Mammography is the most effective and available tool for breast cancer screening. However, the low positive predictive value of breast biopsy resulting from mammogram interpretation leads to approximately 70% unnecessary biopsies with benign outcomes. Data mining algorithms could be used to help physicians in their decisions to perform a breast biopsy on a suspicious lesion seen in a mammogram image or to perform a short term follow-up examination instead. In this research paper data mining classification algorithms; Decision Tree (DT), Artificial Neural Network (ANN), and Support Vector Machine (SVM) are analyzed on mammographic masses data set. The purpose of this study is to increase the ability of physicians to determine the severity (benign or malignant) of a mammographic mass lesion from BI-RADS attributes and the patient,s age. The whole data set is divided for training the models and test them by the ratio of 70:30% respectively and the performances of classification algorithms are compared through three statistical measures; sensitivity, specificity, and classification accuracy. Accuracy of DT, ANN and SVM are 78.12%, 80.56% and 81.25% of test samples respectively. Our analysis shows that out of these three classification models SVM predicts severity of breast cancer with least error rate and highest accuracy.

In this paper is proposed a new heuristic approach belonging to the field of evolutionary Estimation of Distribution Algorithms (EDAs). EDAs builds a probability model and a set of solutions is sampled from the model which characterizes the distribution of such solutions. The main framework of the proposed method is an estimation of distribution algorithm, in which an adaptive Gibbs sampling is used to generate new promising solutions and, in combination with a local search strategy, it improves the individual solutions produced in each iteration. The Estimation of Distribution Algorithm with Adaptive Gibbs Sampling we are proposing in this paper is called AGEDA. We experimentally evaluate and compare this algorithm against two deterministic procedures and several stochastic methods in three well known test problems for unconstrained global optimization. It is empirically shown that our heuristic is robust in problems that involve three central aspects that mainly determine the difficulty of global optimization problems, namely high-dimensionality, multi-modality and non-smoothness.

Unsupervised estimation of latent variable models is a fundamental problem central to numerous applications of machine learning and statistics. This work presents a principled approach for estimating broad classes of such models, including probabilistic topic models and latent linear Bayesian networks, using only second-order observed moments. The sufficient conditions for identifiability of these models are primarily based on weak expansion constraints on the topic-word matrix, for topic models, and on the directed acyclic graph, for Bayesian networks. Because no assumptions are made on the distribution among the latent variables, the approach can handle arbitrary correlations among the topics or latent factors. In addition, a tractable learning method via $\ell_1$ optimization is proposed and studied in numerical experiments.

We generalize the stochastic block model to the important case in which edges are annotated with weights drawn from an exponential family distribution. This generalization introduces several technical difficulties for model estimation, which we solve using a Bayesian approach. We introduce a variational algorithm that efficiently approximates the model's posterior distribution for dense graphs. In specific numerical experiments on edge-weighted networks, this weighted stochastic block model outperforms the common approach of first applying a single threshold to all weights and then applying the classic stochastic block model, which can obscure latent block structure in networks. This model will enable the recovery of latent structure in a broader range of network data than was previously possible.

Multi-task learning leverages shared information among data sets to improve the learning performance of individual tasks. The paper applies this framework for data where each task is a phase-shifted periodic time series. In particular, we develop a novel Bayesian nonparametric model capturing a mixture of Gaussian processes where each task is a sum of a group-specific function and a component capturing individual variation, in addition to each task being phase shifted. We develop an efficient \textsc{em} algorithm to learn the parameters of the model. As a special case we obtain the Gaussian mixture model and \textsc{em} algorithm for phased-shifted periodic time series. Furthermore, we extend the proposed model by using a Dirichlet Process prior and thereby leading to an infinite mixture model that is capable of doing automatic model selection. A Variational Bayesian approach is developed for inference in this model. Experiments in regression, classification and class discovery demonstrate the performance of the proposed models using both synthetic data and real-world time series data from astrophysics. Our methods are particularly useful when the time series are sparsely and non-synchronously sampled.

Situations where there is insufficient information to learn from often arise, and the process to recollect data can be expensive or in some cases take too long resulting in outdated models. Transfer learning strategies have proven to be a powerful technique to learn models from several sources when a single source does not provide enough information. In this work we present a methodology to learn a Temporal Nodes Bayesian Network by transferring knowledge from several different but related domains. Experiments based on a reference network show promising results, supporting our claim that transfer learning is a viable strategy to learn these models when scarce data is available.

We compare three approaches to learning numerical parameters of Bayesian networks from continuous data streams: (1) the EM algorithm applied to all data, (2) the EM algorithm applied to data increments, and (3) the online EM algorithm. Our results show that learning from all data at each step, whenever feasible, leads to the highest parameter accuracy and model classification accuracy. When facing computational limitations, incremental learning approaches are a reasonable alternative. Of these, online EM is reasonably fast, and similar to the incremental EM algorithm in terms of accuracy. For small data sets, incremental EM seems to lead to better accuracy. When the data size gets large, online EM tends to be more accurate.

We study online learning under logarithmic loss with regular parametric models. Hedayati and Bartlett (2012b) showed that a Bayesian prediction strategy with Jeffreys prior and sequential normalized maximum likelihood (SNML) coincide and are optimal if and only if the latter is exchangeable, and if and only if the optimal strategy can be calculated without knowing the time horizon in advance. They put forward the question what families have exchangeable SNML strategies. This paper fully answers this open problem for one-dimensional exponential families. The exchangeability can happen only for three classes of natural exponential family distributions, namely the Gaussian, Gamma, and the Tweedie exponential family of order 3/2. Keywords: SNML Exchangeability, Exponential Family, Online Learning, Logarithmic Loss, Bayesian Strategy, Jeffreys Prior, Fisher Information1

Many feature subset selection (FSS) algorithms have been proposed, but not all of them are appropriate for a given feature selection problem. At the same time, so far there is rarely a good way to choose appropriate FSS algorithms for the problem at hand. Thus, FSS algorithm automatic recommendation is very important and practically useful. In this paper, a meta learning based FSS algorithm automatic recommendation method is presented. The proposed method first identifies the data sets that are most similar to the one at hand by the k-nearest neighbor classification algorithm, and the distances among these data sets are calculated based on the commonly-used data set characteristics. Then, it ranks all the candidate FSS algorithms according to their performance on these similar data sets, and chooses the algorithms with best performance as the appropriate ones. The performance of the candidate FSS algorithms is evaluated by a multi-criteria metric that takes into account not only the classification accuracy over the selected features, but also the runtime of feature selection and the number of selected features. The proposed recommendation method is extensively tested on 115 real world data sets with 22 well-known and frequently-used different FSS algorithms for five representative classifiers. The results show the effectiveness of our proposed FSS algorithm recommendation method.

A mean field variational Bayes approach to support vector machines (SVMs) using the latent variable representation on Polson & Scott (2012) is presented. This representation allows circumvention of many of the shortcomings associated with classical SVMs including automatic penalty parameter selection, the ability to handle dependent samples, missing data and variable selection. We demonstrate on simulated and real datasets that our approach is easily extendable to non-standard situations and outperforms the classical SVM approach whilst remaining computationally efficient.