Online bayesian inference in some time-frequency representations of non-stationary processes

The use of Bayesian inference in the inference of time-frequency representations has, thus far, been limited to offline analysis of signals, using a smoothing spline based model of the time-frequency plane. In this paper we introduce a new framework that allows the routine use of Bayesian inference for online estimation of the time-varying spectral density of a locally stationary Gaussian process. The core of our approach is the use of a likelihood inspired by a local Whittle approximation. This choice, along with the use of a recursive algorithm for non-parametric estimation of the local spectral density, permits the use of a particle filter for estimating the time-varying spectral density online. We provide demonstrations of the algorithm through tracking chirps and the analysis of musical data.

Online Genetic Algorithms

This paper present a technique based on genetic algorithms for generating online adaptive services. Online adaptive systems provide flexible services to a mass of clients/users for maximising some system goals, they dynamically adapt the form and the content of the issued services while the population of clients evolve over time. The idea of online genetic algorithms (online GAs) is to use the online clients response behaviour as a fitness function in order to produce the next generation of services. The principle implemented in online GAs, “the application environment is the fitness”, allow modelling highly evolutionary domains where both services providers and clients change and evolve over time. The flexibility and the adaptive behaviour of this approach seems to be very relevant and promising for applications characterised by highly dynamical features such as in the web domain (online newspapers, e- markets, websites and advertising engines). Nevertheless the proposed technique has a more general aim for application environments characterised by a massive number of anonymous clients/users which require personalised services, such as in the case of many new IT applications.

Inference From Aging Information

For many learning tasks the duration of the data collection can be greater than the time scale for changes of the underlying data distribution. The question we ask is how to include the information that data are aging. Ad hoc methods to achieve this include the use of validity windows that prevent the learning machine from making inferences based on old data. This introduces the problem of how to define the size of validity windows. In this brief, a new adaptive Bayesian inspired algorithm is presented for learning drifting concepts. It uses the analogy of validity windows in an adaptive Bayesian way to incorporate changes in the data distribution over time. We apply a theoretical approach based on information geometry to the classification problem and measure its performance in simulations. The uncertainty about the appropriate size of the memory windows is dealt with in a Bayesian manner by integrating over the distribution of the adaptive window size. Thus, the posterior distribution of the weights may develop algebraic tails. The learning algorithm results from tracking the mean and variance of the posterior distribution of the weights. It was found that the algebraic tails of this posterior distribution give the learning algorithm the ability to cope with an evolving environment by permitting the escape from local traps.

Online Learning of Non-stationary Sequences

We consider an online learning scenario in which the learner can make predictions on the basis of a fixed set of experts. The performance of each expert may change over time in a manner unknown to the learner. We formulate a class of universal learning algorithms for this problem by expressing them as simple Bayesian algorithms operating on models analogous to Hidden Markov Models (HMMs). We derive a new performance bound for such algorithms which is considerably simpler than existing bounds. The bound provides the basis for learning the rate at which the identity of the optimal expert switches over time. We find an analytic expression for the a priori resolution at which we need to learn the rate parameter. We extend our scalar switching-rate result to models of the switching-rate that are governed by a matrix of parameters, i.e. arbitrary homogeneous HMMs. We apply and examine our algorithm in the context of the problem of energy management in wireless networks. We analyze the new results in the framework of Information Theory.

Adaptive Algorithms for Personalized Diabetes Treatment

Dynamic systems, especially in real-life applications, are often determined by inter-/intra-variability, uncertainties and time-varying components. Physiological systems are probably the most representative example in which population variability, vital signal measurement noise and uncertain dynamics render their explicit representation and optimization a rather difficult task. Systems characterized by such challenges often require the use of adaptive algorithmic solutions able to perform an iterative structural and/or parametrical update process towards optimized behavior. Adaptive optimization presents the advantages of (i) individualization through learning of basic system characteristics, (ii) ability to follow time-varying dynamics and (iii) low computational cost. In this chapter, the use of online adaptive algorithms is investigated in two basic research areas related to diabetes management: (i) real-time glucose regulation and (ii) real-time prediction of hypo-/hyperglycemia. The applicability of these methods is illustrated through the design and development of an adaptive glucose control algorithm based on reinforcement learning and optimal control and an adaptive, personalized early-warning system for the recognition and alarm generation against hypo- and hyperglycemic events.

Studies on the generalisation of Gaussian processes and Bayesian neural networks

The assessment of the reliability of systems which learn from data is a key issue to investigate thoroughly before the actual application of information processing techniques to real-world problems. Over the recent years Gaussian processes and Bayesian neural networks have come to the fore and in this thesis their generalisation capabilities are analysed from theoretical and empirical perspectives. Upper and lower bounds on the learning curve of Gaussian processes are investigated in order to estimate the amount of data required to guarantee a certain level of generalisation performance. In this thesis we analyse the effects on the bounds and the learning curve induced by the smoothness of stochastic processes described by four different covariance functions. We also explain the early, linearly-decreasing behaviour of the curves and we investigate the asymptotic behaviour of the upper bounds. The effect of the noise and the characteristic lengthscale of the stochastic process on the tightness of the bounds are also discussed. The analysis is supported by several numerical simulations. The generalisation error of a Gaussian process is affected by the dimension of the input vector and may be decreased by input-variable reduction techniques. In conventional approaches to Gaussian process regression, the positive definite matrix estimating the distance between input points is often taken diagonal. In this thesis we show that a general distance matrix is able to estimate the effective dimensionality of the regression problem as well as to discover the linear transformation from the manifest variables to the hidden-feature space, with a significant reduction of the input dimension. Numerical simulations confirm the significant superiority of the general distance matrix with respect to the diagonal one.In the thesis we also present an empirical investigation of the generalisation errors of neural networks trained by two Bayesian algorithms, the Markov Chain Monte Carlo method and the evidence framework; the neural networks have been trained on the task of labelling segmented outdoor images.

Boosting optimum-path forest clustering through harmony Search and its applications for intrusion detection in computer networks

In this paper we propose a nature-inspired approach that can boost the Optimum-Path Forest (OPF) clustering algorithm by optimizing its parameters in a discrete lattice. The experiments in two public datasets have shown that the proposed algorithm can achieve similar parameters' values compared to the exhaustive search. Although, the proposed technique is faster than the traditional one, being interesting for intrusion detection in large scale traffic networks. © 2012 IEEE.

The evolution of learning systems:to Bayes or not to be

Bayesian algorithms pose a limit to the performance learning algorithms can achieve. Natural selection should guide the evolution of information processing systems towards those limits. What can we learn from this evolution and what properties do the intermediate stages have? While this question is too general to permit any answer, progress can be made by restricting the class of information processing systems under study. We present analytical and numerical results for the evolution of on-line algorithms for learning from examples for neural network classifiers, which might include or not a hidden layer. The analytical results are obtained by solving a variational problem to determine the learning algorithm that leads to maximum generalization ability. Simulations using evolutionary programming, for programs that implement learning algorithms, confirm and expand the results. The principal result is not just that the evolution is towards a Bayesian limit. Indeed it is essentially reached. In addition we find that evolution is driven by the discovery of useful structures or combinations of variables and operators. In different runs the temporal order of the discovery of such combinations is unique. The main result is that combinations that signal the surprise brought by an example arise always before combinations that serve to gauge the performance of the learning algorithm. This latter structures can be used to implement annealing schedules. The temporal ordering can be understood analytically as well by doing the functional optimization in restricted functional spaces. We also show that there is data suggesting that the appearance of these traits also follows the same temporal ordering in biological systems. © 2006 American Institute of Physics.

Bayesian online algorithms for learning in discrete Hidden Markov Models

We propose and analyze two different Bayesian online algorithms for learning in discrete Hidden Markov Models and compare their performance with the already known Baldi-Chauvin Algorithm. Using the Kullback-Leibler divergence as a measure of generalization we draw learning curves in simplified situations for these algorithms and compare their performances.

Bayesian online algorithms for learning in discrete Hidden Markov Models

We propose and analyze two different Bayesian online algorithms for learning in discrete Hidden Markov Models and compare their performance with the already known Baldi-Chauvin Algorithm. Using the Kullback-Leibler divergence as a measure of generalization we draw learning curves in simplified situations for these algorithms and compare their performances.

Sistema de recomendação de produtos online baseado em palavras-chave

This project aims to explore the many methods used for the development of recommendation systems to user ’ s items and apply the content - based recommendation method on a prototype system whose purpose is to recommend books to users. This paper exposes the most popular methods for creating systems capable of providing items (products) according to user preferences, such as collaborat ive filtering and content - based. It also point different techniques that can be applied to calculate the similarity between two entities, for items or users, as the Pearson ’s method, calculating the cosine of vectors and more recently, a proposal to use a Bayesian system under a Dirichlet distribution. In addition, this work has the purpose to go through various points on the design of an online application, or a website, dealing not only oriented algorithms issues, but also the definition of development to ols and techniques to improve the user’s experience. The tools used for the development of the page are listed, and a topic about web design is also discussed in order to emphasize the importance of the layout of the application. At the end, some examples of recommender systems are presented for curiosity , learning and research purposes

An Online Course on the History of Algorithms.

This paper describes the objectives, content, learning methodology and results of an online course on the History of Algorithms for engineering students at Polytechnic University of Madrid (UPM). This course is conducted in a virtual environment based on Moodle, with a student-centred educational model which includes a detailed planning of learning activities. Our experience indicates that this subject is highly motivating for students and the virtual environment facilitates competencies development

Genetic algorithms and Gaussian Bayesian networks to uncover the predictive core set of bibliometric indices

The diversity of bibliometric indices today poses the challenge of exploiting the relationships among them. Our research uncovers the best core set of relevant indices for predicting other bibliometric indices. An added difficulty is to select the role of each variable, that is, which bibliometric indices are predictive variables and which are response variables. This results in a novel multioutput regression problem where the role of each variable (predictor or response) is unknown beforehand. We use Gaussian Bayesian networks to solve the this problem and discover multivariate relationships among bibliometric indices. These networks are learnt by a genetic algorithm that looks for the optimal models that best predict bibliometric data. Results show that the optimal induced Gaussian Bayesian networks corroborate previous relationships between several indices, but also suggest new, previously unreported interactions. An extended analysis of the best model illustrates that a set of 12 bibliometric indices can be accurately predicted using only a smaller predictive core subset composed of citations, g-index, q2-index, and hr-index. This research is performed using bibliometric data on Spanish full professors associated with the computer science area.

Crowdsourcing without a crowd : Reliable online species identification using Bayesian models to minimize crowd size

Acknowledgment This research is supported by an award made by the RCUK Digital Economy program to the University of Aberdeen’s dot.rural Digital Economy Hub (ref. EP/G066051/1).