Parsimonious Kernel Fisher Discrimination

By applying recent results in optimization transfer, a new algorithm for kernel Fisher Discriminant Analysis is provided that makes use of a non-smooth penalty on the coefficients to provide a parsimonious solution. The algorithm is simple, easily programmed and is shown to perform as well as or better than a number of leading machine learning algorithms on a substantial benchmark. It is then applied to a set of extreme small-sample-size problems in virtual screening where it is found to be less accurate than a currently leading approach but is still comparable in a number of cases

Beyond brain reading: randomized sparsity and clustering to simultaneously predict and identify

International audienceThe prediction of behavioral covariates from functional MRI (fMRI) is known as brain reading. From a statistical standpoint, this challenge is a supervised learning task. The ability to predict cognitive states from new data gives a model selection criterion: prediction accu- racy. While a good prediction score implies that some of the voxels used by the classifier are relevant, one cannot state that these voxels form the brain regions involved in the cognitive task. The best predictive model may have selected by chance non-informative regions, and neglected rele- vant regions that provide duplicate information. In this contribution, we address the support identification problem. The proposed approach relies on randomization techniques which have been proved to be consistent for support recovery. To account for the spatial correlations between voxels, our approach makes use of a spatially constrained hierarchical clustering algorithm. Results are provided on simulations and a visual experiment

Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors

Penalized regression is an attractive framework for variable selection problems. Often, variables possess a grouping structure, and the relevant selection problem is that of selecting groups, not individual variables. The group lasso has been proposed as a way of extending the ideas of the lasso to the problem of group selection. Nonconvex penalties such as SCAD and MCP have been proposed and shown to have several advantages over the lasso; these penalties may also be extended to the group selection problem, giving rise to group SCAD and group MCP methods. Here, we describe algorithms for fitting these models stably and efficiently. In addition, we present simulation results and real data examples comparing and contrasting the statistical properties of these methods

A Simple Iterative Algorithm for Parsimonious Binary Kernel Fisher Discrimination

By applying recent results in optimization theory variously known as optimization transfer or majorize/minimize algorithms, an algorithm for binary, kernel, Fisher discriminant analysis is introduced that makes use of a non-smooth penalty on the coefficients to provide a parsimonious solution. The problem is converted into a smooth optimization that can be solved iteratively with no greater overhead than iteratively re-weighted least-squares. The result is simple, easily programmed and is shown to perform, in terms of both accuracy and parsimony, as well as or better than a number of leading machine learning algorithms on two well-studied and substantial benchmarks

Improvement for detection of microcalcifications through clustering algorithms and artificial neural networks

A new method for detecting microcalcifications in regions of interest (ROIs) extracted from digitized mammograms is proposed. The top-hat transform is a technique based on mathematical morphology operations and, in this paper, is used to perform contrast enhancement of the mi-crocalcifications. To improve microcalcification detection, a novel image sub-segmentation approach based on the possibilistic fuzzy c-means algorithm is used. From the original ROIs, window-based features, such as the mean and standard deviation, were extracted; these features were used as an input vector in a classifier. The classifier is based on an artificial neural network to identify patterns belonging to microcalcifications and healthy tissue. Our results show that the proposed method is a good alternative for automatically detecting microcalcifications, because this stage is an important part of early breast cancer detectio

Fast weighted summation of erfc functions

Abstract: Direct computation of the weighted sum of N complementary error functions at M points scales as O(MN). We present a O(M + N) $\epsilon$-exact approximation algorithm to compute the same

Quantile regression with group lasso for classification

Applications of regression models for binary response are very common and models specific to these problems are widely used. Quantile regression for binary response data has recently attracted attention and regularized quantile regression methods have been proposed for high dimensional problems. When the predictors have a natural group structure, such as in the case of categorical predictors converted into dummy variables, then a group lasso penalty is used in regularized methods. In this paper, we present a Bayesian Gibbs sampling procedure to estimate the parameters of a quantile regression model under a group lasso penalty for classification problems with a binary response. Simulated and real data show a good performance of the proposed method in comparison to mean-based approaches and to quantile-based approaches which do not exploit the group structure of the predictors

Evidence for sparse synergies in grasping actions

Converging evidence shows that hand-actions are controlled at the level of synergies and not single muscles. One intriguing aspect of synergy-based action-representation is that it may be intrinsically sparse and the same synergies can be shared across several distinct types of hand-actions. Here, adopting a normative angle, we consider three hypotheses for hand-action optimal-control: sparse-combination hypothesis (SC) – sparsity in the mapping between synergies and actions - i.e., actions implemented using a sparse combination of synergies; sparse-elements hypothesis (SE) – sparsity in synergy representation – i.e., the mapping between degrees-of-freedom (DoF) and synergies is sparse; double-sparsity hypothesis (DS) – a novel view combining both SC and SE – i.e., both the mapping between DoF and synergies and between synergies and actions are sparse, each action implementing a sparse combination of synergies (as in SC), each using a limited set of DoFs (as in SE). We evaluate these hypotheses using hand kinematic data from six human subjects performing nine different types of reach-to-grasp actions. Our results support DS, suggesting that the best action representation is based on a relatively large set of synergies, each involving a reduced number of degrees-of-freedom, and that distinct sets of synergies may be involved in distinct tasks