An online expectation-maximisation algorithm for nonnegative matrix factorisation models

In this paper we formulate the nonnegative matrix factorisation (NMF) problem as a maximum likelihood estimation problem for hidden Markov models and propose online expectation-maximisation (EM) algorithms to estimate the NMF and the other unknown static parameters. We also propose a sequential Monte Carlo approximation of our online EM algorithm. We show the performance of the proposed method with two numerical examples. © 2012 IFAC.

A Monte Carlo expectation maximisation algorithm for multiple target tracking

In this paper, we present an expectation-maximisation (EM) algorithm for maximum likelihood estimation in multiple target models (MTT) with Gaussian linear state-space dynamics. We show that estimation of sufficient statistics for EM in a single Gaussian linear state-space model can be extended to the MTT case along with a Monte Carlo approximation for inference of unknown associations of targets. The stochastic approximation EM algorithm that we present here can be used along with any Monte Carlo method which has been developed for tracking in MTT models, such as Markov chain Monte Carlo and sequential Monte Carlo methods. We demonstrate the performance of the algorithm with a simulation. © 2012 ISIF (Intl Society of Information Fusi).

Accelerating Bayesian hierarchical clustering of time series data with a randomised algorithm.

We live in an era of abundant data. This has necessitated the development of new and innovative statistical algorithms to get the most from experimental data. For example, faster algorithms make practical the analysis of larger genomic data sets, allowing us to extend the utility of cutting-edge statistical methods. We present a randomised algorithm that accelerates the clustering of time series data using the Bayesian Hierarchical Clustering (BHC) statistical method. BHC is a general method for clustering any discretely sampled time series data. In this paper we focus on a particular application to microarray gene expression data. We define and analyse the randomised algorithm, before presenting results on both synthetic and real biological data sets. We show that the randomised algorithm leads to substantial gains in speed with minimal loss in clustering quality. The randomised time series BHC algorithm is available as part of the R package BHC, which is available for download from Bioconductor (version 2.10 and above) via http://bioconductor.org/packages/2.10/bioc/html/BHC.html. We have also made available a set of R scripts which can be used to reproduce the analyses carried out in this paper. These are available from the following URL. https://sites.google.com/site/randomisedbhc/.

A Newton algorithm for invariant subspace computation with large basins of attraction

We study the global behaviour of a Newton algorithm on the Grassmann manifold for invariant subspace computation. It is shown that the basins of attraction of the invariant subspaces may collapse in case of small eigenvalue gaps. A Levenberg-Marquardt-like modification of the algorithm with low numerical cost is proposed. A simple strategy for choosing the parameter is shown to dramatically enlarge the basins of attraction of the invariant subspaces while preserving the fast local convergence.

Design of diesel smoke feedback control using a combination of PI control algorithm and performance optimization

A novel smoke sensor was used to realize smoke feedback control on a diesel engine. The controller design based on a combination of PI control algorithm and the engine performance optimization is described. Experimental results demonstrate how this control system behave to meet both of the speed and smoke requirements during engine transients.

Application of the multi-objective Alliance algorithm to a benchmark aerodynamic optimization problem

This paper introduces a new version of the multiobjective Alliance Algorithm (MOAA) applied to the optimization of the NACA 0012 airfoil section, for minimization of drag and maximization of lift coefficients, based on eight section shape parameters. Two software packages are used: XFoil which evaluates each new candidate airfoil section in terms of its aerodynamic efficiency, and a Free-Form Deformation tool to manage the section geometry modifications. Two versions of the problem are formulated with different design variable bounds. The performance of this approach is compared, using two indicators and a statistical test, with that obtained using NSGA-II and multi-objective Tabu Search (MOTS) to guide the optimization. The results show that the MOAA outperforms MOTS and obtains comparable results with NSGA-II on the first problem, while in the other case NSGA-II is not able to find feasible solutions and the MOAA is able to outperform MOTS. © 2013 IEEE.

Testing of the multi-objective alliance algorithm on benchmark functions

A new version of the Multi-objective Alliance Algorithm (MOAA) is described. The MOAA's performance is compared with that of NSGA-II using the epsilon and hypervolume indicators to evaluate the results. The benchmark functions chosen for the comparison are from the ZDT and DTLZ families and the main classical multi-objective (MO) problems. The results show that the new MOAA version is able to outperform NSGA-II on almost all the problems.

A self-adaptive genetic algorithm applied to multi-objective optimization of an airfoil

Genetic algorithms (GAs) have been used to tackle non-linear multi-objective optimization (MOO) problems successfully, but their success is governed by key parameters which have been shown to be sensitive to the nature of the particular problem, incorporating concerns such as the numbers of objectives and variables, and the size and topology of the search space, making it hard to determine the best settings in advance. This work describes a real-encoded multi-objective optimizing GA (MOGA) that uses self-adaptive mutation and crossover, and which is applied to optimization of an airfoil, for minimization of drag and maximization of lift coefficients. The MOGA is integrated with a Free-Form Deformation tool to manage the section geometry, and XFoil which evaluates each airfoil in terms of its aerodynamic efficiency. The performance is compared with those of the heuristic MOO algorithms, the Multi-Objective Tabu Search (MOTS) and NSGA-II, showing that this GA achieves better convergence.

Weighted least squares with expectation-maximization algorithm for burst detection in U.K. water distribution systems

Flow measurement data at the district meter area (DMA) level has the potential for burst detection in the water distribution systems. This work investigates using a polynomial function fitted to the historic flow measurements based on a weighted least-squares method for automatic burst detection in the U.K. water distribution networks. This approach, when used in conjunction with an expectationmaximization (EM) algorithm, can automatically select useful data from the historic flow measurements, which may contain normal and abnormal operating conditions in the distribution network, e.g., water burst. Thus, the model can estimate the normal water flow (nonburst condition), and hence the burst size on the water distribution system can be calculated from the difference between the measured flow and the estimated flow. The distinguishing feature of this method is that the burst detection is fully unsupervised, and the burst events that have occurred in the historic data do not affect the procedure and bias the burst detection algorithm. Experimental validation of the method has been carried out using a series of flushing events that simulate burst conditions to confirm that the simulated burst sizes are capable of being estimated correctly. This method was also applied to eight DMAs with known real burst events, and the results of burst detections are shown to relate to the water company's records of pipeline reparation work. © 2014 American Society of Civil Engineers.

Correcting the systematic error of the density functional theory calculation: the alternate combination approach of genetic algorithm and neural network

The alternate combinational approach of genetic algorithm and neural network (AGANN) has been presented to correct the systematic error of the density functional theory (DFT) calculation. It treats the DFT as a black box and models the error through external statistical information. As a demonstration, the AGANN method has been applied in the correction of the lattice energies from the DFT calculation for 72 metal halides and hydrides. Through the AGANN correction, the mean absolute value of the relative errors of the calculated lattice energies to the experimental values decreases from 4.93% to 1.20% in the testing set. For comparison, the neural network approach reduces the mean value to 2.56%. And for the common combinational approach of genetic algorithm and neural network, the value drops to 2.15%. The multiple linear regression method almost has no correction effect here.

The multi-weight neuron with geometry algorithm and its application

A novel approach for multi-dimension signals processing, that is multi-weight neural network based on high dimensional geometry theory, is proposed. With this theory, the geometry algorithm for building the multi-weight neuron is mentioned. To illustrate the advantage of the novel approach, a Chinese speech emotion recognition experiment has been done. From this experiment, the human emotions are classified into 6 archetypal classes: fear, anger, happiness, sadness, surprise and disgust. And the amplitude, pitch frequency and formant are used as the feature parameters for speech emotion recognition. Compared with traditional GSVM model, the new method has its superiority. It is noted that this method has significant values for researches and applications henceforth.

Iris recognition algorithm based on point covering of high-dimensional space and neural network

In this paper, we constructed a Iris recognition algorithm based on point covering of high-dimensional space and Multi-weighted neuron of point covering of high-dimensional space, and proposed a new method for iris recognition based on point covering theory of high-dimensional space. In this method, irises are trained as "cognition" one class by one class, and it doesn't influence the original recognition knowledge for samples of the new added class. The results of experiments show the rejection rate is 98.9%, the correct cognition rate and the error rate are 95.71% and 3.5% respectively. The experimental results demonstrate that the rejection rate of test samples excluded in the training samples class is very high. It proves the proposed method for iris recognition is effective.

The design algorithm of an associative memory neural network

A design algorithm of an associative memory neural network is proposed. The benefit of this design algorithm is to make the designed associative memory model can implement the hoped situation. On the one hand, the designed model has realized the nonlinear association of infinite value pattern from n dimension space to m dimension space. The result has improved the ones of some old associative memory neural network. On the other hand, the memory samples are in the centers of the fault-tolerant. In average significance the radius of the memory sample fault-tolerant field is maximum.