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- Creators: Arizona State University
Description
Real-world environments are characterized by non-stationary and continuously evolving data. Learning a classification model on this data would require a framework that is able to adapt itself to newer circumstances. Under such circumstances, transfer learning has come to be a dependable methodology for improving classification performance with reduced training costs and without the need for explicit relearning from scratch. In this thesis, a novel instance transfer technique that adapts a "Cost-sensitive" variation of AdaBoost is presented. The method capitalizes on the theoretical and functional properties of AdaBoost to selectively reuse outdated training instances obtained from a "source" domain to effectively classify unseen instances occurring in a different, but related "target" domain. The algorithm is evaluated on real-world classification problems namely accelerometer based 3D gesture recognition, smart home activity recognition and text categorization. The performance on these datasets is analyzed and evaluated against popular boosting-based instance transfer techniques. In addition, supporting empirical studies, that investigate some of the less explored bottlenecks of boosting based instance transfer methods, are presented, to understand the suitability and effectiveness of this form of knowledge transfer.
ContributorsVenkatesan, Ashok (Author) / Panchanathan, Sethuraman (Thesis advisor) / Li, Baoxin (Committee member) / Ye, Jieping (Committee member) / Arizona State University (Publisher)
Created2011
Description
Sparse learning is a technique in machine learning for feature selection and dimensionality reduction, to find a sparse set of the most relevant features. In any machine learning problem, there is a considerable amount of irrelevant information, and separating relevant information from the irrelevant information has been a topic of focus. In supervised learning like regression, the data consists of many features and only a subset of the features may be responsible for the result. Also, the features might require special structural requirements, which introduces additional complexity for feature selection. The sparse learning package, provides a set of algorithms for learning a sparse set of the most relevant features for both regression and classification problems. Structural dependencies among features which introduce additional requirements are also provided as part of the package. The features may be grouped together, and there may exist hierarchies and over- lapping groups among these, and there may be requirements for selecting the most relevant groups among them. In spite of getting sparse solutions, the solutions are not guaranteed to be robust. For the selection to be robust, there are certain techniques which provide theoretical justification of why certain features are selected. The stability selection, is a method for feature selection which allows the use of existing sparse learning methods to select the stable set of features for a given training sample. This is done by assigning probabilities for the features: by sub-sampling the training data and using a specific sparse learning technique to learn the relevant features, and repeating this a large number of times, and counting the probability as the number of times a feature is selected. Cross-validation which is used to determine the best parameter value over a range of values, further allows to select the best parameter value. This is done by selecting the parameter value which gives the maximum accuracy score. With such a combination of algorithms, with good convergence guarantees, stable feature selection properties and the inclusion of various structural dependencies among features, the sparse learning package will be a powerful tool for machine learning research. Modular structure, C implementation, ATLAS integration for fast linear algebraic subroutines, make it one of the best tool for a large sparse setting. The varied collection of algorithms, support for group sparsity, batch algorithms, are a few of the notable functionality of the SLEP package, and these features can be used in a variety of fields to infer relevant elements. The Alzheimer Disease(AD) is a neurodegenerative disease, which gradually leads to dementia. The SLEP package is used for feature selection for getting the most relevant biomarkers from the available AD dataset, and the results show that, indeed, only a subset of the features are required to gain valuable insights.
ContributorsThulasiram, Ramesh (Author) / Ye, Jieping (Thesis advisor) / Xue, Guoliang (Committee member) / Sen, Arunabha (Committee member) / Arizona State University (Publisher)
Created2011
Description
Value-added models (VAMs) are used by many states to assess contributions of individual teachers and schools to students' academic growth. The generalized persistence VAM, one of the most flexible in the literature, estimates the ``value added'' by individual teachers to their students' current and future test scores by employing a mixed model with a longitudinal database of test scores. There is concern, however, that missing values that are common in the longitudinal student scores can bias value-added assessments, especially when the models serve as a basis for personnel decisions -- such as promoting or dismissing teachers -- as they are being used in some states. Certain types of missing data require that the VAM be modeled jointly with the missingness process in order to obtain unbiased parameter estimates. This dissertation studies two problems. First, the flexibility and multimembership random effects structure of the generalized persistence model lead to computational challenges that have limited the model's availability. To this point, no methods have been developed for scalable maximum likelihood estimation of the model. An EM algorithm to compute maximum likelihood estimates efficiently is developed, making use of the sparse structure of the random effects and error covariance matrices. The algorithm is implemented in the package GPvam in R statistical software. Illustrations of the gains in computational efficiency achieved by the estimation procedure are given. Furthermore, to address the presence of potentially nonignorable missing data, a flexible correlated random effects model is developed that extends the generalized persistence model to jointly model the test scores and the missingness process, allowing the process to depend on both students and teachers. The joint model gives the ability to test the sensitivity of the VAM to the presence of nonignorable missing data. Estimation of the model is challenging due to the non-hierarchical dependence structure and the resulting intractable high-dimensional integrals. Maximum likelihood estimation of the model is performed using an EM algorithm with fully exponential Laplace approximations for the E step. The methods are illustrated with data from university calculus classes and with data from standardized test scores from an urban school district.
ContributorsKarl, Andrew (Author) / Lohr, Sharon L (Thesis advisor) / Yang, Yan (Thesis advisor) / Kao, Ming-Hung (Committee member) / Montgomery, Douglas C. (Committee member) / Wilson, Jeffrey R (Committee member) / Arizona State University (Publisher)
Created2012
Description
When analyzing longitudinal data it is essential to account both for the correlation inherent from the repeated measures of the responses as well as the correlation realized on account of the feedback created between the responses at a particular time and the predictors at other times. A generalized method of moments (GMM) for estimating the coefficients in longitudinal data is presented. The appropriate and valid estimating equations associated with the time-dependent covariates are identified, thus providing substantial gains in efficiency over generalized estimating equations (GEE) with the independent working correlation. Identifying the estimating equations for computation is of utmost importance. This paper provides a technique for identifying the relevant estimating equations through a general method of moments. I develop an approach that makes use of all the valid estimating equations necessary with each time-dependent and time-independent covariate. Moreover, my approach does not assume that feedback is always present over time, or present at the same degree. I fit the GMM correlated logistic regression model in SAS with PROC IML. I examine two datasets for illustrative purposes. I look at rehospitalization in a Medicare database. I revisit data regarding the relationship between the body mass index and future morbidity among children in the Philippines. These datasets allow us to compare my results with some earlier methods of analyses.
ContributorsYin, Jianqiong (Author) / Wilson, Jeffrey Wilson (Thesis advisor) / Reiser, Mark R. (Committee member) / Kao, Ming-Hung (Committee member) / Arizona State University (Publisher)
Created2012
Description
Photovoltaic (PV) modules are typically rated at three test conditions: STC (standard test conditions), NOCT (nominal operating cell temperature) and Low E (low irradiance). The current thesis deals with the power rating of PV modules at twenty-three test conditions as per the recent International Electrotechnical Commission (IEC) standard of IEC 61853 – 1. In the current research, an automation software tool developed by a previous researcher of ASU – PRL (ASU Photovoltaic Reliability Laboratory) is validated at various stages. Also in the current research, the power rating of PV modules for four different manufacturers is carried out according to IEC 61853 – 1 standard using a new outdoor test method. The new outdoor method described in this thesis is very different from the one reported by a previous researcher of ASU – PRL. The new method was designed to reduce the labor hours in collecting the current-voltage ( I – V) curves at various temperatures and irradiance levels. The power matrices for all the four manufacturers were generated using the I – V data generated at different temperatures and irradiance levels and the translation procedures described in IEC 60891 standard. All the measurements were carried out on both clear and cloudy days using an automated 2 – axis tracker located at ASU – PRL, Mesa, Arizona. The modules were left on the 2 – axis tracker for 12 continuous days and the data was continuously and automatically collected for every two minutes from 6 am to 6 pm. In order to obtain the I – V data at wide range of temperatures and irradiance levels, four identical (or nearly identical) modules were simultaneously installed on the 2 – axis tracker with and without thermal insulators on the back of the modules and with and without mesh screens on the front of the modules. Several issues related to the automation software were uncovered and the required improvement in the software has been suggested. The power matrices for four manufacturers have been successfully generated using the new outdoor test method developed in this work. The data generated in this work has been extensively analyzed for accuracy and for performance efficiency comparison at various temperatures and irradiance levels.
ContributorsVemula, Meena Gupta (Author) / Tamizhmani, Govindasamy (Thesis advisor) / Macia, Narcio F. (Committee member) / Rogers, Bradley (Committee member) / Arizona State University (Publisher)
Created2012
Description
This thesis examines the application of statistical signal processing approaches to data arising from surveys intended to measure psychological and sociological phenomena underpinning human social dynamics. The use of signal processing methods for analysis of signals arising from measurement of social, biological, and other non-traditional phenomena has been an important and growing area of signal processing research over the past decade. Here, we explore the application of statistical modeling and signal processing concepts to data obtained from the Global Group Relations Project, specifically to understand and quantify the effects and interactions of social psychological factors related to intergroup conflicts. We use Bayesian networks to specify prospective models of conditional dependence. Bayesian networks are determined between social psychological factors and conflict variables, and modeled by directed acyclic graphs, while the significant interactions are modeled as conditional probabilities. Since the data are sparse and multi-dimensional, we regress Gaussian mixture models (GMMs) against the data to estimate the conditional probabilities of interest. The parameters of GMMs are estimated using the expectation-maximization (EM) algorithm. However, the EM algorithm may suffer from over-fitting problem due to the high dimensionality and limited observations entailed in this data set. Therefore, the Akaike information criterion (AIC) and the Bayesian information criterion (BIC) are used for GMM order estimation. To assist intuitive understanding of the interactions of social variables and the intergroup conflicts, we introduce a color-based visualization scheme. In this scheme, the intensities of colors are proportional to the conditional probabilities observed.
ContributorsLiu, Hui (Author) / Taylor, Thomas (Thesis advisor) / Cochran, Douglas (Thesis advisor) / Zhang, Junshan (Committee member) / Arizona State University (Publisher)
Created2012
Description
The living world we inhabit and observe is extraordinarily complex. From the perspective of a person analyzing data about the living world, complexity is most commonly encountered in two forms: 1) in the sheer size of the datasets that must be analyzed and the physical number of mathematical computations necessary to obtain an answer and 2) in the underlying structure of the data, which does not conform to classical normal theory statistical assumptions and includes clustering and unobserved latent constructs. Until recently, the methods and tools necessary to effectively address the complexity of biomedical data were not ordinarily available. The utility of four methods--High Performance Computing, Monte Carlo Simulations, Multi-Level Modeling and Structural Equation Modeling--designed to help make sense of complex biomedical data are presented here.
ContributorsBrown, Justin Reed (Author) / Dinu, Valentin (Thesis advisor) / Johnson, William (Committee member) / Petitti, Diana (Committee member) / Arizona State University (Publisher)
Created2012
Description
Temporal data are increasingly prevalent and important in analytics. Time series (TS) data are chronological sequences of observations and an important class of temporal data. Fields such as medicine, finance, learning science and multimedia naturally generate TS data. Each series provide a high-dimensional data vector that challenges the learning of the relevant patterns This dissertation proposes TS representations and methods for supervised TS analysis. The approaches combine new representations that handle translations and dilations of patterns with bag-of-features strategies and tree-based ensemble learning. This provides flexibility in handling time-warped patterns in a computationally efficient way. The ensemble learners provide a classification framework that can handle high-dimensional feature spaces, multiple classes and interaction between features. The proposed representations are useful for classification and interpretation of the TS data of varying complexity. The first contribution handles the problem of time warping with a feature-based approach. An interval selection and local feature extraction strategy is proposed to learn a bag-of-features representation. This is distinctly different from common similarity-based time warping. This allows for additional features (such as pattern location) to be easily integrated into the models. The learners have the capability to account for the temporal information through the recursive partitioning method. The second contribution focuses on the comprehensibility of the models. A new representation is integrated with local feature importance measures from tree-based ensembles, to diagnose and interpret time intervals that are important to the model. Multivariate time series (MTS) are especially challenging because the input consists of a collection of TS and both features within TS and interactions between TS can be important to models. Another contribution uses a different representation to produce computationally efficient strategies that learn a symbolic representation for MTS. Relationships between the multiple TS, nominal and missing values are handled with tree-based learners. Applications such as speech recognition, medical diagnosis and gesture recognition are used to illustrate the methods. Experimental results show that the TS representations and methods provide better results than competitive methods on a comprehensive collection of benchmark datasets. Moreover, the proposed approaches naturally provide solutions to similarity analysis, predictive pattern discovery and feature selection.
ContributorsBaydogan, Mustafa Gokce (Author) / Runger, George C. (Thesis advisor) / Atkinson, Robert (Committee member) / Gel, Esma (Committee member) / Pan, Rong (Committee member) / Arizona State University (Publisher)
Created2012
Some topics concerning the singular value decomposition and generalized singular value decomposition
Description
This dissertation involves three problems that are all related by the use of the singular value decomposition (SVD) or generalized singular value decomposition (GSVD). The specific problems are (i) derivation of a generalized singular value expansion (GSVE), (ii) analysis of the properties of the chi-squared method for regularization parameter selection in the case of nonnormal data and (iii) formulation of a partial canonical correlation concept for continuous time stochastic processes. The finite dimensional SVD has an infinite dimensional generalization to compact operators. However, the form of the finite dimensional GSVD developed in, e.g., Van Loan does not extend directly to infinite dimensions as a result of a key step in the proof that is specific to the matrix case. Thus, the first problem of interest is to find an infinite dimensional version of the GSVD. One such GSVE for compact operators on separable Hilbert spaces is developed. The second problem concerns regularization parameter estimation. The chi-squared method for nonnormal data is considered. A form of the optimized regularization criterion that pertains to measured data or signals with nonnormal noise is derived. Large sample theory for phi-mixing processes is used to derive a central limit theorem for the chi-squared criterion that holds under certain conditions. Departures from normality are seen to manifest in the need for a possibly different scale factor in normalization rather than what would be used under the assumption of normality. The consequences of our large sample work are illustrated by empirical experiments. For the third problem, a new approach is examined for studying the relationships between a collection of functional random variables. The idea is based on the work of Sunder that provides mappings to connect the elements of algebraic and orthogonal direct sums of subspaces in a Hilbert space. When combined with a key isometry associated with a particular Hilbert space indexed stochastic process, this leads to a useful formulation for situations that involve the study of several second order processes. In particular, using our approach with two processes provides an independent derivation of the functional canonical correlation analysis (CCA) results of Eubank and Hsing. For more than two processes, a rigorous derivation of the functional partial canonical correlation analysis (PCCA) concept that applies to both finite and infinite dimensional settings is obtained.
ContributorsHuang, Qing (Author) / Eubank, Randall (Thesis advisor) / Renaut, Rosemary (Thesis advisor) / Cochran, Douglas (Committee member) / Gelb, Anne (Committee member) / Young, Dennis (Committee member) / Arizona State University (Publisher)
Created2012
Description
A least total area of triangle method was proposed by Teissier (1948) for fitting a straight line to data from a pair of variables without treating either variable as the dependent variable while allowing each of the variables to have measurement errors. This method is commonly called Reduced Major Axis (RMA) regression and is often used instead of Ordinary Least Squares (OLS) regression. Results for confidence intervals, hypothesis testing and asymptotic distributions of coefficient estimates in the bivariate case are reviewed. A generalization of RMA to more than two variables for fitting a plane to data is obtained by minimizing the sum of a function of the volumes obtained by drawing, from each data point, lines parallel to each coordinate axis to the fitted plane (Draper and Yang 1997; Goodman and Tofallis 2003). Generalized RMA results for the multivariate case obtained by Draper and Yang (1997) are reviewed and some investigations of multivariate RMA are given. A linear model is proposed that does not specify a dependent variable and allows for errors in the measurement of each variable. Coefficients in the model are estimated by minimization of the function of the volumes previously mentioned. Methods for obtaining coefficient estimates are discussed and simulations are used to investigate the distribution of coefficient estimates. The effects of sample size, sampling error and correlation among variables on the estimates are studied. Bootstrap methods are used to obtain confidence intervals for model coefficients. Residual analysis is considered for assessing model assumptions. Outlier and influential case diagnostics are developed and a forward selection method is proposed for subset selection of model variables. A real data example is provided that uses the methods developed. Topics for further research are discussed.
ContributorsLi, Jingjin (Author) / Young, Dennis (Thesis advisor) / Eubank, Randall (Thesis advisor) / Reiser, Mark R. (Committee member) / Kao, Ming-Hung (Committee member) / Yang, Yan (Committee member) / Arizona State University (Publisher)
Created2012