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 Support Vector Machines


Novel Modelling Strategies for High-frequency Stock Trading Data

arXiv.org Artificial Intelligence

Full electronic automation in stock exchanges has recently become popular, generating high-frequency intraday data and motivating the development of near real-time price forecasting methods. Machine learning algorithms are widely applied to mid-price stock predictions. Processing raw data as inputs for prediction models (e.g., data thinning and feature engineering) can primarily affect the performance of the prediction methods. However, researchers rarely discuss this topic. This motivated us to propose three novel modelling strategies for processing raw data. We illustrate how our novel modelling strategies improve forecasting performance by analyzing high-frequency data of the Dow Jones 30 component stocks. In these experiments, our strategies often lead to statistically significant improvement in predictions. The three strategies improve the F1 scores of the SVM models by 0.056, 0.087, and 0.016, respectively.


An Overview of Indian Spoken Language Recognition from Machine Learning Perspective

arXiv.org Artificial Intelligence

Automatic spoken language identification (LID) is a very important research field in the era of multilingual voice-command-based human-computer interaction (HCI). A front-end LID module helps to improve the performance of many speech-based applications in the multilingual scenario. India is a populous country with diverse cultures and languages. The majority of the Indian population needs to use their respective native languages for verbal interaction with machines. Therefore, the development of efficient Indian spoken language recognition systems is useful for adapting smart technologies in every section of Indian society. The field of Indian LID has started gaining momentum in the last two decades, mainly due to the development of several standard multilingual speech corpora for the Indian languages. Even though significant research progress has already been made in this field, to the best of our knowledge, there are not many attempts to analytically review them collectively. In this work, we have conducted one of the very first attempts to present a comprehensive review of the Indian spoken language recognition research field. In-depth analysis has been presented to emphasize the unique challenges of low-resource and mutual influences for developing LID systems in the Indian contexts. Several essential aspects of the Indian LID research, such as the detailed description of the available speech corpora, the major research contributions, including the earlier attempts based on statistical modeling to the recent approaches based on different neural network architectures, and the future research trends are discussed. This review work will help assess the state of the present Indian LID research by any active researcher or any research enthusiasts from related fields.


Learning non-stationary and discontinuous functions using clustering, classification and Gaussian process modelling

arXiv.org Artificial Intelligence

Surrogate models have shown to be an extremely efficient aid in solving engineering problems that require repeated evaluations of an expensive computational model. They are built by sparsely evaluating the costly original model and have provided a way to solve otherwise intractable problems. A crucial aspect in surrogate modelling is the assumption of smoothness and regularity of the model to approximate. This assumption is however not always met in reality. For instance in civil or mechanical engineering, some models may present discontinuities or non-smoothness, e.g., in case of instability patterns such as buckling or snap-through. Building a single surrogate model capable of accounting for these fundamentally different behaviors or discontinuities is not an easy task. In this paper, we propose a three-stage approach for the approximation of non-smooth functions which combines clustering, classification and regression. The idea is to split the space following the localized behaviors or regimes of the system and build local surrogates that are eventually assembled. A sequence of well-known machine learning techniques are used: Dirichlet process mixtures models (DPMM), support vector machines and Gaussian process modelling. The approach is tested and validated on two analytical functions and a finite element model of a tensile membrane structure.


Accurate Fairness: Improving Individual Fairness without Trading Accuracy

arXiv.org Artificial Intelligence

Accuracy and individual fairness are both crucial for trustworthy machine learning, but these two aspects are often incompatible with each other so that enhancing one aspect may sacrifice the other inevitably with side effects of true bias or false fairness. We propose in this paper a new fairness criterion, accurate fairness, to align individual fairness with accuracy. Informally, it requires the treatments of an individual and the individual's similar counterparts to conform to a uniform target, i.e., the ground truth of the individual. We prove that accurate fairness also implies typical group fairness criteria over a union of similar sub-populations. We then present a Siamese fairness in-processing approach to minimize the accuracy and fairness losses of a machine learning model under the accurate fairness constraints. To the best of our knowledge, this is the first time that a Siamese approach is adapted for bias mitigation. We also propose fairness confusion matrix-based metrics, fair-precision, fair-recall, and fair-F1 score, to quantify a trade-off between accuracy and individual fairness. Comparative case studies with popular fairness datasets show that our Siamese fairness approach can achieve on average 1.02%-8.78% higher individual fairness (in terms of fairness through awareness) and 8.38%-13.69% higher accuracy, as well as 10.09%-20.57% higher true fair rate, and 5.43%-10.01% higher fair-F1 score, than the state-of-the-art bias mitigation techniques. This demonstrates that our Siamese fairness approach can indeed improve individual fairness without trading accuracy. Finally, the accurate fairness criterion and Siamese fairness approach are applied to mitigate the possible service discrimination with a real Ctrip dataset, by on average fairly serving 112.33% more customers (specifically, 81.29% more customers in an accurately fair way) than baseline models.


Novelty Detection for Election Fraud: A Case Study with Agent-Based Simulation Data

arXiv.org Artificial Intelligence

In this paper, we propose a robust election simulation model and independently developed election anomaly detection algorithm that demonstrates the simulation's utility. The simulation generates artificial elections with similar properties and trends as elections from the real world, while giving users control and knowledge over all the important components of the elections. We generate a clean election results dataset without fraud as well as datasets with varying degrees of fraud. We then measure how well the algorithm is able to successfully detect the level of fraud present. The algorithm determines how similar actual election results are as compared to the predicted results from polling and a regression model of other regions that have similar demographics. We use k-means to partition electoral regions into clusters such that demographic homogeneity is maximized among clusters. We then use a novelty detection algorithm implemented as a one-class Support Vector Machine where the clean data is provided in the form of polling predictions and regression predictions. The regression predictions are built from the actual data in such a way that the data supervises itself. We show both the effectiveness of the simulation technique and the machine learning model in its success in identifying fraudulent regions.


Angular triangle distance for ordinal metric learning

arXiv.org Artificial Intelligence

Deep metric learning (DML) aims to automatically construct task-specific distances or similarities of data, resulting in a low-dimensional representation. Several significant metric-learning methods have been proposed. Nonetheless, no approach guarantees the preservation of the ordinal nature of the original data in a low-dimensional space. Ordinal data are ubiquitous in real-world problems, such as the severity of symptoms in biomedical cases, production quality in manufacturing, rating level in businesses, and aging level in face recognition. This study proposes a novel angular triangle distance (ATD) and ordinal triplet network (OTD) to obtain an accurate and meaningful embedding space representation for ordinal data. The ATD projects the ordinal relation of data in the angular space, whereas the OTD learns its ordinal projection. We also demonstrated that our new distance measure satisfies the distance metric properties mathematically. The proposed method was assessed using real-world data with an ordinal nature, such as biomedical, facial, and hand-gestured images. Extensive experiments have been conducted, and the results show that our proposed method not only semantically preserves the ordinal nature but is also more accurate than existing DML models. Moreover, we also demonstrate that our proposed method outperforms the state-of-the-art ordinal metric learning method.


LoNe Sampler: Graph node embeddings by coordinated local neighborhood sampling

arXiv.org Artificial Intelligence

Graphs are ubiquitous representation for structured data. They model naturally occurring relations between objects and, in a sense, generalize sequential data to more complex dependencies. Many algorithms originally designed for learning from sequential data are thus generalized to learning from graphs. Learning continuous vector representations of graph nodes, or node embeddings, have become an integral part of the graph learning toolbox, with applications ranging from link prediction [9] to graph compression [2]. The first algorithm [18] for learning node embeddings generates random walks, starting from each node in the graph, and then feeds the sequences of visited nodes into a word embedding learning algorithm such as word2vec [15]. The approach was extended to a more general setting where random walks can consider different properties of the local neighborhood [9, 26, 27]. An alternative method for training continuous node embeddings is based on matrix factorization of (powers of) the graph adjacency matrix. As an alternative, researchers proposed to use coordinated node sampling for training discrete node embeddings [28, 29]. In this setting, each sample is an independent estimator of the similarity between nodes.


Discretized Linear Regression and Multiclass Support Vector Based Air Pollution Forecasting Technique

arXiv.org Artificial Intelligence

Air pollution is a vital issue emerging from the uncontrolled utilization of traditional energy sources as far as developing countries are concerned. Hence, ingenious air pollution forecasting methods are indispensable to minimize the risk. To that end, this paper proposes an Internet of Things (IoT) enabled system for monitoring and controlling air pollution in the cloud computing environment. A method called Linear Regression and Multiclass Support Vector (LR-MSV) IoT-based Air Pollution Forecast is proposed to monitor the air quality data and the air quality index measurement to pave the way for controlling effectively. Extensive experiments carried out on the air quality data in the India dataset have revealed the outstanding performance of the proposed LR-MSV method when benchmarked with well-established state-of-the-art methods. The results obtained by the LR-MSV method witness a significant increase in air pollution forecasting accuracy by reducing the air pollution forecasting time and error rate compared with the results produced by the other state-of-the-art methods


Carbon Emission Prediction on the World Bank Dataset for Canada

arXiv.org Artificial Intelligence

The continuous rise in CO2 emission into the environment is one of the most crucial issues facing the whole world. Many countries are making crucial decisions to control their carbon footprints to escape some of their catastrophic outcomes. There has been a lot of research going on to project the amount of carbon emissions in the future, which can help us to develop innovative techniques to deal with it in advance. Machine learning is one of the most advanced and efficient techniques for predicting the amount of carbon emissions from current data. This paper provides the methods for predicting carbon emissions (CO2 emissions) for the next few years. The predictions are based on data from the past 50 years. The dataset, which is used for making the prediction, is collected from World Bank datasets. This dataset contains CO2 emissions (metric tons per capita) of all the countries from 1960 to 2018. Our method consists of using machine learning techniques to take the idea of what carbon emission measures will look like in the next ten years and project them onto the dataset taken from the World Bank's data repository. The purpose of this research is to compare how different machine learning models (Decision Tree, Linear Regression, Random Forest, and Support Vector Machine) perform on a similar dataset and measure the difference between their predictions.


Power Spectral Density-Based Resting-State EEG Classification of First-Episode Psychosis

arXiv.org Artificial Intelligence

Historically, the analysis of stimulus-dependent time-frequency patterns has been the cornerstone of most electroencephalography (EEG) studies. The abnormal oscillations in high-frequency waves associated with psychotic disorders during sensory and cognitive tasks have been studied many times. However, any significant dissimilarity in the resting-state low-frequency bands is yet to be established. Spectral analysis of the alpha and delta band waves shows the effectiveness of stimulus-independent EEG in identifying the abnormal activity patterns of pathological brains. A generalized model incorporating multiple frequency bands should be more efficient in associating potential EEG biomarkers with First-Episode Psychosis (FEP), leading to an accurate diagnosis. We explore multiple machine-learning methods, including random-forest, support vector machine, and Gaussian Process Classifier (GPC), to demonstrate the practicality of resting-state Power Spectral Density (PSD) to distinguish patients of FEP from healthy controls. A comprehensive discussion of our preprocessing methods for PSD analysis and a detailed comparison of different models are included in this paper. The GPC model outperforms the other models with a specificity of 95.78% to show that PSD can be used as an effective feature extraction technique for analyzing and classifying resting-state EEG signals of psychiatric disorders.