Optimal online prediction in adversarial environments

In many prediction problems, including those that arise in computer security and computational finance, the process generating the data is best modelled as an adversary with whom the predictor competes. Even decision problems that are not inherently adversarial can be usefully modeled in this way, since the assumptions are sufficiently weak that effective prediction strategies for adversarial settings are very widely applicable.

Optimal online prediction in adversarial environments

In many prediction problems, including those that arise in computer security and computational finance, the process generating the data is best modelled as an adversary with whom the predictor competes. Even decision problems that are not inherently adversarial can be usefully modeled in this way, since the assumptions are sufficiently weak that effective prediction strategies for adversarial settings are very widely applicable.

Quantitative online prediction of peptide binding to the major histocompatibility complex

With its implications for vaccine discovery, the accurate prediction of T cell epitopes is one of the key aspirations of computational vaccinology. We have developed a robust multivariate statistical method, based on partial least squares, for the quantitative prediction of peptide binding to major histocompatibility complexes (MHC), the principal checkpoint on the antigen presentation pathway. As a service to the immunobiology community, we have made a Perl implementation of the method available via a World Wide Web server. We call this server MHCPred. Access to the server is freely available from the URL: http://www.jenner.ac.uk/MHCPred. We have exemplified our method with a model for peptides binding to the common human MHC molecule HLA-B*3501.

An online data access prediction and optimization approach for distributed systems

Current scientific applications have been producing large amounts of data. The processing, handling and analysis of such data require large-scale computing infrastructures such as clusters and grids. In this area, studies aim at improving the performance of data-intensive applications by optimizing data accesses. In order to achieve this goal, distributed storage systems have been considering techniques of data replication, migration, distribution, and access parallelism. However, the main drawback of those studies is that they do not take into account application behavior to perform data access optimization. This limitation motivated this paper which applies strategies to support the online prediction of application behavior in order to optimize data access operations on distributed systems, without requiring any information on past executions. In order to accomplish such a goal, this approach organizes application behaviors as time series and, then, analyzes and classifies those series according to their properties. By knowing properties, the approach selects modeling techniques to represent series and perform predictions, which are, later on, used to optimize data access operations. This new approach was implemented and evaluated using the OptorSim simulator, sponsored by the LHC-CERN project and widely employed by the scientific community. Experiments confirm this new approach reduces application execution time in about 50 percent, specially when handling large amounts of data.

Online discovery of similarity mappings

We consider the problem of choosing, sequentially, a map which assigns elements of a set A to a few elements of a set B. On each round, the algorithm suffers some cost associated with the chosen assignment, and the goal is to minimize the cumulative loss of these choices relative to the best map on the entire sequence. Even though the offline problem of finding the best map is provably hard, we show that there is an equivalent online approximation algorithm, Randomized Map Prediction (RMP), that is efficient and performs nearly as well. While drawing upon results from the "Online Prediction with Expert Advice" setting, we show how RMP can be utilized as an online approach to several standard batch problems. We apply RMP to online clustering as well as online feature selection and, surprisingly, RMP often outperforms the standard batch algorithms on these problems.

Fuzzy-logic-based health monitoring and residual-life prediction for composite helicopter rotor

A health-monitoring and life-estimation strategy for composite rotor blades is developed in this work. The cross-sectional stiffness reduction obtained by physics-based models is expressed as a function of the life of the structure using a recent phenomenological damage model. This stiffness reduction is further used to study the behavior of measurable system parameters such as blade deflections, loads, and strains of a composite rotor blade in static analysis and forward flight. The simulated measurements are obtained using an aeroelastic analysis of the composite rotor blade based on the finite element in space and time with physics-based damage modes that are then linked to the life consumption of the blade. The model-based measurements are contaminated with noise to simulate real data. Genetic fuzzy systems are developed for global online prediction of physical damage and life consumption using displacement- and force-based measurement deviations between damaged and undamaged conditions. Furthermore, local online prediction of physical damage and life consumption is done using strains measured along the blade length. It is observed that the life consumption in the matrix-cracking zone is about 12-15% and life consumption in debonding/delamination zone is about 45-55% of the total life of the blade. It is also observed that the success rate of the genetic fuzzy systems depends upon the number of measurements, type of measurements and training, and the testing noise level. The genetic fuzzy systems work quite well with noisy data and are recommended for online structural health monitoring of composite helicopter rotor blades.

A novel approach for distributed application scheduling based on prediction of communication events

The evolution of commodity computing lead to the possibility of efficient usage of interconnected machines to solve computationally-intensive tasks, which were previously solvable only by using expensive supercomputers. This, however, required new methods for process scheduling and distribution, considering the network latency, communication cost, heterogeneous environments and distributed computing constraints. An efficient distribution of processes over such environments requires an adequate scheduling strategy, as the cost of inefficient process allocation is unacceptably high. Therefore, a knowledge and prediction of application behavior is essential to perform effective scheduling. In this paper, we overview the evolution of scheduling approaches, focusing on distributed environments. We also evaluate the current approaches for process behavior extraction and prediction, aiming at selecting an adequate technique for online prediction of application execution. Based on this evaluation, we propose a novel model for application behavior prediction, considering chaotic properties of such behavior and the automatic detection of critical execution points. The proposed model is applied and evaluated for process scheduling in cluster and grid computing environments. The obtained results demonstrate that prediction of the process behavior is essential for efficient scheduling in large-scale and heterogeneous distributed environments, outperforming conventional scheduling policies by a factor of 10, and even more in some cases. Furthermore, the proposed approach proves to be efficient for online predictions due to its low computational cost and good precision. (C) 2009 Elsevier B.V. All rights reserved.

Multitask learning with expert advice

We consider the problem of prediction with expert advice in the setting where a forecaster is presented with several online prediction tasks. Instead of competing against the best expert separately on each task, we assume the tasks are related, and thus we expect that a few experts will perform well on the entire set of tasks. That is, our forecaster would like, on each task, to compete against the best expert chosen from a small set of experts. While we describe the “ideal” algorithm and its performance bound, we show that the computation required for this algorithm is as hard as computation of a matrix permanent. We present an efficient algorithm based on mixing priors, and prove a bound that is nearly as good for the sequential task presentation case. We also consider a harder case where the task may change arbitrarily from round to round, and we develop an efficient approximate randomized algorithm based on Markov chain Monte Carlo techniques.

Multitask learning with expert advice

We consider the problem of prediction with expert advice in the setting where a forecaster is presented with several online prediction tasks. Instead of competing against the best expert separately on each task, we assume the tasks are related, and thus we expect that a few experts will perform well on the entire set of tasks. That is, our forecaster would like, on each task, to compete against the best expert chosen from a small set of experts. While we describe the "ideal" algorithm and its performance bound, we show that the computation required for this algorithm is as hard as computation of a matrix permanent. We present an efficient algorithm based on mixing priors, and prove a bound that is nearly as good for the sequential task presentation case. We also consider a harder case where the task may change arbitrarily from round to round, and we develop an efficient approximate randomized algorithm based on Markov chain Monte Carlo techniques.

Efficient minimax strategies for square loss games

We consider online prediction problems where the loss between the prediction and the outcome is measured by the squared Euclidean distance and its generalization, the squared Mahalanobis distance. We derive the minimax solutions for the case where the prediction and action spaces are the simplex (this setup is sometimes called the Brier game) and the \ell_2 ball (this setup is related to Gaussian density estimation). We show that in both cases the value of each sub-game is a quadratic function of a simple statistic of the state, with coefficients that can be efficiently computed using an explicit recurrence relation. The resulting deterministic minimax strategy and randomized maximin strategy are linear functions of the statistic.

Diagnostic accuracy of exercise electrocardiogram in patients with left anterior hemi-block

BACKGROUND: Left anterior hemiblock (LAHB) is the most frequent conduction abnormality, but its impact on the diagnostic accuracy of the exercise ECG has not been studied. The aim of our study was to determine the diagnostic accuracy of ST depression for predicting ischaemia in the presence of LAHB. PATIENTS: Consecutive patients with known or suspected coronary heart disease undergoing exercise ECG and 99mTc-sestamibi single photon emission computed tomography (SPECT) were included in the analysis. Patients with left bundle branch block, with changes in QRS morphology related to myocardial infarction, and patients who had undergone pharmacological stress testing were excluded. RESULTS: Of 1532 patients assessed, 567 patients qualified for the analysis. In 69 patients with LAHB, ECG stress testing had lower sensitivity (38% vs 86%) and lower negative predictive value (82% vs 92%) than in patients with normal baseline ECG. The reduction of sensitivity appeared to be similar in patients with isolated LAHB (n=43), in patients with right bundle branch block (n=39), and with bifascicular block (n=26). In contrast, the positive predictive value of the test was excellent. CONCLUSION: The diagnostic accuracy of the exercise ECG for prediction of ischaemia is reduced in patients with LAHB.

Analysis of ECG by multipulse excited linear prediction model

He propose a new time domain method for efficient representation of the KCG and delineation of its component waves. The method is based on the multipulse Linear prediction (LP) coding which is being widely used in speech processing. The excitation to the LP synthesis filter consists of a few pulses defined by their locations and amplitudes. Based on the amplitudes and their distribution, the pulses are suitably combined to delineate the component waves. Beat to beat correlation in the ECG signal is used in QRS periodicity prediction. The method entails a data compression of 1 in 6. The method reconstructs the signal with an NMSE of less than 5%.