Goto

Collaborating Authors

 Overview


Efficient Modeling and Forecasting of the Electricity Spot Price

arXiv.org Machine Learning

The increasing importance of renewable energy, especially solar and wind power, has led to new forces in the formation of electricity prices. Hence, this paper introduces an econometric model for the hourly time series of electricity prices of the European Power Exchange (EPEX) which incorporates specific features like renewable energy. The model consists of several sophisticated and established approaches and can be regarded as a periodic VAR-TARCH with wind power, solar power, and load as influences on the time series. It is able to map the distinct and well-known features of electricity prices in Germany. An efficient iteratively reweighted lasso approach is used for the estimation. Moreover, it is shown that several existing models are outperformed by the procedure developed in this paper.


Propagation Kernels

arXiv.org Machine Learning

We introduce propagation kernels, a general graph-kernel framework for efficiently measuring the similarity of structured data. Propagation kernels are based on monitoring how information spreads through a set of given graphs. They leverage early-stage distributions from propagation schemes such as random walks to capture structural information encoded in node labels, attributes, and edge information. This has two benefits. First, off-the-shelf propagation schemes can be used to naturally construct kernels for many graph types, including labeled, partially labeled, unlabeled, directed, and attributed graphs. Second, by leveraging existing efficient and informative propagation schemes, propagation kernels can be considerably faster than state-of-the-art approaches without sacrificing predictive performance. We will also show that if the graphs at hand have a regular structure, for instance when modeling image or video data, one can exploit this regularity to scale the kernel computation to large databases of graphs with thousands of nodes. We support our contributions by exhaustive experiments on a number of real-world graphs from a variety of application domains.


Bayesian CP Factorization of Incomplete Tensors with Automatic Rank Determination

arXiv.org Machine Learning

--CANDECOMP/P ARAFAC (CP) tensor factorization of incomplete data is a powerful technique for tensor completion through explicitly capturing the multilinear latent factors. The existing CP algorithms require the tensor rank to be manually specified, however, the determination of tensor rank remains a challenging problem especially for CP rank . In addition, existing approaches do not take into account uncertainty information of latent factors, as well as missing entries. T o address these issues, we formulate CP factorization using a hierarchical probabilistic model and employ a fully Bayesian treatment by incorporating a sparsity-inducing prior over multiple latent factors and the appropriate hyperpriors over all hyperparameters, resulting in automatic rank determination. T o learn the model, we develop an efficient deterministic Bayesian inference algorithm, which scales linearly with data size. Our method is characterized as a tuning parameter-free approach, which can effectively infer underlying multilinear factors with a low-rank constraint, while also providing predictive distributions over missing entries. Extensive simulations on synthetic data illustrate the intrinsic capability of our method to recover the ground-truth of CP rank and prevent the overfitting problem, even when a large amount of entries are missing. Moreover, the results from real-world applications, including image inpainting and facial image synthesis, demonstrate that our method outperforms state-of-the-art approaches for both tensor factorization and tensor completion in terms of predictive performance. For instance, a video sequence can be represented by a third-order tensor with dimensionality of height width time; an image ensemble measured under multiple conditions can be represented by a higher order tensor with dimensionality ofpixel person pose illumination . T ensor factorization enables us to explicitly take into account the structure information by effectively capturing the multilinear interactions among multiple latent factors. Therefore, its theory and algorithms have been an active area of study during the past decade (see e.g., [1], [2]), and have been successfully applied to various application fields, such as face recognition, social network analysis, image and video completion, and brain signal processing. This issue has attracted a great deal of research interest in tensor completion in recent years. The objective of tensor factorization of incomplete data is to capture the underlying multilinear factors from only partially observed entries, which can in turn predict the missing entries.


On Classification with Bags, Groups and Sets

arXiv.org Machine Learning

In recent years, the field of pattern recognition has seen many problems that are difficult to formulate as regular supervised classification problems where (feature vector, label) pairs are available to train a classifier that, in turn, can predict labels for previously unseen feature vectors. A subset of these problems contains learning scenarios where (part of) the objects are represented by sets or bags of feature vectors or instances. Such learning scenarios include multiple instance learning [11], set classification [42], group-based classification [47] and many others. In this paper we review these learning scenarios. There are several reasons why a bag representation might be chosen in a pattern recognition problem. The first reason is that a single feature vector is often too restrictive to describe an object. For example, in drug activity prediction, we are interested in classifying molecules as having the desired effect (active) or not. However, a molecule is not just a list of its elements: most molecules can fold into different shapes or conformations, which can influence the activity of that molecule.


AI in MedTech: Risks and Opportunities of Innovative Technologies in Medical Applications

#artificialintelligence

An increasing number of medical devices incorporate artificial intelligence (AI) capabilities to support therapeutic and diagnostic applications. In spite of the risks connected with this innovative technology, the applicable regulatory framework does not specify any requirements for this class of medical devices. To make matters even more complicated for manufacturers, there are no standards, guidance documents or common specifications for medical devices on how to demonstrate conformity with the essential requirements. The term artificial intelligence (AI) describes the capability of algorithms to take over tasks and decisions by mimicking human intelligence.1 Many experts believe that machine learning, a subset of artificial intelligence, will play a significant role in the medtech sector.2,3 "Machine learning" is the term used to describe algorithms capable of learning directly from a large volume of "training data". The algorithm builds a model based on training data and applies the experience, it has gained from the training to make predictions and decisions on new, unknown data. Artificial neural networks are a subset of machine learning methods, which have evolved from the idea of simulating the human brain.22 Neural networks are information-processing systems used for machine learning and comprise multiple layers of neurons. Between the input layer, which receives information, and the output layer, there are numerous hidden layers of neurons. In simple terms, neural networks comprise neurons โ€“ also known as nodes โ€“ which receive external information or information from other connected nodes, modify this information, and pass it on, either to the next neuron layer or to the output layer as the final result.5 Deep learning is a variation of artificial neural networks, which consist of multiple hidden neural network layers between the input and output layers. The inner layers are designed to extract higher-level features from the raw external data.



Algorithm Selection for Combinatorial Search Problems: A Survey

AI Magazine

The algorithm selection problem is concerned with selecting the best algorithm to solve a given problem instance on a case-by-case basis. It has become especially relevant in the last decade, with researchers increasingly investigating how to identify the most suitable existing algorithm for solving a problem instance instead of developing new algorithms. This survey presents an overview of this work focusing on the contributions made in the area of combinatorial search problems, where algorithm selection techniques have achieved significant performance improvements. We unify and organise the vast literature according to criteria that determine algorithm selection systems in practice.


A Survey of Artificial Intelligence Research at the IIIA

AI Magazine

A Survey of Artificial Intelligence Research at the IIIA Abstract The IIIA is a public research centre, belonging to the Spanish National Research Council (CSIC), dedicated to AI research. We focus our activities on a few well-defined sub-domains of Artificial Intelligence, positively avoiding dispersion and keeping a good balance between basic research and applications, and paying particular attention to training PhD students and technology transfer. In this article, we survey some of the most relevant results we have obtained during the last 12 years.


Computational Sustainability: Editorial Introduction to the Summer and Fall Issues

AI Magazine

Computational sustainability problems, which exist in dynamic environments with high amounts of uncertainty, provide a variety of unique challenges to artificial intelligence research and the opportunity for significant impact upon our collective future. This editorial introduction provides an overview of artificial intelligence for computational sustainability, and introduces the special issue articles that appear in this issue and the previous issue of AI Magazine.


Algorithm Selection for Combinatorial Search Problems: A Survey

AI Magazine

The algorithm selection problem is concerned with selecting the best algorithm to solve a given problem instance on a case-by-case basis. It has become especially relevant in the last decade, with researchers increasingly investigating how to identify the most suitable existing algorithm for solving a problem instance instead of developing new algorithms. This survey presents an overview of this work focusing on the contributions made in the area of combinatorial search problems, where algorithm selection techniques have achieved significant performance improvements. We unify and organise the vast literature according to criteria that determine algorithm selection systems in practice. The comprehensive classification of approaches identifies and analyses the different directions from which algorithm selection has been approached. This article contrasts and compares different methods for solving the problem as well as ways of using these solutions.