Data Mining
Parameterized Novelty Detectors for Environmental Sensor Monitoring
Archer, Cynthia, Leen, Todd K., Baptista, António M.
As part of an environmental observation and forecasting system, sensors deployed in the Columbia RIver Estuary (CORIE) gather information on physical dynamics and changes in estuary habitat. Of these, salinity sensors are particularly susceptible to biofouling, which gradually degrades sensor response and corrupts critical data. Automatic fault detectors have the capability to identify bio-fouling early and minimize data loss. Complicating the development of discriminatory classifiers is the scarcity of bio-fouling onset examples and the variability of the bio-fouling signature. To solve these problems, we take a novelty detection approach that incorporates a parameterized bio-fouling model. These detectors identify the occurrence of bio-fouling, and its onset time as reliably as human experts. Real-time detectors installed during the summer of 2001 produced no false alarms, yet detected all episodes of sensor degradation before the field staff scheduled these sensors for cleaning. From this initial deployment through February 2003, our bio-fouling detectors have essentially doubled the amount of useful data coming from the CORIE sensors.
How to Combine Expert (and Novice) Advice when Actions Impact the Environment?
Farias, Daniela Pucci de, Megiddo, Nimrod
The so-called "experts algorithms" constitute a methodology for choosing actions repeatedly, when the rewards depend both on the choice of action and on the unknown current state of the environment. An experts algorithm has access to a set of strategies ("experts"), each of which may recommend which action to choose. The algorithm learns how to combine the recommendations of individual experts so that, in the long run, for any fixed sequence of states of the environment, it does as well as the best expert would have done relative to the same sequence. This methodology may not be suitable for situations where the evolution of states of the environment depends on past chosen actions, as is usually the case, for example, in a repeated nonzero-sum game. A new experts algorithm is presented and analyzed in the context of repeated games. It is shown that asymptotically, under certain conditions, it performs as well as the best available expert. This algorithm is quite different from previously proposed experts algorithms. It represents a shift from the paradigms of regret minimization and myopic optimization to consideration of the long-term effect of a player's actions on the opponent's actions or the environment. The importance of this shift is demonstrated by the fact that this algorithm is capable of inducing cooperation in the repeated Prisoner's Dilemma game, whereas previous experts algorithms converge to the suboptimal non-cooperative play.
How to Combine Expert (and Novice) Advice when Actions Impact the Environment?
Farias, Daniela Pucci de, Megiddo, Nimrod
The so-called "experts algorithms" constitute a methodology for choosing actionsrepeatedly, when the rewards depend both on the choice of action and on the unknown current state of the environment. An experts algorithm has access to a set of strategies ("experts"), each of which may recommend which action to choose. The algorithm learns how to combine therecommendations of individual experts so that, in the long run, for any fixed sequence of states of the environment, it does as well as the best expert would have done relative to the same sequence. This methodology maynot be suitable for situations where the evolution of states of the environment depends on past chosen actions, as is usually the case, for example, in a repeated nonzero-sum game. A new experts algorithm is presented and analyzed in the context of repeated games.It is shown that asymptotically, under certain conditions, it performs as well as the best available expert. This algorithm is quite different from previously proposed experts algorithms. It represents a shift from the paradigms of regret minimization and myopic optimization toconsideration of the long-term effect of a player's actions on the opponent's actions or the environment. The importance of this shift is demonstrated by the fact that this algorithm is capable of inducing cooperation inthe repeated Prisoner's Dilemma game, whereas previous experts algorithms converge to the suboptimal non-cooperative play.
Parameterized Novelty Detectors for Environmental Sensor Monitoring
Archer, Cynthia, Leen, Todd K., Baptista, António M.
As part of an environmental observation and forecasting system, sensors deployed in the Columbia RIver Estuary (CORIE) gather information on physical dynamics and changes in estuary habitat. Ofthese, salinity sensors are particularly susceptible to biofouling, whichgradually degrades sensor response and corrupts critical data. Automatic fault detectors have the capability to identify bio-fouling early and minimize data loss. Complicating the development ofdiscriminatory classifiers is the scarcity of bio-fouling onset examples and the variability of the bio-fouling signature. To solve these problems, we take a novelty detection approach that incorporates a parameterized bio-fouling model. These detectors identify the occurrence of bio-fouling, and its onset time as reliably as human experts. Real-time detectors installed during the summer of2001 produced no false alarms, yet detected all episodes of sensor degradation before the field staff scheduled these sensors for cleaning. From this initial deployment through February 2003, our bio-fouling detectors have essentially doubled the amount of useful data coming from the CORIE sensors.
Robust Novelty Detection with Single-Class MPM
Ghaoui, Laurent E., Jordan, Michael I., Lanckriet, Gert R.
This algorithm-the "single-class minimax probability machine (MPM)"- is built on a distribution-free methodology that minimizes the worst-case probability of a data point falling outside of a convex set, given only the mean and covariance matrix of the distribution and making no further distributional assumptions. We present a robust approach to estimating the mean and covariance matrix within the general two-class MPM setting, and show how this approach specializes to the single-class problem. We provide empirical results comparing the single-class MPM to the single-class SVM and a two-class SVM method. 1 Introduction Novelty detection is an important unsupervised learning problem in which test data are to be judged as having been generated from the same or a different process as that which generated the training data.
Robust Novelty Detection with Single-Class MPM
Ghaoui, Laurent E., Jordan, Michael I., Lanckriet, Gert R.
This algorithm-the "single-class minimax probability machine (MPM)"- is built on a distribution-free methodology that minimizes the worst-case probability of a data point falling outside of a convex set, given only the mean and covariance matrix of the distribution and making no further distributional assumptions. We present a robust approach to estimating the mean and covariance matrix within the general two-class MPM setting, and show how this approach specializes to the single-class problem. We provide empirical results comparing the single-class MPM to the single-class SVM and a two-class SVM method. 1 Introduction Novelty detection is an important unsupervised learning problem in which test data are to be judged as having been generated from the same or a different process as that which generated the training data.
Using Tarjan's Red Rule for Fast Dependency Tree Construction
We focus on the problem of efficient learning of dependency trees. It is well-known that given the pairwise mutual information coefficients, a minimum-weight spanning tree algorithm solves this problem exactly and in polynomial time. However, for large data-sets it is the construction of the correlation matrix that dominates the running time. We have developed a new spanning-tree algorithm which is capable of exploiting partial knowledge about edge weights. The partial knowledge we maintain is a probabilistic confidence interval on the coefficients, which we derive by examining just a small sample of the data. The algorithm is able to flag the need to shrink an interval, which translates to inspection of more data for the particular attribute pair. Experimental results show running time that is near-constant in the number of records, without significant loss in accuracy of the generated trees. Interestingly, our spanning-tree algorithm is based solely on Tarjan's red-edge rule, which is generally considered a guaranteed recipe for bad performance.
Artefactual Structure from Least-Squares Multidimensional Scaling
Hughes, Nicholas P., Lowe, David
We consider the problem of illusory or artefactual structure from the visualisation of high-dimensional structureless data. In particular we examine the role of the distance metric in the use of topographic mappings based on the statistical field of multidimensional scaling. We show that the use of a squared Euclidean metric (i.e. the SS
Using Tarjan's Red Rule for Fast Dependency Tree Construction
We focus on the problem of efficient learning of dependency trees. It is well-known that given the pairwise mutual information coefficients, a minimum-weight spanning tree algorithm solves this problem exactly and in polynomial time. However, for large data-sets it is the construction of the correlation matrix that dominates the running time. We have developed a new spanning-tree algorithm which is capable of exploiting partial knowledge about edge weights. The partial knowledge we maintain is a probabilistic confidence interval on the coefficients, which we derive by examining just a small sample of the data. The algorithm is able to flag the need to shrink an interval, which translates to inspection of more data for the particular attribute pair. Experimental results show running time that is near-constant in the number of records, without significant loss in accuracy of the generated trees. Interestingly, our spanning-tree algorithm is based solely on Tarjan's red-edge rule, which is generally considered a guaranteed recipe for bad performance.