EM algorithm for GTM-FS

We propose a generative topographic mapping (GTM) based data visualization with simultaneous feature selection (GTM-FS) approach which not only provides a better visualization by modeling irrelevant features ("noise") using a separate shared distribution but also gives a saliency value for each feature which helps the user to assess their significance. This technical report presents a varient of the Expectation-Maximization (EM) algorithm for GTM-FS.

Novel speech signal processing algorithms for high-accuracy classification of Parkinson's disease

There has been considerable recent research into the connection between Parkinson's disease (PD) and speech impairment. Recently, a wide range of speech signal processing algorithms (dysphonia measures) aiming to predict PD symptom severity using speech signals have been introduced. In this paper, we test how accurately these novel algorithms can be used to discriminate PD subjects from healthy controls. In total, we compute 132 dysphonia measures from sustained vowels. Then, we select four parsimonious subsets of these dysphonia measures using four feature selection algorithms, and map these feature subsets to a binary classification response using two statistical classifiers: random forests and support vector machines. We use an existing database consisting of 263 samples from 43 subjects, and demonstrate that these new dysphonia measures can outperform state-of-the-art results, reaching almost 99% overall classification accuracy using only ten dysphonia features. We find that some of the recently proposed dysphonia measures complement existing algorithms in maximizing the ability of the classifiers to discriminate healthy controls from PD subjects. We see these results as an important step toward noninvasive diagnostic decision support in PD.

Handling varying amounts of missing data when classifying mental-health risk levels

One of the main challenges of classifying clinical data is determining how to handle missing features. Most research favours imputing of missing values or neglecting records that include missing data, both of which can degrade accuracy when missing values exceed a certain level. In this research we propose a methodology to handle data sets with a large percentage of missing values and with high variability in which particular data are missing. Feature selection is effected by picking variables sequentially in order of maximum correlation with the dependent variable and minimum correlation with variables already selected. Classification models are generated individually for each test case based on its particular feature set and the matching data values available in the training population. The method was applied to real patients' anonymous mental-health data where the task was to predict the suicide risk judgement clinicians would give for each patient's data, with eleven possible outcome classes: zero to ten, representing no risk to maximum risk. The results compare favourably with alternative methods and have the advantage of ensuring explanations of risk are based only on the data given, not imputed data. This is important for clinical decision support systems using human expertise for modelling and explaining predictions.

Handling high level of censoring for endovascular aortic repair risk prediction

Feature selection is important in medical field for many reasons. However, selecting important variables is a difficult task with the presence of censoring that is a unique feature in survival data analysis. This paper proposed an approach to deal with the censoring problem in endovascular aortic repair survival data through Bayesian networks. It was merged and embedded with a hybrid feature selection process that combines cox's univariate analysis with machine learning approaches such as ensemble artificial neural networks to select the most relevant predictive variables. The proposed algorithm was compared with common survival variable selection approaches such as; least absolute shrinkage and selection operator LASSO, and Akaike information criterion AIC methods. The results showed that it was capable of dealing with high censoring in the datasets. Moreover, ensemble classifiers increased the area under the roc curves of the two datasets collected from two centers located in United Kingdom separately. Furthermore, ensembles constructed with center 1 enhanced the concordance index of center 2 prediction compared to the model built with a single network. Although the size of the final reduced model using the neural networks and its ensembles is greater than other methods, the model outperformed the others in both concordance index and sensitivity for center 2 prediction. This indicates the reduced model is more powerful for cross center prediction.

The risk of re-intervention after endovascular aortic aneurysm repair

This thesis studies survival analysis techniques dealing with censoring to produce predictive tools that predict the risk of endovascular aortic aneurysm repair (EVAR) re-intervention. Censoring indicates that some patients do not continue follow up, so their outcome class is unknown. Methods dealing with censoring have drawbacks and cannot handle the high censoring of the two EVAR datasets collected. Therefore, this thesis presents a new solution to high censoring by modifying an approach that was incapable of differentiating between risks groups of aortic complications. Feature selection (FS) becomes complicated with censoring. Most survival FS methods depends on Cox's model, however machine learning classifiers (MLC) are preferred. Few methods adopted MLC to perform survival FS, but they cannot be used with high censoring. This thesis proposes two FS methods which use MLC to evaluate features. The two FS methods use the new solution to deal with censoring. They combine factor analysis with greedy stepwise FS search which allows eliminated features to enter the FS process. The first FS method searches for the best neural networks' configuration and subset of features. The second approach combines support vector machines, neural networks, and K nearest neighbor classifiers using simple and weighted majority voting to construct a multiple classifier system (MCS) for improving the performance of individual classifiers. It presents a new hybrid FS process by using MCS as a wrapper method and merging it with the iterated feature ranking filter method to further reduce the features. The proposed techniques outperformed FS methods based on Cox's model such as; Akaike and Bayesian information criteria, and least absolute shrinkage and selector operator in the log-rank test's p-values, sensitivity, and concordance. This proves that the proposed techniques are more powerful in correctly predicting the risk of re-intervention. Consequently, they enable doctors to set patients’ appropriate future observation plan.

Ensemble fuzzy belief intrusion detection design

With the rapid growth of the Internet, computer attacks are increasing at a fast pace and can easily cause millions of dollar in damage to an organization. Detecting these attacks is an important issue of computer security. There are many types of attacks and they fall into four main categories, Denial of Service (DoS) attacks, Probe, User to Root (U2R) attacks, and Remote to Local (R2L) attacks. Within these categories, DoS and Probe attacks continuously show up with greater frequency in a short period of time when they attack systems. They are different from the normal traffic data and can be easily separated from normal activities. On the contrary, U2R and R2L attacks are embedded in the data portions of the packets and normally involve only a single connection. It becomes difficult to achieve satisfactory detection accuracy for detecting these two attacks. Therefore, we focus on studying the ambiguity problem between normal activities and U2R/R2L attacks. The goal is to build a detection system that can accurately and quickly detect these two attacks. In this dissertation, we design a two-phase intrusion detection approach. In the first phase, a correlation-based feature selection algorithm is proposed to advance the speed of detection. Features with poor prediction ability for the signatures of attacks and features inter-correlated with one or more other features are considered redundant. Such features are removed and only indispensable information about the original feature space remains. In the second phase, we develop an ensemble intrusion detection system to achieve accurate detection performance. The proposed method includes multiple feature selecting intrusion detectors and a data mining intrusion detector. The former ones consist of a set of detectors, and each of them uses a fuzzy clustering technique and belief theory to solve the ambiguity problem. The latter one applies data mining technique to automatically extract computer users’ normal behavior from training network traffic data. The final decision is a combination of the outputs of feature selecting and data mining detectors. The experimental results indicate that our ensemble approach not only significantly reduces the detection time but also effectively detect U2R and R2L attacks that contain degrees of ambiguous information.

Essays on the impact of stakeholders' sentiment on the financial decision making process

The most important factor that affects the decision making process in finance is the risk which is usually measured by variance (total risk) or systematic risk (beta). Since investors’ sentiment (whether she is an optimist or pessimist) plays a very important role in the choice of beta measure, any decision made for the same asset within the same time horizon will be different for different individuals. In other words, there will neither be homogeneity of beliefs nor the rational expectation prevalent in the market due to behavioral traits. This dissertation consists of three essays. In the first essay, “ Investor Sentiment and Intrinsic Stock Prices”, a new technical trading strategy was developed using a firm specific individual sentiment measure. This behavioral based trading strategy forecasts a range within which a stock price moves in a particular period and can be used for stock trading. Results indicate that sample firms trade within a range and give signals as to when to buy or sell. In the second essay, “Managerial Sentiment and the Value of the Firm”, examined the effect of managerial sentiment on the project selection process using net present value criterion and also effect of managerial sentiment on the value of firm. Final analysis reported that high sentiment and low sentiment managers obtain different values for the same firm before and after the acceptance of a project. Changes in the cost of capital, weighted cost of average capital were found due to managerial sentiment. In the last essay, “Investor Sentiment and Optimal Portfolio Selection”, analyzed how the investor sentiment affects the nature and composition of the optimal portfolio as well as the portfolio performance. Results suggested that the choice of the investor sentiment completely changes the portfolio composition, i.e., the high sentiment investor will have a completely different choice of assets in the portfolio in comparison with the low sentiment investor. The results indicated the practical application of behavioral model based technical indicator for stock trading. Additional insights developed include the valuation of firms with a behavioral component and the importance of distinguishing portfolio performance based on sentiment factors.

Exploring the integration of data mining and data visualization

Due to the rapid advances in computing and sensing technologies, enormous amounts of data are being generated everyday in various applications. The integration of data mining and data visualization has been widely used to analyze these massive and complex data sets to discover hidden patterns. For both data mining and visualization to be effective, it is important to include the visualization techniques in the mining process and to generate the discovered patterns for a more comprehensive visual view. In this dissertation, four related problems: dimensionality reduction for visualizing high dimensional datasets, visualization-based clustering evaluation, interactive document mining, and multiple clusterings exploration are studied to explore the integration of data mining and data visualization. In particular, we 1) propose an efficient feature selection method (reliefF + mRMR) for preprocessing high dimensional datasets; 2) present DClusterE to integrate cluster validation with user interaction and provide rich visualization tools for users to examine document clustering results from multiple perspectives; 3) design two interactive document summarization systems to involve users efforts and generate customized summaries from 2D sentence layouts; and 4) propose a new framework which organizes the different input clusterings into a hierarchical tree structure and allows for interactive exploration of multiple clustering solutions.

Essays on the Impact of Stakeholders' Sentiment on the Financial Decision Making Process

The most important factor that affects the decision making process in finance is the risk which is usually measured by variance (total risk) or systematic risk (beta). Since investors' sentiment (whether she is an optimist or pessimist) plays a very important role in the choice of beta measure, any decision made for the same asset within the same time horizon will be different for different individuals. In other words, there will neither be homogeneity of beliefs nor the rational expectation prevalent in the market due to behavioral traits. This dissertation consists of three essays. In the first essay, Investor Sentiment and Intrinsic Stock Prices, a new technical trading strategy is developed using a firm specific individual sentiment measure. This behavioral based trading strategy forecasts a range within which a stock price moves in a particular period and can be used for stock trading. Results show that sample firms trade within a range and show signals as to when to buy or sell. The second essay, Managerial Sentiment and the Value of the Firm, examines the effect of managerial sentiment on the project selection process using net present value criterion and also effect of managerial sentiment on the value of firm. Findings show that high sentiment and low sentiment managers obtain different values for the same firm before and after the acceptance of a project. The last essay, Investor Sentiment and Optimal Portfolio Selection, analyzes how the investor sentiment affects the nature and composition of the optimal portfolio as well as the performance measures. Results suggest that the choice of the investor sentiment completely changes the portfolio composition, i.e., the high sentiment investor will have a completely different choice of assets in the portfolio in comparison with the low sentiment investor. The results indicate the practical application of behavioral model based technical indicators for stock trading. Additional insights developed include the valuation of firms with a behavioral component and the importance of distinguishing portfolio performance based on sentiment factors.

Ensemble Fuzzy Belief Intrusion Detection Design

With the rapid growth of the Internet, computer attacks are increasing at a fast pace and can easily cause millions of dollar in damage to an organization. Detecting these attacks is an important issue of computer security. There are many types of attacks and they fall into four main categories, Denial of Service (DoS) attacks, Probe, User to Root (U2R) attacks, and Remote to Local (R2L) attacks. Within these categories, DoS and Probe attacks continuously show up with greater frequency in a short period of time when they attack systems. They are different from the normal traffic data and can be easily separated from normal activities. On the contrary, U2R and R2L attacks are embedded in the data portions of the packets and normally involve only a single connection. It becomes difficult to achieve satisfactory detection accuracy for detecting these two attacks. Therefore, we focus on studying the ambiguity problem between normal activities and U2R/R2L attacks. The goal is to build a detection system that can accurately and quickly detect these two attacks. In this dissertation, we design a two-phase intrusion detection approach. In the first phase, a correlation-based feature selection algorithm is proposed to advance the speed of detection. Features with poor prediction ability for the signatures of attacks and features inter-correlated with one or more other features are considered redundant. Such features are removed and only indispensable information about the original feature space remains. In the second phase, we develop an ensemble intrusion detection system to achieve accurate detection performance. The proposed method includes multiple feature selecting intrusion detectors and a data mining intrusion detector. The former ones consist of a set of detectors, and each of them uses a fuzzy clustering technique and belief theory to solve the ambiguity problem. The latter one applies data mining technique to automatically extract computer users’ normal behavior from training network traffic data. The final decision is a combination of the outputs of feature selecting and data mining detectors. The experimental results indicate that our ensemble approach not only significantly reduces the detection time but also effectively detect U2R and R2L attacks that contain degrees of ambiguous information.

Técnicas de conformação de feixe em arranjo de antenas utilizando aprendizagem por reforço

Beamforming is a technique widely used in various fields. With the aid of an antenna array, the beamforming aims to minimize the contribution of unknown interferents directions, while capturing the desired signal in a given direction. In this thesis are proposed beamforming techniques using Reinforcement Learning (RL) through the Q-Learning algorithm in antennas array. One proposal is to use RL to find the optimal policy selection between the beamforming (BF) and power control (PC) in order to better leverage the individual characteristics of each of them for a certain amount of Signal to Interference plus noise Ration (SINR). Another proposal is to use RL to determine the optimal policy between blind beamforming algorithm of CMA (Constant Modulus Algorithm) and DD (Decision Direct) in multipath environments. Results from simulations showed that the RL technique could be effective in achieving na optimal of switching between different techniques.

Cooperative routing for collision minimization in wireless sensor networks

Cooperative communication has gained much interest due to its ability to exploit the broadcasting nature of the wireless medium to mitigate multipath fading. There has been considerable amount of research on how cooperative transmission can improve the performance of the network by focusing on the physical layer issues. During the past few years, the researchers have started to take into consideration cooperative transmission in routing and there has been a growing interest in designing and evaluating cooperative routing protocols. Most of the existing cooperative routing algorithms are designed to reduce the energy consumption; however, packet collision minimization using cooperative routing has not been addressed yet. This dissertation presents an optimization framework to minimize collision probability using cooperative routing in wireless sensor networks. More specifically, we develop a mathematical model and formulate the problem as a large-scale Mixed Integer Non-Linear Programming problem. We also propose a solution based on the branch and bound algorithm augmented with reducing the search space (branch and bound space reduction). The proposed strategy builds up the optimal routes from each source to the sink node by providing the best set of hops in each route, the best set of relays, and the optimal power allocation for the cooperative transmission links. To reduce the computational complexity, we propose two near optimal cooperative routing algorithms. In the first near optimal algorithm, we solve the problem by decoupling the optimal power allocation scheme from optimal route selection. Therefore, the problem is formulated by an Integer Non-Linear Programming, which is solved using a branch and bound space reduced method. In the second near optimal algorithm, the cooperative routing problem is solved by decoupling the transmission power and the relay node se- lection from the route selection. After solving the routing problems, the power allocation is applied in the selected route. Simulation results show the algorithms can significantly reduce the collision probability compared with existing cooperative routing schemes.

Classificação de atividade eletromiográfia facial de indivíduos saudáveis e com hanseníese por meio de máquina de vetores de suporte

A number of studies in the areas of Biomedical Engineering and Health Sciences have employed machine learning tools to develop methods capable of identifying patterns in different sets of data. Despite its extinction in many countries of the developed world, Hansen’s disease is still a disease that affects a huge part of the population in countries such as India and Brazil. In this context, this research proposes to develop a method that makes it possible to understand in the future how Hansen’s disease affects facial muscles. By using surface electromyography, a system was adapted so as to capture the signals from the largest possible number of facial muscles. We have first looked upon the literature to learn about the way researchers around the globe have been working with diseases that affect the peripheral neural system and how electromyography has acted to contribute to the understanding of these diseases. From these data, a protocol was proposed to collect facial surface electromyographic (sEMG) signals so that these signals presented a high signal to noise ratio. After collecting the signals, we looked for a method that would enable the visualization of this information in a way to make it possible to guarantee that the method used presented satisfactory results. After identifying the method's efficiency, we tried to understand which information could be extracted from the electromyographic signal representing the collected data. Once studies demonstrating which information could contribute to a better understanding of this pathology were not to be found in literature, parameters of amplitude, frequency and entropy were extracted from the signal and a feature selection was made in order to look for the features that better distinguish a healthy individual from a pathological one. After, we tried to identify the classifier that best discriminates distinct individuals from different groups, and also the set of parameters of this classifier that would bring the best outcome. It was identified that the protocol proposed in this study and the adaptation with disposable electrodes available in market proved their effectiveness and capability of being used in different studies whose intention is to collect data from facial electromyography. The feature selection algorithm also showed that not all of the features extracted from the signal are significant for data classification, with some more relevant than others. The classifier Support Vector Machine (SVM) proved itself efficient when the adequate Kernel function was used with the muscle from which information was to be extracted. Each investigated muscle presented different results when the classifier used linear, radial and polynomial kernel functions. Even though we have focused on Hansen’s disease, the method applied here can be used to study facial electromyography in other pathologies.

Classificação de atividade eletromiográfia facial de indivíduos saudáveis e com hanseníase por meio de máquina de vetores de suporte

A number of studies in the areas of Biomedical Engineering and Health Sciences have employed machine learning tools to develop methods capable of identifying patterns in different sets of data. Despite its extinction in many countries of the developed world, Hansen’s disease is still a disease that affects a huge part of the population in countries such as India and Brazil. In this context, this research proposes to develop a method that makes it possible to understand in the future how Hansen’s disease affects facial muscles. By using surface electromyography, a system was adapted so as to capture the signals from the largest possible number of facial muscles. We have first looked upon the literature to learn about the way researchers around the globe have been working with diseases that affect the peripheral neural system and how electromyography has acted to contribute to the understanding of these diseases. From these data, a protocol was proposed to collect facial surface electromyographic (sEMG) signals so that these signals presented a high signal to noise ratio. After collecting the signals, we looked for a method that would enable the visualization of this information in a way to make it possible to guarantee that the method used presented satisfactory results. After identifying the method's efficiency, we tried to understand which information could be extracted from the electromyographic signal representing the collected data. Once studies demonstrating which information could contribute to a better understanding of this pathology were not to be found in literature, parameters of amplitude, frequency and entropy were extracted from the signal and a feature selection was made in order to look for the features that better distinguish a healthy individual from a pathological one. After, we tried to identify the classifier that best discriminates distinct individuals from different groups, and also the set of parameters of this classifier that would bring the best outcome. It was identified that the protocol proposed in this study and the adaptation with disposable electrodes available in market proved their effectiveness and capability of being used in different studies whose intention is to collect data from facial electromyography. The feature selection algorithm also showed that not all of the features extracted from the signal are significant for data classification, with some more relevant than others. The classifier Support Vector Machine (SVM) proved itself efficient when the adequate Kernel function was used with the muscle from which information was to be extracted. Each investigated muscle presented different results when the classifier used linear, radial and polynomial kernel functions. Even though we have focused on Hansen’s disease, the method applied here can be used to study facial electromyography in other pathologies.

Computational Methods for Identifying Hypertrophic Cardiomyopathy using 12-lead ECG

Hypertrophic cardiomyopathy (HCM) is a cardiovascular disease where the heart muscle is partially thickened and blood flow is - potentially fatally - obstructed. It is one of the leading causes of sudden cardiac death in young people. Electrocardiography (ECG) and Echocardiography (Echo) are the standard tests for identifying HCM and other cardiac abnormalities. The American Heart Association has recommended using a pre-participation questionnaire for young athletes instead of ECG or Echo tests due to considerations of cost and time involved in interpreting the results of these tests by an expert cardiologist. Initially we set out to develop a classifier for automated prediction of young athletes’ heart conditions based on the answers to the questionnaire. Classification results and further in-depth analysis using computational and statistical methods indicated significant shortcomings of the questionnaire in predicting cardiac abnormalities. Automated methods for analyzing ECG signals can help reduce cost and save time in the pre-participation screening process by detecting HCM and other cardiac abnormalities. Therefore, the main goal of this dissertation work is to identify HCM through computational analysis of 12-lead ECG. ECG signals recorded on one or two leads have been analyzed in the past for classifying individual heartbeats into different types of arrhythmia as annotated primarily in the MIT-BIH database. In contrast, we classify complete sequences of 12-lead ECGs to assign patients into two groups: HCM vs. non-HCM. The challenges and issues we address include missing ECG waves in one or more leads and the dimensionality of a large feature-set. We address these by proposing imputation and feature-selection methods. We develop heartbeat-classifiers by employing Random Forests and Support Vector Machines, and propose a method to classify full 12-lead ECGs based on the proportion of heartbeats classified as HCM. The results from our experiments show that the classifiers developed using our methods perform well in identifying HCM. Thus the two contributions of this thesis are the utilization of computational and statistical methods for discovering shortcomings in a current screening procedure and the development of methods to identify HCM through computational analysis of 12-lead ECG signals.