medical records (EMR), have been found to be a contributing factor to suicides, no automated systems use this information to predict suicide risk.

OBJECTIVE: The aim of this study is to quantify the impact of physical illnesses on suicide risk, and develop a predictive model that captures this relationship using EMR data.

METHODS: We used history of physical illnesses (except chapter V: Mental and behavioral disorders) from EMR data over different time-periods to build a lookup table that contains the probability of suicide risk for each chapter of the International Statistical Classification of Diseases and Related Health Problems, 10th Revision (ICD-10) codes. The lookup table was then used to predict the probability of suicide risk for any new assessment. Based on the different lengths of history of physical illnesses, we developed six different models to predict suicide risk. We tested the performance of developed models to predict 90-day risk using historical data over differing time-periods ranging from 3 to 48 months. A total of 16,858 assessments from 7399 mental health patients with at least one risk assessment was used for the validation of the developed model. The performance was measured using area under the receiver operating characteristic curve (AUC).

RESULTS: The best predictive results were derived (AUC=0.71) using combined data across all time-periods, which significantly outperformed the clinical baseline derived from routine risk assessment (AUC=0.56). The proposed approach thus shows potential to be incorporated in the broader risk assessment processes used by clinicians.

CONCLUSIONS: This study provides a novel approach to exploit the history of physical illnesses extracted from EMR (ICD-10 codes without chapter V-mental and behavioral disorders) to predict suicide risk, and this model outperforms existing clinical assessments of suicide risk.

Ecosystem evolution in deep time : evidence from the rich Paleozoic fossil records of China

Preface for the special issue Ecosystem evolution in deep time: evidence from the rich Palaeozoic fossil records of China.