A Stochastic View of Optimal Regret through Minimax Duality

We study the regret of optimal strategies for online convex optimization games. Using von Neumann's minimax theorem, we show that the optimal regret in this adversarial setting is closely related to the behavior of the empirical minimization algorithm in a stochastic process setting: it is equal to the maximum, over joint distributions of the adversary's action sequence, of the difference between a sum of minimal expected losses and the minimal empirical loss. We show that the optimal regret has a natural geometric interpretation, since it can be viewed as the gap in Jensen's inequality for a concave functional--the minimizer over the player's actions of expected loss--defined on a set of probability distributions. We use this expression to obtain upper and lower bounds on the regret of an optimal strategy for a variety of online learning problems. Our method provides upper bounds without the need to construct a learning algorithm; the lower bounds provide explicit optimal strategies for the adversary. Peter L. Bartlett, Alexander Rakhlin

Multi-step ahead direct prediction for the machine condition prognosis using regression trees and neuro-fuzzy systems

This paper presents an approach to predict the operating conditions of machine based on classification and regression trees (CART) and adaptive neuro-fuzzy inference system (ANFIS) in association with direct prediction strategy for multi-step ahead prediction of time series techniques. In this study, the number of available observations and the number of predicted steps are initially determined by using false nearest neighbor method and auto mutual information technique, respectively. These values are subsequently utilized as inputs for prediction models to forecast the future values of the machines’ operating conditions. The performance of the proposed approach is then evaluated by using real trending data of low methane compressor. A comparative study of the predicted results obtained from CART and ANFIS models is also carried out to appraise the prediction capability of these models. The results show that the ANFIS prediction model can track the change in machine conditions and has the potential for using as a tool to machine fault prognosis.

Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations

Maximum-likelihood estimates of the parameters of stochastic differential equations are consistent and asymptotically efficient, but unfortunately difficult to obtain if a closed-form expression for the transitional probability density function of the process is not available. As a result, a large number of competing estimation procedures have been proposed. This article provides a critical evaluation of the various estimation techniques. Special attention is given to the ease of implementation and comparative performance of the procedures when estimating the parameters of the Cox–Ingersoll–Ross and Ornstein–Uhlenbeck equations respectively.

Cardiac health diagnosis using higher order spectra and support vector machine

The Electrocardiogram (ECG) is an important bio-signal representing the sum total of millions of cardiac cell depolarization potentials. It contains important insight into the state of health and nature of the disease afflicting the heart. Heart rate variability (HRV) refers to the regulation of the sinoatrial node, the natural pacemaker of the heart by the sympathetic and parasympathetic branches of the autonomic nervous system. The HRV signal can be used as a base signal to observe the heart's functioning. These signals are non-linear and non-stationary in nature. So, higher order spectral (HOS) analysis, which is more suitable for non-linear systems and is robust to noise, was used. An automated intelligent system for the identification of cardiac health is very useful in healthcare technology. In this work, we have extracted seven features from the heart rate signals using HOS and fed them to a support vector machine (SVM) for classification. Our performance evaluation protocol uses 330 subjects consisting of five different kinds of cardiac disease conditions. We demonstrate a sensitivity of 90% for the classifier with a specificity of 87.93%. Our system is ready to run on larger data sets.

Value-adding to cellulosic ethanol: Lignin polymers

Lignocellulosic waste materials are the most promising feedstock for generation of a renewable, carbon-neutral substitute for existing liquid fuels. The development of value-added products from lignin will greatly improve the economics of producing liquid fuels from biomass. This review gives an outline of lignin chemistry, describes the current processes of lignocellulosic biomass fractionation and the lignin products obtained through these processes, then outlines current and potential value-added applications of these products, in particular as components of polymer composites. Research highlights The use of lignocellulosic biomass to produce platform chemicals and industrial products enhances the sustainability of natural resources and improves environmental quality by reducing greenhouse and toxic emissions. In addition, the development of lignin based products improves the economics producing liquid transportation fuel from lignocellulosic feedstock. Value adding can be achieved by converting lignin to functionally equivalent products that rely in its intrinsic properties. This review outlines lignin chemistry and some potential high value products that can be made from lignin. Keywords: Lignocellulose materials; Lignin chemistry; Application

Bayesian methodology for genetics of complex diseases

Genetic research of complex diseases is a challenging, but exciting, area of research. The early development of the research was limited, however, until the completion of the Human Genome and HapMap projects, along with the reduction in the cost of genotyping, which paves the way for understanding the genetic composition of complex diseases. In this thesis, we focus on the statistical methods for two aspects of genetic research: phenotype definition for diseases with complex etiology and methods for identifying potentially associated Single Nucleotide Polymorphisms (SNPs) and SNP-SNP interactions. With regard to phenotype definition for diseases with complex etiology, we firstly investigated the effects of different statistical phenotyping approaches on the subsequent analysis. In light of the findings, and the difficulties in validating the estimated phenotype, we proposed two different methods for reconciling phenotypes of different models using Bayesian model averaging as a coherent mechanism for accounting for model uncertainty. In the second part of the thesis, the focus is turned to the methods for identifying associated SNPs and SNP interactions. We review the use of Bayesian logistic regression with variable selection for SNP identification and extended the model for detecting the interaction effects for population based case-control studies. In this part of study, we also develop a machine learning algorithm to cope with the large scale data analysis, namely modified Logic Regression with Genetic Program (MLR-GEP), which is then compared with the Bayesian model, Random Forests and other variants of logic regression.

Adding a receding horizon to Locally Weighted Regression for learning robot control

There have been notable advances in learning to control complex robotic systems using methods such as Locally Weighted Regression (LWR). In this paper we explore some potential limits of LWR for robotic applications, particularly investigating its application to systems with a long horizon of temporal dependence. We define the horizon of temporal dependence as the delay from a control input to a desired change in output. LWR alone cannot be used in a temporally dependent system to find meaningful control values from only the current state variables and output, as the relationship between the input and the current state is under-constrained. By introducing a receding horizon of the future output states of the system, we show that sufficient constraint is applied to learn good solutions through LWR. The new method, Receding Horizon Locally Weighted Regression (RH-LWR), is demonstrated through one-shot learning on a real Series Elastic Actuator controlling a pendulum.