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139
Benchmarking Least Squares Support Vector Machine Classifiers
 Neural Processing Letters
"... In Support Vector Machines (SVMs), the solution of the classification problem is characterized by a (convex) quadratic programming (QP) problem. In a modified version of SVMs, called Least Squares SVM classifiers (LSSVMs), a least squares cost function is proposed so as to obtain a linear set of eq ..."
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Cited by 263 (37 self)
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In Support Vector Machines (SVMs), the solution of the classification problem is characterized by a (convex) quadratic programming (QP) problem. In a modified version of SVMs, called Least Squares SVM classifiers (LSSVMs), a least squares cost function is proposed so as to obtain a linear set of equations in the dual space. While the SVM classifier has a large margin interpretation, the LSSVM formulation is related in this paper to a ridge regression approach for classification with binary targets and to Fisher's linear discriminant analysis in the feature space. Multiclass categorization problems are represented by a set of binary classifiers using different output coding schemes. While regularization is used to control the effective number of parameters of the LSSVM classifier, the sparseness property of SVMs is lost due to the choice of the 2norm. Sparseness can be imposed in a second stage by gradually pruning the support value spectrum and optimizing the hyperparameters during the sparse approximation procedure. In this paper, twenty public domain benchmark datasets are used to evaluate the test set performance of LSSVM classifiers with linear, polynomial and radial basis function (RBF) kernels. Both the SVM and LSSVM classifier with RBF kernel in combination with standard crossvalidation procedures for hyperparameter selection achieve comparable test set performances. These SVM and LSSVM performances are consistently very good when compared to a variety of methods described in the literature including decision tree based algorithms, statistical algorithms and instance based learning methods. We show on ten UCI datasets that the LSSVM sparse approximation procedure can be successfully applied.
A System for Induction of Oblique Decision Trees
 Journal of Artificial Intelligence Research
, 1994
"... This article describes a new system for induction of oblique decision trees. This system, OC1, combines deterministic hillclimbing with two forms of randomization to find a good oblique split (in the form of a hyperplane) at each node of a decision tree. Oblique decision tree methods are tuned espe ..."
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Cited by 250 (13 self)
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This article describes a new system for induction of oblique decision trees. This system, OC1, combines deterministic hillclimbing with two forms of randomization to find a good oblique split (in the form of a hyperplane) at each node of a decision tree. Oblique decision tree methods are tuned especially for domains in which the attributes are numeric, although they can be adapted to symbolic or mixed symbolic/numeric attributes. We present extensive empirical studies, using both real and artificial data, that analyze OC1's ability to construct oblique trees that are smaller and more accurate than their axisparallel counterparts. We also examine the benefits of randomization for the construction of oblique decision trees. 1. Introduction Current data collection technology provides a unique challenge and opportunity for automated machine learning techniques. The advent of major scientific projects such as the Human Genome Project, the Hubble Space Telescope, and the human brain mappi...
An Evolutionary Algorithm that Constructs Recurrent Neural Networks
 IEEE TRANSACTIONS ON NEURAL NETWORKS
"... Standard methods for inducing both the structure and weight values of recurrent neural networks fit an assumed class of architectures to every task. This simplification is necessary because the interactions between network structure and function are not well understood. Evolutionary computation, whi ..."
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Cited by 214 (14 self)
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Standard methods for inducing both the structure and weight values of recurrent neural networks fit an assumed class of architectures to every task. This simplification is necessary because the interactions between network structure and function are not well understood. Evolutionary computation, which includes genetic algorithms and evolutionary programming, is a populationbased search method that has shown promise in such complex tasks. This paper argues that genetic algorithms are inappropriate for network acquisition and describes an evolutionary program, called GNARL, that simultaneously acquires both the structure and weights for recurrent networks. This algorithm’s empirical acquisition method allows for the emergence of complex behaviors and topologies that are potentially excluded by the artificial architectural constraints imposed in standard network induction methods.
Modelling gene expression data using dynamic bayesian networks
, 1999
"... Recently, there has been much interest in reverse engineering genetic networks from time series data. In this paper, we show that most of the proposed discrete time models — including the boolean network model [Kau93, SS96], the linear model of D’haeseleer et al. [DWFS99], and the nonlinear model of ..."
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Cited by 161 (1 self)
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Recently, there has been much interest in reverse engineering genetic networks from time series data. In this paper, we show that most of the proposed discrete time models — including the boolean network model [Kau93, SS96], the linear model of D’haeseleer et al. [DWFS99], and the nonlinear model of Weaver et al. [WWS99] — are all special cases of a general class of models called Dynamic Bayesian Networks (DBNs). The advantages of DBNs include the ability to model stochasticity, to incorporate prior knowledge, and to handle hidden variables and missing data in a principled way. This paper provides a review of techniques for learning DBNs. Keywords: Genetic networks, boolean networks, Bayesian networks, neural networks, reverse engineering, machine learning. 1
Prediction risk and architecture selection for neural networks
, 1994
"... Abstract. We describe two important sets of tools for neural network modeling: prediction risk estimation and network architecture selection. Prediction risk is defined as the expected performance of an estimator in predicting new observations. Estimated prediction risk can be used both for estimati ..."
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Cited by 73 (2 self)
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Abstract. We describe two important sets of tools for neural network modeling: prediction risk estimation and network architecture selection. Prediction risk is defined as the expected performance of an estimator in predicting new observations. Estimated prediction risk can be used both for estimating the quality of model predictions and for model selection. Prediction risk estimation and model selection are especially important for problems with limited data. Techniques for estimating prediction risk include data resampling algorithms such as nonlinear cross–validation (NCV) and algebraic formulae such as the predicted squared error (PSE) and generalized prediction error (GPE). We show that exhaustive search over the space of network architectures is computationally infeasible even for networks of modest size. This motivates the use of heuristic strategies that dramatically reduce the search complexity. These strategies employ directed search algorithms, such as selecting the number of nodes via sequential network construction (SNC) and pruning inputs and weights via sensitivity based pruning (SBP) and optimal brain damage (OBD) respectively.
Fast Exact Multiplication by the Hessian
 Neural Computation
, 1994
"... Just storing the Hessian H (the matrix of second derivatives d^2 E/dw_i dw_j of the error E with respect to each pair of weights) of a large neural network is difficult. Since a common use of a large matrix like H is to compute its product with various vectors, we derive a technique that directly ca ..."
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Cited by 71 (4 self)
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Just storing the Hessian H (the matrix of second derivatives d^2 E/dw_i dw_j of the error E with respect to each pair of weights) of a large neural network is difficult. Since a common use of a large matrix like H is to compute its product with various vectors, we derive a technique that directly calculates Hv, where v is an arbitrary vector. This allows H to be treated as a generalized sparse matrix. To calculate Hv, we first define a differential operator R{f(w)} = (d/dr)f(w + rv)_{r=0}, note that R{grad_w} = Hv and R{w} = v, and then apply R{} to the equations used to compute grad_w. The result is an exact and numerically stable procedure for computing Hv, which takes about as much computation, and is about as local, as a gradient evaluation. We then apply the technique to backpropagation networks, recurrent backpropagation, and stochastic Boltzmann Machines. Finally, we show that this technique can be used at the heart of many iterative techniques for computing various properties of H, obviating the need for direct methods.
Constructive Algorithms for Structure Learning in Feedforward Neural Networks for Regression Problems
 IEEE Transactions on Neural Networks
, 1997
"... In this survey paper, we review the constructive algorithms for structure learning in feedforward neural networks for regression problems. The basic idea is to start with a small network, then add hidden units and weights incrementally until a satisfactory solution is found. By formulating the whole ..."
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Cited by 66 (2 self)
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In this survey paper, we review the constructive algorithms for structure learning in feedforward neural networks for regression problems. The basic idea is to start with a small network, then add hidden units and weights incrementally until a satisfactory solution is found. By formulating the whole problem as a state space search, we first describe the general issues in constructive algorithms, with special emphasis on the search strategy. A taxonomy, based on the differences in the state transition mapping, the training algorithm and the network architecture, is then presented. Keywords Constructive algorithm, structure learning, state space search, dynamic node creation, projection pursuit regression, cascadecorrelation, resourceallocating network, group method of data handling. I. Introduction A. Problems with Fixed Size Networks I N recent years, many neural network models have been proposed for pattern classification, function approximation and regression problems. Among...
Structure Learning in Conditional Probability Models via an Entropic Prior and Parameter Extinction
, 1998
"... We introduce an entropic prior for multinomial parameter estimation problems and solve for its maximum... ..."
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Cited by 66 (0 self)
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We introduce an entropic prior for multinomial parameter estimation problems and solve for its maximum...
Weighted Least Squares Support Vector Machines: robustness and sparse approximation
 NEUROCOMPUTING
"... Least Squares Support Vector Machines (LSSVM) is an SVM version which involves equality instead of inequality constraints and works with a least squares cost function. In this way the solution follows from a linear KarushKuhnTucker system instead of a quadratic programming problem. However, sp ..."
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Cited by 56 (15 self)
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Least Squares Support Vector Machines (LSSVM) is an SVM version which involves equality instead of inequality constraints and works with a least squares cost function. In this way the solution follows from a linear KarushKuhnTucker system instead of a quadratic programming problem. However, sparseness is lost in the LSSVM case and the estimation of the support values is only optimal in the case of a Gaussian distribution of the error variables. In this paper we discuss a method which can overcome these two drawbacks. We show how to obtain robust estimates for regression by applying a weighted version of LSSVM. We also discuss a sparse approximation procedure for weighted and unweighted LSSVM. It is basically a pruning method which is able to do pruning based upon the physical meaning of the sorted support values, while pruning procedures for classical multilayer perceptrons require the computation of a Hessian matrix or its inverse. The methods of this paper are illustrated for RBF kernels and demonstrate how to obtain robust estimates with selection of an appropriate number of hidden units, in the case of outliers or nonGaussian error distributions with heavy tails.
DENFIS: Dynamic Evolving NeuralFuzzy Inference System and Its Application for TimeSeries Prediction
, 2001
"... This paper introduces a new type of fuzzy inference systems, denoted as DENFIS (dynamic evolving neuralfuzzy inference system), for adaptive online and offline learning, and their application for dynamic time series prediction. DENFIS evolve through incremental, hybrid (supervised/unsupervised), ..."
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Cited by 51 (13 self)
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This paper introduces a new type of fuzzy inference systems, denoted as DENFIS (dynamic evolving neuralfuzzy inference system), for adaptive online and offline learning, and their application for dynamic time series prediction. DENFIS evolve through incremental, hybrid (supervised/unsupervised), learning and accommodate new input data, including new features, new classes, etc. through local element tuning. New fuzzy rules are created and updated during the operation of the system. At each time moment the output of DENFIS is calculated through a fuzzy inference system based on mmost activated fuzzy rules which are dynamically chosen from a fuzzy rule set. Two approaches are proposed: (1) dynamic creation of a firstorder TakagiSugeno type fuzzy rule set for a DENFIS online model; (2) creation of a firstorder TakagiSugeno type fuzzy rule set, or an expanded highorder one, for a DENFIS offline model. A set of fuzzy rules can be inserted into DENFIS before, or during its learning process. Fuzzy rules can also be extracted during the learning process or after it. An evolving clustering method (ECM), which is employed in both online and offline DENFIS models, is also introduced. It is demonstrated that DENFIS can effectively learn complex temporal sequences in an adaptive way and outperform some well known, existing models.