Neural networks

An overview of neural networks, covering multilayer perceptrons, radial basis functions, constructive algorithms, Kohonen and K-means unupervised algorithms, RAMnets, first and second order training methods, and Bayesian regularisation methods.

Combining the wavelet transform and forecasting models to predict gas forward prices

This paper presents a forecasting technique for forward energy prices, one day ahead. This technique combines a wavelet transform and forecasting models such as multi- layer perceptron, linear regression or GARCH. These techniques are applied to real data from the UK gas markets to evaluate their performance. The results show that the forecasting accuracy is improved significantly by using the wavelet transform. The methodology can be also applied to forecasting market clearing prices and electricity/gas loads.

Short-term electricity demand and gas price forecasts using wavelet transforms and adaptive models

This paper presents some forecasting techniques for energy demand and price prediction, one day ahead. These techniques combine wavelet transform (WT) with fixed and adaptive machine learning/time series models (multi-layer perceptron (MLP), radial basis functions, linear regression, or GARCH). To create an adaptive model, we use an extended Kalman filter or particle filter to update the parameters continuously on the test set. The adaptive GARCH model is a new contribution, broadening the applicability of GARCH methods. We empirically compared two approaches of combining the WT with prediction models: multicomponent forecasts and direct forecasts. These techniques are applied to large sets of real data (both stationary and non-stationary) from the UK energy markets, so as to provide comparative results that are statistically stronger than those previously reported. The results showed that the forecasting accuracy is significantly improved by using the WT and adaptive models. The best models on the electricity demand/gas price forecast are the adaptive MLP/GARCH with the multicomponent forecast; their MSEs are 0.02314 and 0.15384 respectively.

Probabilistic methods for drug discovery

This thesis introduces a flexible visual data exploration framework which combines advanced projection algorithms from the machine learning domain with visual representation techniques developed in the information visualisation domain to help a user to explore and understand effectively large multi-dimensional datasets. The advantage of such a framework to other techniques currently available to the domain experts is that the user is directly involved in the data mining process and advanced machine learning algorithms are employed for better projection. A hierarchical visualisation model guided by a domain expert allows them to obtain an informed segmentation of the input space. Two other components of this thesis exploit properties of these principled probabilistic projection algorithms to develop a guided mixture of local experts algorithm which provides robust prediction and a model to estimate feature saliency simultaneously with the training of a projection algorithm.Local models are useful since a single global model cannot capture the full variability of a heterogeneous data space such as the chemical space. Probabilistic hierarchical visualisation techniques provide an effective soft segmentation of an input space by a visualisation hierarchy whose leaf nodes represent different regions of the input space. We use this soft segmentation to develop a guided mixture of local experts (GME) algorithm which is appropriate for the heterogeneous datasets found in chemoinformatics problems. Moreover, in this approach the domain experts are more involved in the model development process which is suitable for an intuition and domain knowledge driven task such as drug discovery. We also derive a generative topographic mapping (GTM) based data visualisation approach which estimates feature saliency simultaneously with the training of a visualisation model.

Exploring ant-based algorithms for gene expression data analysis

Objective: Recently, much research has been proposed using nature inspired algorithms to perform complex machine learning tasks. Ant colony optimization (ACO) is one such algorithm based on swarm intelligence and is derived from a model inspired by the collective foraging behavior of ants. Taking advantage of the ACO in traits such as self-organization and robustness, this paper investigates ant-based algorithms for gene expression data clustering and associative classification. Methods and material: An ant-based clustering (Ant-C) and an ant-based association rule mining (Ant-ARM) algorithms are proposed for gene expression data analysis. The proposed algorithms make use of the natural behavior of ants such as cooperation and adaptation to allow for a flexible robust search for a good candidate solution. Results: Ant-C has been tested on the three datasets selected from the Stanford Genomic Resource Database and achieved relatively high accuracy compared to other classical clustering methods. Ant-ARM has been tested on the acute lymphoblastic leukemia (ALL)/acute myeloid leukemia (AML) dataset and generated about 30 classification rules with high accuracy. Conclusions: Ant-C can generate optimal number of clusters without incorporating any other algorithms such as K-means or agglomerative hierarchical clustering. For associative classification, while a few of the well-known algorithms such as Apriori, FP-growth and Magnum Opus are unable to mine any association rules from the ALL/AML dataset within a reasonable period of time, Ant-ARM is able to extract associative classification rules.

Joint sentiment/topic model for sentiment analysis

Sentiment analysis or opinion mining aims to use automated tools to detect subjective information such as opinions, attitudes, and feelings expressed in text. This paper proposes a novel probabilistic modeling framework based on Latent Dirichlet Allocation (LDA), called joint sentiment/topic model (JST), which detects sentiment and topic simultaneously from text. Unlike other machine learning approaches to sentiment classification which often require labeled corpora for classifier training, the proposed JST model is fully unsupervised. The model has been evaluated on the movie review dataset to classify the review sentiment polarity and minimum prior information have also been explored to further improve the sentiment classification accuracy. Preliminary experiments have shown promising results achieved by JST.

Evolving ambiguous images

This work explores the creation of ambiguous images, i.e., images that may induce multistable perception, by evolutionary means. Ambiguous images are created using a general purpose approach, composed of an expression-based evolutionary engine and a set of object detectors, which are trained in advance using Machine Learning techniques. Images are evolved using Genetic Programming and object detectors are used to classify them. The information gathered during classification is used to assign fitness. In a first stage, the system is used to evolve images that resemble a single object. In a second stage, the discovery of ambiguous images is promoted by combining pairs of object detectors. The analysis of the results highlights the ability of the system to evolve ambiguous images and the differences between computational and human ambiguous images.

An aligned subtree kernel for weighted graphs

In this paper, we develop a new entropic matching kernel for weighted graphs by aligning depth-based representations. We demonstrate that this kernel can be seen as an aligned subtree kernel that incorporates explicit subtree correspondences, and thus addresses the drawback of neglecting the relative locations between substructures that arises in the R-convolution kernels. Experiments on standard datasets demonstrate that our kernel can easily outperform state-of-the-art graph kernels in terms of classification accuracy.

Towards person-centered neuroimaging markers for resilience and vulnerability in Bipolar Disorder

Improved clinical care for Bipolar Disorder (BD) relies on the identification of diagnostic markers that can reliably detect disease-related signals in clinically heterogeneous populations. At the very least, diagnostic markers should be able to differentiate patients with BD from healthy individuals and from individuals at familial risk for BD who either remain well or develop other psychopathology, most commonly Major Depressive Disorder (MDD). These issues are particularly pertinent to the development of translational applications of neuroimaging as they represent challenges for which clinical observation alone is insufficient. We therefore applied pattern classification to task-based functional magnetic resonance imaging (fMRI) data of the n-back working memory task, to test their predictive value in differentiating patients with BD (n=30) from healthy individuals (n=30) and from patients' relatives who were either diagnosed with MDD (n=30) or were free of any personal lifetime history of psychopathology (n=30). Diagnostic stability in these groups was confirmed with 4-year prospective follow-up. Task-based activation patterns from the fMRI data were analyzed with Gaussian Process Classifiers (GPC), a machine learning approach to detecting multivariate patterns in neuroimaging datasets. Consistent significant classification results were only obtained using data from the 3-back versus 0-back contrast. Using contrast, patients with BD were correctly classified compared to unrelated healthy individuals with an accuracy of 83.5%, sensitivity of 84.6% and specificity of 92.3%. Classification accuracy, sensitivity and specificity when comparing patients with BD to their relatives with MDD, were respectively 73.1%, 53.9% and 94.5%. Classification accuracy, sensitivity and specificity when comparing patients with BD to their healthy relatives were respectively 81.8%, 72.7% and 90.9%. We show that significant individual classification can be achieved using whole brain pattern analysis of task-based working memory fMRI data. The high accuracy and specificity achieved by all three classifiers suggest that multivariate pattern recognition analyses can aid clinicians in the clinical care of BD in situations of true clinical uncertainty regarding the diagnosis and prognosis.