Fragility curves which express the failure probability of a structure, or critical components, as function of a loading intensity measure are nowadays widely used (i) in Seismic Probabilistic Risk Assessment studies, (ii) to evaluate impact of construction details on the structural performance of installations under seismic excitations or under other loading sources such as wind. To avoid the use of parametric models such as lognormal model to estimate fragility curves from a reduced number of numerical calculations, a methodology based on Support Vector Machines coupled with an active learning algorithm is proposed in this paper. In practice, input excitation is reduced to some relevant parameters and, given these parameters, SVMs are used for a binary classification of the structural responses relative to a limit threshold of exceedance. Since the output is not only binary, this is a score, a probabilistic interpretation of the output is exploited to estimate very efficiently fragility curves as score functions or as functions of classical seismic intensity measures.

Footfall based biometric system is perhaps the only person identification technique which does not hinder the natural movement of an individual. This is a clear edge over all other biometric systems which require a formidable amount of human intervention and encroach upon an individual's privacy to some extent or the other. This paper presents a Fog computing architecture for implementing footfall based biometric system using widespread geographically distributed geophones (vibration sensor). Results were stored in an Internet of Things (IoT) cloud. We have tested our biometric system on an indigenous database (created by us) containing 46000 footfall events from 8 individuals and achieved an accuracy of 73%, 90% and 95% in case of 1, 5 and 10 footsteps per sample. We also proposed a basis pursuit based data compression technique DS8BP for wireless transmission of footfall events to the Fog. DS8BP compresses the original footfall events (sampled at 8 kHz) by a factor of 108 and also acts as a smoothing filter. These experimental results depict the high viability of our technique in the realm of person identification and access control systems.

Forecasting the movements of stock prices is one the most challenging problems in financial markets analysis. In this paper, we use Machine Learning (ML) algorithms for the prediction of future price movements using limit order book data. Two different sets of features are combined and evaluated: handcrafted features based on the raw order book data and features extracted by ML algorithms, resulting in feature vectors with highly variant dimensionalities. Three classifiers are evaluated using combinations of these sets of features on two different evaluation setups and three prediction scenarios. Even though the large scale and high frequency nature of the limit order book poses several challenges, the scope of the conducted experiments and the significance of the experimental results indicate that Machine Learning highly befits this task carving the path towards future research in this field. Keywords: Machine Learning, limit order book, feature extraction, mid price forecasting 1. Introduction Forecasting of financial time series is a very challenging problem and has attracted scientific interest in the past few decades. Due to the inherently noisy and non-stationary nature of financial time series, statistical models are unsuitable for the task of modeling and forecasting such data. However, the lack of appropriate training and regularization algorithms for Neural Networks at the time, such as the dropout technique [6], rendered them susceptible to over fitting the training data. Support Vector Machines were deemed as better candidates for this task, as their solution implicitly involves the generalization error. The development of effective and efficient training algorithms for deeper architectures [7], in conjunction with the improved results such models presented, steered scientific interests towards Deep Learning techniques in many domains. Deep Learning methods are capable of modeling highly nonlinear, very complex data, making them suitable for application to financial data [8], as well as time series forecasting [9]. Furthermore, ML techniques which perform feature extraction may uncover robust features, better-suited to the specific task at hand. Autoencoders [10], are Neural Networks which learn new features extracted from the original input space, which can be used to enhance the performance of various tasks, such as classification or regression. Bag-of-Features (BoF) models comprise another feature extraction method that can be used to extract representations of objects described by multiple feature vectors, such as time-series [11].

One of the main open problems of the theory of margin multi-category pattern classification is the characterization of the way the confidence interval of a guaranteed risk should vary as a function of the three basic parameters which are the sample size m, the number C of categories and the scale parameter gamma. This is especially the case when working under minimal learnability hypotheses. In that context, the derivation of a bound is based on the handling of capacity measures belonging to three main families: Rademacher/Gaussian complexities, metric entropies and scale-sensitive combinatorial dimensions. The scale-sensitive combinatorial dimensions dedicated to the classifiers of interest are the gamma-Psi-dimensions. This article introduces the combinatorial and structural results needed to involve them in the derivation of guaranteed risks. Such a bound is then established, under minimal hypotheses regarding the classifier. Its dependence on m, C and gamma is characterized. The special case of multi-class support vector machines is used to illustrate the capacity of the gamma-Psi-dimensions to take into account the specificities of a classifier.

The necessary and sufficient conditions for existence of a generalized representer theorem are presented for learning Hilbert space-valued functions. Representer theorems involving explicit basis functions and Reproducing Kernels are a common occurrence in various machine learning algorithms like generalized least squares, support vector machines, Gaussian process regression and kernel based deep neural networks to name a few. Due to the more general structure of the underlying variational problems, the theory is also relevant to other application areas like optimal control, signal processing and decision making. We present the generalized representer as a unified view for supervised and semi-supervised learning methods, using the theory of linear operators and subspace valued maps. The implications of the theorem are presented with examples of multi input-multi output regression, kernel based deep neural networks, stochastic regression and sparsity learning problems as being special cases in this unified view.

Rotation forest is a tree based ensemble that performs transforms on subsets of attributes prior to constructing each tree. We present an empirical comparison of classifiers for problems with only real valued features. We evaluate classifiers from three families of algorithms: support vector machines; tree-based ensembles; and neural networks. We compare classifiers on unseen data based on the quality of the decision rule (using classification error) the ability to rank cases (area under the receiver operator curve) and the probability estimates (using negative log likelihood). We conclude that, in answer to the question posed in the title, yes, rotation forest, is significantly more accurate on average than competing techniques when compared on three distinct sets of datasets. The same pattern of results are observed when tuning classifiers on the train data using a grid search. We investigate why rotation forest does so well by testing whether the characteristics of the data can be used to differentiate classifier performance. We assess the impact of the design features of rotation forest through an ablative study that transforms random forest into rotation forest. We identify the major limitation of rotation forest as its scalability, particularly in number of attributes. To overcome this problem we develop a model to predict the train time of the algorithm and hence propose a contract version of rotation forest where a run time cap {\em a priori}. We demonstrate that on large problems rotation forest can be made an order of magnitude faster without significant loss of accuracy and that there is no real benefit (on average) from tuning the ensemble. We conclude that without any domain knowledge to indicate an algorithm preference, rotation forest should be the default algorithm of choice for problems with continuous attributes.

We propose the genetic algorithm for time window optimization, which is an embedded genetic algorithm (GA), to optimize the time window (TW) of the attributes using feature selection and support vector machine. This GA is evolved using the results of a trading simulation, and it determines the best TW for each technical indicator. An appropriate evaluation was conducted using a walk-forward trading simulation, and the trained model was verified to be generalizable for forecasting other stock data. The results show that using the GA to determine the TW can improve the rate of return, leading to better prediction models than those resulting from using the default TW.

Machine learning qualifies computers to assimilate with data, without being solely programmed [1, 2]. Machine learning can be classified as supervised and unsupervised learning. In supervised learning, computers learn an objective that portrays an input to an output hinged on training input-output pairs [3]. Most efficient and widely used supervised learning algorithms are K-Nearest Neighbors (KNN), Support Vector Machine (SVM), Large Margin Nearest Neighbor (LMNN), and Extended Nearest Neighbor (ENN). The main contribution of this paper is to implement these elegant learning algorithms on eleven different datasets from the UCI machine learning repository to observe the variation of accuracies for each of the algorithms on all datasets. Analyzing the accuracy of the algorithms will give us a brief idea about the relationship of the machine learning algorithms and the data dimensionality. All the algorithms are developed in Matlab. Upon such accuracy observation, the comparison can be built among KNN, SVM, LMNN, and ENN regarding their performances on each dataset.

Weighted SVM (or fuzzy SVM) is the most widely used SVM variant owning its effectiveness to the use of instance weights. Proper selection of the instance weights can lead to increased generalization performance. In this work, we extend the span error bound theory to weighted SVM and we introduce effective hyperparameter selection methods for the weighted SVM algorithm. The significance of the presented work is that enables the application of span bound and span-rule with weighted SVM. The span bound is an upper bound of the leave-one-out error that can be calculated using a single trained SVM model. This is important since leave-one-out error is an almost unbiased estimator of the test error. Similarly, the span-rule gives the actual value of the leave-one-out error. Thus, one can apply span bound and span-rule as computationally lightweight alternatives of leave-one-out procedure for hyperparameter selection. The main theoretical contributions are: (a) we prove the necessary and sufficient condition for the existence of the span of a support vector in weighted SVM; and (b) we prove the extension of span bound and span-rule to weighted SVM. We experimentally evaluate the span bound and the span-rule for hyperparameter selection and we compare them with other methods that are applicable to weighted SVM: the $K$-fold cross-validation and the ${\xi}-{\alpha}$ bound. Experiments on 14 benchmark data sets and data sets with importance scores for the training instances show that: (a) the condition for the existence of span in weighted SVM is satisfied almost always; (b) the span-rule is the most effective method for weighted SVM hyperparameter selection; (c) the span-rule is the best predictor of the test error in the mean square error sense; and (d) the span-rule is efficient and, for certain problems, it can be calculated faster than $K$-fold cross-validation.

So instead, I've put this video together showing my code running. Topics covered broadly follow the course contents: * Linear Regression * Logistic Regression * Regularization * Hand-writing Recognition * Neural Networks * Support Vector Machines * Unsupervised Learning * Anomaly Detection * Recommender Systems Thanks for watching!