Lecture Notes in Computer Science Commenced Publication in 1973 Founding and Former Series Editors: Gerhard Goos, Juris...

Lecture Notes in Computer Science Commenced Publication in 1973 Founding and Former Series Editors: Gerhard Goos, Juris Hartmanis, and Jan van Leeuwen

Editorial Board David Hutchison Lancaster University, UK Takeo Kanade Carnegie Mellon University, Pittsburgh, PA, USA Josef Kittler University of Surrey, Guildford, UK Jon M. Kleinberg Cornell University, Ithaca, NY, USA Alfred Kobsa University of California, Irvine, CA, USA Friedemann Mattern ETH Zurich, Switzerland John C. Mitchell Stanford University, CA, USA Moni Naor Weizmann Institute of Science, Rehovot, Israel Oscar Nierstrasz University of Bern, Switzerland C. Pandu Rangan Indian Institute of Technology, Madras, India Bernhard Steffen TU Dortmund University, Germany Madhu Sudan Microsoft Research, Cambridge, MA, USA Demetri Terzopoulos University of California, Los Angeles, CA, USA Doug Tygar University of California, Berkeley, CA, USA Gerhard Weikum Max Planck Institute for Informatics, Saarbruecken, Germany

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Bao-Liang Lu Liqing Zhang James Kwok (Eds.)

Neural Information Processing 18th International Conference, ICONIP 2011 Shanghai, China, November 13-17, 2011 Proceedings, Part II

13

Volume Editors Bao-Liang Lu Shanghai Jiao Tong University Department of Computer Science and Engineering 800, Dongchuan Road, Shanghai 200240, China E-mail: [email protected] Liqing Zhang Shanghai Jiao Tong University Department of Computer Science and Engineering 800, Dongchuan Road, Shanghai 200240, China E-mail: [email protected] James Kwok The Hong Kong University of Science and Technology Department of Computer Science and Engineering Clear Water Bay, Kowloon, Hong Kong, China E-mail: [email protected]

ISSN 0302-9743 e-ISSN 1611-3349 ISBN 978-3-642-24957-0 e-ISBN 978-3-642-24958-7 DOI 10.1007/978-3-642-24958-7 Springer Heidelberg Dordrecht London New York Library of Congress Control Number: 2011939737 CR Subject Classification (1998): F.1, I.2, I.4-5, H.3-4, G.3, J.3, C.1.3, C.3 LNCS Sublibrary: SL 1 – Theoretical Computer Science and General Issues © Springer-Verlag Berlin Heidelberg 2011 This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, re-use of illustrations, recitation, broadcasting, reproduction on microfilms or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer. Violations are liable to prosecution under the German Copyright Law. The use of general descriptive names, registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. Typesetting: Camera-ready by author, data conversion by Scientific Publishing Services, Chennai, India Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)

Preface

This book and its sister volumes constitute the proceedings of the 18th International Conference on Neural Information Processing (ICONIP 2011) held in Shanghai, China, during November 13–17, 2011. ICONIP is the annual conference of the Asia Paciﬁc Neural Network Assembly (APNNA). ICONIP aims to provide a high-level international forum for scientists, engineers, educators, and students to address new challenges, share solutions, and discuss future research directions in neural information processing and real-world applications. The scientiﬁc program of ICONIP 2011 presented an outstanding spectrum of over 260 research papers from 42 countries and regions, emerging from multidisciplinary areas such as computational neuroscience, cognitive science, computer science, neural engineering, computer vision, machine learning, pattern recognition, natural language processing, and many more to focus on the challenges of developing future technologies for neural information processing. In addition to the contributed papers, we were particularly pleased to have 10 plenary speeches by world-renowned scholars: Shun-ichi Amari, Kunihiko Fukushima, Aike Guo, Lei Xu, Jun Wang, DeLiang Wang, Derong Liu, Xin Yao, Soo-Young Lee, and Nikola Kasabov. The program also includes six excellent tutorials by David Cai, Irwin King, Pei-Ji Liang, Hiroshi Mamitsuka, Ming Zhou, Hang Li, and Shanfeng Zhu. The conference was followed by three post-conference workshops held in Hangzhou, on November 18, 2011: “ICONIP2011Workshop on Brain – Computer Interface and Applications,” organized by Bao-Liang Lu, Liqing Zhang, and Chin-Teng Lin; “The 4th International Workshop on Data Mining and Cybersecurity,” organized by Paul S. Pang, Tao Ban, Youki Kadobayashi, and Jungsuk Song; and “ICONIP 2011 Workshop on Recent Advances in Nature-Inspired Computation and Its Applications,” organized by Xin Yao and Shan He. The ICONIP 2011 organizers would like to thank all special session organizers for their eﬀort and time high enriched the topics and program of the conference. The program included the following 13 special sessions: “Advances in Computational Intelligence Methods-Based Pattern Recognition,” organized by Kai-Zhu Huang and Jun Sun; “Biologically Inspired Vision and Recognition,” organized by Jun Miao, Libo Ma, Liming Zhang, Juyang Weng and Xilin Chen; “Biomedical Data Analysis,” organized by Jie Yang and Guo-Zheng Li; “Brain Signal Processing,” organized by Jian-Ting Cao, Tomasz M. Rutkowski, Toshihisa Tanaka, and Liqing Zhang; “Brain-Realistic Models for Learning, Memory and Embodied Cognition,” organized by Huajin Tang and Jun Tani; “Cliﬀord Algebraic Neural Networks,” organized by Tohru Nitta and Yasuaki Kuroe; “Combining Multiple Learners,” organized by Youn`es Bennani, Nistor Grozavu, Mohamed Nadif, and Nicoleta Rogovschi; “Computational Advances in Bioinformatics,” organized by Jonathan H. Chan; “Computational-Intelligent Human–Computer Interaction,” organized by Chin-Teng Lin, Jyh-Yeong Chang,

VI

Preface

John Kar-Kin Zao, Yong-Sheng Chen, and Li-Wei Ko; “Evolutionary Design and Optimization,” organized by Ruhul Sarker and Mao-Lin Tang; “HumanOriginated Data Analysis and Implementation,” organized by Hyeyoung Park and Sang-Woo Ban; “Natural Language Processing and Intelligent Web Information Processing,” organized by Xiao-Long Wang, Rui-Feng Xu, and Hai Zhao; and “Integrating Multiple Nature-Inspired Approaches,” organized by Shan He and Xin Yao. The ICONIP 2011 conference and post-conference workshops would not have achieved their success without the generous contributions of many organizations and volunteers. The organizers would also like to express sincere thanks to APNNA for the sponsorship, to the China Neural Networks Council, International Neural Network Society, and Japanese Neural Network Society for their technical co-sponsorship, to Shanghai Jiao Tong University for its ﬁnancial and logistic supports, and to the National Natural Science Foundation of China, Shanghai Hyron Software Co., Ltd., Microsoft Research Asia, Hitachi (China) Research & Development Corporation, and Fujitsu Research and Development Center, Co., Ltd. for their ﬁnancial support. We are very pleased to acknowledge the support of the conference Advisory Committee, the APNNA Governing Board and Past Presidents for their guidance, and the members of the International Program Committee and additional reviewers for reviewing the papers. Particularly, the organizers would like to thank the proceedings publisher, Springer, for publishing the proceedings in the Lecture Notes in Computer Science Series. We want to give special thanks to the Web managers, Haoyu Cai and Dong Li, and the publication team comprising Li-Chen Shi, Yong Peng, Cong Hui, Bing Li, Dan Nie, Ren-Jie Liu, Tian-Xiang Wu, Xue-Zhe Ma, Shao-Hua Yang, Yuan-Jian Zhou and Cong Xie for checking the accepted papers in a short period of time. Last but not least, the organizers would like to thank all the authors, speakers, audience, and volunteers. November 2011

Bao-Liang Lu Liqing Zhang James Kwok

ICONIP 2011 Organization

Organizer Shanghai Jiao Tong University

Sponsor Asia Paciﬁc Neural Network Assembly

Financial Co-sponsors Shanghai Jiao Tong University National Natural Science Foundation of China Shanghai Hyron Software Co., Ltd. Microsoft Research Asia Hitachi (China) Research & Development Corporation Fujitsu Research and Development Center, Co., Ltd.

Technical Co-sponsors China Neural Networks Council International Neural Network Society Japanese Neural Network Society

Honorary Chair Shun-ichi Amari

Brain Science Institute, RIKEN, Japan

Advisory Committee Chairs Shoujue Wang Aike Guo Liming Zhang

Institute of Semiconductors, Chinese Academy of Sciences, China Institute of Neuroscience, Chinese Academy of Sciences, China Fudan University, China

VIII

ICONIP 2011 Organization

Advisory Committee Members Sabri Arik Jonathan H. Chan Wlodzislaw Duch Tom Gedeon Yuzo Hirai Ting-Wen Huang Akira Hirose Nik Kasabov Irwin King Weng-Kin Lai Min-Ho Lee Soo-Young Lee Andrew Chi-Sing Leung Chin-Teng Lin Derong Liu Noboru Ohnishi Nikhil R. Pal John Sum DeLiang Wang Jun Wang Kevin Wong Lipo Wang Xin Yao Liqing Zhang

Istanbul University, Turkey King Mongkut’s University of Technology, Thailand Nicolaus Copernicus University, Poland Australian National University, Australia University of Tsukuba, Japan Texas A&M University, Qatar University of Tokyo, Japan Auckland University of Technology, New Zealand The Chinese University of Hong Kong, Hong Kong MIMOS, Malaysia Kyungpoor National University, Korea Korea Advanced Institute of Science and Technology, Korea City University of Hong Kong, Hong Kong National Chiao Tung University, Taiwan University of Illinois at Chicago, USA Nagoya University, Japan Indian Statistical Institute, India National Chung Hsing University, Taiwan Ohio State University, USA The Chinese University of Hong Kong, Hong Kong Murdoch University, Australia Nanyang Technological University, Singapore University of Birmingham, UK Shanghai Jiao Tong University, China

General Chair Bao-Liang Lu

Shanghai Jiao Tong University, China

Program Chairs Liqing Zhang James T.Y. Kwok

Shanghai Jiao Tong University, China Hong Kong University of Science and Technology, Hong Kong

Organizing Chair Hongtao Lu

Shanghai Jiao Tong University, China

ICONIP 2011 Organization

IX

Workshop Chairs Guangbin Huang Jie Yang Xiaorong Gao

Nanyang Technological University, Singapore Shanghai Jiao Tong University, China Tsinghua University, China

Special Sessions Chairs Changshui Zhang Akira Hirose Minho Lee

Tsinghua University, China University of Tokyo, Japan Kyungpoor National University, Korea

Tutorials Chair Si Wu

Institute of Neuroscience, Chinese Academy of Sciences, China

Publications Chairs Yuan Luo Tianfang Yao Yun Li

Shanghai Jiao Tong University, China Shanghai Jiao Tong University, China Nanjing University of Posts and Telecommunications, China

Publicity Chairs Kazushi Ikeda Shaoning Pang Chi-Sing Leung

Nara Institute of Science and Technology, Japan Unitec Institute of Technology, New Zealand City University of Hong Kong, China

Registration Chair Hai Zhao

Shanghai Jiao Tong University, China

Financial Chair Yang Yang

Shanghai Maritime University, China

Local Arrangements Chairs Guang Li Fang Li

Zhejiang University, China Shanghai Jiao Tong University, China

X

ICONIP 2011 Organization

Secretary Xun Liu

Shanghai Jiao Tong University, China

Program Committee Shigeo Abe Bruno Apolloni Sabri Arik Sang-Woo Ban Jianting Cao Jonathan Chan Songcan Chen Xilin Chen Yen-Wei Chen Yiqiang Chen Siu-Yeung David Cho Sung-Bae Cho Seungjin Choi Andrzej Cichocki Jose Alfredo Ferreira Costa Sergio Cruces Ke-Lin Du Simone Fiori John Qiang Gan Junbin Gao Xiaorong Gao Nistor Grozavu Ping Guo Qing-Long Han Shan He Akira Hirose Jinglu Hu Guang-Bin Huang Kaizhu Huang Amir Hussain Danchi Jiang Tianzi Jiang Tani Jun Joarder Kamruzzaman Shunshoku Kanae Okyay Kaynak John Keane Sungshin Kim Li-Wei Ko

Takio Kurita Minho Lee Chi Sing Leung Chunshien Li Guo-Zheng Li Junhua Li Wujun Li Yuanqing Li Yun Li Huicheng Lian Peiji Liang Chin-Teng Lin Hsuan-Tien Lin Hongtao Lu Libo Ma Malik Magdon-Ismail Robert(Bob) McKay Duoqian Miao Jun Miao Vinh Nguyen Tohru Nitta Toshiaki Omori Hassab Elgawi Osman Seiichi Ozawa Paul Pang Hyeyoung Park Alain Rakotomamonjy Sarker Ruhul Naoyuki Sato Lichen Shi Jochen J. Steil John Sum Jun Sun Toshihisa Tanaka Huajin Tang Maolin Tang Dacheng Tao Qing Tao Peter Tino

ICONIP 2011 Organization

Ivor Tsang Michel Verleysen Bin Wang Rubin Wang Xiao-Long Wang Yimin Wen Young-Gul Won Yao Xin Rui-Feng Xu Haixuan Yang Jie Yang

XI

Yang Yang Yingjie Yang Zhirong Yang Dit-Yan Yeung Jian Yu Zhigang Zeng Jie Zhang Kun Zhang Hai Zhao Zhihua Zhou

Reviewers Pablo Aguilera Lifeng Ai Elliot Anshelevich Bruno Apolloni Sansanee Auephanwiriyakul Hongliang Bai Rakesh Kr Bajaj Tao Ban Gang Bao Simone Bassis Anna Belardinelli Yoshua Bengio Sergei Bezobrazov Yinzhou Bi Alberto Borghese Tony Brabazon Guenael Cabanes Faicel Chamroukhi Feng-Tse Chan Hong Chang Liang Chang Aaron Chen Caikou Chen Huangqiong Chen Huanhuan Chen Kejia Chen Lei Chen Qingcai Chen Yin-Ju Chen

Yuepeng Chen Jian Cheng Wei-Chen Cheng Yu Cheng Seong-Pyo Cheon Minkook Cho Heeyoul Choi Yong-Sun Choi Shihchieh Chou Angelo Ciaramella Sanmay Das Satchidananda Dehuri Ivan Duran Diaz Tom Diethe Ke Ding Lijuan Duan Chunjiang Duanmu Sergio Escalera Aiming Feng Remi Flamary Gustavo Fontoura Zhenyong Fu Zhouyu Fu Xiaohua Ge Alexander Gepperth M. Mohamad Ghassany Adilson Gonzaga Alexandre Gravier Jianfeng Gu Lei Gu

Zhong-Lei Gu Naiyang Guan Pedro Antonio Guti´errez Jing-Yu Han Xianhua Han Ross Hayward Hanlin He Akinori Hidaka Hiroshi Higashi Arie Hiroaki Eckhard Hitzer Gray Ho Kevin Ho Xia Hua Mao Lin Huang Qinghua Huang Sheng-Jun Huang Tan Ah Hwee Kim Min Hyeok Teijiro Isokawa Wei Ji Zheng Ji Caiyan Jia Nanlin Jin Liping Jing Yoonseop Kang Chul Su Kim Kyung-Joong Kim Saehoon Kim Yong-Deok Kim

XII

ICONIP 2011 Organization

Irwin King Jun Kitazono Masaki Kobayashi Yasuaki Kuroe Hiroaki Kurokawa Chee Keong Kwoh James Kwok Lazhar Labiod Darong Lai Yuan Lan Kittichai Lavangnananda John Lee Maylor Leung Peter Lewis Fuxin Li Gang Li Hualiang Li Jie Li Ming Li Sujian Li Xiaosong Li Yu-feng Li Yujian Li Sheng-Fu Liang Shu-Hsien Liao Chee Peng Lim Bingquan Liu Caihui Liu Jun Liu Xuying Liu Zhiyong Liu Hung-Yi Lo Huma Lodhi Gabriele Lombardi Qiang Lu Cuiju Luan Abdelouahid Lyhyaoui Bingpeng Ma Zhiguo Ma Laurens Van Der Maaten Singo Mabu Shue-Kwan Mak Asawin Meechai Limin Meng

Komatsu Misako Alberto Moraglio Morten Morup Mohamed Nadif Kenji Nagata Quang Long Ngo Phuong Nguyen Dan Nie Kenji Nishida Chakarida Nukoolkit Robert Oates Takehiko Ogawa Zeynep Orman Jonathan Ortigosa-Hernandez Mourad Oussalah Takashi J. Ozaki Neyir Ozcan Pan Pan Paul S. Pang Shaoning Pang Seong-Bae Park Sunho Park Sakrapee Paul Helton Maia Peixoto Yong Peng Jonas Peters Somnuk Phon-Amnuaisuk J.A. Fernandez Del Pozo Santitham Prom-on Lishan Qiao Yuanhua Qiao Laiyun Qing Yihong Qiu Shah Atiqur Rahman Alain Rakotomamonjy Leon Reznik Nicoleta Rogovschi Alfonso E. Romero Fabrice Rossi Gain Paolo Rossi Alessandro Rozza Tomasz Rutkowski Nishimoto Ryunosuke

Murat Saglam Treenut Saithong Chunwei Seah Lei Shi Katsunari Shibata A. Soltoggio Bo Song Guozhi Song Lei Song Ong Yew Soon Liang Sun Yoshinori Takei Xiaoyang Tan Chaoying Tang Lei Tang Le-Tian Tao Jon Timmis Yohei Tomita Ming-Feng Tsai George Tsatsaronis Grigorios Tsoumakas Thomas Villmann Deng Wang Frank Wang Jia Wang Jing Wang Jinlong Wang Lei Wang Lu Wang Ronglong Wang Shitong Wang Shuo Wang Weihua Wang Weiqiang Wang Xiaohua Wang Xiaolin Wang Yuanlong Wang Yunyun Wang Zhikun Wang Yoshikazu Washizawa Bi Wei Kong Wei Yodchanan Wongsawat Ailong Wu Jiagao Wu

ICONIP 2011 Organization

Jianxin Wu Qiang Wu Si Wu Wei Wu Wen Wu Bin Xia Chen Xie Zhihua Xiong Bingxin Xu Weizhi Xu Yang Xu Xiaobing Xue Dong Yang Wei Yang Wenjie Yang Zi-Jiang Yang Tianfang Yao Nguwi Yok Yen Florian Yger Chen Yiming Jie Yin Lijun Yin Xucheng Yin Xuesong Yin

Jiho Yoo Washizawa Yoshikazu Motohide Yoshimura Hongbin Yu Qiao Yu Weiwei Yu Ying Yu Jeong-Min Yun Zeratul Mohd Yusoh Yiteng Zhai Biaobiao Zhang Danke Zhang Dawei Zhang Junping Zhang Kai Zhang Lei Zhang Liming Zhang Liqing Zhang Lumin Zhang Puming Zhang Qing Zhang Rui Zhang Tao Zhang Tengfei Zhang

XIII

Wenhao Zhang Xianming Zhang Yu Zhang Zehua Zhang Zhifei Zhang Jiayuan Zhao Liang Zhao Qi Zhao Qibin Zhao Xu Zhao Haitao Zheng Guoqiang Zhong Wenliang Zhong Dong-Zhuo Zhou Guoxu Zhou Hongming Zhou Rong Zhou Tianyi Zhou Xiuling Zhou Wenjun Zhu Zhanxing Zhu Fernando Jos´e Von Zube

Table of Contents – Part II

Cybersecurity and Data Mining Workshop Agent Personalized Call Center Traﬃc Prediction and Call Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Raﬁq A. Mohammed and Paul Pang

1

Mapping from Student Domain into Website Category . . . . . . . . . . . . . . . . Xiaosong Li

11

Entropy Based Discriminators for P2P Teletraﬃc Characterization . . . . . Tao Ban, Shanqing Guo, Masashi Eto, Daisuke Inoue, and Koji Nakao

18

Faster Log Analysis and Integration of Security Incidents Using Knuth-Bendix Completion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ruo Ando and Shinsuke Miwa

28

Fast Protocol Recognition by Network Packet Inspection . . . . . . . . . . . . . . Chuantong Chen, Fengyu Wang, Fengbo Lin, Shanqing Guo, and Bin Gong

37

Network Flow Classiﬁcation Based on the Rhythm of Packets . . . . . . . . . . Liangxiong Li, Fengyu Wang, Tao Ban, Shanqing Guo, and Bin Gong

45

Data Mining and Knowledge Discovery Energy-Based Feature Selection and Its Ensemble Version . . . . . . . . . . . . . Yun Li and Su-Yan Gao

53

The Rough Set-Based Algorithm for Two Steps . . . . . . . . . . . . . . . . . . . . . . Shu-Hsien Liao, Yin-Ju Chen, and Shiu-Hwei Ho

63

An Inﬁnite Mixture of Inverted Dirichlet Distributions . . . . . . . . . . . . . . . . Taouﬁk Bdiri and Nizar Bouguila

71

Multi-Label Weighted k -Nearest Neighbor Classiﬁer with Adaptive Weight Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Jianhua Xu

79

Emotiono: An Ontology with Rule-Based Reasoning for Emotion Recognition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Xiaowei Zhang, Bin Hu, Philip Moore, Jing Chen, and Lin Zhou

89

XVI

Table of Contents – Part II

Parallel Rough Set: Dimensionality Reduction and Feature Discovery of Multi-dimensional Data in Visualization . . . . . . . . . . . . . . . . . . . . . . . . . . Tze-Haw Huang, Mao Lin Huang, and Jesse S. Jin

99

Feature Extraction via Balanced Average Neighborhood Margin Maximization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Xiaoming Chen, Wanquan Liu, Jianhuang Lai, and Ke Fan

109

The Relationship between the Newborn Rats’ Hypoxic-Ischemic Brain Damage and Heart Beat Interval Information . . . . . . . . . . . . . . . . . . . . . . . . Xiaomin Jiang, Hiroki Tamura, Koichi Tanno, Li Yang, Hiroshi Sameshima, and Tsuyomu Ikenoue

117

A Robust Approach for Multivariate Binary Vectors Clustering and Feature Selection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Mohamed Al Mashrgy, Nizar Bouguila, and Khalid Daoudi

125

The Self-Organizing Map Tree (SOMT) for Nonlinear Data Causality Prediction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Younjin Chung and Masahiro Takatsuka

133

Document Classiﬁcation on Relevance: A Study on Eye Gaze Patterns for Reading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Daniel Fahey, Tom Gedeon, and Dingyun Zhu

143

Multi-Task Low-Rank Metric Learning Based on Common Subspace . . . . Peipei Yang, Kaizhu Huang, and Cheng-Lin Liu Reservoir-Based Evolving Spiking Neural Network for Spatio-temporal Pattern Recognition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stefan Schliebs, Haza Nuzly Abdull Hamed, and Nikola Kasabov An Adaptive Approach to Chinese Semantic Advertising . . . . . . . . . . . . . . Jin-Yuan Chen, Hai-Tao Zheng, Yong Jiang, and Shu-Tao Xia A Lightweight Ontology Learning Method for Chinese Government Documents . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Xing Zhao, Hai-Tao Zheng, Yong Jiang, and Shu-Tao Xia Relative Association Rules Based on Rough Set Theory . . . . . . . . . . . . . . . Shu-Hsien Liao, Yin-Ju Chen, and Shiu-Hwei Ho

151

160 169

177 185

Scalable Data Clustering: A Sammon’s Projection Based Technique for Merging GSOMs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hiran Ganegedara and Damminda Alahakoon

193

A Generalized Subspace Projection Approach for Sparse Representation Classiﬁcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bingxin Xu and Ping Guo

203

Table of Contents – Part II

XVII

Evolutionary Design and Optimisation Macro Features Based Text Categorization . . . . . . . . . . . . . . . . . . . . . . . . . . Dandan Wang, Qingcai Chen, Xiaolong Wang, and Buzhou Tang

211

Univariate Marginal Distribution Algorithm in Combination with Extremal Optimization (EO, GEO) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Mitra Hashemi and Mohammad Reza Meybodi

220

Promoting Diversity in Particle Swarm Optimization to Solve Multimodal Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Shi Cheng, Yuhui Shi, and Quande Qin

228

Analysis of Feature Weighting Methods Based on Feature Ranking Methods for Classiﬁcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Norbert Jankowski and Krzysztof Usowicz

238

Simultaneous Learning of Instantaneous and Time-Delayed Genetic Interactions Using Novel Information Theoretic Scoring Technique . . . . . Nizamul Morshed, Madhu Chetty, and Nguyen Xuan Vinh

248

Resource Allocation and Scheduling of Multiple Composite Web Services in Cloud Computing Using Cooperative Coevolution Genetic Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Lifeng Ai, Maolin Tang, and Colin Fidge

258

Graphical Models Image Classiﬁcation Based on Weighted Topics . . . . . . . . . . . . . . . . . . . . . . Yunqiang Liu and Vicent Caselles

268

A Variational Statistical Framework for Object Detection . . . . . . . . . . . . . Wentao Fan, Nizar Bouguila, and Djemel Ziou

276

Performances Evaluation of GMM-UBM and GMM-SVM for Speaker Recognition in Realistic World . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nassim Asbai, Abderrahmane Amrouche, and Mohamed Debyeche SVM and Greedy GMM Applied on Target Identiﬁcation . . . . . . . . . . . . . Dalila Yessad, Abderrahmane Amrouche, and Mohamed Debyeche Speaker Identiﬁcation Using Discriminative Learning of Large Margin GMM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Khalid Daoudi, Reda Jourani, R´egine Andr´e-Obrecht, and Driss Aboutajdine Sparse Coding Image Denoising Based on Saliency Map Weight . . . . . . . . Haohua Zhao and Liqing Zhang

284 292

300

308

XVIII

Table of Contents – Part II

Human-Originated Data Analysis and Implementation Expanding Knowledge Source with Ontology Alignment for Augmented Cognition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Jeong-Woo Son, Seongtaek Kim, Seong-Bae Park, Yunseok Noh, and Jun-Ho Go

316

Nystr¨ om Approximations for Scalable Face Recognition: A Comparative Study . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Jeong-Min Yun and Seungjin Choi

325

A Robust Face Recognition through Statistical Learning of Local Features . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Jeongin Seo and Hyeyoung Park

335

Development of Visualizing Earphone and Hearing Glasses for Human Augmented Cognition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Byunghun Hwang, Cheol-Su Kim, Hyung-Min Park, Yun-Jung Lee, Min-Young Kim, and Minho Lee Facial Image Analysis Using Subspace Segregation Based on Class Information . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Minkook Cho and Hyeyoung Park An Online Human Activity Recognizer for Mobile Phones with Accelerometer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Yuki Maruno, Kenta Cho, Yuzo Okamoto, Hisao Setoguchi, and Kazushi Ikeda Preprocessing of Independent Vector Analysis Using Feed-Forward Network for Robust Speech Recognition . . . . . . . . . . . . . . . . . . . . . . . . . . . . Myungwoo Oh and Hyung-Min Park

342

350

358

366

Information Retrieval Learning to Rank Documents Using Similarity Information between Objects . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Di Zhou, Yuxin Ding, Qingzhen You, and Min Xiao

374

Eﬃcient Semantic Kernel-Based Text Classiﬁcation Using Matching Pursuit KFDA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Qing Zhang, Jianwu Li, and Zhiping Zhang

382

Introducing a Novel Data Management Approach for Distributed Large Scale Data Processing in Future Computer Clouds . . . . . . . . . . . . . . . . . . . Amir H. Basirat and Asad I. Khan

391

Table of Contents – Part II

XIX

PatentRank: An Ontology-Based Approach to Patent Search . . . . . . . . . . Ming Li, Hai-Tao Zheng, Yong Jiang, and Shu-Tao Xia

399

Fast Growing Self Organizing Map for Text Clustering . . . . . . . . . . . . . . . . Sumith Matharage, Damminda Alahakoon, Jayantha Rajapakse, and Pin Huang

406

News Thread Extraction Based on Topical N-Gram Model with a Background Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Zehua Yan and Fang Li

416

Integrating Multiple Nature-Inspired Approaches Alleviate the Hypervolume Degeneration Problem of NSGA-II . . . . . . . . . Fei Peng and Ke Tang A Hybrid Dynamic Multi-objective Immune Optimization Algorithm Using Prediction Strategy and Improved Diﬀerential Evolution Crossover Operator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Yajuan Ma, Ruochen Liu, and Ronghua Shang

425

435

Optimizing Interval Multi-objective Problems Using IEAs with Preference Direction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Jing Sun, Dunwei Gong, and Xiaoyan Sun

445

Fitness Landscape-Based Parameter Tuning Method for Evolutionary Algorithms for Computing Unique Input Output Sequences . . . . . . . . . . . Jinlong Li, Guanzhou Lu, and Xin Yao

453

Introducing the Mallows Model on Estimation of Distribution Algorithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Josu Ceberio, Alexander Mendiburu, and Jose A. Lozano

461

Kernel Methods and Support Vector Machines Support Vector Machines with Weighted Regularization . . . . . . . . . . . . . . . Tatsuya Yokota and Yukihiko Yamashita

471

Relational Extensions of Learning Vector Quantization . . . . . . . . . . . . . . . Barbara Hammer, Frank-Michael Schleif, and Xibin Zhu

481

On Low-Rank Regularized Least Squares for Scalable Nonlinear Classiﬁcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Zhouyu Fu, Guojun Lu, Kai-Ming Ting, and Dengsheng Zhang Multitask Learning Using Regularized Multiple Kernel Learning . . . . . . . Mehmet G¨ onen, Melih Kandemir, and Samuel Kaski

490 500

XX

Table of Contents – Part II

Solving Support Vector Machines beyond Dual Programming . . . . . . . . . . Xun Liang

510

Learning with Box Kernels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stefano Melacci and Marco Gori

519

A Novel Parameter Reﬁnement Approach to One Class Support Vector Machine . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Trung Le, Dat Tran, Wanli Ma, and Dharmendra Sharma Multi-Sphere Support Vector Clustering . . . . . . . . . . . . . . . . . . . . . . . . . . . . Trung Le, Dat Tran, Phuoc Nguyen, Wanli Ma, and Dharmendra Sharma Testing Predictive Properties of Eﬃcient Coding Models with Synthetic Signals Modulated in Frequency . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fausto Lucena, Mauricio Kugler, Allan Kardec Barros, and Noboru Ohnishi

529

537

545

Learning and Memory A Novel Neural Network for Solving Singular Nonlinear Convex Optimization Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Lijun Liu, Rendong Ge, and Pengyuan Gao

554

An Extended TopoART Network for the Stable On-line Learning of Regression Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Marko Tscherepanow

562

Introducing Reordering Algorithms to Classic Well-Known Ensembles to Improve Their Performance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Joaqu´ın Torres-Sospedra, Carlos Hern´ andez-Espinosa, and Mercedes Fern´ andez-Redondo Improving Boosting Methods by Generating Speciﬁc Training and Validation Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Joaqu´ın Torres-Sospedra, Carlos Hern´ andez-Espinosa, and Mercedes Fern´ andez-Redondo Using Bagging and Cross-Validation to Improve Ensembles Based on Penalty Terms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Joaqu´ın Torres-Sospedra, Carlos Hern´ andez-Espinosa, and Mercedes Fern´ andez-Redondo A New Algorithm for Learning Mahalanobis Discriminant Functions by a Neural Network . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Yoshifusa Ito, Hiroyuki Izumi, and Cidambi Srinivasan

572

580

588

596

Table of Contents – Part II

Learning of Dynamic BNN toward Storing-and-Stabilizing Periodic Patterns . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ryo Ito, Yuta Nakayama, and Toshimichi Saito

XXI

606

Self-organizing Digital Spike Interval Maps . . . . . . . . . . . . . . . . . . . . . . . . . . Takashi Ogawa and Toshimichi Saito

612

Shape Space Estimation by SOM2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sho Yakushiji and Tetsuo Furukawa

618

Neocognitron Trained by Winner-Kill-Loser with Triple Threshold . . . . . Kunihiko Fukushima, Isao Hayashi, and Jasmin L´eveill´e

628

Nonlinear Nearest Subspace Classiﬁer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Li Zhang, Wei-Da Zhou, and Bing Liu

638

A Novel Framework Based on Trace Norm Minimization for Audio Event Detection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ziqiang Shi, Jiqing Han, and Tieran Zheng A Modiﬁed Multiplicative Update Algorithm for Euclidean Distance-Based Nonnegative Matrix Factorization and Its Global Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ryota Hibi and Norikazu Takahashi A Two Stage Algorithm for K -Mode Convolutive Nonnegative Tucker Decomposition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Qiang Wu, Liqing Zhang, and Andrzej Cichocki

646

655

663

Making Image to Class Distance Comparable . . . . . . . . . . . . . . . . . . . . . . . . Deyuan Zhang, Bingquan Liu, Chengjie Sun, and Xiaolong Wang

671

Margin Preserving Projection for Image Set Based Face Recognition . . . . Ke Fan, Wanquan Liu, Senjian An, and Xiaoming Chen

681

An Incremental Class Boundary Preserving Hypersphere Classiﬁer . . . . . Noel Lopes and Bernardete Ribeiro

690

Co-clustering for Binary Data with Maximum Modularity . . . . . . . . . . . . . Lazhar Labiod and Mohamed Nadif

700

Co-clustering under Nonnegative Matrix Tri-Factorization . . . . . . . . . . . . . Lazhar Labiod and Mohamed Nadif

709

SPAN: A Neuron for Precise-Time Spike Pattern Association . . . . . . . . . . Ammar Mohemmed, Stefan Schliebs, and Nikola Kasabov

718

Induction of the Common-Sense Hierarchies in Lexical Data . . . . . . . . . . . Julian Szyma´ nski and Wlodzislaw Duch

726

XXII

Table of Contents – Part II

A Novel Synthetic Minority Oversampling Technique for Imbalanced Data Set Learning . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sukarna Barua, Md. Monirul Islam, and Kazuyuki Murase

735

A New Simultaneous Two-Levels Coclustering Algorithm for Behavioural Data-Mining . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Gu´ena¨el Cabanes, Youn`es Bennani, and Dominique Fresneau

745

An Evolutionary Fuzzy Clustering with Minkowski Distances . . . . . . . . . . Vivek Srivastava, Bipin K. Tripathi, and Vinay K. Pathak

753

A Dynamic Unsupervised Laterally Connected Neural Network Architecture for Integrative Pattern Discovery . . . . . . . . . . . . . . . . . . . . . . . Asanka Fonseka, Damminda Alahakoon, and Jayantha Rajapakse

761

Author Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

771

Agent Personalized Call Center Traﬃc Prediction and Call Distribution Raﬁq A. Mohammed and Paul Pang Department of Computing, Unitec Institute of Technology, Private Bag 92025, New Zealand [email protected]

Abstract. A call center operates with customers calls directed to agents for service based on online call traﬃc prediction. Existing methods for call prediction implement exclusively inductive machine learning, which gives often under accurate prediction for call center abnormal traﬃc jam. This paper proposes an agent personalized call prediction method that encodes agent skill information as the prior knowledge to call prediction and distribution. The developed call broker system is tested on handling a telecom call center traﬃc jam happened in 2008. The results show that the proposed method predicts the occurrence of traﬃc jam earlier than existing depersonalized call prediction methods. The conducted cost-return calculation indicates that the ROI (return on investment) is enormously positive for any call center to implement such an agent personalized call broker system. Keywords: Call Center Management, Call Traﬃc Prediction, Call Trafﬁc Jam, Agent Personalized Call Broker.

1

Introduction

Call centers are the backbone of any service industry. A recent McKin-sey study revealed that for credit card companies generate up to 25% of new revenue from inbound calls center’s [13]. The telecommunication industry is improving at a very high speed [8], the total number of mobile phone users has exceeded 400 million by September 2006; and this immense market growth has generated a cutthroat competition among the service providers. These scenarios have brought up the need of call center’s, which can oﬀer quality services over the phone to stay in a competitive environment. A call center handles calls from several queues and mainly consists of residential, mobile, business and broadband customers. The faults call center queues operates 24 hours a day and 7 days a week. Fig. 1 gives the diagram of call center call processing. The Interactive Voice Response (IVR) system, initially takes up the call from the customer, and performs a diagnosis conversation of the problem with the customer, such that the problem can be resolved on-line with the process of self-check with the customer. If the problem is not resolved, the system will divert the call to the software broker, which actually understands the problem by looking at the paraphrased B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 1–10, 2011. c Springer-Verlag Berlin Heidelberg 2011

2

R.A. Mohammed and P. Pang

problem description. The broker is going to request for a list of available agents to a search engine, such that it can link the path of the call to an agent queue with the help of Automatic Call Distributor (ACD). From the available list, the broker requests supervisor to assist in selection criteria. The supervisor monitors agent performance from the agent and customer databases (DB) and evaluates when it is required to select a better agent for a customer in queue. The search engine list the most appropriate agent based on agent database and supervisor recommendations.

Attributes Value Pairs

NLP Voice-to Text

Voice-to Text

Pop-Up (problem Desc) Agent 1001

Customer

Problem Conversation

I V R

Agent 1002

Broker

t es t qu en Re r Ag fo Human Superviosr

Call Records DB

Agent 1003

Agent DB

Search Engine

Performance Evaluations

Fig. 1. Diagram of call center call processing

For the broker system in Fig. 1, calls are routed based on the availability of the skilled agent for which the call was made for. If the primary skilled agent is not available, the call will be routed to the secondary skilled agent. However, if ’m’ number of primary skilled or ’n’, number of secondary skilled agents are available to answer the calls; the ACD will allocate the calls giving priority to the agents who have been waiting for the longest time. Obviously, this is not an eﬃcient call broke approach because the skill of each agent actually is diﬀerent from one another. Nevertheless, such call broker systems have been widely used in call centers for automatic call distribution and they are working well to handle normal traﬃc call ﬂows. However, traﬃc jam occurs sometime in a call center, even if the above call broker systems are used. While traﬃc jam, the call arrival pattern displays for a certain period an unusual size of call volume per day, as well as an abnormal call distribution. Analyzing the facts for these unusual call distributions, it is found that they are often caused by some technical accident, for example a major telecom exchange system was down and it caused an increase in the number of calls coming to the call center. This paper studies a new IT solution to such call

Agent Personalized Call Center Traﬃc Prediction and Call Distribution

3

center traﬃc jam, and proposes an agent personalized call prediction and call distribution model.

2

Call Center Management

A call center is a dedicated operation with employees focus entirely on oﬀering customer service [1]. While performing business tasks there raise a question, how can we perform trade-oﬀ between customer service quality (CSQ) and eﬀciency of business operations (EBO)? A better customer service will bring beneﬁts for customers such as service quality [4], satisfaction [2, 3] for eﬃcient resolutions of their problems. This will in-turn generate customer loyalty, eﬀective business solutions, revenue producer and competitive market share for organization and ﬁnally bring a sort of job satisfaction to the agents for oﬀering eﬃcient customer solutions. 2.1

CSQ Measurements

Telephone Service Factor (TSF) is a quality measure in a call center, which tells us the percentage of incoming calls answered or abandoned within the customer deﬁned threshold time. The quickness of calls answered or abandoned would be a usual measure of TSF. The customer speciﬁes the time (in seconds) in the programming of the telephone system. The usual result would be a percentage of calls that falls with in that threshold time. AverageWork Time (AWT) measures the eﬃciency of agent performance in a call center. AWT is computed as (Login time-wait time)/(No of calls Answered). Login time denotes the state, in which agents have signed on to a system to make their presence known, but may or may not be ready to receive calls. Wait time denotes the availability of agents to receive calls. For example, Telecom NewZealand (TNZ) assures AWT of 6 minutes as an eﬀective benchmark to calculate agent’s eﬃciency. In addition to TSF and AWT, other CSQ measurements include Average Speed of Answer (ASA) [8], Call Abundances (CA), Recall/First Call Resolution (FCR) [8], and Average Handling Time (AHT). 2.2

EBO and Trade-Oﬀ between CSQ and EBO

On the other side, call center measures eﬃciency of business operations based on a) staﬀ eﬃciency and b) cost eﬃciency. Bringing out some of the approaches of organizations, an airline industry has chosen to allow some loss of service to the customer reservations system such that they can save large costs of staﬃng during heavy traﬃc periods and thus deviated TSF norm deliberately in favor of economic considerations. Looking at aspects for resolving trade-oﬀ between CSQ and EBO, organizations attempt to meet both monetary and service priorities and are often leading to conﬄicts such as “hard versus soft goals”, “intangible versus tangible outcomes” [3], “Taylorism versus tailorism” while managing call center. The

4

R.A. Mohammed and P. Pang

organization has to maintain a balance between customer service quality and eﬃciency of business operations, as loss of service to eﬃciency can inﬂuence its future. In [4], this idea has been supported that who perceived customer loyalty to the organization has a positive relation with service quality of the call center. The call center is no more a cost center, as a good customer service generates loyalty and revenue to the organization. Many businesses are coming out of dilemma to consider call centers as a strategic revenue generating units rather than purely as a cost center while oﬀering customer service [2].

3

Review of Call-Center IT Solutions

According to [2], researchers develop several types of optimization, queuing and simulations models, heuristics and algorithms to help decrease customer wait times, increase throughput, and increase customer satisfaction. Such research eﬀorts have led to several real-time scheduling techniques and optimization models that enable call center to manage capacity more eﬃciently, even when faced with highly ﬂuctuating demand. Erlang C: The Erlang-C queuing model M/M/n assumes calls arrive at Poisson arrival rate, the service time is exponentially distributed and there are n agents with identical statistical details. However, it is deﬁcient as an accurate depiction of a call center in some major respects: it does not include priorities of customers; it assumes that skills of agents and their service-time distributions are identical, it ignores customers’ recalls, etc. [5] and ignores call abandonment’s as well. Erlang A: Bringing in the defects of Erlang C model for ignoring call abandonment’s [6] analyzed the simplest abandonment model M/M/n+M (Erlang-A), in which customers’ patience is exponentially distributed; such that customer satisfaction and call abandonment’s are calculated. In addition, ”Rules of thumb” for the design and staﬃng of medium to large call centers were then derived [5]. Erlang B: It is widely used to determine the number of trunks required to handle a known calling load during a one-hour period. The formula assumes that if callers get busy signals, they go away forever, never to retry (lost calls cleared). Since some callers retry, Erlang B can underestimate trunks required. However, Erlang B is generally accurate in situations with few busy signals as it incorporates blocking of customers. Telecommunication call center often uses the queuing model like Erlang A & Erlang C for the operations of optimization [8]. As observed from the TNZ case study, the call center uses Erlang C to predict agent requirements based on forecasted call volumes & handle times with the use of excel spreadsheets. TNZ also use a workforce management tool called ”ResourcePro” that does the scheduling of agents. Data Warehousing (DWH): Looking at the works of researcher [8] use of OLAP (On-Line Analytical Processing) and data mining manage to mine service quality metrics such as ASA, recall, IVR optimization to improve the service quality. However, if we include agent DB with in the DWH, it is possible to monitor and evaluate the performance of agents, such that to improve call quality and customer service satisfaction.

Agent Personalized Call Center Traﬃc Prediction and Call Distribution

5

Data Mining: Looking at some of the advancements of CIT, with Predictive modelling such as decision-tree or neural network based techniques it is possible to predict customer behavior, and the analysis of customer behavior with data mining aims to improve customer satisfaction [7].

Agent 1001 Agent 1002 Agent 1003

1 stream of calls

Agent 1004

Broker

Agent 1005 Agent 1006 Agent 1007 Agent 1008 Agent 1009 Agent 1010

Fig. 2. Diagram of call center broker system with depersonalized call prediction model

4

Existing Call Prediction Methods

In literature, several inductive machine learning methods has been investigated and used for call volume prediction of call center. This includes, (1) DENFIS (Dynamic Evolving Neural-Fuzzy Inference System), a method of fuzzy interface systems for online and/or oﬄine adaptive learning [9]. DENFIS adapts new features from the dynamic change of data, thus is capable of predicting the dynamic time series prediction eﬃciently; (2) MLR (Multiple Linear regressions), a statistical multivariate least squares regression method. This method takes a dataset with one output but multiple input variables, seeking a formula that approximates the data samples that can in linear regression. The obtained regression formula is used as a prediction model for any new input vectors; (3) MLP (Multilayer Perceptrons), a standard neural network model for learning from data as a non-linear function that discriminates (or approximates) data according to output labels (values). Additionally, it is worth noting that the experience-based prediction is popularly used for call prediction. Such methods use an estimator drawn from past experience and expectations to forecast future call traﬃc parameters. Fig. 2 illustrates the scenario of de-personalized broker, where the stream of calls is allocated by an automatic call distributor (broker) to the available agents irrespective of the skills of the agents. In other words, call is equally distributed to agents, regardless of the skill diﬀerences amongst agents. In practice, such de-personalized model could be suitable for a call center of 5-6 agents. However for a call center

6

R.A. Mohammed and P. Pang

greater than 50 agents, such de-personalized call prediction/distribution actually deducts the eﬃciency of business operations, as well as the customer service quality of the call center. In the scenario of handling large number of agents, an alternative approach is to introduce an agent personalized call prediction method at the automatic call distributor (broker) software system.

5

Proposed Call Prediction Method

The idea of personalized call broker is from Fig. 3. With agent personalized call prediction, the broker system works virtually having a number of brokers personalized to each agent, rather than a single generalist broker for all the agents. This makes the problem simpler to predict the appropriate calls to the each individual agent of the whole agent team [10]. Implementing such system at ACD is expected to improve the functionality of broker and will bring us real time approaches to automatic call distribution. Brokers

Agent 1001 Agent 1002 Agent 1003

1 stream of calls

Agent 1004 Agent 1005 Agent 1006 Agent 1007 Agent 1008 Agent 1009 Agent 1010

Fig. 3. Diagram of agent personalized call center broker system

5.1

Agent Personalized Prediction

Assume that a call center has total m agents, traditional broker system maintains as in Fig. 2 one general call volume prediction, and distribute calls equally to m agents. Obviously, this is not an eﬃcient approach as the skill of each agent is diﬀerent from one another. Given a data stream D = {y(i), y(i + 1), . . . , y(i + t)}, representing a certain period of historical call volume confronted by the call center, depersonalized call prediction can be formulated as, y(i + t + 1) = f (y(i), y(i + 1), . . . , y(i + t))

(1)

Agent Personalized Call Center Traﬃc Prediction and Call Distribution

7

where y(i) represents the number of calls at a certain time point i, f is the base prediction function, which could be a Multivariate Linear Regressions (MLR), Neural Network, or any other type of prediction method described above. Introducing the skill grade of each agent S = {s1 , s2 , . . . , sm } as the prior knowledge to the predictor, we have the call volume decomposed into m data streams accordingly. Then, the number of call on each agent is calculated as, y(t)sj z (j) (t) = , j ∈ [1; m]. i=1 Si

(2)

Partitioning data stream D by (2) and applying (1) to each individual data stream obtained from (2), we have, z (1) (i + t + 1) = f (1)(z (1) (i), z (1) (i + 1), . . . , z (1) (i + t)) z (2) (i + t + 1) = f (2)(z (2) (i), z (2) (i + 1), . . . , z (2) (i + t))) ... ... ... z (m) (i + t + 1) = f (m)(z (m) (i), z (m)(i + 1), . . . , z (m) (i + t)).

(3)

m Since y(t + 1) = j=1 z(j)(t + 1), a personalized prediction model for call traﬃc prediction can be formulated as, (1) (2) (m) y(i + t + 1) = Ω(f m, f (j), . . . , f , S) 1 = m j=1 z (i + t + 1)

(4)

where Ω is the personalized prediction model based on the prior knowledge from agent skill information.

6

Experiments and Discussion

The datasets originated from a New Zealand telecommunication industry call center. The call data consists of detailed call-by-call histories obtained from the faults resolve department. The call data to the system arrives regularly at 15 minutes intervals and for the entire day. The queues are busy mostly between the operating hours of 7 AM and 11 PM. In order to bring a legitimate comparison, data from 07:00 to 23:00 hours will be considered for data analysis and practical investigation. For traﬃc jam call prediction, the dataset consists of 40 days of call volume data between dates of 22/01/2008 till 01/03/2008. The ﬁrst 30 days have a normal distribution and the last 10 days depict a traﬃc jam. A sliding window approach is implemented to predict the next day’s call volume, whereby for each subsequent day of prediction the window will be moved one day ahead. This approach will predict the call volume for 10 days of traﬃc jam period. To exhibit the advantages of our method, we use a standard MLR as the base prediction function, and evaluate prediction performance by both call volume in terms of the number of calls, and the root mean squared error (RMSE).

8

R.A. Mohammed and P. Pang

Table 1. Call volume in terms of the number of calls, and the root mean squared error (RMSE) Methods T r (days) T p (days) St (days) Cost Saving (%) De-personalized 3.60 8.60 1.40 (52,700-38,419)/52,700=27% Personalized 3.48 8.487 1.52 (52,700-45,308)/52,700=14%

6.1

Traﬃc Jam Call Prediction

Fig. 4 gives a comparison between the proposed agent personalized method versus the depersonalized prediction method for call forecasting within the period of traﬃc jam. As seen from the experimental results, utilizing agent skills as the prior knowledge to personalized prediction gives us a superior call volume prediction accuracy and lower RMSE than the typical prediction method. Assuming that the 10 days traﬃc jam follows generally a Gaussian distribution, then the traﬃc jam reaches its peak on the 5th day, which is the midpoint of the traﬃc jam period. Consider 5 days as the constant parameter, we calculate the predicted traﬃc jam period as T p = T s + T r. Here, T s is the starting point of traﬃc jam, which is normally determined by, if current 5-day average traﬃc volume is greater than the threshold of traﬃc jam average daily call volume. T r is the time to release the traﬃc jam calculated by (A−N = P ), where A is actual calls during the traﬃc jam period; N is calls for the period in the case of normal traﬃc; and P is average daily predicted calls by each method during traﬃc jam period. The time saving due to call prediction St is calculated by subtracting the total time of prediction from traﬃc jam period, which is 10 − T p. Table 1 presents the traﬃc jam release time and time savings due to call prediction. It is evident that personalized call predictions save us 1.52 days, which is better than the 1.40 days from typical de-personalized call predictions. 6.2

Cost & Return Evaluation

According to [11], the operating cost in a call center includes, agents salaries, network cost, and management cost, where agents salaries typically account for 60% to 70 % of the total operating costs. Considering an additional cost of $52,700 for the 10 days traﬃc jam, introducing traﬃc jam problem solving, the de-personalized call prediction release the traﬃc jam in 8.60 days with a total cost of $45,308. This is in contrast to the agent personalized prediction that releases the same traﬃc jam in 8.48 days with a total cost of $38,419 and a saving of 27%. Table. 1 records the traﬃc jam cost saving due to call prediction by diﬀerent methods. On the other hand, while computing the cost of single supervisor, it will incur an additional cost of $1151 for a 10-day period to hire a new supervisor to manage the call center. According to [12], the cost of hiring additional supervisor amounts to $42,000 per year to manage a call center. Thus from the cost and

Agent Personalized Call Center Traﬃc Prediction and Call Distribution

9

(a)

(b) Fig. 4. Comparisons of personalized versus de-personalized methods for traﬃc jam period call prediction, (a) call volume predictions and (b) root mean square error (RMSE)

return calculation, it is beneﬁcial for any call center to implement personalized call broker model, as there is a minimum net saving of $20,666 as return on investment.

7

Conclusions

This paper develops a new call broker model that implements an agent personalized call prediction approach towards enhancing the call distribution capability of existing call broker. In our traﬃc jam problem investigation, the proposed personalized call broker model is demonstrated capable of releasing traﬃc jam earlier than the existing depersonalized system. Addressing telecommunication industry call center management, the presented research brings the awareness of call center traﬃc jam, appealing for change in call prediction models to foresee and avoid future call center traﬃc jams.

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R.A. Mohammed and P. Pang

References 1. Taylor, P., Bain, P.: An assembly line in the head’: work and employee relations in the call centre. Industrial Relations Journal 30(2), 101–117 (1999) 2. Jack, E.P., Bedics, T.A., McCary, C.E.: Operational challenges in the call center industry: a case study and resource-based framework. Managing Service Quality 16(5), 477–500 (2006) 3. Gilmore, A., Moreland, L.: Call centres: How can service quality be managed. Irish Marketing Review 13(1), 3–11 (2000) 4. Dean, A.M.: Service quality in call centres: implications for customer loyalty. Managing Service Quality 12(6), 414–423 (2002) 5. Mandelbaum, A., Zeltyn, S.: The impact of customers’ patience on delay and abandonment: some empirically-driven experiments with the M/M/n+ G queue. OR Spectrum 26(3), 377–411 (2004) 6. Garnet, O., Mandelbaum, A., Reiman, M.: Designing a Call Center with Impatient Customers. Manufacturing and Service Operations Management 4(3), 208–227 (2002) 7. Paprzycki, M., Abraham, A., Guo, R.: Data Mining Approach for Analyzing Call Center Performance. Arxiv preprint cs.AI/0405017 (2004) 8. Shu-guang, H., Li, L., Er-shi, Q.: Study on the Continuous Quality Improvement of Telecommunication Call Centers Based on Data Mining. In: Proc. of International Conference on Service Systems and Service Management, pp. 1–5 (2007) 9. Kasabov, N.K., Song, Q.: DENFIS: dynamic evolving neural-fuzzy inference system and its application for time-series prediction. IEEE Transactions on Fuzzy Systems 10(2), 144–154 (2002) 10. Pang, S., Ban, T., Kadobayashi, Y., Kasabov, N.: Tansductive Mode Personalized Support Vector Machine Classiﬁcation Tree. Information Science 181(11), 2071– 2085 (2010) 11. Gans, N., Koole, G., Mandelbaum, A.: Telephone call centers: Tutorial, review, and research prospects. Manufacturing and Service Operations Management 5(2), 79–141 (2003) 12. Hillmer, S., Hillmer, B., McRoberts, G.: The Real Costs of Turnover: Lessons from a Call Center. Human Resource Planning 27(3), 34–42 (2004) 13. Eichfeld, A., Morse, T.D., Scott, K.W.: Using Call Centers to Boost Revenue. McKinsey Quarterly (May 2006)

Mapping from Student Domain into Website Category Xiaosong Li Department of Computing and IT, Unitec Institute of Technology, Auckland, New Zealand xli[email protected]

Abstract. The existing e-learning environments focus on the reusability of learning resources not adaptable to suit learners’ needs [1]. Previous research shows that users’ personalities have impact on their Internet behaviours and preferences. This study investigates the relationship between user attributes and their website preferences by using a practical case which suggested that there seemed to be relationships between a student’s gender, age, mark and the type of the website he/she has chosen aiming to identify valuable information which can be utilised to provide adaptive e-learning environment for each student. This study builds ontology taxonomy in the student domain first, and then builds ontology taxonomy in the website category domain. Mapping probabilities are defined and used to generate the similarity measures between the two domains. This study uses two data sets. The second data set was used to learn similarity measures and the first data set was used to test the similarity formula. The scope of this study is not limited to e-learning system. The similar approach may be used to identify potential sources of Internet security issues. Keywords: ontology, taxonomy, student, website category, Internet security.

1 Introduction The existing e-learning environments are certainly helpful for student learning. However, they focus on the reusability of learning resources not adaptable to suit learners’ needs [1]. To encourage student centred learning and help student actively engaged in the learning process, we need to promote student self-regulated learning (SRL), in which the learner has to use specified strategies for attaining his or her goals and all this has to be based self-efficacy perceptions. Learner oriented environments claim a greater extent of self-regulated learning skills [2]. A learner oriented e-learning environment should provide adaptive instruction, guideline and feedback to the specific learner. Creation of the educational Semantic Web provides more opportunity in this area [3]. Previous research shows that users’ personalities have impact on their Internet behaviours and preferences [4]. For example, people have a need for closure are motivated to avoid uncertainties; people who are conformists are likely to prefer a website with many constant components and find it stressful if the website is changed frequently; whereas people who are innovators will be stimulated with a website that changes [4]. This study investigates the relationship between user attributes and their website preferences by using a practical case. In our first year website and multimedia B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 11–17, 2011. © Springer-Verlag Berlin Heidelberg 2011

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course, there is an assignment which requires the students to choose an existing website to critique. The selection is mutually exclusive, which means as long as a website has been chosen by a student, the others can not choose the same website anymore. After two semesters’ observation, it was found that the websites chosen by the students have fallen into certain categories, such as news websites, sports websites and etc. And there seemed to be relationships between a student’s gender, age, mark and the type of the website he/she had chosen. For example, all the students who had chosen a sports website are male students. This paper reports a pilot investigation on this phenomena aiming to identify valuable information which can be utilised to provide adaptive contents, services, instructions, guidelines and feedbacks in an elearning environment for each student. For example, when a student input their personal data such as gender, age, and etc., the system could identify a couple of categories of website or the actual websites he/she might be interested. This study builds ontology taxonomy on students’ personal attributes in student domain first, and then builds ontology taxonomy in website category domain. Mapping probabilities are defined and used to generate the similarity measures between the two domains. This study uses two data sets. The second data set was used to learn similarity measures and the first data set was used to test the similarity formula. In the following sections, the data used in this study is described first, followed by ontology taxonomy definitions, and then similarity measures and their testing are described, finally the results and the possible future work are discussed.

2 The Data The data from two semesters were used, each generated one data set. Initially, the categories for the chosen websites were identified. Only those categories selected by more than one student for both of the semesters were considered. Nine categories were identified. Table 1 shows the name, a short description and the given code for each category which will be used in the rest of the paper. Table 1. The identified website categories Name Finance Game

Sports Computing/IT Market Knowledge

Short Description Bank or finance organization Game or game shopping Sports or sports related shopping Computing technology or shopping E Commerce or online store Library or Wikipedia ……

Telecommunication

Telecommunication business

Travel/Holiday News

Travel or holiday related …… News related ……

Code FI GA SP CO MA KN TE TR NE

The students who didn’t complete the assignment or the selected website was not active were eliminated from the data set. For the students who made multiple selections, their last selection was included in the data. As a result, each student is

Mapping from Student Domain into Website Category

13

associated with one and only one website in the data set. Each student is also associated with an assessment factor, which is their assignment mark divided by the average mark of that data set. The purpose of this is to minimize external factors which might impact the marks in a particular semester. Two data sets are presented; each is grouped according to the website category. Table 2 shows the summary of the first data set; and Table 3 second data set. Table 2. The first data set. AV Age = average age in the group; Number = instance number in the group; M:F = Male : Female; AV Ass = average assessment factor in the group. The data size = 31. Code FI GA SP CO MA KN TE TR NE

AV Age

M:F

AV Ass

27.50 22.75 24.67 21.50 19.50 21.00 22.33 33.00 24.33

3:1 3:1 3:0 2:0 3:0 2:1 4:0 4:1 1:2

1.13 0.93 1.01 0.84 1.01 1.13 0.85 1.09 0.93

Number

4 4 3 2 3 3 4 5 3

Table 3. The second data set. AV Age = average age in the group; Number = instance number in the group; M:F = Male : Female; AV Ass = average assessment factor in the group. The data size = 32. Code FI GA SP CO MA KN TE TR NE

AV Age

M:F

AV Ass

23.50 20.00 21.67 21.60 21.25 20.00 23.00 24.75 22.00

1:1 4:1 6:0 3:2 4:0 2:0 1:1 2:2 0:2

1.09 1.00 1.04 1.02 1.04 0.89 1.07 1.07 0.87

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2 5 6 5 4 2 2 4 2

3 The Concepts Two ontology taxonomies were built in this pilot study. One is Student, another is Website Categories. Fig 1. shows the outlines of the two ontologies. The similar specification in [5] is adopted, where each node represents a concept which may be associated with a set of attributes or instances. The first ontology depicted in part A contains two concepts: Student and Selected Website. The attributes for Student include name, gender, assessment factor and age. The attribute for Selected Website include a url. The

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instances of Student are all the data in the two data sets described in Section 2. The second ontology depicted in part B contains ten concepts, Website Categories and the subsets of the websites in each different category, namely, Finance, Game, Sports, Computing/IT, Market, Knowledge, Telecommunication, Travel/holiday and News. These are disjoints sets. The instances are those websites selected by the students in each category.

Fig. 1. Shows the outlines of the two ontologies. Unlike most of the cases, these two ontologies are for two completely different domains.

4 The Matching Matching was made between a student and a website category. Unlike most of the cases, for example [5], these two concepts are completely different. Given two ontologies, the ontology-matching problem is to find semantic mappings between them. A mapping may be specified as a query that transforms instances in one ontology into instances in the other [5]. There is a one-to-one mapping between a website selected by a student and a website in one of those categories. The matching was used to build a relationship between a student and a website category. Similarity is used to measure the closeness of the relationship. The attributes of a student was analyzed. Age was divided into three ranges: High (>24), Middle (in between 20-24) and Low (1.05), Middle (in between 0.90-1.05) and Low ( xφ(yφz) Right side could be translated according to demodulation, xφ(yφz)− > (xφy)φz As is now clear, Knuth-Bendix completion is compound strategy such as lrpo and dynamic demodulation.

4

Experiment I

For validation of the improvement of proposed system using Knuth-Bendix completion, we show two kinds of experimental results: detection and log integration. First, we represent the attack detection in strings logged by two kinds of exploitation: internet explorer (MS979352) and ftp server attack (CVE-1999-0256). 4.1

Internet Explorer Aurora Attack: MS979352

In this paper we cope with an exploitation of the vulnerability of Internet explorer which is called Aurora attack [7]. Aurora attack, described in Microsoft

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Security Advisory (979352), is implemented for the vulnerability in Internet explorer which could allow remote code execution. Reproduction of aurora attack is done by Java script with attack vector on server side and Internet explorer connecting port 8080, resulting in the shell code operation with port 4444. In detail, authors are encouraged to check the article such as [8]. 4.2

FTP Server Attack

FTP server attack we cope with in this paper is exploitation of buﬀer overﬂow included in warFTPD with CVE-1999-0256. This exploitation of WarFTPD is caused by the buﬀer overﬂow vulnerability allowing remote execution of arbitrary commands. Once the malicious host send payloads for warFTPD and exploitation is succeeded, attacker can browse / delete / copy arbitrary ﬁles in the remote computer. In detail, authors are encouraged to check the site such as [9]. Table 1. Attack log detction in IE and FTPD exploitation inference rule hyper resolution hyper resolution with KBC binary resolution binary resolution with KBC UR resolution UR resolution with KBC

4.3

aurora attack 6293 723 ∇ 6760 1628 ∇ 6281 723 ∇

ftp server exploit 44716 1497 ∇ 71963 2372 ∇ 71963 4095 ∇

Results

In experiment, we use three kinds of inference rules: hyper resolution, binary resolution and UR (Unit Resulting) resolution. Table 1 shows the result of applying Knuth-Bendix Completion for six cases. In all cases, a number of generated clauses are reduced. In two cases, hyper resolution has best performance with 6293/723 and 44716/1497. Compared with aurora attack, ftp server attack has more impact of Knuth Bendix Completion Algorithm with reduce rate 97%, 97% and 95%.

5

Experiment II

In experiment II, we apply our method for integrating event log generated by Malware and extract information of ﬁne-grained traﬃc analysis. We use MARS dataset proposed by Miwa. MARS dataset is generated and composed in starBED which is large scale emulation environment presented in [10]. MARS partly utilize Volatility framework to analyze memory dump for retrieving information of process. Also, we track packet dump using tcpdump for malware log.

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33

Malware Log Analysis

Malware log is composed of two items: packet dump of each node and process behavior in each node.

Log format: 1: socket(pid(4),port(0),proto(47)). 2: packet(src(sip1(0),sip2(0),sip3(0),sip4(0),sport(bootpc)), dst(dip1(255),dip2(255),dip3(255),sip4(255),dport(bootps))). 3: library(pid(1728),dll(_windows_0_system32_comctl32_dll)) 4: file(pid(1616),file(_documentsandsettings_dic)). Notes: 1: Socket information: which process X opens port number Y with protocol Z. 2: Packet information: what kind of packet is sent to this host X with port Y from address Z. 3: Library information: which process X loads library Y. 4: File information; which process X reads file X.

It is important to point out that the integration of [1] and [2] retrieves information about traﬃc log with process ID. Usually, packet information is dumped based on host-based, which result in the requirement of ﬁne-grained process based traﬃc log. Resulting [1] and [2] with pid enables which process X generates traﬃc from Y to Z. 5.2

Results of Integration

In this section we present the experimental result of integrating log string generated by malware. We have tested proposed algorithm with Knuth-Bendix completion for 9 malwares. Table 2 shows the number of generated clauses in integrating malware logs. From malware #1 to #9, the average reduction rate Table 2. The number of generated clause in integrating malware logs malware ID hyper res hyper res with KBC demod inf demod inf with KBC 09ee 40729 16546 ∇ 19180 12269 ∇ 0ef2 39478 15947 ∇ 14560 11754 ∇ 102f 35076 11966 ∇ 16356 10376 ∇ 1c16 40114 15463 ∇ 18950 4172 ∇ 2aa1 40116 15944 ∇ 19025 4194 ∇ 38e3 40083 16062 ∇ 14594 4237 ∇ 58e5 39260 16059 ∇ 14847 4217 ∇ 79cq 40759 15662 ∇ 14633 4061 ∇ d679 35290 16650 ∇ 14462 1577 ∇

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Fig. 2. The number of clauses generated in hyper resolution. In avarage, Knuth- Bendix completion algorithm reduces the automated reasoning cost about by 60%.

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Fig. 3. The number of clauses generated in demodulation. Compared with hyper resolution, the eﬀectiveness of Knuth-Bendix completion is heterogeneous from about 40% (#1) to 90% (#9).

is about 60%. Figure 2 and 3 dipicts the number of generated clauses in hyper resolution and demodulation. The number of clauses generated in demodulation. Compared with hyper resolution, the eﬀectiveness of Knuth-Bendix completion is heterogeneous from about 40% (#1) to 90% (#9).

6

Discussion

In experiment, we have better performance when the Knuth-Bendix completion algorithm is applied for our term rewriting system. In the case of detecting attack logs of vulnerability exploitation, the eﬀectiveness of Knuth-Bendix completion

Faster Log Analysis Using Knuth-Bendix Completion

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changes according to the attacks and inference rules. Also, the reduction rate of generated clauses are various to nine kinds of malwares, particularly concerning demodulation which play a important role. Proposed method has been improved from our previous system in [11]. In general, we did not ﬁnd the case where Knuth-Bendix completion increases the number of generated clauses. Ensuring termination and conﬂuent are fundamental and key factor when we construct automated deduction system. It is not the case when we apply inference engine for integrating malware logs.

7

Conclusion

In this paper we have proposed the method for integrating many kinds of log strings such as process, memory, ﬁle and packet dump. With the rapid popularization of cloud computing, mobile devices high speed Internet, recent security incidents have become more complicated which imposes a great burden on network administrators. We should obtain large scale of log and analyze many ﬁles to detect security incident. Log integration is important to retrieve information from large and diversiﬁed log strings. We cannot ﬁnd evidence and root cause of security incidents from one kind of event logs. For example, even if we can obtain ﬁne grained memory dumps, we cannot see which direction the malware infecting our system sends packets. In this paper we have presented the method for integrating (and simplifying) method of log strings obtained by many devices. In constructing term rewriting system, ensuring termination and conﬂuency is important to make reasoning process safe and faster. For this purpose, we have applied reasoning strategy for term rewriting called as Knuth -Bendix completion algorithm for ensuring termination and conﬂuent. Knuth bendix completion includes some inference rules such as lrpo (the lexicographic recursive path ordering) and dynamic demodulation. As a result, we can achieve the reduction of generated clauses which result in faster integration of log strings. In experiment, we present the eﬀectiveness of proposed method by showing the result of exploitation of vulnerability and malware’s behavior log. In experiment, we have achieved the reduction rate about 95% for detecting attack logs of vulnerability exploitation. Also, we have reduced the number of generated clauses by about 60% in the case of resolution and about 40% for demodulation. For further work, we are planning to generalize our method for system logs proposed in [12].

References 1. Wos, L.: The Problem of Self-Analytically Choosing the Weights. J. Autom. Reasoning 4(4), 463–464 (1988) 2. Wos, L., Robinson, G.A., Carson, D.F., Shalla, L.: The Concept of Demodulation in Theorem Proving. Journal of Automated Reasoning (1967) 3. Wos, L., Robinson, G.A., Carsonmh, D.F.: Eﬃciency Completeness of the Set of Support Strategy in Theorem Provingh. Journal of Automated Reasoning (1965) 4. Wos, L.: The Problem of Explaining the Disparate Performance of Hyperresolution and Paramodulation. J. Autom. Reasoning 4(2), 215–217 (1988)

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5. Wos, L.: The Problem of Choosing the Type of Subsumption to Use. J. Autom. Reasoning 7(3), 435–438 (1991) 6. Knuth, D., Bendix, P.: Simple word problems in universal algebras. In: Leech, J. (ed.) Computational Problems in Abstract Algebra, pp. 263–297 (1970) 7. Microsoft Security Advisory, http://www.microsoft.com/technet/security/advisory/979352.mspx 8. Operation Aurora Hit Google, Others. McAfee, Inc. (January 14, 2010) 9. CVE-1999-0256, http://web.nvd.nist.gov/view/vuln/detail?vulnId=CVE-1999-0256 10. Miyachi, T., Basuki, A., Mikawa, S., Miwa, S., Chinen, K.-i., Shinoda, Y.: Educational Environment on StarBED —Case Study of SOI. In: Asia 2008 Spring Global E-Workshop–, Asian Internet Engineering Conference (AINTEC) 2008, Bangkok, Thailand, pp. 27–36. ACM (November 2008) ISBN: 978-1-60558-127-9 11. Ando, R.: Automated Log Analysis of Infected Windows OS Using Mechanized Reasoning. In: 16th International Conference on Neural Information Processing ICONIP 2009, Bangkok, Thailand, December 1-5 (2009) 12. Schneider, S., Beschastnikh, I., Chernyak, S., Ernst, M.D., Brun, Y.: Synoptic: Summarizing system logs with reﬁnement. Appeared at the Workshop on Managing Systems via Log Analysis and Machine Learning Techniques, SLAML (2010)

Fast Protocol Recognition by Network Packet Inspection Chuantong Chen, Fengyu Wang, Fengbo Lin, Shanqing Guo, and Bin Gong School of Computer Science and Technology, Shandong University, Jinan, P.R. China [email protected], {wangfengyu,linfb,guoshanqing,gb}@sdu.edu.cn

Abstract. Deep packet inspection at high speed has become extremely important due to its applications in network services. In deep packet inspection applications, regular expressions have gradually taken the place of explicit string patterns for its powerful expression ability. Unfortunately, the requirements of memory space and bandwidth using traditional methods are prohibitively high. In this paper, we propose a novel scheme of deep packet inspection based on non-uniform distribution of network traffic. The new scheme separates a set of regular expressions into several groups with different priorities and compiles the groups attaching different priorities with different methods. When matching, the scanning sequence of rules is consistent with their priorities. The experiment results show that the proposed protocol recognition performs 10 to 30 times faster than the traditional NFA-based approach and hold a reasonable memory requirement. Keywords: Distribution of network traffic, Matching priority, Hybrid-FA, DPI.

1 Introduction Nowadays, identification of network streams is an important technology in network security. Due to the reason that the traditional port-based application-level protocol identification method is becoming much more inaccurate, signature-based deep packet inspection has take root as a useful traffic scanning mechanism in networking devices. In recent years, regular expressions are chosen as the pattern matching language in packet scanning applications for their increased expressiveness. Many content inspection engines have recently migrated to regular expressions. Finite automata are a natural formalism for regular expressions. There are two main categories: Deterministic Finite Automaton (DFA) and Nondeterministic Finite Automaton (NFA). DFAs have tempting advantages. Firstly, DFAs have a foreseeable memory bandwidth requirement. As is well known, matching an input string involves only one DFA state scanning per character. However, DFAs corresponding to large sets of regular expressions can be prohibitively large. As an alternative, we can try non-deterministic finite automata (NFA) [1]. While the NFA-based representation can reduce the demand of the memory, it may result in a variable, maybe very large, memory bandwidth requirement. Unfortunately, the requirement, reasonable memory space and bandwidth, cannot be met in many existing payload scanning implementations. To meet the requirement, B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 37–44, 2011. © Springer-Verlag Berlin Heidelberg 2011

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in this paper we introduce an algorithm to speed up the scanning of stream payload and hold a reasonable memory requirement based on the network character below. a)

The distribution of network traffic is not the same in every network. In a network, the distribution of application-layer protocol concentration is highly non-uniform, a very small number of protocols have a very high concentration of streams and packets, whereas the majority of protocols carry few packets.

According to the non uniform distribution of network traffic, we segregate the regular expressions into multiple groups and assign different priorities to these groups. We translate the regular expressions in different priority groups into different Finite Automata forms. This way proposed can achieve good matching effect.

2 Background and Relate Work It is imperative that regular expression matching over the packet payload keep up with the line-speed packet header processing. However, this can’t be met in the exiting deep packet matching implementations. For example, in Linux L7-filter, when 70 protocol filters are enabled, the throughput drops to less than 10Mbps, seriously below the backbone network speed. Moreover, over 90% of the CPU time is spent in regular expression matching, leaving little time for other intrusion detection [4]. While the matching speeds of DFAs are fast, the DFAs corresponding to large sets of regular expressions can be prohibitively large in terms of numbers of states and transitions [3]. For this many attentions are attracted to reduce the DFA’s memory size. Since a explosion of states can occur when a large set of rules are grouped together into a single DFA, Yu et al. [4] have proposed segregating rules into multiple groups and building the corresponding Finite Automates respectively. Kumar et al. [2] observed that in DFAs many states have similar sets of outgoing transitions. Then they introduced Delayed Input DFA (D2FA). The D2FA is constructed by transforming a DFA via incrementally replacing several transitions of the automaton with a single default transition. Michela Becchi [9] proposed a hybrid DFA-NFA Finite Automaton (Hybrid-FA), a solution bringing together the strengths of both DFAs and NFAs. When constructing a hybrid-FA, any nodes that would contribute to state explosion retain an NFA encoding, while the rest are transformed into DFA nodes. The result is a data structure with size nearly that of an NFA, but with the predictable and small memory bandwidth requirements of a DFA. In this paper we will adopt this method in our algorithm to realize some regular expressions. The methods above just only about how to realize the regular expressions in forms. They didn’t analyze the application domain features of the regular expressions. There is no single truth what its application feature looks like. It depends on where it used. We can make use of these application characteristics when matching. We found that non-uniform distribution of packets or streams among application-layer protocols is a widespread phenomenon at various locations of the Internet. This suggests that a high-speed matching engine with small-scale storage requirement just as cache in memory system can be employed to improve performance. In this paper we propose

Fast Protocol Recognition by Network Packet Inspection

39

an algorithm to speed up the packet payload matching based on the non-uniform distribution characteristics of network streams.

3 Motivation As is well known, the distribution of application-layer data streams is highly nonuniform; very few application layer protocols account for most of the network flows. This is called the mice and elephant phenomenon.

Fig. 1. Distribution of Protocol streams in different time

In Fig.1, four datasets are sampled from the same network in different time. The Figure 1 shows that the distribution of each protocol streams in a network doesn’t keep stabile all the time. For example, the ratio of edonkey streams in dataset_1 is about 2% while it rises near to 7% in dataset_2. But the distribution characteristics of network streams are obvious that large fraction of the transport layer streams are occupied by very little application layer protocols. We can see that the four main application layer protocols (Myhttp, BitTorrent, edonkey, http) almost account for 70% transport layer streams in dataset_1 and even about 80% in dataset_2, the majority of infrequently used protocols (“others” in the figure 1) account for small fraction in the network. Fortunately, the non-uniform traffic distribution suggests that when matching, if we assign high-priority to the protocols which are used heavily in the network and low-priority to the lightly ones, the matching speed would be accelerated. Therefore, when we inspecting network packets, we have no excuse to ignore distribution features of the network streams scanned. However, in many existing payload scanning implementations they did not focus on the characteristics of traffic distributions in a network. In these implementations, so many unnecessary matches are tried that the matching speech is very low. In this paper we will speed up the matching based on the non-uniform characteristics of the network. We assign different priorities to protocols according to the ratio of each in network traffic and compile different priority protocol rules with different methods.

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4 Proposed Method While the distribution characteristics of network streams are useful in deep packet inspection, we introduced an algorithm to accelerate the matching speed based on the non-uniform distribution characteristics of network streams. According to the algorithm we sample network traffic datasets firstly. These datasets can reflect the distribution of network traffic. Then we calculate the traffic ratio of every protocol in the sample dataset. We match the heavy protocol regular expressions firstly and the light ones lastly. Just as the Maximum likelihood theory, when matching we will consider the unknown network stream transmit the traffic of maximum ratio protocol, and then match it against the maximum ratio protocol rules firstly. To the few protocol rules with high priority, a high-speed matching engine of small-scale storage requirement just as cache can improve performance. Complete description of algorithm (1) INPUT: choose regular expressions → set A; (2) sort the rules in set A according to the ratio → set B; (3) For (i=0;i 0. Substituting the transformation matrix of task-t with Lt = Rt L0 and the loss t in (6) with (7), we have (xti − xtj )(xti − xtj ) + Δt =(1 − μ) μ

i,ji

(1 − yt,ik ) (xti − xtj )(xti − xtj ) − (xti − xtk )(xti − xtk ) .

(i,j,k)∈Tt

Using Δt , the gradient can be calculated with Eq. (5).

3

Experiments

In this section, we ﬁrst illustrate our proposed multi-task method on a synthetic data set. We then conduct extensive evaluations on three real data sets in comparison with four competitive methods. 3.1

Illustration on Synthetic Data

In this section, we take the example of concentric circles in [6] to illustrate the eﬀect of our multi-task framework. Assume there are T classiﬁcation tasks where the samples are distributed in the 3-dimensional space and there are ct classes in the t-th task. For all the tasks, there exists a common 2-dimensional subspace (plane) in which the samples of each class are distributed in an elliptical ring centered at zero. The third dimension orthogonal to this plane is merely Gaussian noise. The samples of randomly generated 4 tasks were shown in the ﬁrst column of Fig. 1. In this example, there are 2, 3, 3, 2 classes in the 4 tasks respectively and each color corresponds to one class. The circle points and the dot points are respectively training samples and test samples with the same distribution. Moreover, as the Gaussian noise will largely degrade the distance calculation

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in the original space, we should try to search a low-rank metric deﬁned in a low-dimensional subspace. We apply our proposed mtLMCA on the synthetic data and try to ﬁnd a reasonable metric by unitizing the correlation information across all the tasks. We project all the points to the subspace which is deﬁned by the learned metric. We visualize the results in Fig. 1. For comparison, we also show the results obtained by the traditional PCA, the individual LMCA (applied individually on each task). Clearly, we can see that for task 1 and task 4, PCA (column 3) found improper metrics due to the large Gaussian noise. For individual LMCA (column 4), the samples are mixed in task 2 because the training samples are not enough. This leads to an improper metric in task 2. In comparison, our proposed mtLMCA (column 5) perfectly found the best metric for each task by exploiting the shared information across all the tasks. Task 1, PCA

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We evaluate our proposal mtLMCA method on three multi-task data sets. (1). Wine Quality data 3 is about wine quality including 1, 599 red samples and 4, 898 white wine samples. The labels are given by experts with grades between 0 and 10. (2). Handwritten Letter Classiﬁcation data contain handwritten words. It consists of 8 binary classiﬁcation problems: c/e, g/y, m/n, a/g, i/j, a/o, f/t, h/n. The features are the bitmap of the images of written letters. (3). USPS data4 consist of 7,291 16 × 16 grayscale images of digits 0 ∼ 9 automatically scanned from 3 4

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envelopes by the U.S. Postal Service. The features are then the 256 grayscale values. For each digit, we can get a two-class classiﬁcation task in which the samples of this digit represent the positive patterns and the others negative patterns. Therefore, there are 10 tasks in total. For the label-compatible dataset, i.e., the Wine Quality data set, we compare our proposed model with PCA, single-task LMCA (stLMCA), uniform-task LMCA (utLMCA)5 , and mtLMNN [9]. For the remaining two label-incompatible tasks, since the output space is diﬀerent depending on diﬀerent tasks, the uniform metric can not be learned and the other 3 approaches are then compared with mtLMCA. Following many previous work, we use the category information to generate relative similarity pairs. For each sample, the nearest 2 neighbors in terms of Euclidean distance are chosen as target neighbors, while the samples sharing diﬀerent labels and staying closer than any target neighbor are chosen as imposers. For each data set, we apply these algorithms to learn a metric of diﬀerent ranks with the training samples and then compare the classiﬁcation error rate on the test samples using the nearest neighbor method. Since mtLMNN is unable to learn a low-rank metric directly, we implement an eigenvalue decomposition on the learned Mahalanobis matrix and use the eigenvectors corresponding to the d largest eigenvalues to generate a low-rank transformation matrix. The parameter μ in the objective function is set to 0.5 empirically in our experiment. The optimization is initialized with L0 = Id×D and Rt = Id , t = 1, . . . , T , where Id×D is a matrix with all the diagonal elements set to 1 and other elements set to 0. The optimization process is terminated if the relative diﬀerence of the objective function is less than η, which is set to 10−5 in our experiment. We choose 5

The uniform-task approach gathers the samples in all tasks together and learns a uniform metric for all tasks.

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randomly 5% and 10% of samples respectively for each data set as training data while leaving the remaining data as test samples. We run the experiments 5 times and plot the average error, the maximum error, and the minimum error for each data set. The results are plotted in Fig. 2 for the three data sets. Obviously, in all the dimensionality, our proposed mtLMCA model performs the best across all the data sets whenever we use 5% or 10% training samples. The performance diﬀerence is even more distinct in Handwritten Character and USPS data. This clearly demonstrates the superiority of our proposed multi-task framework.

4

Conclusion

In this paper, we proposed a new framework capable of extending metric learning to the multi-task scenario. Based on the assumption that the discriminative information across all the tasks can be retained in a low-dimensional common subspace, our proposed framework can be easily solved via the standard gradient descend method. In particular, we applied our framework on a popular metric learning method called Large Margin Component Analysis (LMCA) and developed a new model called multi-task LMCA (mtLMCA). In addition to learning an appropriate metric, this model optimized directly on a low-rank transformation matrix and demonstrated surprisingly good performance compared to many competitive approaches. We conducted extensive experiments on one synthetic and three real multi-task data sets. Experiments results showed that our proposed mtLMCA model can always outperform the other four comparison algorithms. Acknowledgements. This work was supported by the National Natural Science Foundation of China (NSFC) under grants No. 61075052 and No. 60825301.

References 1. Argyriou, A., Evgeniou, T.: Convex multi-task feature learning. Machine Learning 73(3), 243–272 (2008) 2. Caruana, R.: Multitask learning. Machine Learning 28(1), 41–75 (1997) 3. Davis, J.V., Kulis, B., Jain, P., Sra, S., Dhillon, I.S.: Information-theoretic metric learning. In: Proceedings of the 24th International Conference on Machine Learning, pp. 209–216 (2007) 4. Evgeniou, T., Pontil, M.: Regularized multi-task learning. In: Proceedings of the Tenth ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, pp. 109–117 (2004) 5. Fanty, M.A., Cole, R.: Spoken letter recognition. In: Advances in Neural Information Processing Systems, p. 220 (1990) 6. Goldberger, J., Roweis, S., Hinton, G., Salakhutdinov, R.: Neighbourhood component analysis. In: Advances in Neural Information Processing Systems (2004) 7. Huang, K., Ying, Y., Campbell, C.: Gsml: A uniﬁed framework for sparse metric learning. In: Ninth IEEE International Conference on Data Mining, pp. 189–198 (2009)

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8. Micchelli, C.A., Ponti, M.: Kernels for multi-task learning. In: Advances in Neural Information Processing, pp. 921–928 (2004) 9. Parameswaran, S., Weinberger, K.Q.: Large margin multi-task metric learning. In: Advances in Neural Information Processing Systems (2010) 10. Rosales, R., Fung, G.: Learning sparse metrics via linear programming. In: Proceedings of the 12th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, pp. 367–373 (2006) 11. Torresani, L., Lee, K.: Large margin component analysis. In: Advances in Neural Information Processing, pp. 505–512 (2007) 12. Weinberger, K.Q., Saul, L.K.: Distance metric learning for large margin nearest neighbor classiﬁcation. The Journal of Machine Learning Research 10 (2009) 13. Xing, E.P., Ng, A.Y., Jordan, M.I., Russell, S.: Distance metric learning, with application to clustering with side-information. In: Advances in Neural Information Processing Systems, vol. 15, pp. 505–512 (2003) 14. Zhang, Y., Yeung, D.Y., Xu, Q.: Probabilistic multi-task feature selection. In: Advances in Neural Information Processing Systems, pp. 2559–2567 (2010)

Reservoir-Based Evolving Spiking Neural Network for Spatio-temporal Pattern Recognition Stefan Schliebs1 , Haza Nuzly Abdull Hamed1,2 , and Nikola Kasabov1,3 1

3

KEDRI, Auckland University of Technology, New Zealand {sschlieb,hnuzly,nkasabov}@aut.ac.nz www.kedri.info 2 Soft Computing Research Group, Universiti Teknologi Malaysia 81310 UTM Johor Bahru, Johor, Malaysia [email protected] Institute for Neuroinformatics, ETH and University of Zurich, Switzerland

Abstract. Evolving spiking neural networks (eSNN) are computational models that are trained in an one-pass mode from streams of data. They evolve their structure and functionality from incoming data. The paper presents an extension of eSNN called reservoir-based eSNN (reSNN) that allows efficient processing of spatio-temporal data. By classifying the response of a recurrent spiking neural network that is stimulated by a spatio-temporal input signal, the eSNN acts as a readout function for a Liquid State Machine. The classification characteristics of the extended eSNN are illustrated and investigated using the LIBRAS sign language dataset. The paper provides some practical guidelines for configuring the proposed model and shows a competitive classification performance in the obtained experimental results. Keywords: Spiking Neural Networks, Evolving Systems, Spatio-Temporal Patterns.

1 Introduction The desire to better understand the remarkable information processing capabilities of the mammalian brain has led to the development of more complex and biologically plausible connectionist models, namely spiking neural networks (SNN). See [3] for a comprehensive standard text on the material. These models use trains of spikes as internal information representation rather than continuous variables. Nowadays, many studies attempt to use SNN for practical applications, some of them demonstrating very promising results in solving complex real world problems. An evolving spiking neural network (eSNN) architecture was proposed in [18]. The eSNN belongs to the family of Evolving Connectionist Systems (ECoS), which was first introduced in [9]. ECoS based methods represent a class of constructive ANN algorithms that modify both the structure and connection weights of the network as part of the training process. Due to the evolving nature of the network and the employed fast one-pass learning algorithm, the method is able to accumulate information as it becomes available, without the requirement of retraining the network with previously B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 160–168, 2011. c Springer-Verlag Berlin Heidelberg 2011

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Fig. 1. Architecture of the extended eSNN capable of processing spatio-temporal data. The colored (dashed) boxes indicate novel parts in the original eSNN architecture.

presented data. The review in [17] summarises the latest developments on ECoS related research; we refer to [13] for a comprehensive discussion of the eSNN classification method. The eSNN classifier learns the mapping from a single data vector to a specified class label. It is mainly suitable for the classification of time-invariant data. However, many data volumes are continuously updated adding an additional time dimension to the data sets. In [14], the authors outlined an extension of eSNN to reSNN which principally enables the method to process spatio-temporal information. Following the principle of a Liquid State Machine (LSM) [10], the extension includes an additional layer into the network architecture, i.e. a recurrent SNN acting as a reservoir. The reservoir transforms a spatio-temporal input pattern into a single high-dimensional network state which in turn can be mapped into a desired class label by the one-pass learning algorithm of eSNN. In this paper, the reSNN extension presented in [14] is implemented and its suitability as a classification method is analyzed in computer simulations. We use a well-known real-world data set, i.e. the LIBRAS sign language data set [2], in order to allow an independent comparison with related techniques. The goal of the study is to gain some general insights into the working of the reservoir based eSNN classification and to deliver a proof of concept of its feasibility.

2 Spatio-temporal Pattern Recognition with reSNN The reSNN classification method is built upon a simplified integrate-and-fire neural model first introduced in [16] that mimics the information processing of the human eye. We refer to [13] for a comprehensive description and analysis of the method. The proposed reSNN is illustrated in Figure 1. The novel parts in the architecture are indicated by the highlighted boxes. We outline the working of the method by explaining the diagram from left to right. Spatio-temporal data patterns are presented to the reSNN system in form of an ordered sequence of real-valued data vectors. In the first step, each real-value of a data

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vector is transformed into a spike train using a population encoding. This encoding distributes a single input value to multiple neurons. Our implementation is based on arrays of receptive fields as described in [1]. Receptive fields allow the encoding of continuous values by using a collection of neurons with overlapping sensitivity profiles. As a result of the encoding, input neurons spike at predefined times according to the presented data vectors. The input spike trains are then fed into a spatio-temporal filter which accumulates the temporal information of all input signals into a single highdimensional intermediate liquid state. The filter is implemented in form of a liquid or a reservoir [10], i.e. a recurrent SNN, for which the eSNN acts as a readout function. The one-pass learning algorithm of eSNN is able to learn the mapping of the liquid state into a desired class label. The learning process successively creates a repository of trained output neurons during the presentation of training samples. For each training sample a new neuron is trained and then compared to the ones already stored in the repository of the same class. If a trained neuron is considered to be too similar (in terms of its weight vector) to the ones in the repository (according to a specified similarity threshold), the neuron will be merged with the most similar one. Otherwise the trained neuron is added to the repository as a new output neuron for this class. The merging is implemented as the (running) average of the connection weights, and the (running) average of the two firing threshold. Because of the incremental evolution of output neurons, it is possible to accumulate information and knowledge as they become available from the input data stream. Hence a trained network is able to learn new data and new classes without the need of re-training already learned samples. We refer to [13] for a more detailed description of the employed learning in eSNN. 2.1 Reservoir The reservoir is constructed of Leaky Integrate-and-Fire (LIF) neurons with exponential synaptic currents. This neural model is based on the idea of an electrical circuit containing a capacitor with capacitance C and a resistor with a resistance R, where both C and R are assumed to be constant. The dynamics of a neuron i are then described by the following differential equations: dui = −ui (t) + R Iisyn (t) (1) dt dI syn τs i = −Iisyn (t) (2) dt The constant τm = RC is called the membrane time constant of the neuron. Whenever the membrane potential ui crosses a threshold ϑ from below, the neuron fires a spike and its potential is reset to a reset potential ur . We use an exponential synaptic current Iisyn for a neuron i modeled by Eq. 2 with τs being a synaptic time constant. In our experiments we construct a liquid having a small-world inter-connectivity pattern as described in [10]. A recurrent SNN is generated by aligning 100 neurons in a three-dimensional grid of size 4×5×5. Two neurons A and B in this grid are connected with a connection probability τm

P (A, B) = C × e

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where d(A, B) denotes the Euclidean distance between two neurons and λ corresponds to the density of connections which was set to λ = 2 in all simulations. Parameter C depends on the type of the neurons. We discriminate into excitatory (ex) and inhibitory (inh) neurons resulting in the following parameters for C: Cex−ex = 0.3, Cex−inh = 0.2, Cinh−ex = 0.5 and Cinh−inh = 0.1. The network contained 80% excitatory and 20% inhibitory neurons. The connections weights were randomly selected by a uniform distribution and scaled in the interval [−8, 8]nA. The neural parameters were set to τm = 30ms, τs = 10ms, ϑ = 5mV, ur = 0mV. Furthermore, a refractory period of 5ms and a synaptic transmission delay of 1ms was used. Using this configuration, the recorded liquid states did not exhibit the undesired behavior of over-stratification and pathological synchrony – effects that are common for randomly generated liquids [11]. For the simulation of the reservoir we used the SNN simulator Brian [4].

3 Experiments In order to investigate the suitability of the reservoir based eSNN classification method, we have studied its behavior on a spatio-temporal real-world data set. In the next sections, we present the LIBRAS sign-language data, explain the experimental setup and discuss the obtained results. 3.1 Data Set LIBRAS is the acronym for LIngua BRAsileira de Sinais, which is the official Brazilian sign language. There are 15 hand movements (signs) in the dataset to be learned and classified. The movements are obtained from recorded video of four different people performing the movements in two sessions. In total 360 videos have been recorded, each video showing one movement lasting for about seven seconds. From the videos 45 frames uniformly distributed over the seven seconds have then been extracted. In each frame, the centroid pixels of the hand are used to determine the movement. All samples have been organized in ten sub-datasets, each representing a different classification scenario. More comprehensive details about the dataset can be found in [2]. The data can be obtained from the UCI machine learning repository. In our experiment, we used Dataset 10 which contains the hand movements recorded from three different people. This dataset is balanced consisting of 270 videos with 18 samples for each of the 15 classes. An illustration of the dataset is given in Figure 2. The diagrams show a single sample of each class. 3.2 Setup As described in Section 2, a population encoding has been applied to transform the data into spike trains. This method is characterized by the number of receptive fields used for the encoding along with the width β of the Gaussian receptive fields. After some initial experiments, we decided to use 30 receptive fields and a width of β = 1.5. More details of the method can be found in [1].

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In order to perform a classification of the input sample, the state of the liquid at a given time t has to be read out from the reservoir. The way how such a liquid state is defined is critical for the working of the method. We investigate in this study three different types of readouts. We call the first type a cluster readout. The neurons in the reservoir are first grouped into clusters and then the population activity of the neurons belonging to the same cluster is determined. The population activity was defined in [3] and is the ratio of neurons being active in a given time interval [t − Δc t, t]. Initial experiments suggested to use 25 clusters collected in a time window of Δc t = 10ms. Since our reservoir contains 100 neurons simulated over a time period of T = 300ms, T /Δc t = 30 readouts for a specific input data sample can be extracted, each of them corresponding to a single vector with 25 continuous elements. Similar readouts have also been employed in related studies [12]. The second readout is principally very similar to the first one. In the interval [t − Δf t, t] we determine the firing frequency of all neurons in the reservoir. According to our reservoir setup, this frequency readout produces a single vector with 100 continuous elements. We used a time window of Δf t = 30 resulting in the extraction of T /Δf t = 10 readouts for a specific input data sample. Finally, in the analog readout, every spike is convolved by a kernel function that transforms the spike train of each neuron in the reservoir into a continuous analog signal. Many possibilities for such a kernel function exist, such as Gaussian and exponential kernels. In this study, we use the alpha kernel α(t) = e τ −1 t e−t/τ Θ(t) where Θ(t) refers to the Heaviside function and parameter τ = 10ms is a time constant. The

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convolved spike trains are then sampled using a time step of Δa t = 10ms resulting in 100 time series – one for each neuron in the reservoir. In these series, the data points at time t represent the readout for the presented input sample. A very similar readout was used in [15] for a speech recognition problem. Due to the sampling interval Δa , T /Δa t = 30 different readouts for a specific input data sample can be extracted during the simulation of the reservoir. All readouts extracted at a given time have been fed to the standard eSNN for classification. Based on preliminary experiments, some initial eSNN parameters were chosen. We set the modulation factor m = 0.99, the proportion factor c = 0.46 and the similarity threshold s = 0.01. Using this setup we classified the extracted liquid states over all possible readout times. 3.3 Results The evolution of the accuracy over time for each of the three readout methods is presented in Figure 3. Clearly, the cluster readout is the least suitable readout among the tested ones. The best accuracy found is 60.37% for the readout extracted at time 40ms, cf. the marked time point in the upper left diagram of the figure1 . The readouts extracted at time 40ms are presented in the lower left diagram. A row in this diagram is the readout vector of one of the 270 samples, the color indicating the real value of the elements in that vector. The samples are ordered to allow a visual discrimination of the 15 classes. The first 18 rows belong to class 1 (curved swing), the next 18 rows to 1

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class 2 (horizontal swing) and so on. Given the extracted readout vector, it is possible to even visually distinguish between certain classes of samples. However, there are also significant similarities between classes of readout vectors visible which clearly have a negative impact on the classification accuracy. The situation improves when the frequency readout is used resulting in a maximum classification accuracy of 78.51% for the readout vector extracted at time 120ms, cf. middle top diagram in Figure 3. We also note the visibly better discrimination ability of the classes of readout vectors in the middle lower diagram: The intra-class distance between samples belonging to the same class is small, but inter-class distance between samples of other classes is large. However, the best accuracy was achieved using the analog readout extracted at time 130ms (right diagrams in Figure 3). Patterns of different classes are clearly distinguishable in the readout vectors resulting in a good classification accuracy of 82.22%. 3.4 Parameter and Feature Optimization of reSNN The previous section already demonstrated that many parameters of the reSNN need to be optimized in order to achieve satisfactory results (the results shown in Figure 3 are as good as the suitability of the chosen parameters is). Here, in order to further improve the classification accuracy of the analog readout vector classification, we have optimized the parameters of the eSNN classifier along with the input features (the vector elements that represent the state of the reservoir) using the Dynamic Quantum inspired Particle swarm optimization (DQiPSO) [5]. The readout vectors are extracted at time 130ms, since this time point has reported the most promising classification accuracy. For the DQiPSO, 20 particles were used, consisting of eight update, three filter, three random, three embed-in and three embed-out particles. Parameter c1 and c2 which control the exploration corresponding to the global best (gbest) and the personal best (pbest) respectively, were both set to 0.05. The inertia weight was set to w = 2. See [5] for further details on these parameters and the working of DQiPSO. We used 18-fold cross validations and results were averaged in 500 iterations in order to estimate the classification accuracy of the model. The evolution of the accuracy obtained from the global best particle during the PSO optimization process is presented in Figure 4a. The optimization clearly improves the classification abilities of eSNN. After the DQiPSO optimization an accuracy of 88.59% (±2.34%) is achieved. In comparison to our previous experiments [6] on that dataset, the time delay eSNN performs very similarly reporting an accuracy of 88.15% (±6.26%). The test accuracy of an MLP under the same conditions of training and testing was found to be 82.96% (±5.39%). Figure 4b presents the evolution of the selected features during the optimization process. The color of a point in this diagram reflects how often a specific feature was selected at a certain generation. The lighter the color the more often the corresponding feature was selected at the given generation. It can clearly be seen that a large number of features have been discarded during the evolutionary process. The pattern of relevant features matches the elements of the readout vector having larger values, cf. the dark points in Figure 3 and compare to the selected features in Figure 4.

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4 Conclusion and Future Directions This study has proposed an extension of the eSNN architecture, called reSNN, that enables the method to process spatio-temporal data. Using a reservoir computing approach, a spatio-temporal signal is projected into a single high-dimensional network state that can be learned by the eSNN training algorithm. We conclude from the experimental analysis that the suitable setup of the reservoir is not an easy task and future studies should identify ways to automate or simplify that procedure. However, once the reservoir is configured properly, the eSNN is shown to be an efficient classifier of the liquid states extracted from the reservoir. Satisfying classification results could be achieved that compare well with related machine learning techniques applied to the same data set in previous studies. Future directions include the development of new learning algorithms for the reservoir of the reSNN and the application of the method on other spatio-temporal real-world problems such as video or audio pattern recognition tasks. Furthermore, we intend to develop a implementation on specialised SNN hardware [7,8] to allow the classification of spatio-temporal data streams in real time. Acknowledgements. The work on this paper has been supported by the Knowledge Engineering and Discovery Research Institute (KEDRI, www.kedri.info). One of the authors, NK, has been supported by a Marie Curie International Incoming Fellowship with the FP7 European Framework Programme under the project “EvoSpike”, hosted by the Neuromorphic Cognitive Systems Group of the Institute for Neuroinformatics of the ETH and the University of Z¨urich.

References 1. Bohte, S.M., Kok, J.N., Poutr´e, J.A.L.: Error-backpropagation in temporally encoded networks of spiking neurons. Neurocomputing 48(1-4), 17–37 (2002) 2. Dias, D., Madeo, R., Rocha, T., Biscaro, H., Peres, S.: Hand movement recognition for brazilian sign language: A study using distance-based neural networks. In: International Joint Conference on Neural Networks IJCNN 2009, pp. 697–704 (2009)

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3. Gerstner, W., Kistler, W.M.: Spiking Neuron Models: Single Neurons, Populations, Plasticity. Cambridge University Press, Cambridge (2002) 4. Goodman, D., Brette, R.: Brian: a simulator for spiking neural networks in python. BMC Neuroscience 9(Suppl 1), 92 (2008) 5. Hamed, H., Kasabov, N., Shamsuddin, S.: Probabilistic evolving spiking neural network optimization using dynamic quantum-inspired particle swarm optimization. Australian Journal of Intelligent Information Processing Systems 11(01), 23–28 (2010) 6. Hamed, H., Kasabov, N., Shamsuddin, S., Widiputra, H., Dhoble, K.: An extended evolving spiking neural network model for spatio-temporal pattern classification. In: 2011 International Joint Conference on Neural Networks, pp. 2653–2656 (2011) 7. Indiveri, G., Chicca, E., Douglas, R.: Artificial cognitive systems: From VLSI networks of spiking neurons to neuromorphic cognition. Cognitive Computation 1, 119–127 (2009) 8. Indiveri, G., Stefanini, F., Chicca, E.: Spike-based learning with a generalized integrate and fire silicon neuron. In: International Symposium on Circuits and Systems, ISCAS 2010, pp. 1951–1954. IEEE (2010) 9. Kasabov, N.: The ECOS framework and the ECO learning method for evolving connectionist systems. JACIII 2(6), 195–202 (1998) 10. Maass, W., Natschl¨ager, T., Markram, H.: Real-time computing without stable states: A new framework for neural computation based on perturbations. Neural Computation 14(11), 2531–2560 (2002) 11. Norton, D., Ventura, D.: Preparing more effective liquid state machines using hebbian learning. In: International Joint Conference on Neural Networks, IJCNN 2006, pp. 4243–4248. IEEE, Vancouver (2006) 12. Norton, D., Ventura, D.: Improving liquid state machines through iterative refinement of the reservoir. Neurocomputing 73(16-18), 2893–2904 (2010) 13. Schliebs, S., Defoin-Platel, M., Worner, S., Kasabov, N.: Integrated feature and parameter optimization for an evolving spiking neural network: Exploring heterogeneous probabilistic models. Neural Networks 22(5-6), 623–632 (2009) 14. Schliebs, S., Nuntalid, N., Kasabov, N.: Towards Spatio-Temporal Pattern Recognition Using Evolving Spiking Neural Networks. In: Wong, K.W., Mendis, B.S.U., Bouzerdoum, A. (eds.) ICONIP 2010, Part I. LNCS, vol. 6443, pp. 163–170. Springer, Heidelberg (2010) 15. Schrauwen, B., D’Haene, M., Verstraeten, D., Campenhout, J.V.: Compact hardware liquid state machines on fpga for real-time speech recognition. Neural Networks 21(2-3), 511–523 (2008) 16. Thorpe, S.J.: How can the human visual system process a natural scene in under 150ms? On the role of asynchronous spike propagation. In: ESANN. D-Facto public (1997) 17. Watts, M.: A decade of Kasabov’s evolving connectionist systems: A review. IEEE Transactions on Systems, Man, and Cybernetics, Part C: Applications and Reviews 39(3), 253–269 (2009) 18. Wysoski, S.G., Benuskova, L., Kasabov, N.K.: Adaptive Learning Procedure for a Network of Spiking Neurons and Visual Pattern Recognition. In: Blanc-Talon, J., Philips, W., Popescu, D., Scheunders, P. (eds.) ACIVS 2006. LNCS, vol. 4179, pp. 1133–1142. Springer, Heidelberg (2006)

An Adaptive Approach to Chinese Semantic Advertising Jin-Yuan Chen, Hai-Tao Zheng*, Yong Jiang, and Shu-Tao Xia Tsinghua-Southampton Web Science Laboratory, Graduate School at Shenzhen, Tsinghua University, China [email protected], {zheng.haitao,jiangy,xiast}@sz.tsinghua.edu.cn

Abstract. Semantic Advertising is a new kind of web advertising to find the most related advertisements for web pages semantically. In this way, users are more likely to be interest in the related advertisements when browsing the web pages. A big challenge for semantic advertising is to match advertisements and web pages in a conceptual level. Especially, there are few studies proposed for Chinese semantic advertising. To address this issue, we proposed an adaptive method to construct an ontology automatically for matching Chinese advertisements and web pages semantically. Seven distance functions are exploited to measure the similarity between advertisements and web pages. Based on the empirical experiments, we found the proposed method shows a promising result in terms of precision, and among the distance functions, the Tanimoto distance function outperforms the other six distance functions. Keywords: Semantic advertising, Chinese, Ontology, Distance function.

1

Introduction

With the development of the World Wide Web, advertising on the web is getting more and more important for companies. However, although users can see advertisements everywhere on the web, these advertisements on web pages may not attract users’ attention, or even make them boring. Previous research [1] has shown that the more the advertisement is related to the page on which it displays, the more likely users will be interested on the advertisement and click it. Sponsored Search (SS) [2] and Contextual Advertising (CA) [3],[4],[5],[6],[7],[8],[9] are the two main methods to display related advertisements on web pages. A main challenge for CA is to match advertisements and web pages based on semantics. Given a web page, it is hard to find an advertisement which is related to the web page on a conceptual level. Although A. Broder [3] has presented a method for match web pages and advertisements semantically using a taxonomic tree, the taxonomic tree is constructed by human experts, which costs much human effort and time-consuming. In addition, as the Chinese is different from English, semantic advertising based on Chinese is still very difficult. There are few methods proposed to address the Chinese semantic advertising. In the study, we focus on processing web pages and advertisements in Chinese. Especially, we develop an algorithm to *

Corresponding author.

B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 169–176, 2011. © Springer-Verlag Berlin Heidelberg 2011

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construct an ontology automatically. Based on the ontology, our method utilizes various distance functions to measure the similarities between web pages and advertisements. Finally, the proposed method is able to match web pages and advertisements on a conceptual level. In summary, our main contributions are listed as follows: 1. A systematic method is proposed to process Chinese semantic advertising. 2. Developing an algorithm to construct the ontology automatically for semantic advertising. 3. Seven distance functions are utilized to measure the similarities between web pages and advertisements based on the constructed ontology. We have found that the taminoto distance has best performance for Chinese semantic advertising. The paper proceeds as follows. In the next section, we review the related works in the web advertising domain. Section 3 articulates the Chinese semantic advertising architecture. Section 5 shows the experiment results for evaluation. The final section presents the conclusion and future work.

2

Related Work

In 2002, C.-N. Wang’s research [1] presented that the advertisements in the pages should be relevant to the user’s interest to avoid degrading the user’s experience and increase the probability of reaction. In 2005 B. Ribeiro-Neto [4] proposes a method for contextual advertising. They use Bayesian network to generate a redefined document vector, and so the vocabulary impedance between web page and advertisement is much smaller. This network is composed by the k nearest documents (using traditional bag-of-word model), the target page or advertisement and all the terms in the k+1 documents. For each term in the network, the weight of the term is.

(

)

ρ (1 − α ) ωi 0 + α j =1 ωij sim ( d0 , d j ) In this way the document vector is extended to k

k+1 documents, and the system is able to find more related ads with a simple cosine similarity. M. Ciaramita [8] and T.-K. Fan [9] also solved this vocabulary impedance but using different hypothesis. In 2007, A. Broder [3] makes a semantic approach to contextual advertising. They classify both the ads and the target page into a big taxonomic tree. The final score of the advertisement is the combination of the TaxScore and the vector distance score. A. Anagnostopoulos [7] tested the contribution of different page parts for the match result based on this model. After that, Vanessa Murdock [5] uses statistical machine translation models to match ad and pages. They treat the vocabulary used in pages and ads as different language and then using translation methods to determine the relativity between the ad and page. Tao Mei [6] proposed a method that not just simply displays the ad in the place provided by the page, but displays in the image of the page.

3

Chinese Semantic Advertising Architecture

Semantic advertising is a process to advertise based on the context of the current page with a third-part ontology. The whole architecture is described in Figure 1.

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match Ad Network

Ads

(Advertiser)

Web Page + AD

Web Page

171

(Publisher)

Browse

(User)

Fig. 1. The semantic advertising architecture

As discussed in [3], the main idea is to classify both page and advertisement to one or more concepts in ontology. With this classification information the algorithm calculates a score between the page and advertisement. This idea of the algorithm is described below: (1) GetDocumentVector(page/advertisement d) return the top n terms and their tf-idf weight as a vector (2) Classify(page/advertisement d) vector dv = GetDocumentVector(d) foreach(concept c in the ontology) vector cv = tf-idf of all the related phrases in c double score = distancemethod(cv,dv) put cv, score into the result vector return filtered concepts and their weight in the vector (3) CalculateScore(page p, advertisement ad) vector pv = GetDocumentVector(p), av= GetDocumentVector(ad) vector pc= Classify(p), ac = Classify(ad) double ontoScore = conceptdistance(pc,ac)[3] double termScore = cosinedistance(pv,av) return ontoScore * alpha + (1-alpha) * termScore

There are still some problems need to be solved, they are listed below: 1. 2. 3. 4.

How to process Chinese web pages and advertisements? How to build a comprehensive ontology for semantic advertising? How to generate the related phrases for the ontology? Which distance function is the best for similarity measurement?

The problems and corresponding solution are discussed in the following sections. 3.1

Preprocessing Chinese Web Pages and Advertisements

As Chinese articles do not contain blank chars between words, the first step to process a Chinese document must be word segmentation. We found a package called ICTCLAS [10] (Institute of Computing Technology, Chinese Lexical Analysis System) to solve this problem. This algorithm is developed by the Institute of Computing Technology, Chinese Academy of Science. Evaluation on ICTCLAS shows that its performance is competitive Compared with other systems: ICTCLAS has ranked top both in CTB and PK closed track. In PK open track, it ranks second position [11]. D. Yin [12], Y.-Q. Xia [13] and some other researchers use this system to finish their work.

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The output format of this system is ({word}/{part of speech} )+. For example, the result of “ ” (“hello everyone”) is “ /rr /a”, separated by blank space. In this result there are two words in the sentence, the first one is “ ” and the second one is “ ”. The parts of speech of them are “rr” and “a” meaning “personal pronoun” and “adjective”. For more detailed document, please refer to [10]. Based on this result, we only process nouns and “Character Strings” in our algorithm because the words with other part of speech usually have little meaning. “Character String” is the word that combined by pure English characters and Arabic numerals, for example, “NBA”, “ATP”,” WTA2010” etc. And also, we build a stop list to filter some common words. Besides that, the system maintains a dictionary for the names of the concepts in the ontology. All the words start with these words is translated to the class name. For example, “ ”(Badminton racket) is one word in Chinese while “ ”(Badminton) is a class name, then “ ” is translated to “ ”.

好

大家好

羽毛球拍

3.2

大家 好

羽毛球拍

大家

羽毛球

羽毛球

The Ontology

Ontology is a formal explicit description of concepts in a domain of discourse [14], we build an ontology to describe the topics of web pages and advertisements. The ontology is also used to classify advertisements and pages based on the related phrases in its concepts. In a real system, there must be a huge ontology to match all the advertisements and pages. But for test, we build a small ontology focus on sports. The structure of the ontology is extracted from the trading platform in China called TaoBao [15], which is the biggest online trading platform in China. There are totally 25 concepts in the first level, and five of them have second level concepts. The average size of second level concepts is about ten. Figure 2 shows the ontology we used in our system.

Fig. 2. The ontology (Left side is the Chinese version and right side English)

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Extracting Related Phrases for Ontology

Related phrases are used to match web pages and advertisements in a conceptual level. These phrases must be highly relevant to the class, and help the system to decide if the target document is related to this class. A. Broder [3] suggested that for each class about a hundred related phrases should be added. The system then calculates a centroid for each class which is used to measure the distance to the ad or page. But to build such ontology, it may cost several person years. Another problem is the imagination of one person is limited, he or she cannot add all the needed words into the system even with the help of some suggestion tools. In our experiment, we develop another method using training method. We first select a number of web pages for training. For each page, we align it to a suitable concept in the constructed ontology manually (the page witch matches with more than one concept is filtered). Based on the alignment results, our method extracts ten keywords from each web page and treats them as a related phrase of the aligned concept. The keyword extraction algorithm is the traditional TF-IDF method. Consequently, each concept in the constructed ontology has a group of related phrases. 3.4

The Distance Function

In this paper, we utilize seven distance functions to measure the similarity between web pages or advertisements with the ontology concepts. Assuming that c =(c1,…,cm), c ′ =( c1′ ,…, c′m ) are the two term vector, the weight of each term is the tf-idf value of it, these seven distance are:

i =1 (ci − ci′ )2 m

Euclidean distance:

d EUC (c, c′) =

Canberra distance:

d CAN (c, c′) = i =1 m

ci − ci′ ci + ci′

(1) (2)

When divide by zero occurs, this distance is defined as zero. In our experiment, this distance may be very close to the dimension of the vectors (For most cases, there are only a small number of words in a concept’s related phrases also appears in the page). In this situation the concepts with more related phrases tend to be further even if they are the right class. Finally we use 1 /(dimension − dCAN ) for this distance.

(ci * ci′ ) (c, c ′) = i =1

(3)

Chebyshev distance:

d EUC (c, c′) = max ci − ci′

(4)

Hamming distance:

d HAM (c, c′) = i =1 isDiff (ci , ci′ )

(5)

Cosine distance

m

d COS

c * c′

1≤ i ≤ m m

Where isDiff (ci , ci′ ) is 1 if ci and ci′ are different, and 0 if they’re equal. As same as Canberra distance, we finally use 1 /( dimension − d HAM ) for this distance.

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Manhattan distance:

d MAN (c, c′) = i =1 ci − ci′ m

i =1 (ci * ci′ ) 2 2 m c + c′ − i =1 (ci * ci′ )

(6)

m

dTAN (c, c′) =

Tanimoto distance:

(7)

The definitions of the first six distances are from V. Martinez’s work [16]. And the definition of Tanimoto distance can be found in [17], the WikiPedia.

4 4.1

Evaluation Experiment Setup

To test the algorithm, we find 400 pages and 500 ads in the area sport. And then we choose 200 as training set, the other 200 as the test set. The pages in the test set are mapped to a number of related ads artificially, while the pages in the training set have its ontology information. A simple result trained by all the pages in the training set is not enough, we also need to know the training result with different training set size (from 0 to 200). In order to ensure all the classes have the similar size of training pages, we iterator over all the classes and randomly select one unused page that belongs to this class for training until the total page selected reaches the expected size. To make sure there is no bias while choosing the pages, for each training size, we run our experiment for max(200/size + 1, 10) times, the final result is the average of the experiments. We use the precision measurement in our experiment because users only care about the relevance between the advertisement and the page: Precision(n) =

4.2

The number of relevant ads in the first n results n

(8)

Experiment Results

In order to find out the best distance function, we draw Figure 3 to compare the results. The values of each method in the figure are the average number of the results with different training set size.

Fig. 3. The average precision of the seven distance functions

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From Figure 3, we found that Canberra, Cosine and Tanimoto perform much better than the other four methods. Averagely, precisions for the three methods are Canberra 59%, cosine 58% and Tanimoto 65%. The precision of cosine similarity is much lower than Canberra and Tanimoto in P70 and P80. We conclude that Canberra distance and Tanimoto distance is better than cosine distance. In order to find out which of the two methods is better, we draw the detailed training result view. Figure 4 shows the training result of these two methods.

Fig. 4. The training result, C refers to Canberra, and T for Tanimoto

From Figure 4, we find that the maximum precision of Tanimoto and Canberra are almost the same (80% for P10 and 65%for others) while Tanimoto is a litter higher than Canberra. The training result shows that the performance falls down obviously while training set size reaches 80 for Canberra distance. This phenomenon is not suitable for our system, as a concept is expected to have about 100 related phrases, while a training size 80 means about ten related phrases for each class. And for Tanimoto distance, the performance falls only a little while training size increases. From these analyze, we conclude that the tanimoto distance is best for our system.

5

Conclusion and Future Work

In this paper, we proposed a semantic advertising method for Chinese. Focusing on processing web pages and advertisements in Chinese, we develop an algorithm to automatically construct an ontology. Based on the ontology, our method exploits seven distance functions to measure the similarities between web pages and advertisements. A main difference between Chinese and English processing is that Chinese documents needs to be segmented into words first, which contributes a big influence to the final matching results. The empirical experiment results indicate that our method is able to match web pages and advertisements with a relative high precision (80%). Among the seven distance functions, Tanimoto distance shows best performance. In the future, we will focus on the optimization of the distance algorithm and the training method. For the distance algorithm, there still remains some problem. That is a node with especially huge related phrases will seems further than a smaller one. As the related phrases increases, it is harder to separate the right classes from noisy classes, because the distances of these classes are all very big. For training algorithm,

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we need to optimize the extraction method for related phrases by using a better keyword extraction method, such as [18], [19], and [20]. Acknowledgments. This research is supported by National Natural Science Foundation of China (Grant No. 61003100) and Research Fund for the Doctoral Program of Higher Education of China (Grant No. 20100002120018).

Reference 1. Wang, C.-N., Zhang, P., Choi, R., Eredita, M.D.: Understanding consumers attitude toward advertising. In: Eighth Americas Conference on Information System, pp. 1143– 1148 (2002) 2. Fain, D., Pedersen, J.: Sponsored search: A brief history. In: Proc. of the Second Workshop on Sponsored Search Auctions, 2006. Web publication (2006) 3. Broder, A., Fontoura, M., Josifovski, V., Riedel, L.: A semantic approach to contextual advertising. In: SIGIR 2007. ACM Press (2007) 4. Ribeiro-Neto, B., Cristo, M., Golgher, P.B., de Moura, E.S.: Impedance coupling in content-targeted advertising. In: SIGIR 2005, pp. 496–503. ACM Press (2005) 5. Murdock, V., Ciaramita, M., Plachouras, V.: A Noisy-Channel Approach to Contextual Advertising. In: ADKDD 2007 (2007) 6. Mei, T., Hua, X.-S., Li, S.-P.: Contextual In-Image Advertising. In: MM 2008 (2008) 7. Anagnostopoulos, A., Broder, A.Z., Gabrilovich, E., Josifovski, V., Riedel, L.: Just-inTime Contextual Advertising. In: CIKM 2007 (2007) 8. Ciaramita, M., Murdock, V., Plachouras, V.: Semantic Associations for Contextual Advertising. Journal of Electronic Commerce Research 9(1) (2008) 9. Fan, T.-K., Chang, C.-H.: Sentiment-oriented contextual advertising. Knowledge and Information Systems (2010) 10. The ICTCLAS Web Site, http://www.ictclas.org 11. Zhang, H.-P., Yu, H.-K., Xiong, D.Y., Liu, Q.: HHMM-based Chinese lexical analyzer ICTCLAS. In: SIGHAN 2003, Proceedings of the Second SIGHAN Workshop on Chinese Language Processing, vol. 17 (2003) 12. Yin, D., Shao, M., Jiang, P.-L., Ren, F.-J., Kuroiwa, S.: Treatment of Quantifiers in Chinese-Japanese Machine Translation. In: Huang, D.-S., Li, K., Irwin, G.W. (eds.) ICIC 2006. LNCS (LNAI), vol. 4114, pp. 930–935. Springer, Heidelberg (2006) 13. Xia, Y.-Q., Wong, K.-F., Gao, W.: NIL Is Not Nothing: Recognition of Chinese Network Informal Language Expressions. In: 4th SIGHAN Workshop at IJCNLP 2005 (2005) 14. Noy, N.F., McGuinness, D.L.: Ontology development 101: A guide to creating your first ontology. Technical Report SMI-2001-0880, Stanford Medical Informatics (2001) 15. TaoBao, http://www.taobao.com 16. Martinez, V., Simari, G.I., Sliva, A., Subrahmanian, V.S.: Convex: Similarity-Based Algorithms for Forecasting Group Behavior. IEEE Intelligent Systems 23, 51–57 (2008) 17. Jaccard index, http://en.wikipedia.org/wiki/Jaccard_index 18. Yih, W.-T., Goodman, J., Carvalho, V.R.: Finding Advertising Keywords on Web Pages. In: WWW (2006) 19. Zhang, C.-Z.: Automatic Keyword Extraction from Documents Using Conditional Random Fields. Journal of Computational Information Systems (2008) 20. Chien, L.F.: PAT-tree-based keyword extraction for Chinese information retrieva. In: SIGIR 1997. ACM, New York (1997)

A Lightweight Ontology Learning Method for Chinese Government Documents Xing Zhao, Hai-Tao Zheng*, Yong Jiang, and Shu-Tao Xia Tsinghua-Southampton Web Science Laboratory, Graduate School at Shenzhen, Tsinghua University. 518055 Shenzhen, P.R. China [email protected], {zheng.haitao,jiangy,xiast}@sz.tsinghua.edu.cn

Abstract. Ontology learning is a way to extract structure data from natural documents. Recently, Data-government is becoming a new trend for governments to open their data as linked data. However, there are few methods proposed to generate linked data based on Chinese government documents. To address this issue, we propose a lightweight ontology learning approach for Chinese government documents. Our method automatically extracts linked data from Chinese government documents that consist of government rules. Regular Expression is utilized to discover the semantic relationship between concepts. This is a lightweight ontology learning approach, though cheap and simple, it is proved in our experiment that it has a relative high precision value (average 85%) and a relative good recall value (average 75.7%). Keywords: Ontology Learning, Chinese government documents, Semantic Web.

1

Introduction

Recent years, with the development of E-Government [1], governments begin to publish information onto the web, in order to improve transparency and interactivity with citizens. However, most governments now just provide simple search tools such as keyword search to the citizens. Since there is huge number of government documents covering almost every area of the life, keyword search often returns great number of results. Looking though all the results to find appropriate result is actually a tedious task. Data-government [2] [3], which uses Semantic Web technologies, aims to provide a linked government data sharing platform. It is based on linked-data, which is presented as the machine readable data formats instead of the original text format that can be only read by human. It provides powerful semantic search, with that citizens can easily find what concepts they need and the relationship of the concepts. However, before we use linked-data to provide semantic search functions, we need to generate linked data from documents. Most of the existing techniques for ontology learning from text require human effort to complete one or more steps of the whole *

Corresponding author.

B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 177–184, 2011. © Springer-Verlag Berlin Heidelberg 2011

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process. For Chinese documents, since NLP (Nature Language Process) for Chinese is much more difficult than English, automatic ontology learning from Chinese text presents a great challenge. To address this issue, we present an unsupervised approach that automatically extracts linked data from Chinese government document which consists of government rules. The extraction approach is based on regular expression (Regex, in short) matching, and finally we use the extracted linked data to create RDF files. This is a lightweight ontology learning approach, though cheap and simple, it is proved in our experiment that it has a high precision rate (average 85%) and a good recall rate (average 75.7%). The remaining sections in this paper are organized as follows. Section 2 discusses the related work of the ontology learning from text. We then introduce our approach fully in Section 3. In Section 4, we provide the evaluation methods and our experiment, with some briefly analysis. Finally, we make concluding remarks and discuss future work in Section 5.

2

Related Work

Existing approaches for ontology learning from structured data sources and semistructured data sources have been proposed a lot and presented good results [4]. However, for unstructured data, such as text documents, web pages, there is little approach presenting good results in a completely automated fashion [5]. According to the main technique used for discovering knowledge relevant, traditional methods for ontology learning from texts can be grouped into three classes: Approaches based on linguistic techniques [6] [7]; Approaches based on statistical techniques [8] [9]; Approaches based on machine learning algorithms [10] [11]. Although some of these approaches present good results, human effort is necessary to complete one or more steps of the whole process in almost all of them. Since it is much more difficult to do NLP with Chinese text than English text, there is little automatic approach to do ontology learning for Chinese text until recently. In [12], an ontology learning process that based on chi-square statistics is proposed for automatic learning an Ontology Graph from Chinese texts for different domains.

3

Ontology Learning for Chinese Government Documents

Most of the Chinese government documents are mainly composed of government rules and have the similar form like the one that Fig. 1 provides.

Fig. 1. An example of Chinese government document

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Government rules are basic function unit of a government document. Fig. 2 shows an example of government rule.

Fig. 2. An example of government rule

The ontology learning steps of our approach include preprocess, term extraction, government rule classification, triple creation, and RDF generation. 3.1

Preprocess

Government Rule Extraction with Regular Expression. We extract government rules from the original documents with Regular Expression (Regex) [13] as pattern matching method. The Regex of the pattern of government rules is

第[一二三四五六七八九十]+条[\\s]+[^。]+。 .

(1)

We traverse the whole document and find all government rules matching the Regex, then create a set of all government rules in the document. Chinese Word Segmentation and Filtering. Compared to English, Chinese sentence is always without any blanks to segment words. We use ICTCLAS [14] as our Chinese lexical analyzer to segment Chinese text into words and tag each word with their part of speech. For instance, the government rule in Fig. 2 is segmented and tagged to words sequence in Fig. 3.

Fig. 3. Segmentation and Filtering

In this sequence, words are followed by their part of speech. For example, “有限责 任公司 /nz”, where symbol “/nz” represents that word “ 有限 责任公司 ”(limited liability company) is a proper noun. According to our statistics, substantive words usually contain much more important information than other words in government rules. As Fig. 3 shows, after segmentation and tagging, we do a filtering to filter substantive words and remove duplicate words in a government rule.

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By preprocessing, we convert original government documents into sets of government rules. For each government rule in the set, there is a related set of words. Each set holds the substantive words of the government rule. 3.2

Term Extraction

To extract key concept of government documents, we use TF-IDF measure to extract keywords from the substantive words set of each government rule. For each document, we create a term set consists of the keywords, which represent the key concept of the document. The number of keywords extracted from each document will make great effect to the results and more discussion is in Section 4. 3.3

Government Rule Classification

In this step, we find out the relationship of key concept and government rules. According to our statistics, most of the Chinese government documents are mainly composed of three types of government rules: Definition Rule. Definition Rule is a government rule which defines one or more concepts. Fig. 2 provides an example of Definition Rule. According to our statistics, its most obvious signature is that it is a declarative sentence with one or more judgment word, such as “ ”, “ ” (It is approximately equal to “be” in English, but in Chinese, judgment word has very little grammatical function, almost only appears in declarative sentence).

是 为

Obligation Rule. Obligation Rule is a government rule which provides obligations. Fig. 4 provides an example of Obligation Rule.

Fig. 4. An example of Obligation Rule

According to our statistics, its most obvious signature is including one or more modal verb, such as “ (shall)”, “ (must)”, “ (shall not)”.

应当

必须

不应

Requirement Rule. Requirement Rule is a government rule which claims the requirement of government formalities. Fig. 5 provides an example of Requirment Rule.

Fig. 5. An example of Requirment Rule

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According to our statistics, its most obvious signature is including one or more special words , such as “ (have)”, “ (following orders)”, following by a list of requirements. We use Regex as our pattern matching approach to match the special signature of government rules in rule set. For Definition Rule, the Regex is:

具备

下列条件

第[^条]+条\\s+（[^。]+term[^。]+（是|为）[^。]+。） .

(2)

For Obligation Rule, it is:

第[^条]+条\\s+（[^。]+term[^。]+（应当|必须|不应）[^。]+。） .

(3)

And for Requirement Rule, it is:

第[^条]+条\\s+([^。]+term [^。]+(具备|下列条件|（[^）]+）)[^。]+。) .

(4)

Where the “term” represents the term we extract from each document. We traverse the whole government rule set created in Step 1; find all government rules with the given term and matching the Regex. Thus, we classify the government rule set into three classes, which includes definition rules, obligation rules, requirement rules separately. 3.4

Triple Creation

RDF graphs are made up of collections of triples. Triples are made up of a subject, a predicate, and an object. In Step 3 (rule classification), the relationship of key concept and government rules is established. To create triples, we traverse the whole government rule set and get term as subject, class as predicate, and content of the rule as object. For example, the triple of the government rule in Fig. 2 is shown in Fig. 6:

Fig. 6. Triple of the government rule

3.5

RDF Generation

We use Jena [15] to merge triples to a whole RDF graph and finally generate RDF files.

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Fig. 7. RDF graph generation process

4 4.1

Evaluation Experiment Setup

We use government documents from Shenzhen Nanshan Government Online [16] as data set. There are 302 government documents with about 15000 government rules. For evaluation, we random choose 41 of all the documents as test set, which contains 2010 government rules. We make two evaluation experiments to evaluate our method. The first experiment aims at measuring the precision and recall of our method. The main steps of the experiment are as follows: (a) Domain experts are requested to classify government rules in the test set, and tag them with “Definition Rule”, “Obligation Rule”, “Requirement Rule” and “Unknown Rule”. Thus, we get a benchmark. (b) We use our approach to process government rules in the same test set and compare results with the benchmark. Finally, we calculate precision and recall of our approach. In Step 2(Term Extraction), we mention that the number of keywords extracted from a document will make great effect to the results. We make an experiment with different number of keywords (from 3 to 15), the results are provided in Fig. 8. The second experiment compares semantic search with the linked data created by our approach to keyword search. Domain experts are asked to use two search methods to search same concepts. Then we analyze the precision of them. This experiment aims at evaluating the accuracy of the linked data. The results are provided in Fig. 9.

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Results

Fig. 8 provides the precision and recall for different number of keywords. It is clear that more keywords yield high recall, but precision is almost no difference. When number of keywords is more than 10, there is little increase if we add more keywords. It is mainly because there are no related government rules with new added in keywords. The results also prove that our approach is trustable, with high precision (above 80%) whenever keywords set are small or large. And if we take enough keywords number (>10), recall will surpass 75%.

Fig. 8. Precision and Recall based on different number of keywords

Fig. 9. Precision value for two search methods

Fig. 9 provides the precision value of different search methods, Semantic Search and Keyword Search. Keyword Search application is implemented based on Apache Lucene [17]. Linked data created by our approach provides good accuracy, for p10, that is 68%. This is very meaningful for users, since they often look though the first page of search results only.

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Conclusion and Future Work

In this paper, a lightweight ontology learning approach is proposed for Chinese government document. The approach automatically extracts linked data from Chinese government document which consists of government rules. Experiment results demonstrate that it has a relatively high precision rate (average 85%) and a good recall rate (average 75.7%). In future work, we will extract more types of relationship of the term and government rules. The concept extraction method may be changed in order to deal with multi-word concept. Acknowledgments. This research is supported by National Natural Science Foundation of China (Grant No. 61003100 and No. 60972011) and Research Fund for the Doctoral Program of Higher Education of China (Grant No. 20100002120018 and No. 2010000211033).

References 1. 2. 3. 4.

5. 6. 7. 8. 9. 10. 11. 12.

13. 14. 15. 16. 17.

e-Government, http://en.wikipedia.org/wiki/E-Government DATA.GOV, http://www.data.gov/ data.gov.uk, http://data.gov.uk/ Lehmann, J., Hitzler, P.: A Refinement Operator Based Learning Algorithm for the ALC Description Logic. In: Blockeel, H., Ramon, J., Shavlik, J., Tadepalli, P. (eds.) ILP 2007. LNCS (LNAI), vol. 4894, pp. 147–160. Springer, Heidelberg (2008) Drumond, L., Girardi, R.: A survey of ontology learning procedures. In: WONTO 2008, pp. 13–25 (2008) Hearst, M.A.: Automatic acquisition of hyponyms from large text corpora. In: COLING 1992, pp. 539–545 (1992) Hahn, U., Schnattinger, K.: Towards text knowledge engineering. In: AAAI/IAAI 1998, pp. 524–531. The MIT Press (1998) Agirre, E., Ansa, O., Hovy, E.H., Martinez, D.: Enriching very large ontologies using the www. In: ECAI Workshop on Ontology Learning, pp. 26–31 (2000) Faatz, A., Steinmetz, R.: Ontology enrichment with texts from the WWW. In: Semantic Web Mining, p. 20 (2002) Hwang, C.H.: Incompletely and imprecisely speaking: Using dynamic ontologies for representing and retrieving information. In: KRDB 1999, pp. 14–20 (1999) Khan, L., Luo, F.: Ontology construction for information selection. In: ICTAI 2002, pp. 122–127 (2002) Lim, E.H.Y., Liu, J.N.K., Lee, R.S.T.: Knowledge Seeker - Ontology Modelling for Information Search and Management. Intelligent Systems Reference Library, vol. 8, pp. 145–164. Springer, Heidelberg (2011) Regular expression, http://en.wikipedia.org/wiki/Regular_expression ICTCLAS, http://www.ictclas.org/ Jena, http://jena.sourceforge.net/ Nanshan Government Online, http://www.szns.gov.cn/ Apache Lucene, http://lucene.apache.org/

Relative Association Rules Based on Rough Set Theory Shu-Hsien Liao1, Yin-Ju Chen2, and Shiu-Hwei Ho3 1

Department of Management Sciences, Tamkang University, No.151 Yingzhuan Rd., Danshui Dist., New Taipei City 25137, Taiwan R.O.C 2 Graduate Institute of Management Sciences, Tamkang University, No.151 Yingzhuan Rd., Danshui Dist., New Taipei City 25137, Taiwan R.O.C 3 Department of Business Administration, Technology and Science Institute of Northern Taiwan, No. 2, Xueyuan Rd., Peitou, 112 Taipei, Taiwan, R.O.C [email protected], [email protected], [email protected]

Abstract. The traditional association rule that should be fixed in order to avoid the following: only trivial rules are retained and interesting rules are not discarded. In fact, the situations that use the relative comparison to express are more complete than those that use the absolute comparison. Through relative comparison, we proposes a new approach for mining association rule, which has the ability to handle uncertainty in the classing process, so that we can reduce information loss and enhance the result of data mining. In this paper, the new approach can be applied for finding association rules, which have the ability to handle uncertainty in the classing process, is suitable for interval data types, and help the decision to try to find the relative association rules within the ranking data. Keywords: Rough set, Data mining, Relative association rule, Ordinal data.

1

Introduction

Many algorithms have been proposed for mining Boolean association rules. However, very little work has been done in mining quantitative association rules. Although we can transform quantitative attributes into Boolean attributes, this approach is not effective, is difficult to scale up for high-dimensional cases, and may also result in many imprecise association rules [2]. In addition, the rules express the relation between pairs of items and are defined in two measures: support and confidence. Most of the techniques used for finding association rule scan the whole data set, evaluate all possible rules, and retain only those rules that have support and confidence greater than thresholds. It’s mean that the situations that use the absolute comparison [3]. The remainder of this paper is organized as follows. Section 2 reviews relevant literature in correlation with research and the problem statement. Section 3 incorporation of rough set for classification processing. Closing remarks and future work are presented in Section 4. B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 185–192, 2011. © Springer-Verlag Berlin Heidelberg 2011

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Literature Review and Problem Statement

In the traditional design, Likert Scale uses a checklist for answering and asks the subject to choose only one best answer for each item. The quantification of the data is equal intervals of integer. For example, age is the most common type for the quantification data that have to transform into an interval of integer. Table 1 and Table 2 present the same data. The difference is due to the decision maker’s background. One can see that the same data of the results has changed after the decision maker transformation of the interval of integer. An alternative is the qualitative description of process states, for example by means of the discretization of continuous variable spaces in intervals [6]. Table 1. A decision maker

No t1 t2 t3 t4 t5

Age 20 23 17 30 22

Interval of integer 20–25 26–30 Under 20 26–30 20–25

Table 2. B decision maker

No t1 t2 t3 t4 t5

Age 20 23 17 30 22

Interval of integer Under 25 Under 25 Under 25 Above 25 Under 25

Furthermore, in this research, we incorporate association rules with rough sets and promote a new point of view in applications. In fact, there is no rule for the choice of the “right” connective, so this choice is always arbitrary to some extent.

3

Incorporation of Rough Set for Classification Processing

The traditional association rule, which pays no attention to finding rules from ordinal data. Furthermore, in this research, we incorporate association rules with rough sets and promote a new point of view in interval data type applications. The data processing of interval scale data is described as below. First: Data processing—Definition 1—Information system: Transform the questionnaire answers into information system IS = (U , Q ) , where U = {x1 , x 2 , x n }

is a finite set of objects. Q is usually divided into two parts, G = {g 1 , g 2 , g i } is a finite set of general attributes/criteria, and D = {d1 , d 2 , d k } is a set of decision attributes. f g = U × G → V g is called the information function, V g is the domain of

the attribute/criterion g , and f g is a total function such that f (x , g ) ∈ V g for each

g ∈ Q ; x ∈ U . f d = U × D → Vd is called the sorting decision-making information function, Vd is the domain of the decision attributes/criterion d , and f d is a total

function such that f (x , d ) ∈ V d for each d ∈ Q ; x ∈ U .

Example: According to Tables 3 and 4, x1 is a male who is thirty years old and has an income of 35,000. He ranks beer brands from one to eight as follows: Heineken,

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Miller, Taiwan light beer, Taiwan beer, Taiwan draft beer, Tsingtao, Kirin, and Budweiser. Then:

f d1 = {4 ,3,1}

f d 2 = {4 ,3,2 ,1}

f d 3 = {6,3}

f d 4 = {7 ,2}

Table 3. Information system Q

U

General attributes G Item1: Age g 1 Item2: Income g 2

Decision-making D Item3: Beer brand recall

x1

30 g 11

35,000 g 21

As shown in Table 4.

x2

40 g 12

60,000 g 2 2

As shown in Table 4.

x3

45 g 13

80,000 g 2 4

As shown in Table 4.

x4

30 g 11

35,000 g 21

As shown in Table 4.

x5

40 g 12

70,000 g 23

As shown in Table 4.

Table 4. Beer brand recall ranking table

D the sorting decision-making set of beer brand recall U

Taiwan beer d1

Heineken d2

light beer d3

Miller d4

draft beer d5

Tsingtao d6

Kirin d7

Budweiser d8

x1

4

1

3

2

5

6

7

8

x2

1

2

3

7

5

6

4

8

x3

1

4

3

2

5

6

7

8

x4

3

1

6

2

5

4

8

7

x5

1

3

6

2

5

4

8

7

Definition 2: The Information system is a quantity attribute, such as g 1 and g 2 , in Table 3; therefore, between the two attributes will have a covariance, denoted by

σ G = Cov(g i , g j ) . ρ G =

σG

( )

Var (g i ) Var g j

denote the population correlation

coefficient and −1 ≤ ρ G ≤ 1 . Then:

ρ G+ = {g ij 0 < ρ G ≤ 1}

ρ G− = {g ij − 1 ≤ ρ G < 0}

ρ G0 = {g ij ρ G = 0}

Definition 3—Similarity relation: According to the specific universe of discourse classification, a similarity relation of the decision attributes d ∈ D is denoted as U D

{

S (D ) = U D = [x i ]D x i ∈ U ,V d k > V d l

}

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Example:

S (d 1 ) = U d 1 = {{x1 },{x 4 }, {x 2 x 3 , x 5 }} S (d 2 ) = U d 2 = {{x 3 }, {x 5 },{x 2 }, {x1 , x 4 }} Definition 4—Potential relation between general attribute and decision attributes: The decision attributes in the information system are an ordered set, therefore, the attribute values will have an ordinal relation defined as follows:

σ GD = Cov(g i , d k )

ρ GD =

σ GD

Var (g i ) Var (d k )

Then: + ρ GD : 0 < ρ GD ≤ 1 − F (G , D ) = ρ GD : − 1 ≤ ρ GD < 0 0 ρ GD : ρ GD = 0

Second: Generated rough associational rule—Definition 1: The first step in this study, we have found the potential relation between general attribute and decision attributes, hence in the step, the object is to generated rough associational rule. To consider other attributes and the core attribute of ordinal-scale data as the highest decision-making attributes is hereby to establish the decision table and the ease to generate rules, as shown in Table 5. DT = (U , Q ) , where U = {x1 , x 2 , x n } is a

finite set of objects, Q is usually divides into two parts, G = {g 1 , g 2 , g m } is a finite set of general attributes/criteria, D = {d 1 , d 2 , d l } is a set of decision

attributes. f g = U × G → V g is called the information function, V g is the domain of the attribute/criterion g , and f g is a total function such that f (x , g ) ∈ V g for

each g ∈ Q ; x ∈ U . f d = U × D → V d is called the sorting decision-making information function, Vd is the domain of the decision attributes/criterion d , and f d is a total function such that f (x , d ) ∈ V d for each d ∈ Q ; x ∈ U .

Then: f g1 = {Price , Brand}

f g 2 = {Seen on shelves, Advertising}

f g 3 = {purchase by promotions, will not purchase by promotions} f g 4 = {Convenience Stores, Hypermarkets}

Definition 2: According to the specific universe of discourse classification, a similarity relation of the general attributes is denoted by U G . All of the similarity relation is denoted by K = (U , R1 , R 2 R m −1 ) .

U G = {[x i ]G xi ∈ U }

Relative Association Rules Based on Rough Set Theory

Example: U R1 = = {{x1 , x 2 , x5 },{x3 , x 4 }} g1

R5 =

R6 =

U = {{x1 , x 2 , x 5 }, {x 3 , x 4 }} g1 g 3

189

U = {{x1 , x3 , x 4 },{x 2 , x5 }} g2 g4

R m −1 =

U = {{x1 }, {x 2 , x 5 },{x 3 , x 4 }} G

Table 5. Decision-making Q

Decision attributes

General attributes Product Features

Product Information Source g 2

U

g1

x1

Price

Seen on shelves

x2

Price

Advertising

x3

Brand

x4

Brand

x5

Price

Seen on shelves Seen on shelves Advertising

Consumer Behavior g 3 purchase by promotions purchase by promotions will not purchase by promotions will not purchase by promotions purchase by promotions

Channels g 4

Rank

Brand

Convenience Stores

4

d1

Hypermarkets

1

d1

1

d1

3

d1

1

d1

Convenience Stores Convenience Stores Hypermarkets

Definition 3: According to the similarity relation, and then finding the reduct and core. If the attribute g which were ignored from G , the set G will not be affected; thereby, g is an unnecessary attribute, we can reduct it. R ⊆ G and ∀ g ∈ R . A similarity relation of the general attributes from the decision table is

denoted by ind (G ) . If ind (G ) = ind (G − g 1 ) , then g 1 is the reduct attribute, and if ind (G ) ≠ ind (G − g1 ) , then g 1 is the core attribute.

Example:

U ind (G ) = {{x1 }, {x 2 , x 5 }, {x 3 , x 4 }} U ind (G − g 1 ) = U ({g 2 , g 3 , g 4 }) = {{x1 }, {x 2 , x 5 },{x 3 , x 4 }} = U ind (G ) U ind (G − g 1 g 3 ) = U ({g 2 , g 4 }) = {{x1 , x 3 , x 4 },{x 2 , x 5 }} ≠ U ind (G )

When g1 is considered alone, g1 is the reduct attribute, but when g 1 and g 3

are considered simultaneously, g 1 and g 3 are the core attributes.

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Definition 4: The lower approximation, denoted as G ( X ) , is defined as the union of

all these elementary sets, which are contained in [xi ]G . More formally,

U G ( X ) = ∪[x i ]G ∈ [x i ]G ⊆ X G The upper approximation, denoted as G ( X ) , is the union of these elementary sets,

which have a non-empty intersection with [xi ]G . More formally:

U G ( X ) = ∪[xi ]G ⊆ [xi ]G ∩ X ≠ φ G The difference BnG ( X ) = G ( X ) − G ( X ) is called the boundary of [xi ]G .

{x1 , x 2 , x 4 } are those customers G ( X ) = {x1 } , G ( X ) = {x1 , x 2 , x 3 , x 4 , x 5 } and

that we are interested in, thereby

Example:

Bn G ( X ) = {x 2 , x 3 , x 4 , x 5 } .

Definition 5: Rough set-based association rules.

{x1 } : g ∩ g d 1 = 4 11 31 d1 g1 g 3

{x1 } : g ∩ g ∩ g ∩ g d 1 = 4 11 21 31 41 d1 g1 g 2 g 3 g 4

Algorithm-Step1 Input: Information System (IS); Output: {Potential relation}; Method: 1. Begin 2. IS = (U ,Q ) ; 3. x1 , x 2 , , x n ∈ U ; /* where x1 , x 2 , , x n are the objects of set U */ 4. G , D ⊂ Q ; /* Q is divided into two parts G and D */ g 1 , g 2 , , g i ∈ G ; /* where g 1 , g 2 , , g i are the elements 5. of set G */ 6. d 1 , d 2 , , d k ∈ D ; /* where d 1 , d 2 , , d k are the elements of set D */ 7. For each g i and d k do; 8. compute f (x , g ) and f (x , d ) ; /* compute the information function in IS as described in definition1*/ 9. compute σ G ; /* compute the quantity attribute covariance in IS as described in definition2*/

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compute ρ G ; /* compute the quantity attribute correlation coefficient in IS as described in definition2*/ 11. compute S (D ) and S (D ) ; /* compute the similarity relation in IS as described in definition3*/ 12. compute F (G , D ) ; /* compute the potential relation as described in definition4*/ 13. Endfor; 14. Output {Potential relation}; 15.End; 10.

Algorithm-Step2 Input: Decision Table (DT); Output: {Classification Rules}; Method: 1. Begin 2. DT = (U ,Q ) ; x1 , x 2 , x n ∈ U ; /* where x1 , x 2 , x n are the objects of 3. set U */ 4. Q = (G , D ) ; g1 , g 2 , , g m ∈ G ; /* where g1 , g 2 , , g m are the 5. elements of set G */ 6. d 1 , d 2 , , d l ∈ D ; /* where d1 , d 2 , , d l are the “trust value” generated in Step1*/ 7. For each d l do; 8. compute f (x , g ) ; /* compute the information function in DT as described in definition1*/ 9. compute Rm ; /* compute the similarity relation in DT as described in definition2*/ 10. compute ind (G ) ; /* compute the relative reduct of DT as described in definition3*/ 11. compute ind (G − g m ) ; /* compute the relative reduct of the elements for element m as described in definition3*/ 12. compute G( X ) ; /* compute the lower-approximation of DT as described in definition4*/ 13. compute G( X ) ; /* compute the upper-approximation of DT as described in definition4*/ 14. compute BnG ( X ) ; /* compute the bound of DT as described in definition4*/ 15. Endfor; 16. Output {Association Rules}; 17.End;

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Conclusion and Future Works

The quantitative data are popular in practical databases; a natural extension is finding association rules from quantitative data. To solve this problem, previous research partitioned the value of a quantitative attribute into a set of intervals so that the traditional algorithms for nominal data could be applied [1]. In addition, most of the techniques used for finding association rule scan the whole data set, evaluate all possible rules, and retain only the rules that have support and confidence greater than thresholds [3]. The new association rule algorithm, which tries to combine with rough set theory to provide more easily explained rules for the user. In the research, we use a two-step algorithm to find the relative association rules. It will be easier for the user to find the association. Because, in the first step, we find out the relationship between the two quantities attribute data, and then we find whether the ordinal scale data has a potential relationship with those quantities attribute data. It can avoid human error caused by lack of experience in the process that quantities attribute data transform to categorical data. At the same time, we known the potential relationship between the quantities attribute data and ordinal-scale data. In the second step, we use the rough set theory benefit, which has the ability to handle uncertainty in the classing process, and find out the relative association rules. The user in mining association rules does not have to set a threshold and generate all association rules that have support and confidence greater than the user-specified thresholds. In this way, the association rules will be a relative association rules. The new association rule algorithm, which tries to combine with the rough set theory to provide more easily explained rules for the user. For the convenience of the users, to design an expert support system will help to improve the efficiency of the user. Acknowledgements. This research was funded by the National Science Council, Taiwan, Republic of China, under contract NSC 100-2410-H-032 -018-MY3.

References 1. Chen, Y.L., Weng, C.H.: Mining association rules from imprecise ordinal data. Fuzzy Sets and Systems 159, 460–474 (2008) 2. Lian, W., Cheung, D.W., Yiu, S.M.: An efficient algorithm for finding dense regions for mining quantitative association rules. Computers and Mathematics with Applications 50(34), 471–490 (2005) 3. Liao, S.H., Chen, Y.J.: A rough association rule is applicable for knowledge discovery. In: IEEE International Conference on Intelligent Computing and Intelligent Systems (ICIS 2009), ShangHai, China (2009) 4. Liu, G., Zhu, Y.: Credit Assessment of Contractors: A Rough Set Method. Tsinghua Science & Technology 11, 357–363 (2006) 5. Pawlak, Z.: Rough sets, decision algorithms and Bayes’ theorem. European Journal of Operational Research 136, 181–189 (2002) 6. Rebolledo, M.: Rough intervals—enhancing intervals for qualitative modeling of technical systems. Artificial Intelligence 170(8-9), 667–668 (2006)

Scalable Data Clustering: A Sammon’s Projection Based Technique for Merging GSOMs Hiran Ganegedara and Damminda Alahakoon Cognitive and Connectionist Systems Laboratory, Faculty of Information Technology, Monash University, Australia 3800 {hiran.ganegedara,damminda.alahakoon}@monash.edu http://infotech.monash.edu/research/groups/ccsl/

Abstract. Self-Organizing Map (SOM) and Growing Self-Organizing Map (GSOM) are widely used techniques for exploratory data analysis. The key desirable features of these techniques are applicability to real world data sets and the ability to visualize high dimensional data in low dimensional output space. One of the core problems of using SOM/GSOM based techniques on large datasets is the high processing time requirement. A possible solution is the generation of multiple maps for subsets of data where the subsets consist of the entire dataset. However the advantage of topographic organization of a single map is lost in the above process. This paper proposes a new technique where Sammon’s projection is used to merge an array of GSOMs generated on subsets of a large dataset. We demonstrate that the accuracy of clustering is preserved after the merging process. This technique utilizes the advantages of parallel computing resources. Keywords: Sammon’s projection, growing self organizing map, scalable data mining, parallel computing.

1

Introduction

Exploratory data analysis is used to extract meaningful relationships in data when there is very less or no priori knowledge about its semantics. As the volume of data increases, analysis becomes increasingly diﬃcult due to the high computational power requirement. In this paper we propose an algorithm for exploratory data analysis of high volume datasets. The Self-Organizing Map (SOM)[12] is an unsupervised learning technique to visualize high dimensional data in a low dimensional output spacel. SOM has been successfully used in a number of exploratory data analysis applications including high volume data such as climate data analysis[11], text clustering[16] and gene expression data[18]. The key issue with increasing data volume is the high computational time requirement since the time complexity of the SOM is in the order of O(n2 ) in terms of the number of input vectors n[16]. Another challenge is the determination of the shape and size of the map. Due to the high B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 193–202, 2011. c Springer-Verlag Berlin Heidelberg 2011

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volume of the input, identifying suitable map size by trial and error may become impractical. A number of algorithms have been developed to improve the performance of SOM on large datasets. The Growing Self-Organizing Map (GSOM)[2] is an extension to the SOM algorithm where the map is trained by starting with only four nodes and new nodes are grown to accommodate the dataset as required. The degree of spread of the map can be controlled by the parameter spread f actor. GSOM is particularly useful for exploratory data analysis due to its ability to adapt to the structure of data so that the size and the shape of the map need not be determined in advance. Due to the initial small number of nodes and the ability to generate nodes only when required, the GSOM demonstrates faster performance over SOM[3]. Thus we considered GSOM more suited for exploratory data analysis. Emergence of parallel computing platforms has the potential to provide the massive computing resources for large scale data analysis. Although several serial algorithms have been proposed for large scale data analysis using SOM[15][8], such algorithms tend to perform less eﬃciently as the input data volume increases. Thus several parallel algorithms for SOM and GSOM have been proposed in [16][13] and [20]. [16] and [13] are developed to operate on sparse datasets, with the principal application area being textual classiﬁcation. In addition, [13] needs access to shared memory during the SOM training phase. Both [16] and [20] rely on an expensive initial clustering phase to distribute data to parallel computing nodes. In [20], a merging technique is not suggested for the maps generated in parallel. In this paper, we develop a generic scalable GSOM data clustering algorithm which can be trained in parallel and merged using Sammon’s projection[17]. Sammon’s projection is a nonlinear mapping technique from high dimensional space to low dimensional space. GSOM training phase can be made parallel by partitioning the dataset and training a GSOM on each data partition. Sammon’s projection is used to merge the separately generated maps. The algorithm can be scaled to work on several computing resources in parallel and therefore can utilize the processing power of parallel computing platforms. The resulting merged map is reﬁned to remove redundant nodes that may occur due to the data partitioning method. This paper is organized as follows. Section 2 describes SOM, GSOM and Sammon’s Projection algorithms, the literature related to the work presented in this paper. Section 3 describes the proposed algorithm in detail and Section 4 describes the results and comparisons. The paper is concluded with Section 5, stating the implications of this work and possible future enhancements.

2 2.1

Background Self-Organizing Map

The SOM is an unsupervised learning technique which maps high dimensional input space to a low dimensional output lattice. Nodes are arranged in the

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low dimensional lattice such that the distance relationships in high dimensional space are preserved. This topology preservation property can be used to identify similar records and to cluster the input data. Euclidean distance is commonly used for distance calculation using dij = |xi − xj | .

(1)

where dij is the distance between vectors xi and xj . For each input vector, the Best Matching Unit (BMU) xk is found using Eq. (5) such that dik is minimum when xi is the input vector and k is any node in the map. Neighborhood weight vectors of the BMU are adjusted towards the input vector using wk∗ = wk + αhck [xi − wk ] .

(2)

where wk∗ is the new weight vector of node k, wk is the current weight, α is the learning rate, hck is the neighborhood function and xi is the input vector. This process is repeated for a number of iterations. 2.2

Growing Self-Organizing Map

A key decision in SOM is the determination of the size and the shape of the map. In order to determine these parameters, some knowledge about the structure of the input is required. Otherwise trial and error based parameter selection can be applied. SOM parameter determination could become a challenge in exploratory data analysis since structure and nature of input data may not be known. The GSOM algorithm is an extension to SOM which addresses this limitation. The GSOM starts with four nodes and has two phases, a growing phase and a smoothing phase. In the growing phase, each input vector is presented to the network for a number of iterations. During this process, each node accumulates an error value determined by the distance between the BMU and the input vector. When the accumulated error is greater than the growth threshold, nodes are grown if the BMU is a boundary node. The growth threshold GT is determined by the spread factor SF and the number of dimensions D. GT is calculated using GT = −D × ln SF .

(3)

For every input vector, the BMU is found and the neighborhood is adapted using Eq. (2). The smoothing phase is similar to the growing phase, except for the absence of node growth. This phase distributes the weights from the boundary nodes of the map to reduce the concentration of hit nodes along the boundary. 2.3

Sammon’s Projection

Sammon’s projection is a nonlinear mapping algorithm from high dimensional space onto a low dimensional space such that topology of data is preserved. The

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Sammon’s projection algorithm attempts to minimize Sammon’s stress E over a number of iterations given by E = n−1 n µ=1

1

v=µ+1

d ∗ (μ, v)

×

n−1

n [d ∗ (μ, v) − d(μ, v)]2 . d ∗ (μ, v) µ=1 v=µ+1

(4)

Sammon’s projection cannot be used on high volume input datasets due to its time complexity being O(n2 ). Therefore as the number of input vectors, n increases, the computational requirement grows exponentially. This limitation has been addressed by integrating Sammon’s projection with neural networks[14].

3

The Parallel GSOM Algorithm

In this paper we propose an algorithm which can be scaled to suit the number of parallel computing resources. The computational load on the GSOM primarily depends on the size of the input dataset, the number of dimensions and the spread factor. However the number of dimensions is ﬁxed and the spread factor depends on the required granularity of the resulting map. Therefore the only parameter that can be controlled is the size of the input, which is the most signiﬁcant contributor to time complexity of the GSOM algorithm. The algorithm consists of four stages, data partitioning, parallel GSOM training, merging and reﬁning. Fig. (3) shows the high level view of the algorithm.

Fig. 1. The Algorithm

3.1

Data Partitioning

The input dataset has to be partitioned according to the number of parallel computing resources available. Two possible partitioning techniques are considered in the paper. First is random partitioning where the dataset is partitioned randomly without considering any property in the dataset. Random splitting could be used if the dataset needs to be distributed evenly across the GSOMs. Random partitioning has the advantage of lower computational load although even spread is not always guaranteed.

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The second technique is splitting based on very high level clustering[19][20]. Using this technique, possible clusters in data can be identiﬁed and SOMs or GSOMs are trained on each cluster. These techniques help in decreasing the number of redundant neurons in the merged map. However the initial clustering process requires considerable computational time for very large datasets. 3.2

Parallel GSOM Training

After the data partitioning process, a GSOM is trained on each partition in a parallel computing environment. The spread factor and the number of growing phase and smoothing phase iterations should be consistent across all the GSOMs. If random splitting is used, partitions could be of equal size if each computing unit in the parallel environment has the same processing power. 3.3

Merging Process

Once the training phase is complete, output GSOMs are merged to create a single map representing the entire dataset. Sammon’s projection is used as the merging technique due to the following reasons. a. Sammon’s projection does not include learning. Therefore the merged map will preserve the accumulated knowledge in the neurons of the already trained maps. In contrast, using SOM or GSOM to merge would result in a map that is biased towards clustering of the separate maps instead of the input dataset. b. Sammon’s projection will better preserve topology of the map compared to GSOM as shown in results. c. Due to absence of learning, Sammon’s projection performs faster than techniques with learning. Neurons generated in maps resulting from the GSOMs trained in parallel are used as input for the Sammon’s projection algorithm which is run over a number of iterations to organize the neurons in topological order. This enables the representation of the entire input dataset in the merged map with topology preserved. 3.4

Refining Process

After merging, the resulting map is reﬁned to remove any redundant neurons. In the reﬁning process, nearest neighbor based distance measure is used to merge any redundant neurons. The reﬁning algorithm is similar to [6] where, for each node in the merged map, the distance between the nearest neighbor coming from the same source map, d1 , and the distance between the nearest neighbor from the other maps, d2 , as described Eq. (5). Neurons are merged if d1 ≥ βeSF d2

(5)

where β is the scaling factor and SF is the spread factor used for the GSOMs.

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Results

We used the proposed algorithm on several datasets and compared the results with a single GSOM trained on the same datasets as a whole. A multi core computer was used as the parallel computing environment where each core is considered a computing node. Topology of the input data is better preserved in Sammon’s projection than GSOM. Therefore in order to compensate for the eﬀect of Sammon’s projection, the map generated by the GSOM trained on the whole dataset was projected using Sammon’s projection and included in the comparison. 4.1

Accuracy

Accuracy of the proposed algorithm was evaluated using breast cancer Wisconsin dataset from UCI Machine Learning Repository[9]. Although this dataset may not be considered as large, it provides a good basis for cluster evaluation[5]. The dataset has 699 records each having 9 numeric attributes and 16 records with missing attribute values were removed. The parallel run was done on two computing nodes. Records in the dataset are classiﬁed as 65.5% benign and 34.5% malignant. The dataset was randomly partitioned to two segments containing 341 and 342 records. Two GSOMs were trained in parallel using the proposed algorithm and another GSOM was trained on the whole dataset. All the GSOM algorithms were trained using a spread factor of 0.1, 50 growing iterations and 100 smoothing iterations. Results were evaluated using three measures for accuracy, DB index, cross cluster analysis and topology preservation. DB Index. DB Index[1] was used to evaluate the clustering of the map for diﬀerent numbers of clusters. √ K-means[10] algorithm was used to cluster the map for k values from 2 to n, n being the number of nodes in the map. For exploratory data analysis, DB Index is calculated for each k and the value of k for which DB Index is minimum, is the optimum number of clusters. Table 1 shows that the DB Index values are similar for diﬀerent k values across the three maps. It indicates similar weight distributions across the maps. Table 1. DB index comparison k

GSOM

GSOM with Sammon’s Projection

Parallel GSOM

2 3 4 5 6

0.400 0.448 0.422 0.532 0.545

0.285 0.495 0.374 0.381 0.336

0.279 0.530 0.404 0.450 0.366

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Cross Cluster Analysis. Cross cluster analysis was performed between two sets of maps. Table 2 shows how the input vectors are mapped to clusters of GSOM and the parallel GSOM. It can be seen that 97.49% of the data items mapped to cluster 1 of the GSOM are mapped to cluster 1 of the parallel GSOM, similarly 90.64% of the data items in cluster 2 of the GSOM are mapped to the corresponding cluster in the parallel GSOM. Table 2. Cross cluster comparison of parallel GSOM and GSOM Parallel GSOM

Cluster 1 Cluster 2

GSOM

Cluster 1

Cluster 2

97.49% 9.36%

2.51% 90.64%

Table 3 shows the comparison between GSOM with Sammon’s projection and the parallel GSOM. Due to better topology preservation, the results are slightly better for the proposed algorithm. Table 3. Cross cluster comparison of parallel GSOM and GSOM with Sammon’s projection Parallel GSOM

GSOM with Sammon’s Projection

Cluster 1 Cluster 2

Cluster 1

Cluster 2

98.09% 8.1%

1.91% 91.9%

Topology Preservation. A comparison of the degree of topology preservation of the three maps are shown in Table 4. Topographic product[4] is used as the measure of topology preservation. It is evident that maps generated using Sammon’s projection have better topology preservation leading to better results in terms of accuracy. However the topographic product scales nonlinearly with the number of neurons. Although it may lead to inconsistencies, the topographic product provides a reasonable measure to compare topology preservation in the maps. Table 4. Topographic product GSOM

GSOM with Sammon’s Projection

Parallel GSOM

-0.01529

0.00050

0.00022

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Similar results were obtained for other datasets, for which results are not shown due to space constraint. Fig. 2 shows clustering of GSOM, GSOM with Sammon’s projection and the parallel GSOM. It is clear that the map generated by the proposed algorithm is similar in topology to the GSOM and the GSOM with Sammon’s projection.

Fig. 2. Clustering of maps for breast cancer dataset

4.2

Performance

The key advantage of a parallel algorithm over a serial algorithm is better performance. We used a dual core computer as a the parallel computing environment where two threads can simultaneously execute in the two cores. The execution time decreases exponentially with the number of computing nodes available. Execution time of the algorithm was compared using three datasets, breast cancer dataset used for accuracy analysis, the mushroom dataset from[9] and muscle regeneration dataset (9GDS234) from [7]. The mushroom dataset has 8124 records and 22 categorical attributes which resulted in 123 attributes when converted to binary. The muscle regeneration dataset contains 12488 records with 54 attributes. The mushroom and muscle regeneration datasets provided a better view of the algorithms performance for large datasets. Table 5 summarizes Table 5. Execution Time

GSOM Parallel GSOM

Breast cancer

Mushroom

Microarray

4.69 2.89

1141 328

1824 424

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Fig. 3. Execution time graph

the results for performance n terms of execution time. Fig. 3 shows the results in a graph.

5

Discussion

We propose a scalable algorithm for exploratory data analysis using GSOM. The proposed algorithm can make use of the high computing power provided by parallel computing technologies. This algorithm can be used on any real-life dataset without any knowledge about the structure of the data. When using SOM to cluster large datasets, two parameters should be speciﬁed, width and hight of the map. User speciﬁed width and height may or may not suite the dataset for optimum clustering. This is especially the case with the proposed technique due to the user having to specify suitable SOM size and shape for selected data subsets. In the case for large scale datasets, using a trial and error based width and hight selection may not be possible. GSOM has the ability to grow the map according to the structure of the data. Since the same spread f actor is used across all subsets, comparable GSOMs will be self generated with data driven size and shape. As a result, although it it possible to use this technique on SOM, it is more appropriate for GSOM. It can be seen that the proposed algorithm is several times eﬃcient than the GSOM and gives the similar results in terms of accuracy. The eﬃciency of the algorithm grows exponentially with the number of parallel computing nodes available. As a future development, the reﬁning method will be ﬁne tuned and the algorithm will be tested on a distributed grid computing environment.

References 1. Ahmad, N., Alahakoon, D., Chau, R.: Cluster identification and separation in the growing self-organizing map: application in protein sequence classification. Neural Computing & Applications 19(4), 531–542 (2010) 2. Alahakoon, D., Halgamuge, S., Srinivasan, B.: Dynamic self-organizing maps with controlled growth for knowledge discovery. IEEE Transactions on Neural Networks 11(3), 601–614 (2000)

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3. Amarasiri, R., Alahakoon, D., Smith-Miles, K.: Clustering massive high dimensional data with dynamic feature maps, pp. 814–823. Springer, Heidelberg 4. Bauer, H., Pawelzik, K.: Quantifying the neighborhood preservation of selforganizing feature maps. IEEE Transactions on Neural Networks 3(4), 570–579 (1992) 5. Bennett, K., Mangasarian, O.: Robust linear programming discrimination of two linearly inseparable sets. Optimization methods and software 1(1), 23–34 (1992) 6. Chang, C.: Finding prototypes for nearest neighbor classifiers. IEEE Transactions on Computers 100(11), 1179–1184 (1974) 7. Edgar, R., Domrachev, M., Lash, A.: Gene expression omnibus: Ncbi gene expression and hybridization array data repository. Nucleic acids research 30(1), 207 (2002) 8. Feng, Z., Bao, J., Shen, J.: Dynamic and adaptive self organizing maps applied to high dimensional large scale text clustering, pp. 348–351. IEEE (2010) 9. Frank, A., Asuncion, A.: UCI machine learning repository (2010), http://archive.ics.uci.edu/ml 10. Hartigan, J.: Clustering algorithms. John Wiley & Sons, Inc. (1975) 11. Hewitson, B., Crane, R.: Self-organizing maps: applications to synoptic climatology. Climate Research 22(1), 13–26 (2002) 12. Kohonen, T.: The self-organizing map. Proceedings of the IEEE 78(9), 1464–1480 (1990) 13. Lawrence, R., Almasi, G., Rushmeier, H.: A scalable parallel algorithm for selforganizing maps with applications to sparse data mining problems. Data Mining and Knowledge Discovery 3(2), 171–195 (1999) 14. Lerner, B., Guterman, H., Aladjem, M., Dinsteint, I., Romem, Y.: On pattern classification with sammon’s nonlinear mapping an experimental study* 1. Pattern Recognition 31(4), 371–381 (1998) 15. Ontrup, J., Ritter, H.: Large-scale data exploration with the hierarchically growing hyperbolic som. Neural networks 19(6-7), 751–761 (2006) 16. Roussinov, D., Chen, H.: A scalable self-organizing map algorithm for textual classification: A neural network approach to thesaurus generation. Communication Cognition and Artificial Intelligence 15(1-2), 81–111 (1998) 17. Sammon Jr., J.: A nonlinear mapping for data structure analysis. IEEE Transactions on Computers 100(5), 401–409 (1969) 18. Sherlock, G.: Analysis of large-scale gene expression data. Current Opinion in Immunology 12(2), 201–205 (2000) 19. Yang, M., Ahuja, N.: A data partition method for parallel self-organizing map, vol. 3, pp. 1929–1933. IEEE 20. Zhai, Y., Hsu, A., Halgamuge, S.: Scalable dynamic self-organising maps for mining massive textual data, pp. 260–267. Springer, Heidelberg

A Generalized Subspace Projection Approach for Sparse Representation Classification Bingxin Xu and Ping Guo Image Processing and Pattern Recognition Laboratory Beijing Normal University, Beijing 100875, China [email protected], [email protected]

Abstract. In this paper, we propose a subspace projection approach for sparse representation classiﬁcation (SRC), which is based on Principal Component Analysis (PCA) and Maximal Linearly Independent Set (MLIS). In the projected subspace, each new vector of this space can be represented by a linear combination of MLIS. Substantial experiments on Scene15 and CalTech101 image datasets have been conducted to investigate the performance of proposed approach in multi-class image classiﬁcation. The statistical results show that using proposed subspace projection approach in SRC can reach higher eﬃciency and accuracy. Keywords: Sparse representation classiﬁcation, subspace projection, multi-class image classiﬁcation.

1

Introduction

Sparse representation has been proved an extremely powerful tool for acquiring, representing, and compressing high-dimensional signals [1]. Moreover, the theory of compressive sensing proves that sparse or compressible signals can be accurately reconstructed from a small set of incoherent projections by solving a convex optimization problem [6]. While these successes in classical signal processing application are inspiring, in computer vision we are often more interested in the content or semantics of an image rather than a compact, high-ﬁdelity representation [1]. In literatures, sparse representation has been applied to many computer vision tasks, including face recognition [2], image super-resolution [3], data clustering [4] and image annotation [5]. In the application of sparse representation in computer vision, sparse representation classiﬁcation framework [2] is a novel idea which cast the recognition problem as one of classifying among multiple linear regression models and applied in face recognition successfully. However, to successfully apply sparse representation to computer vision tasks, an important problem is how to correctly choose the basis for representing the data. While in the previous research, there is little study of this problem. In reference [2], the authors just emphasize the training samples must be suﬃcient and there is no speciﬁc instruction for how to choose them can achieve well results. They only use the entire training samples of face images and the number of training samples is decided by diﬀerent image datasets. In this paper, we try B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 203–210, 2011. c Springer-Verlag Berlin Heidelberg 2011

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to solve this problem by proposing a subspace projection approach, which can guide the selection of training data for each class and explain the rationality of sparse representation classiﬁcation in vector space. The ability of sparse representation to uncover semantic information derives in part from a simple but important property of the data. That is although the images or their features are naturally very high dimensional , in many applications images belonging to the same class exhibit degenerate structure which means they lie on or near low dimensional subspaces [1]. The proposed approach in this paper is based on this property of data and applied in multi-class image classiﬁcation. The motivation is to ﬁnd a collection of representative samples in each class’s subspace which is embedded in the original high dimensional feature space. The main contribution of this paper can be summarized as follows: 1. Using a simple linear method to search the subspace of each class data is proposed, the original feature space is divided into several subspaces and each category belongs to a subspace. 2. A basis construction method by applying the theory of Maximal Linearly Independent Set is proposed. Based on linear algebra knowledge, for a ﬁxed vector space, only a portion of vectors are suﬃcient to represent any others which belong to the same space. 3. Experiments are conducted for multi-class image classiﬁcation with two standard bench marks, which are Scene15 and CalTech101 datasets. The performance of proposed method (subspace projection sparse representation classiﬁcation, SP SRC) is compared with sparse representation classiﬁcation (SRC), nearest neighbor (NN) and support vector machine (SVM).

2

Sparse Representation Classification

Sparse representation classiﬁcation assumes that training samples from a single class do lie on a subspace [2]. Therefore, any test sample from one class can be represented by a linear combination of training samples in the same class. If we arrange the whole training data from all the classes in a matrix, the test data can be seen as a sparse linear combination of all the training samples. Speciﬁcally, given N i training samples from the i-th class, the samples are stacked as columns of a matrix Fi = [fi,1 , fi,2 , . . . , fi,Ni ] ∈ Rm×Ni . Any new test sample y∈ Rm from the same class will approximately lie in the linear subspace of the training samples associated with class i [2]: y = xi,1 fi,1 + xi,2 fi,2 + . . . + xi,Ni fi,Ni ,

(1)

where xi,j is the coeﬃcient of linear combination, j = 1, 2, ..., Ni . y is the test sample’s feature vector which is extracted by the same method with training samples. Since the class i of the sample is unknown, a new matrix F is deﬁned by test c concatenation the N = i=1 Ni training samples of all c classes: F = [F1 , F2 , ..., Fc ] = [f1,1 , f1,2 , ..., fc,Nc ].

(2)

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Then the linear representation of y can be rewritten in terms of all the training samples as y = Fx ∈ Rm , (3) where x = [0, ..., 0, xi,1 , xi,2 , ..., xi,Ni , 0, ...0]T ∈ RN is the coeﬃcient vector whose entries are zero except those associated with i-th class. In the practical application, the dimension m of feature vector is far less than the number of training samples N . Therefore, equation (3) is an underdetermined equation. However, the additional assumption of sparsity makes solve this problem possible and practical [6]. A classical approach of solving x consists in solving the 0 norm minimization problem: min y-Fx2 + λx0 , (4) where λ is the regularization parameter and 0 norm counts the number of nonzero entries in x [7]. However, the above approach is not reasonable in practice because it is a NP-hard problem [8]. Fortunately, the theory of compressive sensing proves that 1 -minimization can instead of the 0 norm minimization in solving the above problem. Therefore, equation (4) can be rewritten as: min y-Fx2 + λx1 ,

(5)

This is a convex optimization problem which can be solved via classical approaches such as basis pursuit [7]. After computing the coeﬃcient vector x, the identity of y is deﬁned: min ri (y) = y − Fi δi (x)2 ,

(6)

where δi (x) is the part coeﬃcients of x which associated with the i-th class.

3

Subspace Projection for Sparse Representation Classification

In the sparse representation classiﬁcation (SRC) method, the key problem is whether and why the training samples are appropriate to represent the test data linearly. In reference [2], the authors said that given suﬃcient training samples of the i-th object class, any new test sample can be as a linear combination of the entire training data in this class. However, is that the more the better? Undoubtedly, through the increase of the training samples, the computation cost will also increase greatly. In the experiments of reference [2], the number of training data for each class is 7 and 32. These number of images are suﬃcient for face datasets but small for natural image classes due to the complexity of natural images. Actually, it is hard to estimate whether the number of training data of each class is suﬃcient quantitatively. What’s more, in ﬁxed vector space, the number of elements in maximal linearly independent set is also ﬁxed. By adding more training samples will not inﬂuence the linear representation of test sample but increase the computing time. The proposed approach is trying to generate the appropriate training samples of each class for SRC.

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Subspace of Each Class

For the application of SRC in multi-class image classiﬁcation, feature vectors are extracted to represent the original images in feature space. For the entire image data, they are in a huge feature vector space which determined by the feature extraction method. In previous application methods, all the images are in the same feature space[17][2]. However, diﬀerent classes of images should lie on diﬀerent subspaces which embedded in the original space. In the proposed approach, a simple linear principal component analysis (PCA) is used to ﬁnd these subspaces for each class. PCA is a mathematical procedure that uses an orthogonal transformation to convert a set of observations of possibly correlated variables into a set of values of uncorrelated variables called principal components [9]. In order to not destroy the linear relationship of each class, PCA is a better choice because it computes a linear transformation that maps data from a high dimensional space to a lower dimensional space. Speciﬁcally, Fi is an m × ni matrix in the original feature space for i-th class where m is the dimension of feature vector and ni is the number of training samples. After PCA processing, Fi is transformed into a p × ni matrix Fi which lie on the subspace of i-th class and p is the dimension of subspace. 3.2

Maximal Linearly Independent Set of Each Class

In the SRC, a test sample is assumed to be represented by a linear combination of the training samples in the same class. As mentioned in 3.1, after ﬁnding the subspace of each class, a vector subset is computed by MLIS in order to span the whole subspace. In linear algebra, a maximal linearly independent set is a set of linearly independent vectors that, in a linear combination, can represent every vector in a given vector space [10]. Given a maximal linearly independent set of vector space, every element of the vector space can be expressed uniquely as a ﬁnite linear combination of basis vectors. Speciﬁcally, in the subspace of Fi , if p < ni , the number of elements in maximal linearly independent set is p [11]. Therefore, in the subspace of i-th class, only need p vectors to span the entire subspace. In proposed approach, the original training samples are substituted by the maximal linearly independent set. The retaining samples are redundant in the process of linear combination. The proposed multi-class image classiﬁcation procedure is described as following Algorithm 1. The implementation of minimizing the 1 norm is based on the method in reference [12]. Algorithm 1: Image classiﬁcation via subspace projection SRC (SP SRC) 1. Input: feature space formed by training samples. F = [F1 , F2 , . . . , Fc ] ∈ Rm×N for c classes and a test image feature vector I. 2. For each Fi , using PCA to form the subspace Fi of i-th class. 3. For each subspace Fi , computing the maximal linearly independent set Fi . These subspaces form the new feature space F = [F1 , F2 , . . . , Fc ]. 4. Computing x according to equation (5). 5. Output: identify the class number of test sample I with equation (6).

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4

207

Experiments

In this section, experiments are conducted on publicly available datasets which are Scene15 [18] and CalTech101 [13] for image classiﬁcation in order to evaluate the performance of proposed approach SP SRC. 4.1

Parameters Setting

In the experiments, local binary pattern (LBP) [14] feature extraction method is used because of its eﬀectiveness and ease of computation. The original LBP feature is used with dimension of 256. We compare our method with simple SRC and two classical algorithms, namely, nearest neighbor (NN) [15] and one-vs-one support vector machine (SVM) [16] which using the same feature vectors. In the proposed method, the most important two parameters are (i): the regularization parameter λ in equation (5). In the experiments, the performance is best when it is 0.1. (ii): the subspace dimension p. According to our observation, along with the increase of p, the performance is improved dramatically and then keep stable. Therefore, p is set to 30 in the experiments. 4.2

Experimental Results

In order to illustrate the subspace projection approach proposed in this paper has better linear regression result, we compare the linear combination result between subspace projection SRC and original feature space SRC for a test sample. Figure 1(a) illustrates the linear representation result in the original LBP feature space. The blue line is the LBP feature vector for a test image and the red line is linear representation result by the training samples in the original LBP feature space. Figure 1(b) illustrates the linear representation result in projected subspace using the same method. The classiﬁcation experiments are conducted on two datasets to compare the performance of proposed method SP SRC, SRC, NN and SVM classiﬁer. To avoid contingency, each experiment is performed 10 times. At each time, we randomly selected a percentage of images from the datasets to be used as training samples. The remaining images are used for testing. The results presented represent the average of 10 times. Scene15 Datasets. Scene15 contains totally 4485 images falling into 15 categories, with the number of images each category ranging from 200 to 400. The image content is diverse, containing not only indoor scene, such as bedroom, kitchen, but also outdoor scene, such as building and country. To compare with others’ work, we randomly select 100 images per class as training data and use the rest as test data. The performance based on diﬀerent methods is presented in Table 1. Moreover, the confusion matrix for scene is shown in Figure 2. From Table 1, we can ﬁnd that in the LBP feature space, the SP SRC has better results than the simple SRC, and outperforms other classical methods. Figure 2 shows the classiﬁcation and misclassiﬁcation status for each individual class. Our method performs outstanding for most classes.

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0.1 original LBP feature vector represented by original samples

0.09 0.08 0.07

value

0.06 0.05 0.04 0.03 0.02 0.01 0

0

50

100

150 diminsion

200

250

300

(a) 0.06 feature vector projected with PCA represented by subspace samples

0.05 0.04 0.03

value

0.02 0.01 0 −0.01 −0.02 −0.03 −0.04

0

5

10

15

20

25 30 dimension

35

40

45

50

(b) Fig. 1. Regression results between diﬀerent feature space. (a) linear regression in original feature space; (b) linear regression in the projected subspace.

Fig. 2. Confusion Matrix on Scene15 datasets. In confusion matrix, the entry in the i−th row and j−th column is the percentage of images from class i that are misidentiﬁed as class j. Average classiﬁcation rates for individual classes are presented along the diagonal.

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Table 1. Precision rates of diﬀerent classiﬁcation method in Scene15 datasets Classiﬁer

SP SRC

SRC

NN

SVM

Scene15

99.62%

55.96%

51.46%

71.64%

Table 2. Precision rates of diﬀerent classiﬁcation method in CalTech101 datasets Classiﬁer

SP SRC

SRC

NN

SVM

CalTech101

99.74%

43.2%

27.65%

40.13%

CalTech101 Datasets. Another experiment is conducted on the popular caltech101 datasets, which consists of 101 classes. In this dataset, the numbers of images in diﬀerent classes are varying greatly which range from several decades to hundreds. Therefore, in order to avoid data bias problem, a portion classes of dataset is selected which have similar number of samples. For demonstration the performance of SP SRC, we select 30 categories from image datasets. The precision rates are represented in Table 2. From Table 2, we notice that our proposed method performs amazingly better than other methods for 30 categories. Comparing with Scene15 datasets, most methods’ performance will decline for the increase of category number except the proposed method. This is due to that SP SRC does not classify according to the inter-class diﬀerences, and it only depends on the intra-class representation degree.

5

Conclusion and Future Work

In this paper, a subspace projection approach is proposed which used in sparse representation classiﬁcation framework. The proposed approach lays the theory foundation for the application of sparse representation classiﬁcation. In the proposed method, each class samples are transformed into a subspace of the original feature space by PCA, and then computing the maximal linearly independent set of each subspace as basis to represent any other vector which in the same space. The basis of each class is just satisﬁed the precondition of sparse representation classiﬁcation. The experimental results demonstrate that using the proposed subspace projection approach in SRC can achieve better classiﬁcation precision rates than using all the training samples in original feature space. What is more, the computing time is also reduced because our method only use the maximal linearly independent set as basis instead of the entire training samples. It should be noted that the subspace of each class is diﬀerent for diﬀerent feature space. The relationship between a speciﬁed feature space and the subspaces of diﬀerent classes still need to be investigated in the future. In addition, more accurate and fast computing way of 1 -minimization is also a problem deserved to study.

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Acknowledgment. The research work described in this paper was fully supported by the grants from the National Natural Science Foundation of China (Project No. 90820010, 60911130513). Prof. Ping Guo is the author to whom all correspondence should be addressed.

References 1. Wright, J., Ma, Y.: Sparse Representation for Computer Vision and Pattern Recoginition. Proceedings of the IEEE 98(6), 1031–1044 (2009) 2. Wright, J., Yang, A.Y., Granesh, A.: Robust Face Recognition via Sparse Representation. IEEE Trans. on PAMI 31(2), 210–227 (2008) 3. Yang, J.C., Wright, J., Huang, T., Ma, Y.: Image superresolution as sparse representation of raw patches. In: Proceedings of IEEE International Conference on Computer Vision and Pattern Recognition, pp. 1–8 (2008) 4. Elhamifar, E., Vidal, R.: Sparse subspace clustering. In: Proceedings of IEEE International Conference on Computer Vision and Pattern Recognition (2009) 5. Teng, L., Tao, M., Yan, S., Kweon, I., Chiwoo, L.: Contextual Decomposition of Multi-Label Image. In: Proceedings of IEEE International Conference on Computer Vision and Pattern Recognition (2009) 6. Baraniuk, R.: Compressive sensing. IEEE Signal Processing Magazine 24(4), 118–124 (2007) 7. Candes, E.: Compressive sampling. In: Proceedings of the International Congress of Mathematicians, Madrid, Spain, pp. 1433–1452 (2006) AB2006 8. Donoho, D.: Compressed Sensing. IEEE Trans. on Information Theory 52(4), 1289–1306 (2006) 9. Jolliﬀe, I.T.: Principal Component Analysis, p. 487. Springer, Heidelberg (1986) 10. Blass, A.: Existence of bases implies the axiom of choice. Axiomatic set theory. Contemporary Mathematics 31, 31–33 (1984) 11. David, C.L.: Linear Algebra And It’s Application, pp. 211–215 (2000) 12. Candes, E., Romberg, J.: 1 -magic:Recovery of sparse signals via convex programming, http://www.acm.calltech.edu/l1magic/ 13. Fei-fei, L., Fergus, R., Perona, P.: Learning generative visual models from few training examples: An incremental Bayesian approach tested on 101 object categories. In: Proceedings of IEEE International Conference on Computer Vision and Pattern Recognition (2004) 14. Ojala, T., Pietikainen, M.: Multiresolution Gray-Scale and Rotation Invariant Texture Classiﬁcation with Local Binary Patterns. IEEE Trans.on PAMI 24(7), 971–987 (2002) 15. Duda, R., Hart, P., Stork, D.: Pattern Classiﬁcation, 2nd edn. John Wiley and Sons (2001) 16. Hsu, C.W., Lin, C.J.: A Comparison of Methods for Multiclass Support Vector Machines. IEEE Trans. on Neural Networks 13(2), 415–425 (2002) 17. Yuan, Z., Bo, Z.: General Image Classiﬁcations based on sparse representaion. In: Proceedings of IEEE International Conference on Cognitive Informatics, pp. 223–229 (2010) 18. Lazebnik, S., Schmid, C., Ponce, J.: Beyond bags of features: Spatial Pyramid Matching for Recognizing Natural Scene Categories. In: Proceedings of IEEE International Conference on Computer Vision and Pattern Recognition (2006)

Macro Features Based Text Categorization Dandan Wang, Qingcai Chen, Xiaolong Wang, and Buzhou Tang MOS-MS Key lab of NLP & Speech Harbin Institute of Technology Shenzhen Graduate School Shenzhen 518055, P.R. China {wangdandanhit,qingcai.chen,tangbuzhou}@gmail.com, [email protected]

Abstract. Text Categorization (TC) is one of the key techniques in web information processing. A lot of approaches have been proposed to do TC; most of them are based on the text representation using the distributions and relationships of terms, few of them take the document level relationships into account. In this paper, the document level distributions and relationships are used as a novel type features for TC. We called them macro features to differentiate from term based features. Two methods are proposed for macro features extraction. The first one is semi-supervised method based on document clustering technique. The second one constructs the macro feature vector of a text using the centroid of each text category. Experiments conducted on standard corpora Reuters-21578 and 20-newsgroup, show that the proposed methods can bring great performance improvement by simply combining macro features with classical term based features. Keywords: text categorization, text clustering, centroid-based classification, macro features.

1

Introduction

Text categorization (TC) is one of the key techniques in web information organization and processing [1]. The task of TC is to assign texts to predefined categories based on their contents automatically [2]. This process is generally divided into five parts: preprocessing, feature selection, feature weighting, classification and evaluation. Among them, feature selection is the key step for classifiers. In recent years, many popular feature selection approaches have been proposed, such as Document Frequency (DF), Information Gain (IG), Mutual Information (MI), χ2 Statistic (CHI) [1], Weighted Log Likelihood Ratio (WLLR) [3], Expected Cross Entropy (ECE) [4] etc. Meanwhile, feature clustering, a dimensionality reduction technique, has also been widely used to extract more sophisticated features [5-6]. It extracts new features of one type from auto-clustering results for basic text features. Baker (1998) and Slonim (2001) have proved that feature clustering is more efficient than traditional feature selection methods [5-6]. Feature clustering can be classified into supervised, semisupervised and unsupervised feature clustering. Zheng (2005) has shown that the semi-supervised feature clustering can outperform other two type techniques [7]. However, once the performance of feature clustering is not very good, it may yield even worse results in TC. B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 211–219, 2011. © Springer-Verlag Berlin Heidelberg 2011

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While the above techniques take term level text features into account, centroid-based classification explored text level relationships [8-9]. By this centroid-based classification method, each class is represented by a centroid vector. Guan (2009) had shown good performance of this method [8]. He also pointed out that the performance of this method is greatly affected by the weighting adjustment method. However, current centroid based classification methods do not use the text level relationship as a new type of text feature rather than treat the exploring of such relationship as a step of classification. Inspired by the term clustering and centroid-based classification techniques, this paper introduces a new type of text features based on the mining of text level relationship. To differentiate from term level features, we call the text level features as macro features, and the term level features as micro features respectively. Two methods are proposed to mining text relationships. One is based on text clustering, the probability distribution of text classes in each cluster is calculated by the labeled class information of each sampled text, which is finally used to compose the macro features of each test text. Another way is the same technique as centroid based classification, but for a quite different purpose. After we get the centroid of each text category through labeled training texts, the macro features of a given testing text are extracted through the centroid vector of its nearest text category. For convenience, the macro feature extraction methods based on clustering and centroid are denoted as MFCl and MFCe respectively in the following content. For both macro feature extraction methods, the extracted features are finally combined with traditional micro features to form a unified feature vector, which is further input into the state of the art text classifiers to get text categorization result. It means that our centroid based macro feature extraction method is one part of feature extraction step, which is different from existing centroid based classification techniques. This paper is organized as follows. Section 2 introduces macro feature extraction techniques used in this paper. Section 3 introduces the experimental setting and datasets used. Section 4 presents experimental results and performance analysis. The paper is closed with conclusion.

2 2.1

Macro Feature Extraction Clustering Based Method MFCl

In this paper, we extract macro features by K-means clustering algorithm [10] which is used to find cluster centers iteratively. Fig 1 gives a simple sketch to demonstrate the main principle. In Fig 1, there are three categories denoted by different shapes: rotundity, triangle and square, while unlabeled documents are denoted by another shape. The unlabeled documents are distributed randomly. Cluster 1, Cluster 2, Cluster 3 are the cluster centers after clustering. For each test document ti , we calculate the Euclidean distance between the test document r and each cluster center to get the nearest cluster. It is demonstrated that the Euclidean distance is 0.5, 0.7 and 0.9 respectively. ti is nearest to Cluster 3. The class probability vector of the nearest cluster is selected as the macro feature of the test document. In Cluster 3, there are 2 squares, 2 rotundities and 7 triangles together. Therefore, we can know the macro feature vector of ti equals to (7/11, 2/11, 2/11).

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Fig. 1. Sketch of the MFCl

Algorithm 1. MFCl (Macro Features based on Clustering) Consider an m-class classification problem with m ≥ 2 . There are n training samples {( x1 , y1 ), ( x2 , y2 ), ( x3 , y3 )...( xn , yn )} with d dimensional feature vector xi ∈ ℜ n and corresponding class yi ∈ (1,2,3,..., m ) . MFCl can be shown as follows. Input: The training data n Output: Macro features Procedure: (1) K-means clustering. We set k as the predefined number of classes, that is m . (2) Extraction of macro features. For each cluster, we obtain two vectors, one is the centroid vector CV which is the average of feature vectors of the documents belonging to the cluster, and the other is the class probability vector CPV which represents the probability of the clusters belonging to each class. For example, suppose cluster CL j contains N i labeled documents belonging to class yi , then the class probability vector of the cluster CL j can be described as:

CPV jc = (

N1

,

m

N2

,

m

N3

N N N i =1

i

i =1

i

,...,

m

i =1

i

Nm

)

m

N i =1

(1)

i

Where CPVi d represents the class probability vector of the cluster CL j . For each document Di , we calculate the Euclidean distance between the document feature vector and the CV of each cluster. The class probability vector of the nearest cluster is selected as the macro features of the document if their distance metric reaches to a predefined minimal value of similarity, otherwise the macro features of the document will be set to a default value. As we have no prior information about the document, the default value is set based on the equal probability of belonging to each class, which is:

CPVi d = (

1 1 1 1 , , ,..., ) m m m m

(2)

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Where CPVi d represents the class probability vector of the document Di . After obtaining the macro features of each document, we add those macro features to the micro feature vector space. Finally, each document is represented by a d + m dimensional feature vector.

FFVi = ( xi , CPVi d )

(3)

Where FFVi represents the final feature vector of document Di

2.2

Centroid Based Method MFCe

In this paper, we extract macro features by Rocchio approach which assigns a centroid to each category by training set [11]. Fig 2 gives a simple sketch to demonstrate the main principle. In Fig 2, there are three categories denoted by different shapes: rotundity, triangle and square, while unlabeled documents are denoted by another shape. The unlabeled documents are distributed randomly. Cluster 1, Cluster 2, Cluster 3 are the cluster centers after clustering. For each test document ti , we calculate the Euclidean distance between the test document and each cluster center to get the nearest cluster. It is demonstrated that the Euclidean distance is 0.5, 0.7 and 0.9 respectively. ti is nearest to Cluster 3. The class probability vector of the nearest cluster is selected as the macro feature of the test document. In Cluster 3, there are 2 squares, 2 rotundities and 7 triangles together. Therefore, we can know the macro feature vector of ti equals to (7/11, 2/11, 2/11).

Fig. 2. Illustration of MFCe basic idea Algorithm 2. MFCe (Macro Features based on Centroid Classification)

Here, the variables are the same as approach MFCl proposed in section 2.1. Input: The training data Output: Macro features Procedure:

n

(1) Partition the training corpus into two parts P1 and P2 . P1 is used for the centroidbased classification, P2 is used for Neural Network or SVM classification. Here, both P1 and P2 use the entire training corpus.

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(2) Centroid-based classification. Rocchio algorithm is used for the centroid-based classification. After performing Rocchio algorithm, each centroid j in P1 obtains a corresponding centroid vector CV j (3) Extraction of macro features. For each document Di in P2 , we calculate the Euclidean distance between document Di and each centroid in P1 , the vector of the nearest centroid is selected as the macro feature of document Di . The macro feature is added to the micro feature vector of the document Di for classification.

3

Databases and Experimental Setting

3.1

Databases

Reuters-215781. There are 21578 documents in this 52-category corpus after removing all unlabeled documents and documents with more than one class labels. Since the distribution of documents over the 52 categories is highly unbalanced, we only use the most populous 10 categories in our experiment [8]. A dataset containing 7289 documents with 10 categories are constructed. This dataset is randomly split into two parts: training set and testing set. The training set contains 5230 documents and the testing set contains 2059 documents. Clustering is performed only on the training set. 20-newsgroup 2 . The 20-newsgroup dataset is composed of 19997 articles single almost over 20 different Usenet discussion groups. This corpus is highly balanced. It is also randomly divided into two parts: 13296 documents for training and 6667 documents for testing. Clustering is also performed only on the training set. For both corpora, Lemur is used for etyma extraction. IDF scores for feature weighting are extracted from the whole corpus. Stemming and stopping-word removal are applied. 3.2

Experimental Setting

Feature Selection. ECE is selected as the feature selection method in our experiment. 3000 dimensional features are selected out by this method. Clustering. K-means method is used for clustering. K is set to be the number of class. In this paper, we have 10 and 20 classes for Reuters-21578 and 20-newsgroup respectively. When judging the nearest cluster of some document, the threshold of similarity is set to different values between 0 and 1 as needed. The best threshold of similarity for cluster judging is set to 0.45 and 0.54 for Reuters-21578 and 20newsgroup respectively by a four-fold cross validation. Classification. The parameters in Rocchio are set as follows:

α = 0.5 , β = 0.3 ,

γ = 0.2 . SVM and Neural Network are used as classifiers. LibSVM3 is used as the 1 2 3

http://ronaldo.tcd.ie/esslli07/sw/step01.tgz http://people.csail.mit.edu/jrennie/20Newsgroups/ LIBLINEAR:http://www.csie.ntu.edu.tw/~cjlin/liblinear/

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tool of SVM classification where the linear kernel and the default settings are applied. For Neural Network in short for NN, three-layer structure with 50 hidden units and cross-entropy loss function is used. The inspiring function is sigmoid and linear, respectively, for the second and third layer. In this paper, we use “MFCl+SVM” to denote the TC task conducted by inputting the combination of MFCl with traditional features into the SVM classifier. By the same way, we get four types of TC methods based on macro features, i.e., MFCl+SVM, MFCl+NN, MFCe+SVM and MFCe+NN. Moreover, macro and micro averaging F-measure denoted as macro-F1 and micro-F1 respectively are used for performance evaluation in our experiment.

4 4.1

Experimental Results Performance Comparison of Different Methods

Several experiments are conducted with MFCl and MFCe. To provide a baseline for comparison, experiments are also conducted on Rocchio, SVM, Neural Network without using macro features. They are denoted as Rocchio, SVM and NN respectively. All these methods are using the same traditional features as those combined with MFCl and MFCe in macro features based experiments. The overall categorization results of these methods on both Reuters-21578 and 20-newsgroup are shown in Table 1. Table 1. Overall TC Performance of MFC1 and MFCe Classifier SVM NN MFCl+SVM MFCl+NN Rocchio MFCe+SVM MFCe+NN

Reuters-21578 20-newsgroup macro-F1 micro-F1 macro-F1 micro-F1 0.8654 0.9184 0.8153 0.8155 0.8498 0.9027 0.7963 0.8056 0.8722 0.9271 0.8213 0.8217 0.8570 0.9125 0.8028 0.8140 0.8226 0.8893 0.7806 0.7997 0.8754 0.9340 0.8241 0.8239 0.8634 0.9199 0.8067 0.8161

Table 1 shows that both the MFCl+SVM and MFCl+NN outperform the SVM and NN respectively on two datasets. On Reuters-21578, The improvement of macro-F1 and micro-F1 achieves about 0.79% and 0.95% respectively compared to SVM, and the improvement achieves about 0.85% and 1.09% respectively compared to Neural Network. On 20-newsgroup, the improvement of macro-F1 and micro-F1 achieves about 0.74% and 0.76% respectively compared to SVM, and the improvement achieves about 0.82% and 1.04% respectively compared to Neural Network. Furthermore, Table 1 demonstrates that SVM with MFCe and NN with MFCe outperform the separated SVM and NN respectively on both two standard datasets. They all perform better than separated centroid-based classification Rocchio. Thereinto NN with MFCe can achieve the most about 1.91% and 1.60% improvement respectively comparing with separated NN on micro-F1 and macro-F1 on Reuters21578. Both the training set for centroid-based classification and for SVM or NN classification use all of the training set.

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Effectiveness of Labeled Data in MFCl

In Fig 3 and 4, we demonstrate the effect of different sizes of labeled set on micro-F1 for Reuters-21578 and 20-newsgroup using MFCl on SVM and NN.

Fig. 3. Performance of different sizes of labeled data using for MFCl training on Reuters-21578

Fig. 4. Performance of different sizes of labeled data using for MFCl training on 20newsgroup

These figures show that the performance gain drops as the size of the labeled set increases on both two standard datasets. But it still gets some performance gain as the proportion of the labeled set reaches up to 100%. On Reuters-21578, it gets approximately 0.95% and 1.09% gain respectively for SVM and NN, and the performance gain is 0.76% and 0.84% respectively for SVM and NN on 20newsgroup. 4.3

Effectiveness of Labeled Data in MFCe

In Table 2 and 3, we demonstrate the effect of different sizes of labeled set on microF1 for the Reuters-21578 and 20-newsgroup dataset. Table 2. Micro-F1 of using different sizes of labeled set for MFCe training on Reuters-21578

labeled set (%) 10 20 30 40 50 60 70 80 90 100

Reuters-21578 SVM+MFCe SVM 0.8107 0.8055 0.8253 0.8182 0.8785 0.8696 0.8870 0.8758 0.8946 0.8818 0.9109 0.8967 0.9178 0.9032 0.9283 0.913 0.9316 0.9162 0.9340 0.9184

NN+MFCe 0.7899 0.7992 0.8455 0.8620 0.8725 0.8879 0.8991 0.9087 0.9150 0.9199

NN 0.7841 0.7911 0.8358 0.8498 0.8594 0.8735 0.8831 0.8919 0.8979 0.9027

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Table 3. Micro-F1 of using different sizes of labeled set for MFCe training on 20-newsgroup

labeled set (%) 10 20 30 40 50 60 70 80 90 100

20-newsgroup SVM+MFCe SVM NN+MFCe 0.6795 0.6774 0.6712 0.7369 0.7334 0.7302 0.7562 0.7519 0.7478 0.7792 0.7742 0.7713 0.7842 0.7788 0.7768 0.7965 0.7905 0.7856 0.8031 0.7967 0.7953 0.8131 0.8058 0.8034 0.8197 0.8118 0.8105 0.8239 0.8155 0.8161

NN 0.6663 0.7241 0.7407 0.7635 0.7686 0.7768 0.7857 0.7935 0.8003 0.8056

These tables show that the gain rises as the size of the labeled set increases on both two standard datasets. On Reuters-21578, it gets approximately 1.70% and 1.90% gain respectively for SVM and NN when the proportion of the size of the labeled set reaches up to 100%. On 20-newsgroup, the gain is about 1.03% and 1.30% respectively for SVM and NN. 4.4

Comparison of MFCl and MFCe

In Fig 5 and 6, we demonstrate the differences of performance between SVM+MFCe (NN+MFCe) and SVM+MFCl (NN+MFCl) on Reuters-21578 and 20-newsgroup.

Fig. 5. Comparison of MFCl and MFCe with proportions of labeled data on Reuters21578

Fig. 6. Comparison of MFCl and MFCe with proportions of labeled data on 20-newsgroup

These graphs show that SVM+MFCl (NN+MFCl) outperforms SVM+MFCe (NN+MFCe) when the proportion of the labeled set is less than approximately 70% for Reuters-21578, and 80% for 20-newgroup. As the proportion increasingly reaches up to this point, SVM+MFCe (NN+MFCe) gets better than SVM+MFCl (NN+MFCl).

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It can be explained the MFCl algorithm is dependent on labeled set and the unlabeled set, while the MFCe algorithm is dependent only on the labeled set. When the proportion of the labeled set is small, the MFCl algorithm can benefit more from the unlabeled set than the MFCe algorithm. As the proportion of the labeled set increases, the benefits of unlabeled data for MFCl algorithm drop. Finally MFCl performs worse than MFCe after the proportion of labeled data greater than 70%.

5

Conclusion

In this paper, two macro feature extraction methods, i.e., MFCl and MFCe are proposed to enhance text categorization performance. The MFCl uses the probability of clusters belonging to each class as the macro features, while the MFCe combines the centroid-based classification with traditional classifiers like SVM or Neural Network. Experiments conducted on Reuters-21578 and 20-newsgroup show that combining macro features with traditional micro features achieved promising improvement on micro-F1 and macro-F1 for both macro feature extraction methods. Acknowledgments. This work is supported in part by the National Natural Science Foundation of China (No. 60973076).

References 1. Yang, Y., Pedersen, J.O.: A Comparative Study on Feature Selection in Text Categorization. In: International Conference on Machine Learning (1997) 2. Yang, Y.: An Evaluation of Statistical Approaches to Text Categorization. Journal of Information Retrieval 1, 69–90 (1999) 3. Li, S., Xia, R., Zong, C., Huang, C.-R.: A Framework of Feature Selection Methods for Text Categorization. In: International Joint Conference on Natural Language Processing of the Asian Federation of Natural Language Processing, pp. 692–700 (2009) 4. How, B.C., Narayanan, K.: An Empirical Study of Feature Selection for Text Categorization based on Term Weightage. In: International Conference on Web Intelligence, pp. 599–602 (2004) 5. Baker, L.D., McCallumlt, A.K.: Distributional Clustering of Words for Text Classification. In: ACM Special Inspector General for Iraq Reconstruction Conference on Research and Development in Information Retrieval, pp. 96–103 (1998) 6. Slonim, N., Tishby, N.: The Power of Word Clusters for Text Classification. In: European Conference on Information Retrieval (2001) 7. Niu, Z.-Y., Ji, D.-H., Tan, C.L.: A Semi-Supervised Feature Clustering Algorithm with Application toWord Sense Disambiguation. In: Human Language Technology Conference and Conference on Empirical Methods in Natural Language, pp. 907–914 (2005) 8. Guan, H., Zhou, J., Guo, M.: A Class-Feature-Centroid Classifier for Text Categorization. In: World Wide Web Conference, pp. 201–210 (2009) 9. Tan, S., Cheng, X.: Using Hypothesis Margin to Boost Centroid Text Classifier. In: ACM Symposium on Applied Computing, pp. 398–403 (2007) 10. Khan, S.S., Ahmad, A.: Cluster center initialization algorithm for K-means clustering. Pattern Recognition Letters 25, 1293–1302 (2004) 11. Sebastiani, F.: Machine Learning in Automated Text Categorization. ACM Computing Surveys 34(1), 1–47 (2002)

Univariate Marginal Distribution Algorithm in Combination with Extremal Optimization (EO, GEO) Mitra Hashemi1 and Mohammad Reza Meybodi2 1

Department of Computer Engineering and Information Technology, Islamic Azad University Qazvin Branch, Qazvin, Iran [email protected] 2 Department of Computer Engineering and Information Technology, Amirkabir University of Technology, Tehran, Iran [email protected]

Abstract. The UMDA algorithm is a type of Estimation of Distribution Algorithms. This algorithm has better performance compared to others such as genetic algorithm in terms of speed, memory consumption and accuracy of solutions. It can explore unknown parts of search space well. It uses a probability vector and individuals of the population are created through the sampling. Furthermore, EO algorithm is suitable for local search of near global best solution in search space, and it dose not stuck in local optimum. Hence, combining these two algorithms is able to create interaction between two fundamental concepts in evolutionary algorithms, exploration and exploitation, and achieve better results of this paper represent the performance of the proposed algorithm on two NP-hard problems, multi processor scheduling problem and graph bi-partitioning problem. Keywords: Univariate Marginal Distribution Algorithm, Extremal Optimization, Generalized Extremal Optimization, Estimation of Distribution Algorithm.

1 Introduction During the ninetieth century, Genetic Algorithms (GAs) helped us solve many real combinatorial optimization problems. But the deceptive problem where performance of GAs is very poor has encouraged research on new optimization algorithms. To combat these dilemma some researches have recently suggested Estimation of Distribution Algorithms (EDAs) as a family of new algorithms [1, 2, 3]. Introduced by Muhlenbein and Paaβ, EDAs constitute an example of stochastic heuristics based on populations of individuals each of which encodes a possible solution of the optimization problem. These populations evolve in successive generations as the search progresses–organized in the same way as most evolutionary computation heuristics. This method has many advantages which can be illustrated by avoiding premature convergence and use of a compact and short representation. In 1996, Muhlenbein and PaaB [1, 2] have proposed the Univariate Marginal Distributions Algorithm (UMDA), which approximates the simple genetic algorithm. B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 220–227, 2011. © Springer-Verlag Berlin Heidelberg 2011

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One problem of GA is that it is very difficult to quantify and thus analyze these effects. UMDA is based on probability theory, and its behavior can be analyzed mathematically. Self-organized criticality has been used to explain behavior of complex systems in such different areas as geology, economy and biology. To show that SOC [5,6] could explain features of systems like the natural evolution, Bak and Sneepen developed a simplified model of an ecosystem to each species, a fitness number is assigned randomly, with uniform distribution, in the range [0,1]. The least adapted species, one with the least fitness, is then forced to mutate, and a new random number assigned to it. In order to make the Extremal Optimization (EO) [8,9] method applicable to a broad class of design optimization problems, without concern to how fitness of the design variables would be assigned, a generalization of the EO, called Generalized Extremal Optimization (GEO), was devised. In this new algorithm, the fitness assignment is not done directly to the design variables, but to a “population of species” that encodes the variables. The ability of EO in exploring search space was not as well as its ability in exploiting whole search space; therefore combination of two methods, UMDA and EO/GEO(UMDA-EO, UMDA-GEO) , could be very useful in exploring unknown area of search space and also for exploiting the area of near global optimum. This paper has been organized in five major sections: section 2 briefly introduces UMDA algorithm; in section 3, EO and GEO algorithms will be discussed; in section 4 suggested algorithms will be introduced; section 5 contains experimental results; finally, section 6 which is the conclusion

2

Univariate Marginal Distribution Algorithm

The Muhlenbein introduced UMDA [1,2,12] as the simplest version of estimation of distribution algorithms (EDAs). SUMDA starts from the central probability vector that has value of 0.5 for each locus and falls in the central point of the search space. Sampling this probability vector creates random solutions because the probability of creating a 1 or 0 on each locus is equal. Without loss of generality, a binary-encoded

solution x=( x1 ,..., xl )∈ {0,1}l is sampled from a probability vector p(t). At iteration t, a population S(t) of n individuals are sampled from the probability vector p(t). The samples are evaluated and an interim population D(t) is formed by selecting µ (µ 0.5 p ′(i, t ) = p(i, t ), p(i, t ) = 0.5 p (i, t ) * (1.0 − δ ) + δ , p (i, t ) < 0.5 m m

(2)

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Where δ m is mutation shift. After the mutation operation, a new set of samples is generated by the new probability vector and this cycle is repeated. As the search progresses, the elements in the probability vector move away from their initial settings of 0.5 towards either 0.0 or 1.0, representing samples of height fitness. The search stops when some termination condition holds, e.g., the maximum allowable number of iterations t max is reached.

3

Extremal Optimization Algorithm

Extremal optimization [4,8,9] was recently proposed by Boettcher and Percus. The search process of EO eliminates components having extremely undesirable (worst) performance in sub-optimal solution, and replaces them with randomly selected new components iteratively. The basic algorithm operates on a single solution S, which usually consists of a number of variables xi (1 ≤ i ≤ n) . At each update step, the variable xi with worst fitness is identified to alter. To improve the results and avoid the possible dead ends, Boettcher and Percus subsequently proposed τ -EO that is regarded as a general modification of EO by introducing a parameter. All variables xi are ranked according to the relevant fitness. Then each independent variable xi to be moved is selected according to the probability distribution (3). i

p = k −τ

(3)

Sousa and Ramos have proposed a generalization of the EO that was named the Generalized Extremal Optimization (GEO) [10] method. To each species (bit) is assigned a fitness number that is proportional to the gain (or loss) the objective function value has in mutating (flipping) the bit. All bits are then ranked. A bit is then chosen to mutate according to the probability distribution. This process is repeated until a given stopping criteria is reached .

4

Suggested Algorithm

We combined UMDA with EO for better performance. Power EO is less in comparison with other algorithms like UMDA in exploring whole search space thus with combination we use exploring power of UMDA and exploiting power of EO in order to find the best global solution, accurately. We select the best individual in part of the search space, and try to optimize the best solution on the population and apply a local search in landscape, most qualified person earns and we use it in probability vector learning process. According to the subjects described, the overall shape of proposed algorithms (UMDA-EO, UMDA-GEO) will be as follow: 1. Initialization 2. Initialize probability vector with 0.5 3. Sampling of population with probability vector

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4. Matching each individual with the issue conditions (equal number of nodes in both parts) a. Calculate the difference between internal and external (D) cost for all nodes b. If A> B transport nodes with more D from part A to part B c. If B> A transport nodes with more D from part A to part B d. Repeat steps until achieve an equal number of nodes in both 5. Evaluation of population individuals 6. Replace the worst individual with the best individual population (elite) of the previous population 7. Improve the best individual in the population using internal EO (internal GEO), and injecting to the population 8. Select μ best individuals to form a temporary population 9. Making a probability vector based on temporary population according (1) 10. Mutate in probability vector according (2) 11. Repeat steps from step 3 until the algorithm stops Internal EO: 1. Calculate fitness of solution components 2. Sort solution components based on fitness as ascent 3. Choose one of components using the (3) 4. Select the new value for exchange component according to the problem 5. Replace new value in exchange component and produce a new solution 6. Repeat from step1 until there are improvements. Internal GEO: 1. Produce children of current solution and calculate their fitness 2. Sort solution components based on fitness as ascent 3. Choose one of the children as a current solution according to (3) 4. Repeat the steps until there are improvements. Results on both benchmark problems represent performance of proposed algorithms.

5

Experiments and Results

To evaluate the efficiency of the suggested algorithm and in order to compare it with other methods two NP-hard problem, Multi Processor Scheduling problem and Graph Bi-partitioning problem are used. The objective of scheduling is usually to minimize the completion time of a parallel application consisted of a number of tasks executed in a parallel system. Samples of problems that the algorithms used to compare the performance can be found in reference [11]. Graph bi-partitioning problem consists of dividing the set of its nodes into two disjoint subsets containing equal number of nodes in such a way that the number of graph edges connecting nodes belonging to different subsets (i.e., the cut size of the partition) are minimized. Samples of problems that the algorithms used to compare the performance can be found in reference [7].

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5.1

Graph Bi-partitioning Problem

We use bit string representation to solve this problem. 0 and 1 in this string represent two separate part of graph. Also in order to implement EO for this problem, we use [8] and [9]. These references use initial clustering. In this method to compute fitness of each component, we use ratio of neighboring nodes in each node for matching each individual with the issue conditions (equal number of nodes in both parts), using KL algorithm [12]. In the present study, we set parameters using calculate relative error in different runs. Suitable values for this parameters are as follow: mutation probability (0.02), mutation shift (0.2), population size (60), temporary population size (20) and maximum iteration number is 100. In order to compare performance of methods, UMDA-EO, EO-LA and EO, We set τ =1.8 that is best value for EO algorithm based on calculating mean relative error in 10 runs. Fig.1 shows the results and best value for τ parameter. The algorithms compare UMDA-EO, EO-LA and τ-EO and see the change effects; the parameter value τ for all experiments is 1.8.

Fig. 1. Select best value for τ parameter

Table 3 shows results of comparing algorithms for this problem. We observe the proposed algorithm in most of instances has minimum and best value in comparing with other algorithms. Comparative study of algorithms for solving the graph bi-partitioning problem is used instances that stated in the previous section. Statistical analysis solutions produced by these algorithms are shown in Table 3. As can be UMDA-EO algorithm in almost all cases are better than rest of the algorithms. Compared with EO-LA (EO combined with learning automata) can be able to improve act of exploiting near areas of suboptimal solutions but do not explore whole search space well. Fig.2 also indicates that average error in samples of graph bi-partitioning problem in suggested algorithm is less than other algorithms. Good results of the algorithm are because of the benefits of both algorithms and elimination of the defects. UMDA algorithm emphasizes at searching unknown areas in space, and the EO algorithm using previous experiences and the search near the global optimum locations and find optimal solution.

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Fig. 2. Comparison mean error in UMDA-EO with other methods

5.2

Multiprocessor Scheduling Problems

We use [10] for implementation of UMDA-GEO in multiprocessor scheduling problem. Samples of problems that the algorithms used to compare the performance have been addressed in reference [11]. In this paper multiprocessor scheduling with priority and without priority is discussed. We assume 50 and 100 task in parallel system with 2,4,8 and 16 processor. Complete description about representation and etc. are discussed by P. Switalski and F. Seredynski [10]. We set parameter using calculate relative error in different runs; suitable values for this parameter are as follow: mutation probability (0.02), mutation shift (0.05), pop size (60), temporary pop size (20) and maximum iteration number is 100. To compare performance of methods, UMDA-GEO, GEO, We set τ =1.2; this is best value for EO algorithm based on calculating mean relative error in 10 runs. In order to compare the algorithms in solving scheduling problem, each of these algorithms runs 10 numbers and minimum values of results are presented in Tables 1 and 2. In this comparison, value of τ parameter is 1.2. Results are in two style of implementation, with and without priority. Results in Tables 1 and 2 represent in almost all cases proposed algorithm (UMDA-GEO) had better performance and shortest possible response time. When number of processor is few most of algorithms achieve the best response time, but when numbers of processors are more advantages of proposed algorithm are considerable. Table 1. Results of scheduling with 50 tasks

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Table 3. Experimental results of graph bi-partitioning problem

6

Conclusion

Findings of the present study implies that, the suggested algorithm (UMDA-EO and UMDA-GEO) has a good performance in real-world problems, multiprocessor scheduling problem and graph bi-partitioning problem. They combine the two methods and both benefits that were discussed in the paper and create a balance between two concepts of evolutionary algorithms, exploration and exploitation. UMDA acts in the discovery of unknown parts of search space and EO search near optimal parts of landscape to find global optimal solution; therefore, with combination of two methods can find global optimal solution accurately.

References 1. Yang, S.: Explicit Memory scheme for Evolutionary Algorithms in Dynamic Environments. SCI, vol. 51, pp. 3–28. Springer, Heidelberg (2007) 2. Tianshi, C., Tang, K., Guoliang, C., Yao, X.: Analysis of Computational Time of Simple Estimation of Distribution Algorithms. IEEE Trans. Evolutionary Computation 14(1) (2010)

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3. Hons, R.: Estimation of Distribution Algorithms and Minimum Relative Entropy, phd. Thesis. university of Bonn (2005) 4. Boettcher, S., Percus, A.G.: Extremal Optimization: An Evolutionary Local-Search Algorithm, http://arxiv.org/abs/cs.NE/0209030 5. http://en.wikipedia.org/wiki/Self-organized_criticality 6. Bak, P., Tang, C., Wiesenfeld, K.: Self-organized Criticality. Physical Review A 38(1) (1988) 7. http://staffweb.cms.gre.ac.uk/~c.walshaw/partition 8. Boettcher, S.: Extremal Optimization of Graph Partitioning at the Percolation Threshold. Physics A 32(28), 5201–5211 (1999) 9. Boettcher, S., Percus, A.G.: Extremal Optimization for Graph Partitioning. Physical Review E 64, 21114 (2001) 10. Switalski, P., Seredynski, F.: Solving multiprocessor scheduling problem with GEO metaheuristic. In: IEEE International Symposium on Parallel&Distributed Processing (2009) 11. http://www.kasahara.elec.waseda.ac.jp 12. Mühlenbein, H., Mahnig, T.: Evolutionary Optimization and the Estimation of Search Distributions with Applications to Graph Bipartitioning. Journal of Approximate Reasoning 31 (2002)

Promoting Diversity in Particle Swarm Optimization to Solve Multimodal Problems Shi Cheng1,2 , Yuhui Shi2 , and Quande Qin3 1

3

Department of Electrical Engineering and Electronics, University of Liverpool, Liverpool, UK [email protected] 2 Department of Electrical & Electronic Engineering, Xi’an Jiaotong-Liverpool University, Suzhou, China [email protected] College of Management, Shenzhen University, Shenzhen, China [email protected]

Abstract. Promoting diversity is an eﬀective way to prevent premature converge in solving multimodal problems using Particle Swarm Optimization (PSO). Based on the idea of increasing possibility of particles “jump out” of local optima, while keeping the ability of algorithm ﬁnding “good enough” solution, two methods are utilized to promote PSO’s diversity in this paper. PSO population diversity measurements, which include position diversity, velocity diversity and cognitive diversity on standard PSO and PSO with diversity promotion, are discussed and compared. Through this measurement, useful information of search in exploration or exploitation state can be obtained. Keywords: Particle swarm optimization, population diversity, diversity promotion, exploration/exploitation, multimodal problems.

1

Introduction

Particle Swarm Optimization (PSO) was introduced by Eberhart and Kennedy in 1995 [6,9]. It is a population-based stochastic algorithm modeled on the social behaviors observed in ﬂocking birds. Each particle, which represents a solution, ﬂies through the search space with a velocity that is dynamically adjusted according to its own and its companion’s historical behaviors. The particles tend to ﬂy toward better search areas over the course of the search process [7]. Optimization, in general, is concerned with ﬁnding “best available” solution(s) for a given problem. For optimization problems, it can be simply divided into unimodal problem and multimodal problem. As the name indicated, a unimodal problem has only one optimum solution; on the contrary, multimodal problems have several or numerous optimum solutions, of which many are local optimal

The authors’ work was supported by National Natural Science Foundation of China under grant No. 60975080, and Suzhou Science and Technology Project under Grant No. SYJG0919.

B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 228–237, 2011. c Springer-Verlag Berlin Heidelberg 2011

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solutions. Evolutionary optimization algorithms are generally diﬃcult to ﬁnd the global optimum solutions for multimodal problems due to premature converge. Avoiding premature converge is important in multimodal problem optimization, i.e., an algorithm should have a balance between fast converge speed and the ability of “jump out” of local optima. Many approaches have been introduced to avoid premature convergence [1]. However, these methods did not incorporate an eﬀective way to measure the exploration/exploitation of particles. PSO with re-initialization, which is an effective way to promoting diversity, is utilized in this study to increase possibility for particles to “jump out” of local optima, and to keep the ability for algorithm to ﬁnd “good enough” solution. The results show that PSO with elitist re-initialization has better performance than standard PSO. PSO population diversity measurements, which include position diversity, velocity diversity and cognitive diversity on standard PSO and PSO with diversity promotion, are discussed and compared. Through this measurement, useful information of search in exploration or exploitation state can be obtained. In this paper, the basic PSO algorithm, and the deﬁnition of population diversity are reviewed in Section 2. In Section 3, two mechanisms for promoting diversity are utilized and described. The experiments are conducted in Section 4, which includes the test functions used, optimizer conﬁgurations, and results. Section 5 analyzes the population diversity of standard PSO and PSO with diversity promotion. Finally, Section 6 concludes with some remarks and future research directions.

2 2.1

Preliminaries Particle Swarm Optimization

The original PSO algorithm is simple in concept and easy in implementation [10, 8]. The basic equations are as follow: vij = wvij + c1 rand()(pi − xij ) + c2 Rand()(pn − xij ) xij = xij + vij

(1) (2)

where w denotes the inertia weight and is less than 1, c1 and c2 are two positive acceleration constants, rand() and Rand() are functions to generate uniformly distributed random numbers in the range [0, 1], vij and xij represent the velocity and position of the ith particle at the jth dimension, pi refers to the best position found by the ith particle, and pn refers to the position found by the member of its neighborhood that had the best ﬁtness evaluation value so far. Diﬀerent topology structure can be utilized in PSO, which will have diﬀerent strategy to share search information for every particle. Global star and local ring are two most commonly used structures. A PSO with global star structure, where all particles are connected to each other, has the smallest average distance in swarm, and on the contrary, a PSO with local ring structure, where every particle is connected to two near particles, has the biggest average distance in swarm [11].

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Population Diversity Definition

The most important factor aﬀecting an optimization algorithm’s performance is its ability of “exploration” and “exploitation”. Exploration means the ability of a search algorithm to explore diﬀerent areas of the search space in order to have high probability to ﬁnd good optimum. Exploitation, on the other hand, means the ability to concentrate the search around a promising region in order to reﬁne a candidate solution. A good optimization algorithm should optimally balance the two conﬂicted objectives. Population diversity of PSO is useful for measuring and dynamically adjusting algorithm’s ability of exploration or exploitation accordingly. Shi and Eberhart gave three deﬁnitions on population diversity, which are position diversity, velocity diversity, and cognitive diversity [12, 13]. Position, velocity, and cognitive diversity is used to measure the distribution of particles’ current positions, current velocities, and pbest s (the best position found so far for each particles), respectively. Cheng and Shi introduced the modiﬁed deﬁnitions of the three diversity measures based on L1 norm [3, 4]. From diversity measurements, the useful information can be obtained. For the purpose of generality and clarity, m represents the number of particles and n the number of dimensions. Each particle is represented as xij , i represents the ith particle, i = 1, · · · , m, and j is the jth dimension, j = 1, · · · , n. The detailed deﬁnitions of PSO population diversities are as follow: Position Diversity. Position diversity measures distribution of particles’ current positions. Particles going to diverge or converge, i.e., swarm dynamics can be reﬂected from this measurement. Position diversity gives the current position distribution information of particles. Deﬁnition of position diversity, which based on the L1 norm, is as follows m

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diversity of all particles on each dimension. Dv represents the whole swarm’s velocity diversity. Cognitive Diversity. Cognitive diversity measures the distribution of pbest s for all particles. The measurement deﬁnition of cognitive diversity is the same as that of the position diversity except that it utilizes each particle’s current personal best position instead of current position. The deﬁnition of PSO cognitive diversity is as follows m

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3

Diversity Promotion

Population diversity is a measurement of population state in exploration or exploitation. It illustrates the information of particles’ position, velocity, and cognitive. Particles diverging means that the search is in an exploration state, on the contrary, particles clustering tightly means that the search is in an exploitation state. Particles re-initialization is an eﬀective way to promote diversity. The idea behind the re-initialization is to increase possibility for particles “jump out” of local optima, and to keep the ability for algorithm to ﬁnd “good enough” solution. Algorithm 1 below gives the pseudocode of the PSO with re-initialization. After several iterations, part of particles re-initialized its position and velocity in whole search space, which increased the possibility of particles “jump out” of local optima [5]. According to the way of keeping some particles, this mechanism can be divided into two kinds. Random Re-initialize Particles. As its name indicates, random re-initialization means reserves particles by random. This approach can obtain a great ability of exploration due to the possibility that most of particles will have the chance to be re-initialized. Elitist Re-initialize Particles. On the contrary, elitist re-initialization keeps particles with better ﬁtness value. Algorithm increases the ability of exploration due to the re-initialization of worse preferred particles in whole search space, and at the same time, the attraction to particles with better ﬁtness values. The number of reserved particles can be a constant or a fuzzy increasing number, diﬀerent parameter settings are tested in next section.

4

Experimental Study

Wolpert and Macerady have proved that under certain assumptions no algorithm is better than other one on average for all problems [14]. The aim of the

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Algorithm 1. Diversity promotion in particle swarm optimization 1: Initialize velocity and position randomly for each particle in every dimension 2: while not found the “good” solution or not reaches the maximum iteration do 3: Calculate each particle’s ﬁtness value 4: Compare ﬁtness value between current value and best position in history (personal best, termed as pbest). For each particle, if ﬁtness value of current position is better than pbest, then update pbest as current position. 5: Selection a particle which has the best ﬁtness value from current particle’s neighborhood, this particle is called the neighborhood best (termed as nbest). 6: for each particle do 7: Update particle’s velocity according equation (1) 8: Update particle’s position according equation (2) 9: Keep some particles’ (α percent) position and velocity, re-initialize others randomly after each β iteration. 10: end for 11: end while

experiment is not to compare the ability or the eﬃcacy of PSO algorithm with diﬀerent parameter setting or structure, but the ability to “jump out” of local optima, i.e., the ability of exploration. 4.1

Benchmark Test Functions and Parameter Setting

The experiments have been conducted on testing the benchmark functions listed in Table 1. Without loss of generality, seven standard multimodal test functions were selected, namely Generalized Rosenbrock, Generalized Schwefel’s Problem 2.26, Generalized Rastrigin, Noncontinuous Rastrigin, Ackley, Griewank, and Generalized Penalized [15]. All functions are run 50 times to ensure a reasonable statistical result necessary to compare the diﬀerent approaches, and random shift of the location of optimum is utilized in dimensions at each time. In all experiments, PSO has 50 particles, and parameters are set as the standard PSO, let w = 0.72984, and c1 = c2 = 1.496172 [2]. Each algorithm runs 50 times, 10000 iterations in every run. Due to the limit of space, the simulation results of three representative benchmark functions are reported here, which are Generalized Rosenbrock (f1 ), Noncontinuous Rastrigin(f4 ), and Generalized Penalized(f7 ). 4.2

Experimental Results

As we are interested in ﬁnding an optimizer that will not be easily deceived by local optima, we use three measures of performance. The ﬁrst is the best ﬁtness value attained after a ﬁxed number of iterations. In our case, we report the best result found after 10, 000 iterations. The second and the last are the middle and mean value of best ﬁtness values in each run. It is possible that an algorithm will rapidly reach a relatively good result while become trapped onto a local optimum. These two values give a measure of the ability of exploration.

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Table 1. The benchmark functions used in our experimental study, where n is the dimension of each problem, z = (x − o), oi is an randomly generated number in problem’s search space S and it is diﬀerent in each dimension, global optimum x∗ = o, fmin is the minimum value of the function, and S ⊆ Rn Test Function n n−1 2 2 2 Rosenbrock f1 (x) = i=1 [100(zi+1 − zi ) + (zi − 1) ] 100 Schwefel f2 (x) = n −zi sin( |zi |) + 418.9829n 100 i=1 Rastrigin f3 (x) = n [zi2 − 10 cos(2πzi ) + 10] 100 i=1 n f4 (x) = i=1 [yi2 − 10 cos(2πyi ) + 10] Noncontinuous 100 zi |zi | < 12 Rastrigin yi = round(2zi ) 1 |zi | ≥ 2 2 f5 (x) = −20 exp −0.2 n1 n zi2 i=1 Ackley 100

− exp n1 n i ) + 20 + e i=1 cos(2πz n n z 2 1 √i Griewank f6 (x) = 4000 100 i=1 zi − i=1 cos( i ) + 1 n−1 2 π f7 (x) = n {10 sin (πy1 ) + i=1 (yi − 1)2 100 Generalized ×[1 + 10 sin2 (πyi+1 )] + (yn − 1)2 } Penalized + n u(z , 10, 100, 4) i i=1 yi = 1 + 14 (zi + 1) ⎧ zi > a, ⎨ k(zi − a)m u(zi , a, k, m) = 0 −a < zi < a ⎩ k(−zi − a)m zi < −a Function

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Random Re-initialize Particles. Table 2 gives results of PSO with random re-initialization. A PSO with global star structure, initializing most particles randomly can promote diversity; particles have great ability of exploration. The middle and mean ﬁtness value of every run has a reduction, which indicates that most ﬁtness values are better than standard PSO. Elitist Re-initialize Particles. Table 3 gives results of PSO with elitist reinitialization. A PSO with global star structure, re-initializing most particles can promote diversity; particles have great ability of exploration. The mean ﬁtness value of every run also has a reduction at most times. Moreover, the ability of exploitation is increased than standard PSO, most ﬁtness values, including best, middle, and mean ﬁtness value are better than standard PSO. A PSO with local ring structure, which has elitist re-initialization strategy, can also obtain some improvement. From the above results, we can see that an original PSO with local ring structure almost always has a better mean ﬁtness value than PSO with global star structure. This illustrates that PSO with global star structure is easily deceived by local optima. Moreover, conclusion could be made that PSO with random or elitist re-initialization can promote PSO population diversity, i.e., increase ability of exploration, and not decrease ability of exploitation at the same time. Algorithms can get a better performance by utilizing this approach on multimodal problems.

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Table 2. Representative results of PSO with random re-initialization. All algorithms have been run over 50 times, where “best”, “middle”, and“mean” indicate the best, middle, and mean of best ﬁtness values for each run, respectively. Let β = 500, which means re-initialized part of particles after each 500 iterations, α ∼ [0.05, 0.95] indicates that α fuzzy increased from 0.05 to 0.95 with step 0.05. Global Star Structure best middle mean standard 287611.6 4252906.2 4553692.6 α ∼ [0.05, 0.95] 13989.0 145398.5 170280.5 f1 α = 0.1 132262.8 969897.7 1174106.2 α = 0.2 195901.5 875352.4 1061923.2 α = 0.4 117105.5 815643.1 855340.9 standard 322.257 533.522 544.945 α ∼ [0.05, 0.95] 269.576 486.614 487.587 f4 α = 0.1 313.285 552.014 546.634 α = 0.2 285.430 557.045 545.824 α = 0.4 339.408 547.350 554.546 standard 36601631.0 890725077.1 914028295.8 α ∼ [0.05, 0.95] 45810.66 2469089.3 5163181.2 f7 α = 0.1 706383.80 77906145.5 85608026.9 α = 0.2 4792310.46 60052595.2 82674776.8 α = 0.4 238773.48 55449064.2 61673439.2 Result

Local Ring Structure best middle mean -342.524 -177.704 -150.219 -322.104 -188.030 -169.959 -321.646 -205.407 -128.998 -319.060 -180.141 -142.367 -310.040 -179.187 -52.594 590.314 790.389 790.548 451.003 621.250 622.361 490.468 664.804 659.658 520.750 654.771 659.538 547.007 677.322 685.026 -329.924 -327.990 -322.012 -329.999 -329.266 -311.412 -329.999 -329.892 -329.812 -329.994 -329.540 -328.364 -329.991 -329.485 -329.435

Table 3. Representative results of PSO with elitist re-initialization. All algorithms have been run over 50 times, where “best”, “middle”, and“mean” indicate the best, middle, and mean of best ﬁtness values for each run, respectively. Let β = 500, which means re-initialized part of particles after each 500 iterations, α ∼ [0.05, 0.95] indicates that α fuzzy increased from 0.05 to 0.95 with step 0.05. Global Star Structure best middle mean standard 287611.6 4252906.2 4553692.6 α ∼ [0.05, 0.95] 23522.99 1715351.9 1743334.3 f1 α = 0.1 53275.75 1092218.4 1326184.6 α = 0.2 102246.12 1472480.7 1680220.1 α = 0.4 69310.34 1627393.6 1529647.2 standard 322.257 533.522 544.945 570.658 579.559 α ∼ [0.05, 0.95] 374.757 f4 α = 0.1 371.050 564.467 579.968 α = 0.2 314.637 501.197 527.120 α = 0.4 352.850 532.293 533.687 standard 36601631.0 890725077 914028295 α ∼ [0.05, 0.95] 1179304.9 149747096 160016318 f7 α = 0.1 1213988.7 102300029 121051169 α = 0.2 1393266.07 94717037 102467785 α = 0.4 587299.33 107998150 134572199 Result

Local Ring Structure best middle mean -342.524 -177.704 -150.219 306.371 -191.636 -163.183 -348.058 -211.097 -138.435 -340.859 -190.943 -90.192 -296.670 -176.790 -87.723 590.314 790.389 790.548 559.809 760.007 755.820 538.227 707.433 710.502 534.501 746.500 749.459 579.000 773.282 764.739 -329.924 -327.990 -322.012 -329.889 -328.765 -328.707 -329.998 -329.784 289.698 -329.998 -329.442 -329.251 -329.999 -329.002 -328.911

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Diversity Analysis and Discussion

Compared with other evolutionary algorithm, e.g., Genetic Algorithm, PSO has more search information, not only the solution (position), but also the velocity and cognitive. More information can be utilized to lead to a fast convergence; however, it also easily to be trapped to “local optima.” Many approaches have been introduced based on the idea that prevents particles clustering too tightly in a region of the search space to achieve great possibility to “jump out” of local optima. However, these methods did not incorporate an eﬀective way to measure the exploration/exploitation of particles. Figure 1 displays the deﬁnitions of population diversities for variants of PSO. Firstly, the standard PSO: Fig.1 (a) and (b) display the population diversities of function f1 and f4 . Secondly, PSO with random re-initialization: (c) and (d) display the diversities of function f7 and f1 . The last is PSO with elitist reinitialization: (e) and (f) display the diversities of f4 and f9 , respectively. Fig. 1 (a), (c), and (e) are for PSOs with global star structure, and others are PSO with local ring structure. 1

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Figure 2 displays the comparison of population diversities for variants of PSO. Firstly, the PSO with global star structure: Fig.2 (a), (b) and (c) display function f1 position diversity, f4 velocity diversity, and f7 cognitive diversity, respectively. Secondly, the PSO with local ring structure: (d), (e), and (f) display function f1 velocity diversity, f4 cognitive diversity, and f7 position diversity, respectively.

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By looking at the shapes of the curves in all ﬁgures, it is easy to see that PSO with global star structure have more vibration than local ring structure. This is due to search information sharing in whole swarm, if a particle ﬁnd a good solution, other particles will be inﬂuenced immediately. From the ﬁgures, it is also clear that PSO with random or elitist re-initialization can eﬀectively increase diversity; hence, the PSO with re-initialization has more ability to “jump out” of local optima. Population diversities in PSO with re-initialization are promoted to avoid particles clustering too tightly in a region, and the ability of exploitation are kept to ﬁnd “good enough” solution.

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Low diversity, which particles clustering too tight, is often regarded as the main cause of premature convergence. This paper proposed two mechanisms to promote diversity in particle swarm optimization. PSO with random or elitist reinitialization can eﬀectively increase population diversity, i.e., increase the ability of exploration, and at the same time, it can also slightly increase the ability of exploitation. To solve multimodal problem, great exploration ability means that algorithm has great possibility to “jump out” of local optima. By examining the simulation results, it is clear that re-initialization has a deﬁnite impact on performance of PSO algorithm. PSO with elitist re-initialization, which increases the ability of exploration and keeps ability of exploitation at a same time, can achieve better results on performance. It is still imperative

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to verify the conclusions found in this study in diﬀerent problems. Parameters tuning for diﬀerent problems are also needed to be researched. The idea of diversity promoting can also be applied to other population-based algorithms, e.g., genetic algorithm. Population-based algorithms have the same concepts of population solutions. Through the population diversity measurement, useful information of search in exploration or exploitation state can be obtained. Increasing the ability of exploration, and keeping the ability of exploitation are beneﬁcial for algorithm to “jump out” of local optima, especially when the problem to be solved is a computationally expensive problem.

References 1. Blackwell, T.M., Bentley, P.: Don’t push me! collision-avoiding swarms. In: Proceedings of The Fourth Congress on Evolutionary Computation (CEC 2002), pp. 1691–1696 (May 2002) 2. Bratton, D., Kennedy, J.: Deﬁning a standard for particle swarm optimization. In: Proceedings of the 2007 IEEE Swarm Intelligence Symposium, pp. 120–127 (2007) 3. Cheng, S., Shi, Y.: Diversity control in particle swarm optimization. In: Proceedings of the 2011 IEEE Swarm Intelligence Symposium, pp. 110–118 (April 2011) 4. Cheng, S., Shi, Y.: Normalized Population Diversity in Particle Swarm Optimization. In: Tan, Y., Shi, Y., Chai, Y., Wang, G. (eds.) ICSI 2011, Part I. LNCS, vol. 6728, pp. 38–45. Springer, Heidelberg (2011) 5. Clerc, M.: The swarm and the queen: Towards a deterministic and adaptive particle swarm optimization. In: Proceedings of the 1999 Congress on Evolutionary Computation, pp. 1951–1957 (July 1999) 6. Eberhart, R., Kennedy, J.: A new optimizer using particle swarm theory. In: Processings of the Sixth International Symposium on Micro Machine and Human Science, pp. 39–43 (1995) 7. Eberhart, R., Shi, Y.: Particle swarm optimization: Developments, applications and resources. In: Proceedings of the 2001 Congress on Evolutionary Computation, pp. 81–86 (2001) 8. Eberhart, R., Shi, Y.: Computational Intelligence: Concepts to Implementations. Morgan Kaufmann Publisher (2007) 9. Kennedy, J., Eberhart, R.: Particle swarm optimization. In: Processings of IEEE International Conference on Neural Networks, pp. 1942–1948 (1995) 10. Kennedy, J., Eberhart, R., Shi, Y.: Swarm Intelligence. Morgan Kaufmann Publisher (2001) 11. Mendes, R., Kennedy, J., Neves, J.: The fully informed particle swarm: Simpler, maybe better. IEEE Transactions on Evolutionary Computation 8(3), 204–210 (2004) 12. Shi, Y., Eberhart, R.: Population diversity of particle swarms. In: Proceedings of the 2008 Congress on Evolutionary Computation, pp. 1063–1067 (2008) 13. Shi, Y., Eberhart, R.: Monitoring of particle swarm optimization. Frontiers of Computer Science 3(1), 31–37 (2009) 14. Wolpert, D., Macready, W.: No free lunch theorems for optimization. IEEE Transactions on Evolutionary Computation 1(1), 67–82 (1997) 15. Yao, X., Liu, Y., Lin, G.: Evolutionary programming made faster. IEEE Transactions on Evolutionary Computation 3(2), 82–102 (1999)

Analysis of Feature Weighting Methods Based on Feature Ranking Methods for Classification Norbert Jankowski and Krzysztof Usowicz Department of Informatics, Nicolaus Copernicus University, Toru´n, Poland

Abstract. We propose and analyze new fast feature weighting algorithms based on different types of feature ranking. Feature weighting may be much faster than feature selection because there is no need to find cut-threshold in the raking. Presented weighting schemes may be combined with several distance based classifiers like SVM, kNN or RBF network (and not only). Results shows that such method can be successfully used with classifiers. Keywords: Feature weighting, feature selection, computational intelligence.

1 Introduction Data used in classification problems consists of instances which typically are described by features (sometimes called attributes). The feature relevance (or irrelevance) differs between data benchmarks. Sometimes the relevance depends even on the classifier model, not only on data. Also the magnitude of feature may provide stronger or weaker influence on the usage of a given metric. What’s more the values of feature may be represented in different units (keeping theoretically the same information) what may provide another source of problems (for example milligrams, kilograms, erythrocytes) for classifier learning process. This shows that feature selection must not be enough to solve a hidden problem. Obligatory usage of data standardization also must not be equivalent to the best way which can be done at all. It may happen that subset of features are for example counters of word frequencies. Then in case of normal data standardization will loose (almost) completely the information which was in a subset of features. This is why we propose and investigate several methods of automated weighting of features instead of feature selection. Additional advantage of feature weighting over feature selection is that in case of feature selection there is not only the problem of choosing the ranking method but also of choosing the cut-threshold which must be validated what generates computational costs which are not in case of feature weighting. But not all feature weighting algorithms are really fast. The feature weightings which are wrappers (so adjust weights and validate in a long loop) [21,18,1,19,17] are rather slow (even slower than feature selection), however may be accurate. This provided us to propose several feature weighting methods based on feature ranking methods. Previously rankings were used to build feature weighting in [9] were values of mutual information were used directly as weights and in [24] used χ 2 distribution values for weighting. In this article we also present selection of appropriate weighting schemes which are used on values of rankings. B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 238–247, 2011. c Springer-Verlag Berlin Heidelberg 2011

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Below section presents chosen feature ranking methods which will be combined with designed weighting schemes that are described in the next section (3). Testing methodology and results of analysis of weighting methods are presented in section 4.

2 Selection of Rankings The feature ranking selection is composed of methods which computation costs are relatively small. The computation costs of ranking should never exceed the computation costs of training and testing of final classifier (the kNN, SVM or another one) on average data stream. To make the tests more trustful we have selected ranking methods of different types as in [7]: based on correlation, based on information theory, based on decision trees and based on distance between probability distributions. Some of the ranking methods are supervised and some are not. However all of them shown here are supervised. Computation of ranking values for features may be independent or dependent. What means that computation of next rank value may (but must not) depend on previously computed ranking values. For example Pearson correlation coefficient is independent while ranking based on decision trees or Battiti ranking are dependant. Feature ranking may assign high values for relevant features and small for irrelevant ones or vice versa. First type will be called positive feature ranking and second negative feature ranking. Depending on this type the method of weighting will change its tactic. For further descriptions assume that the data is represented by a matrix X which has m rows (the instances or vectors) and n columns called features. Let the x mean a single instance, xi being i-th instance of X. And let’s X j means the j-th feature of X. In addition to X we have vector c of class labels. Below we describe shortly selected ranking methods. Pearson correlation coefficient ranking (CC): The Pearson’s correlation coefficient: m CC(X j , c) = ∑ (xij − X¯ j )(ci − c) ¯ (1) (σX j · σc ) i=1

is really useful as feature selection [14,12]. X¯ j and σX j means average value and standard deviation of j-th feature (and the same for vector c of class labels). Indeed the ranking values are absolute values of CC: JCC (X j ) = |CC(X j , c)|

(2)

because correlation equal to −1 is indeed as informative as value 1. This ranking is simple to implement and its complexity is low O(mn). However some difficulties arise when used for nominal features (with more then 2 values). Fisher coefficient: Next ranking is based on the idea of Fisher linear discriminant and is represented as coefficient: JFSC (X j ) = X¯ j,1 − X¯ j,2 / [σX j,1 + σX j,2 ] , (3) where indices j, 1 and j, 2 mean that average (or standard deviation) is defined for jth feature but only for either vectors of first or second class respectively. Performance

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of feature selection using Fisher coefficient was studied in [11]. This criterion may be simply extended to multiclass problems.

χ 2 coefficient: The last ranking in the group of correlation based method is the χ 2 coefficient: 2 m l p(X j = xij ,C = ck ) − p(X j = xij )p(C = ck ) Jχ 2 (X j ) = ∑ ∑ . (4) p(X j = xij )p(C = ck ) i=1 k=1 Using this method in context of feature selection was discussed in [8]. This method was also proposed for feature weighting with the kNN classifier in [24]. 2.1 Information Theory Based Feature Rankings Mutual Information Ranking (MI): Shannon [23] described the concept of entropy and mutual information. Now the concept of entropy and mutual information is widely used in several domains. The entropy in context of feature may be defined by: m

H(X j ) = − ∑ p(X j = xi ) log2 p(X j = xi ) j

j

(5)

i=1

and in similar way for class vector: H(c) = − ∑m i=1 p(C = ci ) log2 p(C = ci ). The mutual information (MI) may be used as a base of feature ranking: JMI (X j ) = I(X j , c) = H(X j ) + H(c) − H(X j , c),

(6)

where H(X j , c) is joint entropy. Mutual information was investigated as ranking method several times [3,14,8,13,16]. The MI was also used for feature weighting in [9]. Asymmetric Dependency Coefficient (ADC) is defined as mutual information normalized by entropy of classes: JADC (X j ) = I(X j , c)/H(c).

(7)

These and next criterions which base on MI were investigated in context of feature ranking in [8,7]. Normalized Information Gain (US) proposed in [22] is defined by the MI normalized by the entropy of feature: JADC (X j ) = I(X j , c)/H(X j ).

(8)

Normalized Information Gain (UH) is the third possibility of normalizing, this time by the joint entropy of feature and class: JUH (X j ) = I(X j , c)/H(X j , c).

(9)

Symmetrical Uncertainty Coefficient (SUC): This time the MI is normalized by the sum of entropies [15]: JSUC (X j ) = I(X j , c)/(H(X j , c) + H(c)).

(10)

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It can be simply seen that the normalization is like weight modification factor which has influence in the order of ranking and in pre-weights for further weighting calculation. Except the DML all above MI-based coefficients compose positive rankings. 2.2 Decision Tree Rankings Decision trees may be used in a few ways for feature selection or ranking building. The simplest way of feature selection is to select features which were used to build the given decision tree to play the role of the classifier. But it is possible to compose not only a binary ranking, the criterion used for the tree node selection can be used to build the ranking. The selected decision trees are: CART [4], C4.5 [20] and SSV [10]. Each of those decision trees uses its own split criterion, for example CART use the GINI or SSV use the separability split value. For using SSV in feature selection please see [11]. The feature ranking is constructed basing on the nodes of decision tree and features used to build this tree. Each node is assigned to a split point on a given feature which has appropriate value of the split criterion. These values will be used to compute ranking according to: J(X j ) = ∑ split(n), (11) n∈Q j

where Q j is a set of nodes which split point uses feature j, and split(n) is the value of given split criterion for the node n (depend on tree type). Note that features not used in tree are not in the ranking and in consequence will have weight 0. 2.3 Feature Rankings Based on Probability Distribution Distance Kolmogorov distribution distance (KOL) based ranking was presented in [7]: m l JKOL (X j ) = ∑ ∑ p(X j = xij ,C = ck ) − p(X j = xij )p(C = ck )

(12)

i=1 k=1

Jeffreys-Matusita Distance (JM) is defined similarly to the above ranking: 2

m l

j j JJM (X j ) = ∑ ∑ p(X j = xi ,C = ck ) − p(X j = xi )p(C = ck )

(13)

i=1 k=1

MIFS ranking. Battiti [3] proposed another ranking which bases on MI. In general it is defined by: JMIFS (X j |S) = I((X j , c)|S) = I(X j , c) − β · ∑ I(X j , Xs ).

(14)

s∈S

This ranking is computed iteratively basing on previously established ranking values. First, as the best feature, the j-th feature which maximizes I(XJ , c) (for empty S) is chosen. Next the set S consists of index of first feature. Now the second winner feature has to maximize right side of Eq. 14 with the sum over non-empty S. Next ranking values are computer in the same way.

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To eliminate the parameter β Huang et. al [16] proposed a changed version of Eq.14: I(X j , Xs ) 1 I(X j , Xs ) I(Xs , Xs ) − JSMI (X j |S) = I(X j , c) − ∑ ∑ H(Xs ) · H(Xs ) · I(Xs, c). H(Xs ) 2 s ∈S,s s∈S =s (15) The computation of JSMI is done in the same way as JMIF S . Please note that computation of JMIF S and JSMI is more complex then computation of previously presented rankings that base on MI. Fusion Ranking (FUS). Resulting feature rankings may be combined to another ranking in fusion [25]. In experiments we combine six rankings (NMF, NRF, NLF, NSF, MDF, SRW1 ) as their sum. However an different operator may replace the sum (median, max, min). Before calculation of fusion ranking each ranking used in fusion has to be normalized.

3 Methods of Feature Weighting for Ranking Vectors Direct use of ranking values to feature weighting is sometimes even impossible because we have positive and negative rankings. However in case of some rankings it is possible [9,6,5]. Also the character of magnitude of ranking values may change significantly between kinds of ranking methods2 . This is why we decided to check performance of a few weighting schemes while using every single one with each feature ranking method. Below we propose methods which work in one of two types of weighting schemes: first use the ranking values to construct the weight vector while second scheme uses the order of features to compose weight vector. Let’s assume that we have to weight vector of feature ranking J = [ j1 , . . . , Jn ]. Additionally define Jmin = mini=1,...,n Ji and Jmax = maxi=1,...,n Ji . Normalized Max Filter (NMF) is Defined by |J|/Jmax WNMF (J) = [Jmax + Jmin − |J|]/Jmax

for J+ , for J−

(16)

where J is ranking element of J. J+ means that the feature ranking is positive and J− means negative ranking. After such transformation the weights lie in [Jmin , Jmax , 1]. Normalizing Range Filter (NRF) is a bit similar to previous weighting function: (|J| + Jmin )/(Jmax + Jmin ) for J+ WNRF (J) = . (17) (Jmax + 2Jmin − |J|)/(Jmax + Jmin ) for J− In such case weights will lie in [2Jmin /(Jmax + Jmin ), 1]. Normalizing Linear Filter (NLF) is another a linear transformation defined by: [1−ε ]J+[ε −1]J max for J+ Jmax −Jmin , (18) WNLF (J) = [ε −1]J+[1− ε ]Jmax for J− Jmax −Jmin 1 2

See Eq. 21. Compare sequence 1, 2, 3, 4 with 11, 12, 13, 14 further influence in metric is significantly different

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where ε = −(εmax − εmin )v p + εmax depends on feature. Parameters has typically values: εmin = 0.1 and εmax = 0.9, and p may be 0.25 or 0.5. And v = σJ /J¯ is a variability index. Normalizing Sigmoid Filter (NSF) is a nonlinear transformation of ranking values: 2 −1 + ε (19) WNSF (J) = 1 + e−[W (J)−0.5] log((1−ε )/ε ) where ε = ε /2. This weighting function increases the strength of strong features and decreases weak features. Monotonically Decreasing Function (MDF) defines weights basing on the order of the features, not on the ranking values: log(n −1)/(n−1) logε τ s

WMDF ( j) = elog ε ·[( j−1)/(n−1)]

(20)

where j is the position of the given feature in order. τ may be 0.5. Roughly it means the ns /n fraction of features will have weights not greater than tau. Sequential Ranking Weighting (SRW) is a simple threshold weighting via feature order: (21) WSRW ( j) = [n + 1 − j]/n, where j is again the position in the order.

4 Testing Methodology and Results Analysis The test were done on several benchmarks from UCI machine learning repository [2]: appendicitis, Australian credit approval, balance scale, Wisconsin breast cancer, car evaluation, churn, flags, glass identification, heart disease, congressional voting records, ionosphere, iris flowers, sonar, thyroid disease, Telugu vowel, wine. Each single test configuration of a weighting scheme and a ranking method was tested using 10 times repeater 10 fold cross-validation (CV). Only the accuracies from testing parts of CV were used in further test processing. In place of presenting averaged accuracies over several benchmarks the paired t-tests were used to count how many times had the given test configuration won, defeated or drawn. t-test is used to compare efficiency of a classifiers without weighting and with weighting (a selected ranking method plus selected weighting scheme). For example efficiency of 1NNE classifier (one nearest neighbour with Euclidean metric) is compared to 1NNE with weighting by CC ranking and NMF weighting scheme. And this is repeated for each combination of rankings and weighting schemes. CV tests of different configurations were using the same random seed to make the test more trustful (it enables the use of paired t-test). Table 1 presents results averaged for different configurations of k nearest neighbors kNN and SVM: 1NNE, 5NNE, AutoNNE, SVME, AutoSVME, 1NNM, 5NNM, AutoNNM, SVMM, AutoSVMM. Were suffix ‘E’ or ‘M’ means Euclidean or Manhattan respectively. Prefix ‘auto’ means that kNN chose the ‘k’ automatically or SVM chose the ‘C’ and spread of Gaussian function automatically. Tables 1(a)–(c) presents counts of winnings, defeats and draws. Is can be seen that the best choice of ranking method were US, UH and SUC while the best weighting schemes

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Table 1. Cumulative counts over feature ranking methods and feature weighting schemes (averaged over kNN’s and SVM’s configurations)

(c)

(b)

(d)

1536 1336 1136 936 Defeats 736

Draws Winnings

536 336 136 -64

Classifier Configuration

Counts

(a)

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Table 2. Cumulative counts over feature ranking methods and feature weighting schemes for SVM classifier

!

(d)

(b)

(c)

120

100

80 Counts

(a)

Defeats

60

Draws Winnings

40

20

0

Feature Ranking

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were NSF and MDF in average. Smaller number of defeats were obtained for KOL and FUS rankings and for NSF and MDF weighting schemes. Over all best configuration is combination of US ranking with NSF weighting scheme. The worst performance characterize feature rankings based on decision trees. Note that the weighting with a classifier must not be used obligatory. With a help of CV validation it may be simply verified whether the using of feature weighting method for given problem (data) can be recommended or not. Table 1(d) presents counts of winnings, defeats and draws per classification configuration. The highest number of winnings were obtained for SVME, 1NNE, 5NNE. The weighting turned out useless for AutoSVM[E|M]. This means that weighting does not help in case of internally optimized configurations of SVM. But note that optimization of SVM is much more costly (around 100 times—costs of grid validation) than SVM with feature weighting! Tables 2(a)–(d) describe results for SVME classifier used with all combinations of weighting as before. Weighting for SVM is very effective even with different rankings (JM, MI, ADC, US,CHI, SUC or SMI) and with weighting schemes: NSF, NMF, NRF.

5 Summary Presented feature weighting methods are fast and accurate. In most cases performance of the classifier may be increased without significant growth of computational costs. The best weighting methods are not difficult to implement. Some combinations of ranking and weighting schemes are often better than other, for example combination of normalized information gain (US) and NSF. Presented feature weighting methods may compete with slower feature selection or adjustment methods of classifier metaparameters (AutokNN or AutoSVM which needs slow parameters tuning). By simple validation we may decide whether to weight or not to weight features before using the chosen classifier for given data (problem) keeping the final decision model more accurate.

References 1. Aha, D.W., Goldstone, R.: Concept learning and flexible weighting. In: Proceedings of the 14th Annual Conference of the Cognitive Science Society, pp. 534–539 (1992) 2. Asuncion, A., Newman, D.: UCI machine learning repository (2007), 3. Battiti, R.: Using mutual information for selecting features in supervised neural net learning. IEEE Transactions on Neural Networks 5(4), 537–550 (1994) 4. Breiman, L., Friedman, J.H., Olshen, A., Stone, C.J.: Classification and regression trees. Wadsworth, Belmont (1984) 5. Creecy, R.H., Masand, B.M., Smith, S.J., Waltz, D.L.: Trading mips and memory for knowledge engineering. Communications of the ACM 35, 48–64 (1992) 6. Daelemans, W., van den Bosch, A.: Generalization performance of backpropagation learning on a syllabification task. In: Proceedings of TWLT3: Connectionism and Natural Language Processing, pp. 27–37 (1992) 7. Duch, W.: Filter methods. In: Guyon, I., Gunn, S., Nikravesh, M., Zadeh, L. (eds.) Feature Extraction, Foundations and Applications. Studies in fuzziness and soft computing, pp. 89– 117. Springer, Heidelberg (2006)

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8. Duch, W., Biesiada, T.W.J., Blachnik, M.: Comparison of feature ranking methods based on information entropy. In: Proceedings of International Joint Conference on Neural Networks, pp. 1415–1419. IEEE Press (2004) 9. Wettschereck, D., Aha, D., Mohri, T.: A review of empirical evaluation of feature weighting methods for a class of lazy learning algorithms. Artificial Intelligence Review Journal 11, 273–314 (1997) 10. Grabczewski, ˛ K., Duch, W.: The separability of split value criterion. In: Rutkowski, L., Tadeusiewicz, R. (eds.) Neural Networks and Soft Computing, Zakopane, Poland, pp. 202– 208 (June 2000) 11. Grabczewski, ˛ K., Jankowski, N.: Feature selection with decision tree criterion. In: Nedjah, N., Mourelle, L., Vellasco, M., Abraham, A., Köppen, M. (eds.) Fifth International conference on Hybrid Intelligent Systems, pp. 212–217. IEEE Computer Society, Brasil (2005) 12. Grabczewski, ˛ K., Jankowski, N.: Mining for complex models comprising feature selection and classification. In: Guyon, I., Gunn, S., Nikravesh, M., Zadeh, L. (eds.) Feature Extraction, Foundations and Applications. Studies in fuzziness and soft computing, pp. 473–489. Springer, Heidelberg (2006) 13. Guyon, I.: Practical feature selection: from correlation to causality. 955 Creston Road, Berkeley, CA 94708, USA (2008), !" #$ % 14. Guyon, I., Elisseef, A.: An introduction to variable and feature selection. Journal of Machine Learning Research, 1157–1182 (2003) 15. Hall, M.A.: Correlation-based feature subset selection for machine learning. Ph.D. thesis, Department of Computer Science, University of Waikato, Waikato, New Zealand (1999) 16. Huang, J.J., Cai, Y.Z., Xu, X.M.: A parameterless feature ranking algorithm based on MI. Neurocomputing 71, 1656–1668 (2007) 17. Jankowski, N.: Discrete quasi-gradient features weighting algorithm. In: Rutkowski, L., Kacprzyk, J. (eds.) Neural Networks and Soft Computing. Advances in Soft Computing, pp. 194–199. Springer, Zakopane (2002) 18. Kelly, J.D., Davis, L.: A hybrid genetic algorithm for classification. In: Proceedings of the 12th International Joint Conference on Artificial Intelligence, pp. 645–650 (1991) 19. Kira, K., Rendell, L.A.: The feature selection problem: Traditional methods and a new algorithm. In: Proceedings of the 10th International Joint Conference on Artificial Intelligence, pp. 129–134 (1992) 20. Quinlan, J.R.: C4.5: Programs for machine learning. Morgan Kaufmann, San Mateo (1993) 21. Salzberg, S.L.: A nearest hyperrectangle learning method. Machine Learning Journal 6(3), 251–276 (1991) 22. Setiono, R., Liu, H.: Improving backpropagation learning with feature selection. Applied Intelligence 6, 129–139 (1996) 23. Shannon, C.E.: A mathematical theory of communication. The Bell System Technical Journal 27, 379–423, 623–656 (1948) 24. Vivencio, D.P., Hruschka Jr., E.R., Nicoletti, M., Santos, E., Galvao, S.: Feature-weighted k-nearest neigbor classifier. In: Proceedings of IEEE Symposium on Foundations of Computational Intelligence (2007) 25. Yan, W.: Fusion in multi-criterion feature ranking. In: 10th International Conference on Information Fusion, pp. 1–6 (2007)

Simultaneous Learning of Instantaneous and Time-Delayed Genetic Interactions Using Novel Information Theoretic Scoring Technique Nizamul Morshed, Madhu Chetty, and Nguyen Xuan Vinh Monash University, Australia {nizamul.morshed,madhu.chetty,vinh.nguyen}@monash.edu

Abstract. Understanding gene interactions is a fundamental question in systems biology. Currently, modeling of gene regulations assumes that genes interact either instantaneously or with time delay. In this paper, we introduce a framework based on the Bayesian Network (BN) formalism that can represent both instantaneous and time-delayed interactions between genes simultaneously. Also, a novel scoring metric having ﬁrm mathematical underpinnings is then proposed that, unlike other recent methods, can score both interactions concurrently and takes into account the biological fact that multiple regulators may regulate a gene jointly, rather than in an isolated pair-wise manner. Further, a gene regulatory network inference method employing evolutionary search that makes use of the framework and the scoring metric is also presented. Experiments carried out using synthetic data as well as the well known Saccharomyces cerevisiae gene expression data show the eﬀectiveness of our approach. Keywords: Information theory, Bayesian network, Gene regulatory network.

1

Introduction

In any biological system, various genetic interactions occur amongst diﬀerent genes concurrently. Some of these genes would interact almost instantaneously while interactions amongst some other genes could be time delayed. From biological perspective, instantaneous regulations represent the scenarios where the eﬀect of a change in the expression level of a regulator gene is carried on to the regulated gene (almost) instantaneously. In these cases, the eﬀect will be reﬂected almost immediately in the regulated gene’s expression level1 . On the other hand, in cases where regulatory interactions are time-delayed in nature, the eﬀect may be seen on the regulated gene after some time. Bayesian networks and its extension, dynamic Bayesian networks (DBN) have found signiﬁcant applications in the modeling of genetic interactions [1,2]. To the 1

The time-delay will always be greater than zero. However, if the delay is small enough so that the regulated gene is eﬀected before the next data sample is taken, it can be considered as an instantaneous interaction.

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best of our knowledge, barring few exceptions (to be discussed in Section 2), all the currently existing gene regulatory network (GRN) reconstruction techniques that use time series data assume that the eﬀect of changes in the expression level of a regulator gene is either instantaneous or maintains a d-th order Markov relation with its regulated gene (i.e., regulations occur between genes in two time slices, which can be at most d time steps apart, d = 1, 2, . . . ). In this paper, we introduce a framework (see Fig. 1) that captures both types of interactions. We also propose a novel scoring metric that takes into account the biological fact that multiple genes may regulate a single gene in a combined manner, rather than in an individual pair-wise manner. Finally, we present a GRN inference algorithm employing evolutionary search strategy that makes use of the framework and the scoring metric. The rest of the paper is organized as follows. In Section 2, we explain the framework that allows us to represent both instantaneous and time-delayed interactions simultaneously. This section also contains the related literature review and explains how these methods relate to our approach. Section 3 formalizes the proposed scoring metric and explains some of its theoretical properties. Section 4 describes the employed search strategy. Section 5 discusses the synthetic and real-life networks used for assessing our approach and also its comparison with other techniques. Section 6 provides concluding observations and remarks.

Fig. 1. Example of network structure with both instantaneous and time-delayed interactions

2

The Representational Framework

Let us model a gene network containing n genes (denoted by X1 , X2 . . . , Xn ) with a corresponding microarray dataset having N time points. A DBN-based GRN reconstruction method would try to ﬁnd associations between genes Xi and Xj by taking into consideration the data xi1 , . . . , xi(N −δ) and xj(1+δ) , . . . , xjN or vice versa (small case letters mean data values in the microarray), where 1 ≤ δ ≤ d. This will eﬀectively enable it to capture d-step time delayed interactions (at most). Conversely, a BN-based strategy would use the whole N time points and it will capture regulations that are eﬀective instantaneously. Now, to model both instantaneous and multiple step time-delayed interactions, we double the number of nodes as shown in Fig. 2. The zero entries in the ﬁgure denote no regulation. For the ﬁrst n columns, the entries marked by 1 correspond to instantaneous regulations whereas for the last n columns non-zero entries denote the order of regulation.

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Prior works on inter and intra-slice connections in dynamic probabilistic network formalism [3,4] have modelled a DBN using an initial network and a transition network employing the 1st-order Markov assumption, where the initial network exists only during the initial period of time and afterwards the dynamics is expressed using only the transition network. Realising that a d-th order DBN has variables replicated d times, a 1st-order DBN for this task2 is therefore usually limited to, around 10 variables or a 2nd-order DBN can mostly deal with 6-7 variables [5]. Thus, prior works on DBNs either could not discover these two interactions simultaneously or were unable to fully exploit its potential restricting studies to simpler network conﬁgurations. However, since our proposed approach does not replicate variables, we can study any complex network conﬁgurations without limitations on the number of nodes. Zou et al. [2], while highlighting existence of both instantaneous and time-delayed interactions among genes while considering parent-child relationships of a particular order, did not account for the regulatory eﬀects of other parents having diﬀerent order. Our proposed method supports that multiples parents may regulate a child simultaneously, with diﬀerent orders of regulation. Moreover, the limitation of detecting basic genetic interactions like A ↔ B is also overcome with the proposed method. Complications in the alignment of data samples can arise if the parents have diﬀerent order of regulation with the child node. We elucidate this using an example, where we have already assessed the degree of interest (in terms of Mutual Information) in adding two parents (gene B and C, having third and ﬁrst order regulations, respectively) to a gene under consideration, X. Now, we want to assess the degree of interest in adding gene A as a parent of X with a second order regulatory relationship (i.e., M I(X, A2 |{B 3 , C 1 }), where superscripts on the parent variables denote the order of regulation it has with the child node). There are two possibilities: the ﬁrst one corresponds to the scenario where the data is not periodic. In this case, we have to use (N − δ) samples where δ is the maximum order of regulation that the gene under consideration has, with its parent nodes (3 in this example). Fig. 3 shows √ how the alignment of the samples can be done for the current example. The symbol inside a cell denotes that this data sample will be used during MI computation, whereas empty cells denote that these data samples will not be considered. Similar alignments will need to be done for the other case, where the data is periodic (e.g., datasets of yeast compiled by [6] show such behavior [7]). However, we can use all the N data samples in this case. Finally, the interpretation of the results obtained from an algorithm that uses this framework can be done in a straightforward manner. So, using this framework and the aligned data samples, if we construct a network where we observe, for example, arc X1 → Xn having order δ, we conclude that the interslice arc between X1 and Xn is inferred and X1 regulates Xn with a δ-step time-delay. Similarly, if we ﬁnd arc X2 → Xn , we say that the intra-slice arc between X2 and Xn is inferred and a change in the expression level of X2 will 2

A tutorial can be found in http://www.cs.ubc.ca/~ murphyk/Software/BDAGL/dbnDemo_hus.htm

Learning Gene Interactions Using Novel Scoring Technique

X1 X2 ... Xn

X1 0 0 ... 1

X2 1 0 ... 0

... ... ... ... ...

Xn 0 1 ... 0

X1 2 d ... 0

X2 0 0 ... 1

... ... ... ... ...

Xn 1 0 ... d

1 2 3 4 ... √√√ A ... √ X ... √√√√ B ... √√ C ...

N -3 √ √ √ √

251

N -2 N -1 N √ √ √ √ √

√

Fig. 2. Conceptual view of proposed ap- Fig. 3. Calculation of Mutual Information (MI) proach

almost immediately eﬀect the expression level of Xn . The following 3 conditions must also be satisﬁed in any resulting network: 1. The network must be a directed acyclic graph. 2. The inter-slice arcs must go in the correct direction (no backward arc). 3. Interactions remain existent independent of time (Stationarity assumption).

3

Our Proposed Scoring Metric, CCIT

The proposed CCIT (Combined Conditional Independence Tests) score, when applied to a graph G containing n genes (denoted by X1 , X2 . . . , Xn ), with a corresponding microarray dataset D, is shown in (1). The score relies on the decomposition property of MI and a theorem of Kullback [8]. SCCIT (G:D)= n

{ i=1 P a(Xi )=φ

δi sk i 2Nδi .MI(Xi ,P a(Xi ))− k=0 (max j=1 χα,l σk i

) k i σi (j)

}

(1)

Here ski denotes the number of parents of gene Xi having a k step time-delayed regulation and δi is the maximum time-delay that gene Xi has with its parents. The parent set of gene Xi , P a(Xi ) is the union of the parent sets of Xi having zero time-delay (denoted by P a0 (Xi )), single-step time-delay (P a1 (Xi )) and up to parents having the maximum time-delay (δi ) and deﬁned as follows: P a(Xi ) = P a0 (Xi ) ∪ P a1 (Xi ) · · · ∪ P aδi (Xi )

(2)

The number of eﬀective data points, Nδi , depends on whether the data can be considered to be showing periodic behavior or not (e.g., datasets compiled by [6] can be considered as showing periodic behavior [7]), and it is deﬁned as follows: N if data is periodic Nδi = (3) N − δi otherwise Finally, σik = (σik (1), . . . , σik (ski )) denote any permutation of the index set (1, . . . , ski ) of the variables P ak (Xi ) and liσik (j) , the degrees of freedom, is deﬁned as follows: j−1 (ri − 1)(rσik (j) − 1) m=1 rσik (m) , for 2 ≤ j ≤ ski liσik (j) = (4) (ri − 1)(rσik (1) − 1), for j = 1

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where rp denotes the number of possible values that gene Xp can take (after discretization, if the data is continuous). If the number of possible values that the genes can take is not the same for all the genes, the quantity σik denotes the permutation of the parent set P ak (Xi ) where the ﬁrst parent gene has the highest number of possible values, the second gene has the second highest number of possible values and so on. The CCIT score is similar to those metrics which are based on maximizing a penalized version of the log-likelihood, such as BIC/MDL/MIT. However, unlike BIC/MDL, the penalty part in this case is local for each variable and its parents, and takes into account both the complexity and reliability of the structure. Also, both CCIT and MIT have the additional strength that the tests quantify the extent to which the genes are independent. Finally, unlike MIT [9], CCIT scores both intra and inter-slice interactions simultaneously, rather than considering these two types of interactions in an isolated manner, making it specially suitable for problems like reconstructing GRNs, where joint regulation is a common phenomenon. 3.1

Some Properties of CCIT Score

In this section we study several useful properties of the proposed scoring metric. The ﬁrst among these is the decomposability property, which is especially useful for local search algorithms: Proposition 1. CCIT is a decomposable scoring metric. Proof. This result is evident as the scoring function is, by deﬁnition, a sum of local scores. Next, we show in Theorem 1 that CCIT takes joint regulation into account while scoring and it is diﬀerent than three related approaches, namely MIT [9] applied to: a Bayesian Network (which we call M IT0 ); a dynamic Bayesian Network (called M IT1 ); and also a naive combination of these two, where the intra and inter-slice networks are scored independently (called M IT0+1 ). For this, we make use of the decomposition property of MI, deﬁned next: Property 1. (Decomposition Property of MI) In a BN, if P a(Xi ) is the parent set of a node Xi (Xik ∈ P a(Xi ), k = 1, . . . si ), and the cardinality of the set is si , the following identity holds [9]: MI (Xi ,P a(Xi ))=MI(Xi ,Xi1 )+

si

j=2

MI (Xi ,Xij |{Xi1 ,...,Xi(j−1) })

(5)

Theorem 1. CCIT scores intra and inter-slice arcs concurrently, and is different from M IT0 , M IT1 and M IT0+1 since it takes into account the fact that multiple regulators may regulate a gene simultaneously, rather than in an isolated manner. Proof. We prove by showing a counterexample, using the network in Fig. 4(A). We apply our metric along with the three other techniques on the network,

Learning Gene Interactions Using Novel Scoring Technique

A

A

253

1. Application of MIT in a BN based framework: S MIT0

2 N .MI ( B,{ A0 , D 0}) ( FD ,4 FD ,12 )

(6)

2. Application of MIT in a DBN based framework:

B

S MIT1

B

2 N{MI ( B, C1) MI ( A, D1)} 2 FD ,4

(7)

3. A naive application of MIT in a combined BN and DBN based framework:

C

C

D

D

t = t0

t = t0 + 1

S MIT01

2 N{MI ( B,{ A0 , D 0}) MI ( B, C1)

MI ( A, D1)} (3FD ,4 FD ,12 )

(8)

4. Our proposed scoring metric:

(A)

SCCIT

2 N {MI ( B,{ A0 , D 0} {C1}) MI ( A, D1)}

(3FD ,4 FD ,12 )

(9)

(B)

Fig. 4. (A) Network used for the proof (rolled representation). (B) equations depicting how each approach will score the network in 4(A).

describe the working procedure in all these cases to show that the proposed metric indeed scores them concurrently, and ﬁnally show the diﬀerence with the other three approaches. We assume the non-trivial case where the data is supposed to be periodic (the proof is trivial otherwise). Also, we assume that all the gene expressions were discretized to 3 quantization levels. The concurrent scoring behavior of CCIT is evident from the ﬁrst term in RHS of (9), as shown in Fig. 4(B). Also, inclusion of C in the parent set in the ﬁrst term of the RHS of the equation exhibits the way how it achieves the objective of taking into account the biological fact that multiple regulators may regulate a gene jointly. Considering (6) to (8) in Fig. 4(B), it is also obvious that CCIT is diﬀerent from both M IT0 and M IT1 . To show that CCIT is diﬀerent from M IT0+1 , we consider (8) and (9). It suﬃces to consider whether M I(B, {A0 , D 0 }) + M I(B, C 1 ) is diﬀerent from M I(B, {A0 , D0 } ∪ {C 1 }). Using (5), this becomes equivalent to considering whether M I(B, {A0 , D 0 }|C 1 ) is the same as M I(B, {A0 , D0 }), which are clearly inequal. This completes the proof.

4

The Search Strategy

A genetic algorithm (GA), applied to explore this structure space, begins with a sample population of randomly selected network structures and their ﬁtness calculated. Iteratively, crossovers and mutations of networks within a population are performed and the best ﬁtting individuals are kept for future generations. During crossover, random edges from diﬀerent networks are chosen and swapped. Mutation is applied on a subset of edges of every network. For our study, we incorporate the following three types of mutations: (i) Deleting a random edge from the network, (ii) Creating a random edge in the network, and (iii) Changing direction of a randomly selected edge. The overall algorithm that includes the modeling of the GRN and the stochastic search of the network space using GA is shown in Table 1.

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N. Morshed, M. Chetty, and N.X. Vinh Table 1. Genetic Algorithm

1. Create initial population of network structures (100 in our case). For each individual, genes and set of parent genes are selected based on a Poisson distribution and edges are created such that the resulting network complies with the conditions listed in Section 2. 2. Evaluate each network and sort the chromosomes based on the fitness score. (a) Generate new population by applying crossover and mutation on the previous population. Check to see if any conditions listed in Section 2 is violated. (b) Evaluate each individual using the fitness function and use it to sort the individual networks. (c) If the best individual score has not increased for consecutive 5 times, aggregate the 5 best individuals using a majority voting scheme. Check to see if any conditions listed in Section 2 is violated. (d) Take best individuals from the two populations and create the population of elite individuals for next generation. 3. Repeat steps a) - d) until the stopping criteria (400 generations/no improvement in fitness for 10 consecutive generations) is reached. When the GA stops, take the best chromosome and reconstruct the final genetic network.

5

Experimental Evaluation

We evaluate our method using both: synthetic network and a real-life biological network of Saccharomyces cerevisiae (yeast).We used the Persist Algorithm [10] to discretize continuous data into 3 levels. The value of the conﬁdence level (α) used was 0.90. We applied four widely known performance measures, namely Sensitivity (Se), Speciﬁcity (Sp), Precision (Pr) and F-Score (F) and compared our method with other recent as well as traditional methods. 5.1

Synthetic Network

Synthetic Network having both Instantaneous and Time-Delayed Interactions. As a ﬁrst step towards evaluating our approach, we employ a 9 node network shown in Fig. 5. We used N = 30, 50, 100 and 200 samples and generated 5 datasets in each case using random multinomial CPDs sampled from a Dirichlet, with hyper-parameters chosen using the method of [11]. The results are shown in Table 2. It is observed that both DBN(DP) [5] and our method outperform M IT0+1 , although our method is less data intensive, and performs better than DBN(DP) [5] when the number of samples is low.

Fig. 5. 9-node synthetic network

Fig. 6. Yeast cell cycle subnetwork [12]

Probabilistic Network from Yeast. We use a subnetwork from the yeast cell cycle, shown in Fig. 6, taken from Husmeier et al. [12]. The network consists of 12 genes and 11 interactions. For each interaction, we randomly assigned a

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Table 2. Performance comparison of proposed method with, DBN(DP) and M IT0+1 on the 9-node synthetic network Se

N=30 Sp

F

Se

N=50 Sp

F

Se

N=100 Sp

F

Se

N=200 Sp

F

Proposed 0.18 ± 0.99± 0.28± 0.50± 0.91± 0.36± 0.54± 0.93± 0.42± 0.56± 0.99± 0.65± Method 0.1 0.0 0.15 0.14 0.04 0.13 0.05 0.02 0.05 0.11 0.01 0.14 DBN 0.16± 0.99± 0.25± 0.22± 0.99± 0.32± 0.52± 1.0± 0.67± 0.58± 1.0± 0.72± (DP) 0.08 0.01 0.13 0.2 0.0 0.2 0.04 0.0 0.05 0.08 0.0 0.06 MIT0+1 0.18± 0.89± 0.17± 0.26± 0.90± 0.19± 0.36± 0.88± 0.25± 0.48± 0.95± 0.45± 0.08 0.07 0.1 0.16 0.03 0.1 0.13 0.04 0.15 0.04 0.03 0.08

regulation order of 0-3. We used two diﬀerent conditional probabilities for the interactions between the genes (see [12] for details about the parameters). Eight confounder nodes were also added, making the total number of nodes 20. We used 30, 50 and 100 samples, generated 5 datasets in each case and compared our approach with two other DBN based methods, namely BANJO [13] and BNFinder [14]. While calculating performance measures for these methods, we ignored the exact orders for the time-delayed interactions in the target network. Due to scalability issues, we did not apply DBN(DP) [5] to this network. The results are shown in Table 3, where we observe that our method outperforms the other two. This points to the strength of our method in discovering complex interaction scenarios where multiple regulators may jointly regulate target genes with varying time-delays. Table 3. Performance comparison of proposed method with, BANJO and BNFinder on the yeast subnetwork Se

N=30 Sp Pr

Proposed 0.73± 0.998± 0.82± Method 0.22 0.0007 0.09 BANJO 0.51± 0.987± 0.49± 0.08 0.01 0.2 BNFinder 0.51± 0.996± 0.63± +MDL 0.08 0.0006 0.07 BNFinder 0.53± 0.996± 0.68± +BDe 0.04 0.0006 0.02

5.2

F

Se

0.75± 0.1 0.46± 0.15 0.56± 0.08 0.59± 0.02

0.82± 0.1 0.55± 0.09 0.60± 0.05 0.62± 0.04

N=50 Sp Pr 0.999± 0.0010 0.993± 0.0049 0.996± 0.0022 0.997± 0.0019

0.85± 0.08 0.57± 0.23 0.68± 0.15 0.74± 0.13

F

Se

0.83± 0.09 0.55± 0.16 0.63± 0.09 0.67± 0.06

0.86± 0.08 0.60± 0.08 0.65± 0.0 0.69± 0.08

N=100 Sp Pr 0.999± 0.0010 0.995± 0.0014 0.996± 0.0 0.997± 0.0007

0.87± 0.06 0.61± 0.09 0.69± 0.04 0.74± 0.06

F 0.86± 0.06 0.61± 0.08 0.67± 0.02 0.72± 0.07

Real-Life Biological Data

To validate our method with a real-life biological gene regulatory network, we investigate a recent network, called IRMA, of the yeast Saccharomyces cerevisiae [15]. The network is composed of ﬁve genes regulating each other; it is also negligibly aﬀected by endogenous genes. There are two sets of gene proﬁles called Switch ON and Switch OFF for this network, each containing 16 and 21 time points, respectively. A ’simpliﬁed’ network, ignoring some internal protein level interactions, is also reported in [15]. To compare our reconstruction method, we consider 4 recent methods, namely, TDARACNE [16], NIR & TSNI [17], BANJO [13] and ARACNE [18]. IRMA ON Dataset. The performance comparison amongst various method based on the ON dataset is shown in Table 4. The average and standard deviation

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correspond to ﬁve diﬀerent runs of the GA. We observe that our method achieves good precision value as well as very high speciﬁcity. The Se and F-score measures are also comparable with the other methods. Table 4. Performance comparison based on IRMA ON dataset Original Network Se Sp Pr F Proposed Method TDARACNE NIR & TSNI BANJO ARACNE

0.53± 0.1 0.63 0.50 0.25 0.60

0.90± 0.05 0.88 0.94 0.76 -

0.73± 0.09 0.71 0.80 0.33 0.50

0.61± 0.09 0.67 0.62 0.27 0.54

Simplified Network Se Sp Pr F 0.60± 0.1 0.67 0.67 0.50 0.50

0.95± 0.03 0.90 1 0.70 -

0.71± 0.13 0.80 1 0.50 0.50

0.65± 0.14 0.73 0.80 0.50 0.50

IRMA OFF Dataset. Due to the lack of ’stimulus’, it is comparatively diﬃcult to reconstruct the exact network from the OFF dataset [16]. As a result, the overall performances of all the algorithms suﬀer to some extent. The comparison is shown in Table 5. Again we observe that our method reconstructs the gene network with very high precision. Speciﬁcity is also quite high, implying that the inference of false positives is low. Table 5. Performance comparison based on IRMA OFF dataset Original Network Se Sp Pr F Proposed Method TDARACNE NIR & TSNI BANJO ARACNE

6

0.50± 0.0 0.60 0.38 0.38 0.33

0.89± 0.03 0.88 0.88 -

0.70± 0.05 0.37 0.60 0.60 0.25

0.58± 0.02 0.46 0.47 0.46 0.28

Simplified Network Se Sp Pr F 0.33± 0.0 0.75 0.50 0.33 0.60

0.94± 0.03 0.90 0.90 -

0.64± 0.08 0.50 0.75 0.67 0.50

0.40± 0.0 0.60 0.60 0.44 0.54

Conclusion

In this paper, we introduce a framework that can simultaneously represent instantaneous and time-delayed genetic interactions. Incorporating this framework, we implement a score+search based GRN reconstruction algorithm using a novel scoring metric that supports the biological truth that some genes may co-regulate other genes with diﬀerent orders of regulation. Experiments have been performed on diﬀerent synthetic networks of varying complexities and also on real-life biological networks. Our method shows improved performance compared to other recent methods, both in terms of reconstruction accuracy and number of false predictions, at the same time maintaining comparable or better true predictions. Currently we are focusing our research on increasing the computational eﬃciency of the approach and its application for inferring large gene networks.

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Acknowledgments. This research is a part of the larger project on genetic network modeling supported by Monash University and Australia-India Strategic Research Fund.

References 1. Ram, R., Chetty, M., Dix, T.: Causal Modeling of Gene Regulatory Network. In: Proc. IEEE CIBCB (CIBCB 2006), pp. 1–8. IEEE (2006) 2. Zou, M., Conzen, S.: A new dynamic bayesian network (DBN) approach for identifying gene regulatory networks from time course microarray data. Bioinformatics 21(1), 71 (2005) 3. de Campos, C., Ji, Q.: Eﬃcient Structure Learning of Bayesian Networks using Constraints. Journal of Machine Learning Research 12, 663–689 (2011) 4. Friedman, N., Murphy, K., Russell, S.: Learning the structure of dynamic probabilistic networks. In: Proc. UAI (UAI 1998), pp. 139–147. Citeseer (1998) 5. Eaton, D., Murphy, K.: Bayesian structure learning using dynamic programming and MCMC. In: Proc. UAI (UAI 2007) (2007) 6. Cho, R., Campbell, M., et al.: A genome-wide transcriptional analysis of the mitotic cell cycle. Molecular cell 2(1), 65–73 (1998) 7. Xing, Z., Wu, D.: Modeling multiple time units delayed gene regulatory network using dynamic Bayesian network. In: Proc. ICDM- Workshops, pp. 190–195. IEEE (2006) 8. Kullback, S.: Information theory and statistics. Wiley (1968) 9. de Campos, L.: A scoring function for learning Bayesian networks based on mutual information and conditional independence tests. The Journal of Machine Learning Research 7, 2149–2187 (2006) 10. Morchen, F., Ultsch, A.: Optimizing time series discretization for knowledge discovery. In: Proc. ACM SIGKDD, pp. 660–665. ACM (2005) 11. Chickering, D., Meek, C.: Finding optimal bayesian networks. In: Proc. UAI (2002) 12. Husmeier, D.: Sensitivity and speciﬁcity of inferring genetic regulatory interactions from microarray experiments with dynamic Bayesian networks. Bioinformatics 19(17), 2271 (2003) 13. Yu, J., Smith, V., Wang, P., Hartemink, A., Jarvis, E.: Advances to Bayesian network inference for generating causal networks from observational biological data. Bioinformatics 20(18), 3594 (2004) 14. Wilczy´ nski, B., Dojer, N.: BNFinder: exact and eﬃcient method for learning Bayesian networks. Bioinformatics 25(2), 286 (2009) 15. Cantone, I., Marucci, L., et al.: A yeast synthetic network for in vivo assessment of reverse-engineering and modeling approaches. Cell 137(1), 172–181 (2009) 16. Zoppoli, P., Morganella, S., Ceccarelli, M.: TimeDelay-ARACNE: Reverse engineering of gene networks from time-course data by an information theoretic approach. BMC Bioinformatics 11(1), 154 (2010) 17. Della Gatta, G., Bansal, M., et al.: Direct targets of the TRP63 transcription factor revealed by a combination of gene expression proﬁling and reverse engineering. Genome Research 18(6), 939 (2008) 18. Margolin, A., Nemenman, I., et al.: ARACNE: an algorithm for the reconstruction of gene regulatory networks in a mammalian cellular context. BMC Bioinformatics 7(suppl. 1), S7 (2006)

Resource Allocation and Scheduling of Multiple Composite Web Services in Cloud Computing Using Cooperative Coevolution Genetic Algorithm Lifeng Ai1,2 , Maolin Tang1 , and Colin Fidge1 1 2

Queensland University of Technology, 2 George Street, Brisbane, 4001, Australia Vancl Research Laboratory, 59 Middle East 3rd Ring Road, Beijing, 100022, China {l.ai,m.tang,c.fidge}@qut.edu.au

Abstract. In cloud computing, resource allocation and scheduling of multiple composite web services is an important and challenging problem. This is especially so in a hybrid cloud where there may be some lowcost resources available from private clouds and some high-cost resources from public clouds. Meeting this challenge involves two classical computational problems: one is assigning resources to each of the tasks in the composite web services; the other is scheduling the allocated resources when each resource may be used by multiple tasks at diﬀerent points of time. In addition, Quality-of-Service (QoS) issues, such as execution time and running costs, must be considered in the resource allocation and scheduling problem. Here we present a Cooperative Coevolutionary Genetic Algorithm (CCGA) to solve the deadline-constrained resource allocation and scheduling problem for multiple composite web services. Experimental results show that our CCGA is both eﬃcient and scalable. Keywords: Cooperative coevolution, web service, cloud computing.

1

Introduction

Cloud computing is a new Internet-based computing paradigm whereby a pool of computational resources, deployed as web services, are provided on demand over the Internet, in the same manner as public utilities. Recently, cloud computing has become popular because it brings many cost and eﬃciency beneﬁts to enterprises when they build their own web service-based applications. When an enterprise builds a new web service-based application, it can use published web services in both private clouds and public clouds, rather than developing them from scratch. In this paper, private clouds refer to internal data centres owned by an enterprise, and public clouds refer to public data centres that are accessible to the public. A composite web service built by an enterprise is usually composed of multiple component web services, some of which may be provided by the private cloud of the enterprise itself and others which may be provided in a public cloud maintained by an external supplier. Such a computing environment is called a hybrid cloud. B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 258–267, 2011. c Springer-Verlag Berlin Heidelberg 2011

Resource Allocation and Scheduling of Multiple Composite Web Services

259

The component web service allocation problem of interest here is based on the following assumptions. Component web services provided by private and public clouds may have the same functionality, but diﬀerent Quality-of-Service (QoS) values, such as response time and cost. In addition, in a private cloud a component web service may have a limited number of instances, each of which may have diﬀerent QoS values. In public clouds, with greater computational resources at their disposal, a component web service may have a large number of instances, with identical QoS values. However, the QoS values of service instances in diﬀerent public clouds may vary. There may be many composite web services in an enterprise. Each of the tasks comprising a composite web service needs to be allocated an instance of a component web service. A single instance of a component web service may be allocated to more than one task in a set of composite web services, as long as it is used at diﬀerent points of time. In addition, we are concerned with the component web service scheduling problem. In order to maximise the utilisation of available component web services in private clouds, and minimise the cost of using component web services in public clouds, allocated component web service instances should only be used for a short period of time. This requires scheduling the allocated component web service instances eﬃciently. There are two typical QoS-based component web service allocation and scheduling problems in cloud computing. One is the deadline-constrained resource allocation and scheduling problem, which involves ﬁnding a cloud service allocation and scheduling plan that minimises the total cost of the composite web service, while satisfying given response time constraints for each of the composite web services. The other is the cost-constrained resource allocation and scheduling problem, which requires ﬁnding a cloud service allocation and scheduling plan which minimises the total response times of all the composite web services, while satisfying a total cost constraint. In previous work [1], we presented a random-key genetic algorithm (RGA) [2] for the constrained resource allocation and scheduling problems and used experimental results to show that our RGA was scalable and could ﬁnd an acceptable, but not necessarily optimal, solution for all the problems tested. In this paper we aim to improve the quality of the solutions found by applying a cooperative coevolutionary genetic algorithm (CCGA) [3,4,5] to the deadline-constrained resource allocation and scheduling problem.

2

Problem Definition

Based on the requirements introduced in the previous section, the deadlineconstrained resource allocation and scheduling problem can be formulated as follows. Inputs 1. A set of composite web services W = {W1 , W2 , . . . , Wn }, where n is the number of composite web services. Each composite web service consists of

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several abstract web services. We deﬁne Oi = {oi,1 , oi,2 , . . . , oi,ni } as the abstract web services set for composite web service Wi , where ni is the number of abstract web services contained in composite web service Wi . 2. A set of candidate cloud services Si,j for each abstract web service oi,j , u v v v v v where Si,j = Si,j ∪ Si,j , and Si,j = {Si,j,1 , Si,j,2 , . . . , Si,j, } denotes an entire set of private cloud service candidates for abstract web service oi,j , and u u u u Si,j = {Si,j,1 , Si,j,2 , . . . , Si,j,m } denotes an entire set of m public cloud service candidates for abstract web service oi,j . u 3. A response time and price for each public cloud service Si,j,k , denoted by u u ti,j,k and ci,j,k respectively, and a response time and price for each private v cloud service Si,j,k , denoted by tvi,j,k and cvi,j,k respectively. Output 1. An allocation and scheduling planX = {Xi | i = 1, 2, . . . , n}, such that the n ni total cost of X, i.e., Cost(X) = i=1 j=1 Cost(Mi,j ), is minimal, where Xi = {(Mi,1 , Fi,1 ), (Mi,2 , Fi,2 ), . . . , (Mi,ni , Fi,ni )} denotes an allocation and scheduling plan for composite web service Wi , Mi,j represents the selected cloud service for abstract web service oi,j , and Fi,j stands for the ﬁnishing time of Mi,j . Constraints 1. All the ﬁnishing-time precedence requirements between the abstract web services are satisﬁed, that is, Fi,k ≤ Fi,j − di,j , where j = 1, . . . , ni , and k ∈ P rei,j , where P rei,j denotes the set of all abstract web services that must execute before the abstract web service oi,j . 2. All the resource limitations are respected, that is, j∈A(t) rj,m ≤ 1, where v and A(t) denotes the entire set of abstract web services being used m ∈ Si,j at time t. Let rj,m = 1 if abstract web service j requires private cloud service m in order to execute and rj,m = 0 otherwise. This constraint guarantees that each private cloud service can only serve at most one abstract web service at a time. 3. The deadline constraint for each composite web service is satisﬁed, that is, Fi,ni ≤ di , such that i = 1, . . . , n, where di denotes the deadline promised to the customer for composite web service Wi , and Fi,ni is the ﬁnishing time of the last abstract service of composite web service Wi , that is, the overall execution time of the composite web service Wi .

3

A Cooperative Coevolutionary Genetic Algorithm

Our Cooperative Coevolutionary Genetic Algorithm is based on Potter and De Jong’s model [3]. In their approach several species, or subpopulations, coevolve together. Each individual in a subpopulation constitutes a partial solution to the problem, and the combination of an individual from all the subpopulations forms a complete solution to the problem. The subpopulations of the CCGA

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evolve independently in order to improve the individuals. Periodically, they interact with each other to acquire feedback on how well they are cooperatively solving the problem. In order to use the cooperative coevolutionary model, two major issues must be addressed, problem decomposition and interaction between subpopulations, which are discussed in detail below. 3.1

Problem Decomposition

Problem composition can be either static, where the entire problem is partitioned in advance and the number of subpopulations is ﬁxed, or dynamic, where the number of subpopulations is adjusted during the calculation time. Since the problem studied here can be naturally decomposed into a ﬁxed number of subproblems beforehand, the problem decomposition adopted by our CCGA is static. Essentially our problem is to ﬁnd a resource allocation scheduling solution for multiple composite web services. Thus, we deﬁne the problem of ﬁnding a resource allocation and scheduling solution for each of the composite web services as a subproblem. Therefore, the CCGA has n subpopulations, where n is the total number of composite web services involved. Each subpopulation is responsible for solving one subproblem and the n subpopulations interact with each other as the n composite web services compete for resources. 3.2

Interaction between Subpopulations

In our Cooperative Coevolutionary Genetic Algorithm, interactions between subpopulations occur when evaluating the ﬁtness of an individual in a subpopulation. The ﬁtness value of a particular individual in a population is an estimate of how well it cooperates with other species to produce good solutions. Guided by the ﬁtness value, subpopulations work cooperatively to solve the problem. This interaction between the sub-populations involves the following two issues. 1. Collaborator selection, i.e., selecting collaborator subcomponents from each of the other subpopulations, and assembling the subcomponents with the current individual being evaluated to form a complete solution. There are many ways of selecting collaborators [6]. In our CCGA, we use the most popular one, choosing the best individuals from the other subpopulations, and combine them with the current individual to form a complete solution. This is the so-called greedy collaborator selection method [6]. 2. Credit assignment, i.e., assigning credit to the individual. This is based on the principle that the higher the ﬁtness value the complete solution has— constructed by the above collaborator selection method—the more credit the individual will obtain. The ﬁtness function is deﬁned by Equations 1 to 3 below. By doing so, in the following evolving rounds, an individual resulting in better cooperation with its collaborators will be more likely to survive. In other words, this credit assignment method can enforce the evolution of each population towards a better direction for solving the problem.

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F itness(X) =

Cost /Fobj (X), if V (X) ≤ 1; FMax 1/V (X), otherwise.

V (X) = Vi (X) =

n

(1)

(Vi (X))

(2)

Fi,ni /di , if Fi,ni > di ; 1, otherwise.

(3)

i=1

In Equation 1, condition V (X) ≤ 1 means there is no constraint violation. Conversely, V (X) > 1 means some constraints are violated, and the larger Cost is the the value of V (X), the higher the degree of constraint violation. FMax worst Fobj (X), namely the maximal total cost, among all feasible individuals Cost in a current generation. Ratio FMax /Fobj (X) is used to scale the ﬁtness value of all feasible solutions into range [1, ∞). Using Equations 1 to 3, we can guarantee that the ﬁtness of all feasible solutions in a generation are better than the ﬁtness of all infeasible solutions. In addition, the lower the total cost for a feasible solution, the better ﬁtness the solution will have. The higher number of constraints that are violated by an infeasible solution, the worse ﬁtness the solution will have. 3.3

Algorithm Description

Algorithm 1 summarises our Cooperative Coevolutionary Genetic Algorithm. Step 1 initialises all the subpopulations. Steps 2 to 7 evaluate the ﬁtness of each individual in the initial subpopulations. This is done in two steps. The ﬁrst step combines the individual indiv[i][j] (indiv[i][j] denotes the j th individual in the ith subpopulation in the CCGA) with the jth individual from each of the other subpopulations to form a complete solution c to the problem, and the second step calculates the ﬁtness value of the solution c using the ﬁtness function deﬁned by Equation 1. Steps 8 to 18 are the co-evolution rounds for the N subpopulations. In each round, the N subpopulations evolve one by one from the 1st to the N th. When evolving a subpopulation SubP op[i], where 1 ≤ i ≤ N , we use the same selection, crossover and mutation operators as used in our previously-described randomkey genetic algorithm (RGA) [1]. However, the ﬁtness evaluation used in the CCGA is diﬀerent from that used in the RGA. In the CCGA, we use the aforementioned collaborator selection strategy and the credit assignment method to evaluate the ﬁtness of an individual. The cooperative co-evolution process is repeated until certain termination criteria are satisﬁed, speciﬁc to the application (e.g., a certain number of rounds or a ﬁxed time limit).

4

Experimental Results

Experiments were conducted to evaluate the scalability and eﬀectiveness of our CCGA for the resource allocation and scheduling problem by comparing it with

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Algorithm 1. Our cooperative coevolutionary genetic algorithm 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18

Construct N sets of initial populations, SubP op[i], i = 1, 2, . . . , N for i ← 1 to N do foreach individual indiv[i][j] of the subpopulation SubP op[i] do c ← SelectPartnersBySamePosition(j ) indiv[i][j].F itness ← FitnessFunc (c) end end while termination condition is not true do for i ← 1 to N do Select ﬁt individuals in SubP op[i] for reproduction Apply the crossover operator to generate new oﬀspring for SubP op[i] apply the mutation operator to oﬀspring foreach individual indiv[i][j] of the subpopulation SubP op[i] do c ← SelectPartnersByBestFitness indiv[i][j].F itness ← FitnessFunc (c) end end end

our previous RGA [1]. Both algorithms were implemented in Microsoft Visual C , and the experiments were conducted on a desktop computer with a 2.33 GHz Intel Core 2 Duo CPU and a 1.95 GB RAM. The population sizes of the RGA and the CCGA were 200 and 100, respectively. The probabilities for crossover and mutation in both the RGA and the CCGA were 0.85 and 0.15, respectively. The termination condition used in the RGA was “no improvement in 40 consecutive generations”, while the termination condition used in the CCGA was “no improvement in 20 consecutive generations”. These parameters were obtained through trials on randomly generated test problems. The parameters that led to the best performance in the trials were selected. The scalability and eﬀectiveness of the CCGA and RGA were tested on a number of problem instances with diﬀerent sizes. Problem size is determined by three factors: the number of composite web services involved in the problem, the number of abstract web services in each composite web service, and the number of candidate cloud services for each abstract service. We constructed three types of problems, each designed to evaluate how one of the three factors aﬀects the computation time and solution quality of the algorithms. 4.1

Experiments on the Number of Composite Web Services

This experiment evaluated how the number of composite web services aﬀects the computation time and solution quality of the algorithms. In this experiment, we also compared the algorithms’ convergence speeds. Considering the stochastic nature of the two algorithms, we ran both ten times on each of the randomly generated test problems with a diﬀerent number of composite web services. In

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this experiment, the number of composite web services in the test problems ranged from 5 to 25 with an increment of 5. The deadline constraints for the ﬁve test problems were 59.4, 58.5, 58.8, 59.2 and 59.8 minutes, respectively. Because of space limitations, the ﬁve test problems are not given in this paper, but they can be found elsewhere [1]. The experimental results are presented in Table 1. It can be seen that both algorithms always found a feasible solution to each of the test problems, but that the solutions found by the CCGA are consistently better than those found by the RGA. For example, for the test problem with ﬁve composite web services, the average cost of the solutions found by the RGA of ten times run was $103, while the average cost of the solutions found by the CCGA was only $79. Thus, $24 can be saved by using the CCGA on average. Table 1. Comparison of the algorithms with diﬀerent numbers of composite web services No. of Composite RGA CCGA Web Services Feasible Solution Aver. Cost ($) Feasible Solution Ave. Cost ($) 5 Yes 103 Yes 79 10 Yes 171 Yes 129 15 Yes 326 Yes 251 20 Yes 486 Yes 311 25 Yes 557 Yes 400

The computation time of the two algorithms as the number of composite web services increases is shown in Figure 1. The computation time of the RGA increased close to linearly from 25.4 to 226.9 seconds, while the computation time of the CCGA increased super-linearly from 6.8 to 261.5 seconds as the number of composite web services increased from 5 to 25. Although the CCGA is not as scalable as the RGA there is little overall diﬀerence between the two algorithms for problems of this size, and a single web service would not normally comprise very large numbers of components. 4.2

Experiments on the Number of Abstract Web Services

This experiment evaluated how the number of abstract web services in each composite web service aﬀects the computation time and solution quality of the algorithms. In this experiment, we randomly generated ﬁve test problems. The number of abstract web services in the ﬁve test problems ranged from 5 to 25 with an increment of 5. The deadline constraints for the test problems were 26.8, 59.1, 89.8, 117.6 and 153.1 minutes, respectively. The quality of the solutions found by the two algorithms for each of the test problems is shown in Table 2. Once again both algorithms always found feasible solutions, and the CCGA always found better solutions than the RGA.

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Algorithm Convergence Time (Seconds)

400 350

RGA CCGA

300 250 200 150 100 50 0 5

10

15

20

25

# of Composite Services

Fig. 1. Number of composite web services versus computation time for both algorithms Table 2. Comparison of the algorithms with diﬀerent numbers of abstract web services No. of RGA CCGA Abstract Services Feasible Solution Ave. Cost ($) Feasible Solution Ave. Cost ($) 5 Yes 105 Yes 81 10 Yes 220 Yes 145 15 Yes 336 Yes 259 20 Yes 458 Yes 322 25 Yes 604 Yes 463

The computation times of the two algorithms as the number of abstract web services involved in each composite web service increases are displayed in Figure 2. The Random-key GA’s computation time increased linearly from 29.8 to 152.3 seconds and the Cooperative Coevolutionary GA’s computation time increased linearly from 14.8 to 72.1 seconds as the number of abstract web services involved in the each composite web service grew from 5 to 25. On this occasion the CCGA clearly outperformed the RGA. 4.3

Experiments on the Number of Candidate Cloud Services

This experiment examined how the number of candidate cloud services for each of the abstract web services aﬀects the computation time and solution quality of the algorithms. In this experiment, we randomly generated ﬁve test problems. The number of candidate cloud services in the ﬁve test problems ranged from 5 to 25 with an increment of 5, and the deadline constraints for the test problems were 26.8, 26.8, 26.8, 26.8 and 26.8 minutes, respectively. Table 3 shows that yet again both algorithms always found feasible solutions, with those produced by the CCGA being better than those produced by the RGA.

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Algorithm Convergence Time (Seconds)

180 RGA CCGA

160 140 120 100 80 60 40 20 0

5

10

15

20

25

# of Abstract Web Services

Fig. 2. Number of abstract web services versus computation time for both algorithms Table 3. Comparison of the algorithms with diﬀerent numbers of candidate cloud services for each abstract service No. of Candidate RGA CCGA Web Services Feasible Solution Ave. Cost ($) Feasible Solution Ave. Cost ($) 5 Yes 144 Yes 130 10 Yes 142 Yes 131 15 Yes 140 Yes 130 20 Yes 141 Yes 130 25 Yes 142 Yes 130

Algorithm Convergence Time (Seconds)

80 RGA CCGA

70 60 50 40 30 20 10 0

5

10

15

20

25

# of Candidate Web Services for Each Abstract Service

Fig. 3. Number of candidate cloud services versus computation time for both algorithms

Figure 3 shows the relationship between the number of candidate cloud services for each abstract web service and the algorithms’ computation times.

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Increasing the number of candidate cloud services had no signiﬁcant eﬀect on either algorithm, and the computation time of the CCGA was again much better than that of the RGA.

5

Conclusion and Future Work

We have presented a Cooperative Coevolutionary Genetic Algorithm which solves the deadline-constrained cloud service allocation and scheduling problem for multiple composite web services on hybrid clouds. To evaluate the eﬃciency and scalability of the algorithm, we implemented it and compared it with our previously-published Random-key Genetic Algorithm for the same problem. Experimental results showed that the CCGA always found better solutions than the RGA, and that the CCGA scaled up well when the problem size increased. The performance of the new algorithm depends on the collaborator selection strategy and the credit assignment method used. Therefore, in future work we will look at alternative collaborator selection and credit assignment methods to further improve the performance of the algorithm. Acknowledgement. This research was carried out as part of the activities of, and funded by, the Cooperative Research Centre for Spatial Information (CRC-SI) through the Australian Government’s CRC Programme (Department of Innovation, Industry, Science and Research).

References 1. Ai, L., Tang, M., Fidge, C.: QoS-oriented resource allocation and scheduling of multiple composite web services in a hybrid cloud using a random-key genetic algorithm. Australian Journal of Intelligent Information Processing Systems 12(1), 29–34 (2010) 2. Bean, J.C.: Genetic algorithms and random keys for sequencing and optimization. ORSA Journal on Computing 6(2), 154–160 (1994) 3. Potter, M.A., De Jong, K.A.: Cooperative coevolution: An architecture for evolving coadapted subcomponents. Evolutionary Computation 8(1), 1–29 (2000) 4. Ray, T., Yao, X.: A cooperative coevolutionary algorithm with correlation based adaptive variable partitioning. In: Proceeding of IEEE Congress on Evolutionary Computation, pp. 983–989 (2009) 5. Yang, Z., Tang, K., Yao, X.: Large scale evolutionary optimization using cooperative coevolution. Information Sciences 178(15), 2985–2999 (2008) 6. Wiegand, R.P., Liles, W.C., De Jong, K.A.: An empirical analysis of collaboration methods in cooperative coevolutionary algorithms. In: Proceedings of the Genetic and Evolutionary Computation Conference, pp. 1235–1242 (2001)

Image Classification Based on Weighted Topics Yunqiang Liu1 and Vicent Caselles2 1

Barcelona Media - Innovation Center, Barcelona, Spain [email protected] 2 Universitat Pompeu Fabra, Barcelona, Spain [email protected]

Abstract. Probabilistic topic models have been applied to image classiﬁcation and permit to obtain good results. However, these methods assumed that all topics have an equal contribution to classiﬁcation. We propose a weight learning approach for identifying the discriminative power of each topic. The weights are employed to deﬁne the similarity distance for the subsequent classiﬁer, e.g. KNN or SVM. Experiments show that the proposed method performs eﬀectively for image classiﬁcation. Keywords: Image classiﬁcation, pLSA, topics, learning weights.

1

Introduction

Image classiﬁcation, i.e. analyzing and classifying the images into semantically meaningful categories, is a challenging and interesting research topic. The bag of words (BoW) technique [1], has demonstrated remarkable performance for image classiﬁcation. Under the BoW model, the image is represented as a histogram of visual words, which are often derived by vector quantizing automatically extracted local region descriptors. The BoW approach is further improved by a probabilistic semantic topic model, e.g. probabilistic latent semantic analysis (pLSA) [2], which introduces intermediate latent topics over visual words [2,3,4]. The topic model was originally developed for topic discovery in text document analysis. When the topic model is applied to images, it is able to discover latent semantic topics in the images based on the co-occurrence distribution of visual words. Usually, the topics, which are used to represent the content of an image, are detected based on the underlying probabilistic model, and image categorization is carried out by taking the topic distribution as the input feature. Typically, the k-nearest neighbor classiﬁer (KNN) [5] or the support vector machine (SVM) [6] based on the Euclidean distance are adopted for classiﬁcation after topic discovery. In [7], continuous vocabulary models are proposed to extend the pLSA model, so that visual words are modeled as continuous feature vector distributions rather than crudely quantized high-dimensional descriptors. Considering that the Expectation Maximization algorithm in pLSA model is sensitive to the initialization, Lu et al. [8] provided a good initial estimation using rival penalized competitive learning. B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 268–275, 2011. c Springer-Verlag Berlin Heidelberg 2011

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Most of these methods assume that all semantic topics have equal importance in the task of image classiﬁcation. However, some topics can be more discriminative than others because they are more informative for classiﬁcation. The discriminative power of each topic can be estimated from a training set with labeled images. This paper tries to exploit discriminatory information of topics based on the intuition that the weighted topics representation of images in the same category should more similar than that of images from diﬀerent categories. This idea is closely related to the distance metric learning approaches which are mainly designed for clustering and KNN classiﬁcation [5]. Xing et al. [9] learn a distance metric for clustering by minimizing the distances between similarly labeled data while maximizing the distances between diﬀerently labeled data. Domeniconi et al. [10] use the decision boundaries of SVMs to induce a locally adaptive distance metric for KNN classiﬁcation. Weinberger et al. [11] propose a large margin nearest neighbor (LMNN) classiﬁcation approach by formulating the metric learning problem in a large margin setting for KNN classiﬁcation. In this paper, we introduce a weight learning approach for identifying the discriminative power of each topic. The weights are trained so that the weighted topics representations of images from diﬀerent categories are separated with a large margin. The weights are employed to deﬁne the weighted Euclidean distance for the subsequent classiﬁer, e.g. KNN or SVM. The use of a weighted Euclidean distance can equivalently be interpreted as taking a linear transformation of the input space before applying the classiﬁer using Euclidean distances. The proposed weighted topics representation of images has a higher discriminative power in classiﬁcation tasks. Experiments show that the proposed method can perform quite eﬀectively for image classiﬁcation.

2

Classification Based on Weighted Topics

We describe in this section the weighted topics method for image classiﬁcation. First, the image is represented using the bag of words model. Then we brieﬂy review the pLSA method. And ﬁnally, we introduce the method to learn the weights for the classiﬁer. 2.1

Image Representation

Dense image feature sampling is employed since comparative results have shown that using a dense set of keypoints works better than sparsely detected keypoints in many computer vision applications [2]. In this work, each image is divided into equivalent blocks on a regular grid with spacing d. The set of grid points are taken as keypoints, each with a circular support area of radius r. Each support area can be taken as a local patch. The patches are overlapped when d < 2r. Each patch is described by a descriptor like SIFT (Scale-Invariant Feature Transform) [12]. Then a visual vocabulary is built-up by vector quantizing the descriptors using a clustering algorithm such as K-means. Each resulting cluster corresponds to a visual word. With the vocabulary, each descriptor is assigned to its nearest visual word in the visual vocabulary. After mapping keypoints into visual

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words, the word occurrences are counted, and each image is then represented as a term-frequency vector whose coordinates are the counts of each visual word in the image, i.e. as a histogram of visual words. These term-frequency vectors associated to images constitute the co-occurrence matrix. 2.2

pLSA Model for Image Analysis

The pLSA model is used to discover topics in an image based on the bag of words image representation. Assume that we are given a collection of images D = {d1 , d2 , ..., dN }, with words from a visual vocabulary W = {w1 , w2 , ..., wV }. Given n(wi , dj ), the number of occurrences of word i in image dj for all the images in the training database, pLSA uses a ﬁnite number of hidden topics Z = {z1 , z2 , ..., zK } to model the co-occurrence of visual words inside and across images. Each image is characterized as a mixture of hidden topics. The probability of word wi in image dj is deﬁned by the following model: P (wi , dj ) = P (dj ) P (zk |dj )P (wi |zk ), (1) k

where P (dj ) is the prior probability of picking image dj , which is usually set as a uniform distribution, P (zk |dj ) is the probability of selecting a hidden topic depending on the current image and P (wi |zk ) is the conditional probability of a speciﬁc word wi conditioned by the unobserved topic variable zk . The model parameters P (zk |dj ) and P (wi |zk ) are estimated by maximizing the following log-likelihood objective function using the Expectation Maximization (EM) algorithm: (P ) = n(wi , dj ) log P (wi , dj ), (2) i

j

where P denotes the family of probabilities P (wi |zk ), i = 1, . . . , V , k = 1, . . . , K. The EM algorithm estimates the parameters of pLSA model as follows: E step P (zk |wi , dj ) = M step

j P (wi |zk ) = m

P (zk |dj )P (wi |zk ) m P (zm |dj )P (wi |zm )

n(wi , dj )P (zk |wi , dj ) j

n(wm , dj )P (zk |wm , dj )

i n(wi , dj )P (zk |wi , dj ) P (zk |dj ) = . m i n(wi , dj )P (zm |wi , dj )

(3)

(4) (5)

Once the model parameters are learned, we can obtain the topic distribution of each image in the training dataset. The topic distributions of test images are estimated by a fold-in technique by keeping P (wi |zk ) ﬁxed [3].

Image Classiﬁcation Based on Weighted Topics

2.3

271

Learning Weights for Topics

Most of pLSA based image classiﬁcation methods assume that all semantic topics have equally importance for the classiﬁcation task and should be equally weighted. This is implicit in the use of Euclidean distances between topics. In concrete situations, some topic may be more relevant than others and turn out to have more discriminative power for classiﬁcation. The discriminative power of each topic can be estimated from a training set with labeled images. This paper tries to exploit the discriminative information of diﬀerent topics based on the intuition that images in the same category should have a more similar weighted topics representation when compared to images in other categories. This behavior should be captured by using a weighted Euclidean distance between images xi and xj given by: dω (xi , xj ) =

K

12 ωm ||zm,i − zm,j ||2

,

(6)

m=1 K where ωm ≥ 0 are the weights to be learned, and {zm,i }K m=1 , {zm,j }m=1 are the topic representation using the pLSA model of images xi and xj . Each topic is described by a vector in Rq for some q ≥ 1 and ||z|| denotes the Euclidean norm of the vector z ∈ Rq . Thus, the complete topic space is Rq×K . The desired weights ωm are trained so that images from diﬀerent categories are separated with a large margin, while the distance between examples in the same category should be small. In this way, images from the same category move closer and those from diﬀerent categories move away in the weighted topics image representation. Thus the weights should help to increase the separability of categories. For that the learned weights should satisfy the constraints

dω (xi , xk ) > dω (xi , xj ),

∀(i, j, k) ∈ T,

(7)

where T is the index set of triples of training examples T = {(i, j, k) : yi = yj , yi = yk },

(8)

and yi and yj denote the class labels of images xi and xj . It is not easy to satisfy all these constraints simultaneously. For that reason one introduces slack variables ξijk and relax the constraints (7) by dω (xi , xk )2 − dω (xi , xj )2 ≥ 1 − ξijk ,

∀(i, j, k) ∈ T.

(9)

Finally, one expects that the distance between images of the same category is small. Based on all these observations, we formulate the following constrained optimization problem: min

ω,ξijk

(i,j)∈S

dω (xi , xj )2 + C

n

ξijk ,

i=1

subject to dω (xi , xk )2 − dω (xi , xj )2 ≥ 1 − ξijk , ξijk ≥ 0, ∀(i, j, k) ∈ D, ωm ≥ 0, m = 1, ..., K,

(10)

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where S is the set of example pairs which belong to the same class, and C is a positive constant. As usual, the slack variables ξijk allow a controlled violation of the constraints. A non-zero value of ξijk allows a triple (i, j, k) ∈ D not to meet the margin requirement at a cost proportional to ξijk . The optimization problem (10) can be solved using standard optimization software [13]. It can be noticed that the optimization can be computationally infeasible due to the eventually very large amount of constraints (9). Notice that the unknowns enter linearly in the cost functional and in the constraints and the problem is a standard linear programming problem. In order to reduce the memory and computational requirements, a subset of sample examples and constraints is selected. Thus, we deﬁne S = {(i, j) : yi = yj , ηij = 1}, T = {(i, j, k) : yi = yj , yi = yk , ηij = 1, ηik = 1},

(11)

where ηij indicates whether example j is a neighbor of image i and, at this point, neighbors are deﬁned by a distance with equal weights such as the Euclidean distance. The constraints in (11) restrict the domain of neighboring pairs. That is, only images which are neighbor and do not share the same category label will be separated using the learned weights. On the other hand, we do not pay attention to pairs which belong to diﬀerent categories and are originally separated by a large distance. This is reasonable and provides, in practice, good results for image classiﬁcation. Once the weights are learned, the new weighted distance is applied in the classiﬁcation step. 2.4

Classifiers with Weights

The k-nearest neighbor (KNN) is a simple yet appealing method for classiﬁcation. The performance of KNN classiﬁcation depends crucially on the way distances between diﬀerent images are computed. Usually, the distance used is the Euclidean distance. We try to apply the learned weights into KNN classiﬁcation in order to improve its performance. More speciﬁcally, the distance between two diﬀerent images is measured using formula (6), instead of the standard Euclidean distance. In SVM classiﬁcation, a proper choice of the kernel function is necessary to obtain good results. In general, the kernel function determines the degree of similarity between two data vectors. Many kernel functions have been proposed. A common kernel function is the radial basis function (RBF), which measures the similarity between two vectors xi and xj by: krbf (xi , xj ) = exp(−

d(xi , xj )2 ), γ

γ > 0,

(12)

where γ is the width of the Gaussian, and d(xi , xj ) is the distance between xi and xj , often deﬁned as the Euclidean distance. With the learned weights, the distance is substituted by dω (xi , xj ) given in (6). Notice in passing that we may assume that ωm > 0, otherwise we discard the corresponding topic. Then krbf is a Mercer kernel [14] (even in the topic space describing the images is taken as Rq×K ).

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3

273

Experiments

We evaluated the weighted topics method, named as pLSA-W, for an image classiﬁcation task on two public datasets: OT [15] and MSRC-2 [16]. We ﬁrst describe the implementation setup. Then we compare our method with the standard pLSA-based image classiﬁcation method using KNN and SVM classiﬁers on both datasets. For the SVM classiﬁer, the RBF kernel is applied. The parameters such as number of neighbors in KNN and the regularization parameter c in SVM are determined using k-fold (k = 5) cross validation. 3.1

Experimental Setup

For the two datasets, we use only the grey level information in all the experiments, although there may be room for further improvement by including color information. First, the keypoints of each image are obtained using dense sampling, speciﬁcally, we compute keypoints on a dense grid with spacing d = 7 both in horizontal and vertical directions. SIFT descriptors are computed at each patch over a circular support area of radius r = 5. 3.2

Experimental Results

OT Dataset OT dataset consists of a total of 2688 images from 8 diﬀerent scene categories: coast, forest, highway, insidecity, mountain, opencountry, street, tallbuilding. We divided the images randomly into two subsets of the same size to form a training set and a test set. In this experiment, we ﬁxed the number of topics to 25 and the visual vocabulary size to 1500. These parameters have been shown to give a good performance for this dataset [2,4]. Figure 1 shows the classiﬁcation accuracy when varying the parameter k using a KNN classiﬁer. We observe that the pLSAW method gives better performance than the pLSA constantly, and it achieves the best classiﬁcation result at k = 11. Table 1 shows the averaged classiﬁcation results over ﬁve experiments with diﬀerent random splits of the dataset. MSRC-2 Dataset In the experiments with MSRC-2, there are 20 classes, and 30 images per class in this dataset. We choose six classes out of them: airplane, cow, face, car, bike, sheep. Moreover, we divided randomly the images within each class into two groups of the same size to form a training set and a test set. We used k-fold (k = 5) cross validation to ﬁnd the best conﬁguration parameter for the pLSA model. In the experiment, we ﬁx the number of visual words to 100 and optimize the number of topics. We repeat each experiment ﬁve times over diﬀerent splits. Table 1 shows the averaged classiﬁcation results obtained using pLSA and pLSAW with KNN and SVM classiﬁers on the MSRC-2 dataset.

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Fig. 1. Classiﬁcation accuracy (%) varying the parameter k of KNN

Table 1. Classiﬁcation accuracy (%) DataSet OT MSRC-2 Method pLSA pLSA-W pLSA pLSA-W KNN 67.8 69.5 80.7 83.2 SVM 72.4 73.6 86.1 87.9

4

Conclusions

This paper proposed an image classiﬁcation approach based on weighted latent semantic topics. The weights are used to identify the discriminative power of each topic. We learned the weights so that the weighted topics representation of images from diﬀerent categories are separated with a large margin. The weights are then employed to deﬁne the similarity distance for the subsequent classiﬁer, such as KNN or SVM. The use of a weighted distance makes the topic representation of images have a higher discriminative power in classiﬁcation tasks than using the Euclidean distance. Experimental results demonstrated the eﬀectiveness of the proposed method for image classiﬁcation. Acknowledgements. This work was partially funded by Mediapro through the Spanish project CENIT-2007-1012 i3media and by the Centro para el Desarrollo Tecnol´ogico Industrial (CDTI). The authors acknowlege partial support by the EU project “2020 3D Media: Spatial Sound and Vision” under FP7-ICT. Y. Liu also acknowledges partial support from the Torres Quevedo Program from the Ministry of Science and Innovation in Spain (MICINN), co-funded by the European Social Fund (ESF). V. Caselles also acknowledges partial support by MICINN project, reference MTM2009-08171, by GRC reference 2009 SGR 773 and by “ICREA Acad`emia” prize for excellence in research funded both by the Generalitat de Catalunya.

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References 1. Sivic, J., Zisserman, A.: Video google: A text retrieval approach to object matching in videos. In: Proc. ICCV, vol. 2, pp. 1470–1147 (2003) 2. Bosch, A., Zisserman, A., Mu˜ noz, X.: Unsupervised Learning by Probabilistic Latent Semantic Analysis. IEEE Transactions on Pattern Analysis and Machine Intelligence 30(4), 712–727 (2008) 3. Sch¨ olkopf, B., Smola, A.J.: Unsupervised Learning by Probabilistic Latent Semantic Analysis. Machine Learning 47, 177–196 (2001) 4. Horster, E., Lienhart, R., Slaney, M.: Comparing local feature descriptors in plsabased image models. Pattern Recognition 42, 446–455 (2008) 5. Ramanan, D., Baker, S.: Local distance functions: A taxonomy, new algorithms, and an evaluation. In: Proc. ICCV, pp. 301–308 (2009) 6. Vapnik, V.N.: Statistical learning theory. Wiley Interscience (1998) 7. Horster, E., Lienhart, R., Slaney, M.: Continuous visual vocabulary models for pLSA-based scene recognition. In: Proc. CVIR 2008, New York, pp. 319–328 (2008) 8. Lu, Z., Peng, Y., Ip, H.: Image categorization via robust pLSA. Pattern Recognition Letters 31(4), 36–43 (2010) 9. Ramanan, X.E.P., Ng, A.Y., Jordan, M.I., Russell, S.: Distance metric learning with application to clustering with side-information. In: Proc. Advances in Neural Information Processing Systems, pp. 521–528 (2003) 10. Domeniconi, C., Gunopulos, D., Peng, J.: Large margin nearest neighbor classiﬁers. IEEE Transactions on Neural Networks 16(4), 899–909 (2005) 11. Weinberger, K.Q., Saul, L.K.: Distance metric learning for large margin nearest neighbor classiﬁcation. The Journal of Machine Learning Research 10, 207–244 (2009) 12. Lowe, G.: Distinctive image features from scale-invariant keypoints. International Journal of Computer Vision 60(2), 91–110 (2004) 13. Grant, M., Boyd, S.: CVX: Matlab Software for Disciplined Convex Programming, version 1.21 (2011), http://cvxr.com/cvx 14. Sch¨ olkopf, B., Smola, A.J.: Learning with kernels. The MIT Press (2002) 15. Oliva, A., Torralba, A.: Modeling the shape of the scene: a holistic representation of the spatial envelope. International Journal of Computer Vision 42(3), 145–175 (2004) 16. Winn, J., Criminisi, A., Minka, T.: Object categorization by learned universal visual dictionary. In: IEEE Proc. ICCV, vol. 2, pp. 800–1807 (2005)

A Variational Statistical Framework for Object Detection Wentao Fan1 , Nizar Bouguila1 , and Djemel Ziou2 1

Concordia University, QC, Cannada wenta [email protected], [email protected] 2 Sherbrooke University, QC, Cannada [email protected]

Abstract. In this paper, we propose a variational framework of ﬁnite Dirichlet mixture models and apply it to the challenging problem of object detection in static images. In our approach, the detection technique is based on the notion of visual keywords by learning models for object classes. Under the proposed variational framework, the parameters and the complexity of the Dirichlet mixture model can be estimated simultaneously, in a closed-form. The performance of the proposed method is tested on challenging real-world data sets. Keywords: Dirichlet mixture, variational learning, object detection.

1

Introduction

The detection of real-world objects poses challenging problems [1,2]. The main goal is to distinguish a given object class (e.g. car, face) from the rest of the world objects. It is very challenging because of changes in viewpoint and illumination conditions which can dramatically alter the appearance of a given object [3,4,5]. Since object detection is often the ﬁrst task in many computer vision applications, many research works have been done [6,7,8,9,10,11]. Recently, several researches have adopted the bag of visual words model (see, for instance, [12,13,14]). The main idea is to represent a given object by a set of local descriptors (e.g. SIFT [15]) representing local interest points or patches. These local descriptors are then quantized into a visual vocabulary which allows the representation of a given object as a histogram of visual words. The introduction of the notion of visual words has allowed signiﬁcant progress in several computer vision applications and possibility to develop models inspired by text analysis such as pLSA [16]. The goal of this paper is to propose an object detection approach using the notion of visual words by developing a variational framework of ﬁnite Dirichlet mixture models. As we shall see clearly from the experimental results, the proposed method is eﬃcient and allows simultaneously the estimation of the parameters of the mixture model and the number of mixture components. The rest of this paper is organized as follows. In section 2, we present our statistical model. A complete variational approach for its learning is presented B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 276–283, 2011. c Springer-Verlag Berlin Heidelberg 2011

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in section 3. Section 4, is devoted to the experimental results. We end the paper with a conclusion in section 5.

2

Model Specification

The Dirichlet distribution is the multivariate extension of the beta distribution. Deﬁne X = (X1 , ..., XD ) as vector of features representing a given object and D α = (α1 , ..., αD ), where l=1 Xl = 1 and 0 ≤ Xl ≤ 1 for l = 1, ..., D, the Dirichlet distribution is deﬁned as D D Γ( αl ) αl −1 Dir(X|α) = D l=1 Xl (1) l=1 Γ (αl ) l=1 ∞ where Γ (·) is the gamma function deﬁned as Γ (α) = 0 uα−1 e−u du. Note that in order to ensure the that distribution can be normalized, the constraint αl > 0 must be satisﬁed. A ﬁnite mixture of Dirichlet distributions with M comM ponents is represented by [17,18,19]: p(X|π, α) = j=1 πj Dir(X|αj ), where X = {X1 , ..., XD }, α = {α1 , ..., αM } and Dir(X|αj ) is the Dirichlet distribution of component j with its own parameters αj = {αj1 , ..., αjD }. πj are called mixing coeﬃcients and satisfy the following constraints: 0 ≤ πj ≤ 1 and M j=1 πj = 1. Consider a set of N independent identically distributed vectors X = {X 1 , . . . , X N } assumed to be generated from the mixture distribution, the likelihood function of the Dirichlet mixture model is given by p(X |π, α) =

N M i=1

πj Dir(X i |αj )

(2)

j=1

For each vector X i , we introduce a M -dimensional binary random vector Z i = {Zi1 , . . . , ZiM }, such that Zij ∈ {0, 1}, M Z = 1 and Zij = 1 if X i belongs j=1 ij to component j and 0, otherwise. For the latent variables Z = {Z 1 , . . . , Z N }, which are actually hidden variables that do not appear explicitly in the model, the conditional distribution of Z given the mixing coeﬃcients π is deﬁned as N M Z p(Z|π) = i=1 j=1 πj ij . Then, the likelihood function with latent variables, which is actually the conditional distribution N Mof data set X given the class labels Z can be written as p(X |Z, α) = i=1 j=1 Dir(X i |αj )Zij . In [17], we have proposed an approach based on maximum likelihood estimation for the learning of the ﬁnite Dirichlet mixture. However, it has been shown in recent research works that variational learning may provide better results. Thus, we propose in the following a variational approach for our mixture learning.

3

Variational Learning

In this section, we adopt the variational inference methodology proposed in [20] for ﬁnite Gaussian mixtures. Inspired from [21], we adopt a Gamma prior:

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G(αjl |ujl , vjl ) for each αjl to approximate the conjugate prior, where u = {ujl } and v = {vjl } are hyperparameters, subject to the constraints ujl > 0 and vjl > 0. Using this prior, we obtain the joint distribution of all the random variables, conditioned on the mixing coeﬃcients: D

Z M D ujl N M D Γ( αjl ) αjl −1 ij vjl u −1 p(X , Z, α|π) = πj D l=1 Xil αjljl e−vjl αjl l=1

i=1 j=1

Γ (αjl )

l=1

j=1 l=1

Γ (ujl )

The goal of the variational learning here is to ﬁnd a tractable lower bound on p(X |π). To simplify the notation without loss of generality, we deﬁne Θ = {Z, α}. By applying Jensen’s inequality, the lower bound L of the logarithm of the marginal likelihood p(X |π) can be found as p(X , Θ|π) p(X , Θ|π) ln p(X |π) = ln Q(Θ) dΘ ≥ Q(Θ) ln dΘ = L(Q) (3) Q(Θ) Q(Θ) where Q(Θ) is an approximation to the true posterior distribution p(Θ|X , π). In our work, we adopt the factorial approximation [20,22] for the variational inference. Then, Q(Θ) can be factorized into disjoint tractable distributions as follows: Q(Θ) = Q(Z)Q(α). In order to maximize the lower bound L(Q), we need to make a variational optimization of L(Q) with respect to each of the factors in turn using the general expression for its optimal solution: Qs (Θs ) =

exp ln p(X ,Θ)

=s

exp ln p(X ,Θ)

=s

dΘ

where ·=s denotes an expectation with respect to all the

factor distributions except for s. Then, we obtain the optimal solutions as Q(Z) =

N M i=1 j=1

ρ where rij = Mij j=1

ρij

Z

rijij

Q(α) =

M D

∗ G(αjl |u∗jl , vjl )

(4)

j=1 l=1

∗ j + D (¯ , ρij = exp ln πj +R α −1) ln X jl il , ujl = ujl +ϕjl l=1

∗ and vjl = vjl − ϑjl

D D

( D ¯ jl ) l=1 α j = ln Γ R Ψ ( ¯ jl + α ¯ α ¯ jl ) − Ψ (¯ αjl ) ln αjl − ln α D jl αjl ) l=1 l=1 Γ (¯ l=1 +

D

D

α ¯ jl Ψ ( α ¯ jl ) − Ψ (¯ αjl ) ln αjl − ln α ¯ jl

l=1

+

D 1

2

l=1 D

α ¯2jl Ψ ( α ¯ jl ) − Ψ (¯ αjl ) (ln αjl − ln α ¯ jl )2

l=1

l=1

D D D

1 + Ψ( α ¯ jl )( ln αja − ln α ¯ ja )( ln αjb − ln α ¯ jb ) 2 a=1 b=1,a=b

l=1

(5)

A Variational Statistical Framework for Object Detection

ϑjl =

N Zij ln Xil

279

(6)

i=1

N D D D

ϕjl = Zij α ¯ jl Ψ ( α ¯ jk ) − Ψ (¯ αjl ) + Ψ( α ¯ k )¯ αk ( ln αk − ln α ¯k) i=1

k=1

k=l

k=1

where Ψ (·) and Ψ (·) are the digamma and trigamma functions, respectively. The expected values in the above formulas are

ujl

Zij = rij , α ¯ jl = αjl = , ln αjl = Ψ (ujl ) − ln vjl vjl

(ln αjl − ln α ¯ jl )2 = [Ψ (ujl ) − ln ujl ]2 + Ψ (ujl ) j is the approximate lower bound of Rj , where Rj is deﬁned as Notice that, R D Γ ( l=1 αjl ) Rj = ln D l=1 Γ (αjl ) Unfortunately, a closed-form expression cannot be found for Rj , so the standard variational inference can not be applied directly. Thus, we apply the second j for the order Taylor series expansion to ﬁnd a lower bound approximation R variational inference. The solutions to the variational factors Q(Z) and Q(α) can be obtained by Eq. 4. Since they are coupled together through the expected values of the other factor, these solutions can be obtained iteratively as discussed above. After obtaining the functional forms for the variational factors Q(Z) and Q(α), the lower bound in Eq. 3 of the variational Dirichlet mixture can be evaluated as follows

p(X , Z, α|π) L(Q) = Q(Z, α) ln dα = ln p(X , Z, α|π) − ln Q(Z, α) Q(Z, α) Z

= ln p(X |Z, α) + ln p(Z|π) + ln p(α) − ln Q(Z) − ln Q(α) (7) where each expectation is evaluated with respect to all of the random variables in its argument. These expectations are deﬁned as

N M D

j + ln p(X |Z, α) = rij [R (¯ αjl ) ln Xil ] i=1 j=1

ln p(Z|π) =

N M i=1 j=1

l=1

rij ln πj

N M

ln Q(Z) = rij ln rij i=1 j=1

M D

ln p(α) = ujl ln vjl − ln Γ (ujl ) + (ujl − 1) ln αjl − vjl α ¯ jl j=1 l=1

M D

∗ ∗ ∗ ∗ ∗ ln Q(α) = ujl ln vjl − ln Γ (ujl ) + (ujl − 1) ln αjl − vjl α ¯ jl j=1 l=1

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At each iteration of the re-estimating step, the value of this lower bound should never decrease. The mixing coeﬃcients can be estimated by maximizing the bound L(Q) with respect to π. Setting the derivative of this lower bound with respect to π to zero gives: N 1 πj = rij (8) N i=1 Since the solutions for the variational posterior Q and the value of the lower bound depend on π, the optimization of the variational Dirichlet mixture model can be solved using an EM-like algorithm with a guaranteed convergence. The complete algorithm can be summarized as follows1 : 1. Initialization – Choose the initial number of components. and the initial values for hyperparameters {ujl } and {vjl }. – Initialize the value of rij by K-Means algorithm. 2. The variational E-step: Update the variational solutions for Q(Z) and Q(α) using Eq. 4. 3. The variational M-step: maximize lower bound L(Q) with respect to the current value of π (Eq. 8). 4. Repeat steps 2 and 3 until convergence (i.e. stabilization of the variational lower bound in (Eq. 7)). 5. Detect the correct M by eliminating the components with small mixing coeﬃcients (less than 10−5 ).

4

Experimental Results: Object Detection

In this section, we test the performance of the proposed variational Dirichlet mixture (varDM) model on four challenging real-world data sets that have been considered in several research papers in the past for diﬀerent problems (see, for instance, [7]): Weizmann horse [9], UIUC car [8], Caltech face and Caltech motorbike data sets 2 . Sample images from the diﬀerent data sets are displayed in Fig. 1. It is noteworthy that the main goal of this section, is to validate our learning algorithm and compare our approach with comparable mixture-based

Horse

Car

Face

Motorbike

Fig. 1. Sample image from each data set

1 2

The complete source code is available upon request. http://www.robots.ox.ac.uk/˜ vgg/data.html.

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techniques. Thus, comparing with the diﬀerent object detection techniques that have been proposed in the past is clearly beyond the scope of this paper. We compare the eﬃciency of our approach with four other approaches for detecting objects in static images: the deterministic Dirichlet mixture model (DM) proposed in [17], the variational Gaussian mixture model (varGM) [20] and the well-known deterministic Gaussian mixture model (GM). In order to provide broad non-informative prior distributions, the initial values of the hyperparameters {ujl } and {vjl } are set to 1 and 0.01, respectively. Our methodology for unsupervised object detection can be summarized as follows: First, SIFT descriptors are extracted from each image using the Diﬀerenceof-Gaussians (DoG) interest point detectors [23]. Next, a visual vocabulary W is constructed by quantizing these SIFT vectors into visual words w using K-means algorithm and each image is then represented as the frequency histogram over the visual words. Then, we apply the pLSA model to the bag of visual words representation which allows the description of each image as a D-dimensional vector of proportions where D is the number of learnt topics (or aspects). Finally, we employ our varDM model as a classiﬁer to detect objects by assigning the testing image to the group (object or non-object) which has the highest posterior probability according to Bayes’ decision rule. Each data set is randomly divided into two halves: the training and the testing set considered as positive examples. We evaluated the detection performance of the proposed algorithm by running it 20 times. The experimental results for all the data sets are summarized in Table 1. It clearly shows that our algorithm outperforms the other algorithms for detecting the speciﬁed objects. As expected, we notice that varGM and GM perform worse than varDM and DM. Since compared to Gaussian mixture model, recent works have shown that Dirichlet mixture model may provide better modeling capabilities in the case of non-Gaussian data in general and proportional data in particular [24]. We have also tested the eﬀect of diﬀerent sizes of visual vocabulary on detection accuracy for varDM, DM, varGM and GM, as illustrated in Fig. 2(a). As we can see, the detection rate peaks around 800. The choice of the number of aspects also inﬂuences the accuracy of detection. As shown in Fig. 2(b), the optimal accuracy can be obtained when the number of aspects is set to 30. Table 1. The detection rate (%) on diﬀerent data set using diﬀerent approaches varDM DM varGM GM Horse

87.38 85.94 82.17 80.08

Car

84.83 83.06 80.51 78.13

Face

88.56 86.43 82.24 79.38

Motorbike 90.18 86.65 85.49 81.21

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90

90

85

Accuracy (%)

Accuracy (%)

85

80

75 varDM DM varGM GM

70

65 200

400

600

800

1000

Vocabulary size

(a)

1200

80

75

varDM DM varGM GM

70

65

1400

60 10

15

20

25

30

35

Number of aspects

40

45

50

(b)

Fig. 2. (a) Detection accuracy vs. the number of aspects for the horse data set; (b) Feature saliencies for the diﬀerent aspect features over 20 runs for the horse data set

5

Conclusion

In our work, we have proposed a variational framework for ﬁnite Dirichlet mixture models. By applying the varDM model with pLSA, we built an unsupervised learning approach for object detection. Experimental results have shown that our approach is able to successfully and eﬃciently detect speciﬁc objects in static images. The proposed approach can be applied also to many other problems which involve proportional data modeling and clustering such as text mining, analysis of gene expression data and natural language processing. A promising future work could be the extension of this work to the inﬁnite case as done in [25]. Acknowledgment. The completion of this research was made possible thanks to the Natural Sciences and Engineering Research Council of Canada (NSERC).

References 1. Papageorgiou, C.P., Oren, M., Poggio, T.: A General Framework for Object Detection. In: Proc. of ICCV, pp. 555–562 (1998) 2. Viitaniemi, V., Laaksonen, J.: Techniques for Still Image Scene Classiﬁcation and Object Detection. In: Kollias, S.D., Stafylopatis, A., Duch, W., Oja, E. (eds.) ICANN 2006. LNCS, vol. 4132, pp. 35–44. Springer, Heidelberg (2006) 3. Chen, H.F., Belhumeur, P.N., Jacobs, D.W.: In Search of Illumination Invariants. In: Proc. of CVPR, pp. 254–261 (2000) 4. Cootes, T.F., Walker, K., Taylor, C.J.: View-Based Active Appearance Models. In: Proc. of FGR, pp. 227–232 (2000) 5. Gross, R., Matthews, I., Baker, S.: Eigen Light-Fields and Face Recognition Across Pose. In: Proc. of FGR, pp. 1–7 (2002) 6. Rowley, H.A., Baluja, S., Kanade, T.: Human Face Detection in Visual Scenes. In: Proc. of NIPS, pp. 875–881 (1995) 7. Shotton, J., Blake, A., Cipolla, R.: Contour-Based Learning for Object Detection. In: Proc. of ICCV, pp. 503–510 (2005)

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8. Agarwal, S., Roth, D.: Learning a Sparse Representation for Object Detection. In: Heyden, A., Sparr, G., Nielsen, M., Johansen, P. (eds.) ECCV 2002, Part IV. LNCS, vol. 2353, pp. 113–127. Springer, Heidelberg (2002) 9. Borenstein, E., Ullman, S.: Learning to segment. In: Pajdla, T., Matas, J(G.) (eds.) ECCV 2004, Part III. LNCS, vol. 3023, pp. 315–328. Springer, Heidelberg (2004) 10. Papageorgiou, C., Poggio, T.: A Trainable System for Object Detection. International Journal of Computer Vision 38(1), 15–23 (2000) 11. Fergus, R., Perona, P., Zisserman, A.: Object Class Recognition by Unsupervised Scale-Invariant Learning. In: Proc. of CVPR, pp. 264–271 (2003) 12. Bosch, A., Zisserman, A., Mu˜ noz, X.: Scene Classiﬁcation via pLSA. In: Leonardis, A., Bischof, H., Pinz, A. (eds.) ECCV 2006, Part IV. LNCS, vol. 3954, pp. 517–530. Springer, Heidelberg (2006) 13. Boutemedjet, S., Bouguila, N., Ziou, D.: A Hybrid Feature Extraction Selection Approach for High-Dimensional Non-Gaussian Data Clustering. IEEE Transactions on Pattern Analysis and Machine Intelligence 31(8), 1429–1443 (2009) 14. Boutemedjet, S., Ziou, D., Bouguila, N.: Unsupervised Feature Selection for Accurate Recommendation of High-Dimensional Image Data. In: NIPS, pp. 177–184 (2007) 15. Lowe, D.G.: Distinctive Image Features from Scale-Invariant Keypoints. International Journal of Computer Vision 60(2), 91–110 (2004) 16. Hofmann, T.: Probabilistic Latent Semantic Indexing. In: Proc. of ACM SIGIR, pp. 50–57 (1999) 17. Bouguila, N., Ziou, D., Vaillancourt, J.: Unsupervised Learning of a Finite Mixture Model Based on the Dirichlet Distribution and Its Application. IEEE Transactions on Image Processing 13(11), 1533–1543 (2004) 18. Bouguila, N., Ziou, D.: Using unsupervised learning of a ﬁnite Dirichlet mixture model to improve pattern recognition applications. Pattern Recognition Letters 26(12), 1916–1925 (2005) 19. Bouguila, N., Ziou, D.: Online Clustering via Finite Mixtures of Dirichlet and Minimum Message Length. Engineering Applications of Artiﬁcial Intelligence 19(4), 371–379 (2006) 20. Corduneanu, A., Bishop, C.M.: Variational Bayesian Model Selection for Mixture Distributions. In: Proc. of AISTAT, pp. 27–34 (2001) 21. Ma, Z., Leijon, A.: Bayesian Estimation of Beta Mixture Models with Variational Inference. In: IEEE Transactions on Pattern Analysis and Machine Intelligence (2010) (in press ) 22. Jordan, M.I., Ghahramani, Z., Jaakkola, T.S., Saul, L.K.: An introduction to variational methods for graphical models. In: Learning in Graphical Models, pp. 105– 162. Kluwer (1998) 23. Mikolajczyk, K., Schmid, C.: A Performance Evaluation of Local Descriptors. IEEE TPAMI 27(10), 1615–1630 (2005) 24. Bouguila, N., Ziou, D.: Unsupervised Selection of a Finite Dirichlet Mixture Model: An MML-Based Approach. IEEE Transactions on Knowledge and Data Eng. 18(8), 993–1009 (2006) 25. Bouguila, N., Ziou, D.: A Dirichlet Process Mixture of Dirichlet Distributions for Classiﬁcation and Prediction. In: Proc. of the IEEE Workshop on Machine Learning for Signal Processing (MLSP), pp. 297–302 (2008)

Performances Evaluation of GMM-UBM and GMM-SVM for Speaker Recognition in Realistic World Nassim Asbai, Abderrahmane Amrouche, and Mohamed Debyeche Speech Communication and Signal Processing Laboratory, Faculty of Electronics and Computer Sciences, USTHB, P.O. Box 32, El Alia, Bab Ezzouar, 16111, Algiers, Algeria {asbainassim,mdebyeche}@gmail.com, [email protected]

Abstract. In this paper, an automatic speaker recognition system for realistic environments is presented. In fact, most of the existing speaker recognition methods, which have shown to be highly eﬃcient under noise free conditions, fail drastically in noisy environments. In this work, features vectors, constituted by the Mel Frequency Cepstral Coeﬃcients (MFCC) extracted from the speech signal are used to train the Support Vector Machines (SVM) and Gaussian mixture model (GMM). To reduce the eﬀect of noisy environments the cepstral mean subtraction (CMS) are applied on the MFCC. For both, GMM-UBM and GMM-SVM systems, 2048-mixture UBM is used. The recognition phase was tested with Arabic speakers at diﬀerent Signal-to-Noise Ratio (SNR) and under three noisy conditions issued from NOISEX-92 data base. The experimental results showed that the use of appropriate kernel functions with SVM improved the global performance of the speaker recognition in noisy environments. Keywords: Speaker recognition, Noisy environment, MFCC, GMMUBM, GMM-SVM.

1

Introduction

Automatic speaker recognition (ASR) has been the subject of extensive research over the past few decades [1]. These can be attributed to the growing need for enhanced security in remote identity identiﬁcation or veriﬁcation in such applications as telebanking and online access to secure websites. Gaussian Mixture Model (GMM) was the state of the art of speaker recognition techniques [2]. The last years have witnessed the introduction of an eﬀective alternative speaker classiﬁcation approach based on the use of Support Vector Machines (SVM) [3]. The basis of the approach is that of combining the discriminative characteristics of SVMs [3],[4] with the eﬃcient and eﬀective speaker representation oﬀered by GMM-UBM [5],[6] to obtain hybrid GMM-SVM system [7],[8]. The focus of this paper is to investigate into the eﬀectiveness of the speaker recognition techniques under various mismatched noise conditions. The issue of the Arabic language, customary in more than 300 million peoples around the B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 284–291, 2011. c Springer-Verlag Berlin Heidelberg 2011

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285

world, which remains poorly endowed in language technologies, challenges us and dictates the choice of a corpus study in this work. The remainder of the paper is structured as follows. In sections 2 and 3, we discuss the GMM and SVM classiﬁcation methods and brieﬂy describe the principles of GMM-UBM at section 4. In section 5, experimental results of the speaker recognition in noisy environment using GMM, SVM and GMM-SVM systems based using ARADIGITS corpora are presented. Finally, a conclusion is given in Section 6.

2

Gaussian Mixture Model (GMM)

In GMM model [9], there exist k underlying components {ω1 , ω2 , ..., ωk } in a d-dimensional data set. Each component follows some Gaussian distribution in the space. The parameters of the component ωj include λj = {μj , Σ1 , ..., πj } , in which μj = (μj [1], ..., μj [d]) is the center of the Gaussian distribution, Σj is the covariance matrix of the distribution and πj is the probability of the component ωj . Based on the parameters, the probability of a point coming from component ωj appearing at xj = x[1], ..., x[d] can be represented by Pr(x/λj ) =

−1 1 T exp{− (x − μ ) (x − μj )} j −1 2 (2π)d/2 | j |

1

(1)

Thus, given the component parameter set {λ1 , λ2 , ..., λk } but without any component information on an observation point , the probability of observing is estimated by k Pr(x/λj ) = P r(x/λj )πj (2) j=1

The problem of learning GMM is estimating the parameter set λ of the k component to maximize the likelihood of a set of observations D = {x1 , x2 , ..., xn }, which is represented by n Pr(D/λ) = Πi=1 P r(xi /λ)

3

(3)

Support Vector Machines (SVM)

SVM is a binary classiﬁer which models the decision boundary between two classes as a separating hyperplane. In speaker veriﬁcation, one class consists of the target speaker training vectors (labeled as +1), and the other class consists of the training vectors from an ”impostor” (background) population (labeled as -1). Using the labeled training vectors, SVM optimizer ﬁnds a separating hyperplane that maximizes the margin of separation between these two classes. Formally, the discriminate function of SVM is given by [4]: f (x) = class(x) = sign[

N i=1

αi ti K(x, xi ) + d]

(4)

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N Here ti ε{+1, −1} are the ideal output values, i=1 αi ti = 0 and αi > 0 ¿ 0. The support vectors xi , their corresponding weights αi and the bias term d, are determined from a training set using an optimization process. The kernel function K(, ) is designed so that it can be expressed as K(x, y) = Φ(x)T Φ(y) where Φ(x) is a mapping from the input space to kernel feature space of high dimensionality. The kernel function allows computing inner products of two vectors in the kernel feature space. In a high-dimensional space, the two classes are easier to separate with a hyperplane. To calculate the classiﬁcation function class (x) we use the dot product in feature space that can also be expressed in the input space by the kernel [13]. Among the most widely used cores we ﬁnd: – Linear kernel: K(u, v) = u.v; – Polynomial kernel: K(u, v) = [(u.v) + 1]d ; – RBF kernel: K(u, v) = exp(−γ|u.v|2 ). SVMs were originally designed primarily for binary classiﬁcation [11]. Their extension problem of multi-class classiﬁcation is still a research topic. This problem is solved by combining several binary SVMs. One against all: This method constructs K SVMs models (one SVM for each class). The ith SVM is learned with all the examples. The ith class is indexed with positive labels and all others with negative labels. This ith classiﬁer builds hyperplane between the ith class and other K -1 class. One against one: This method constructs K(K − 1)/2 classiﬁers where each is learned on data from two classes. During the test phase and after construction of all classiﬁers, we use the proposed voting strategy.

4

GMM-UBM and GMM-SVM Systems

The GMM-UBM [2] system implemented for the purpose of this study uses MAP [12] estimation to adapt the parameters of each speaker GMM from a clean gender balanced UBM. For the purpose of consistency, a 2048-mixture UBM is used for both GMM-UBM and GMM-SVM systems. In the GMM-SVM system, the GMMs are obtained from training, testing and background utterances using the same procedure as that in the GMM-UBM system. Each client training supervector is assigned a label of +1 whereas the set of supervectors from a background dataset representing a large number of impostors is given a label of -1.The procedure used for extracting supervectors in the testing phase is exactly the same as that in the training stage (in the testing phase, no labels are given to the supervectors).

5 5.1

Results and Discussion Experimental Protocol and Data Collection

Arabic digits, which are polysyllabic, can be considered as representative elements of language, because more than half of the phonemes of the Arabic language are included in the ten digits. The speech database used in this work is

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a part of the database ARADIGITS [13]. It consists of a set of 10 digits of the Arabic language (zero to nine) spoken by 60 speakers of both genders with three repetitions for each digit. This database was recorded by speakers from diﬀerent regions Algerians aged between 18 and 50 years in a quiet environment with an ambient noise level below 35 dB, in WAV format, with a sampling frequency equal to 16 kHz. To simulate the real environment we used noises extracted from the database Noisex-92 (NATO: AC 243/RSG 10). In parameterization phase, we speciﬁed the feature space used. Indeed, as the speech signal is dynamic and variable, we presented the observation sequences of various sizes by vectors of ﬁxed size. Each vector is given by the concatenation of the coeﬃcients mel cepstrum MFCC (12 coeﬃcients), these ﬁrst and second derivatives (24 coeﬃcients), extracted from the middle window every 10 ms. A cepstral mean subtraction (CMS) is applied to these features in order to reduce the eﬀect of noise. 5.2

Speaker Recognition in Quiet Environment Using GMM and SVM

The experimental results, given in Fig.1, show that the performances are better for males speakers (98, 33%) than females (96, 88%). The recognition rate is better for a GMM with k = 32 components (98.19%) than other GMMs with other numbers of components. Now, if we compare between the performances of classiﬁers (GMM and SVM), we note that GMM with k = 32 components yields better results than SVM (linear SVM (88.33%), SVM with RBF kernel (86.36%) and SVM with polynomial kernel with degree d = 2 (82.78%)). 5.3

Speaker Recognition in Noisy Environments Using GMM and SVM

In this part we add noises (of factory and military engine) extracted from the NATO base NOISEX’92 (Varga), to our test database ARADIGITS that

Fig. 1. Histograms of the recognition rate of diﬀerent classiﬁers used in a quiet environment

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containing 60 speakers (30 male and 30 female). From the results presented in Fig.2 and Fig.3, we ﬁnd that the SVMs are more robust than the GMM. For example, recognition rate equal to 67.5%.(for SVN using polynomial kernel with d=2). than GMM used in this work. But, in other noise (factory noise) we ﬁnd that GMM (with k=32) gives better performances (recognition rate equal to 61.5% with noise of factory at SNR = 0dB) than SVM. This implies that SVMs and GMM (k=32) are more suitable for speaker recognition in a noisy environment and also we note that the recognition rate varies from noise to another. As that as far as the SNR increases (less noise), recognition is better.

Fig. 2. Performances evaluation for speaker recognition systems in noisy environment corrupted by noise of factory

Fig. 3. Performances evaluation for speaker recognition systems in noisy environment corrupted by military engine

5.4

Speaker Recognition in Quiet Environment Using GMM-UBM and GMM-SVM

The result in terms of equal-error rate (EER) shown by DET curve (Detection Error trade-oﬀ curve) showed in Fig.4: 1. When the GMM supervector is used, with MAP estimation [12], as input to the SVMs, the EER is 2.10%. 2. When the GMM-UBM is used the EER is 1.66%. In the quiet environment, we can say that, the performances of GMM-UBM and GMM-SVM are almost similar with a slight advantage for GMM-UBM.

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Fig. 4. DET curve for GMM-UBM and GMM-SVM

5.5

Speaker Recognition in Noisy Environments Using GMM-UBM and GMM-SVM

The goal of the experiments doing in this section is to evaluate the recognition performances of GMM-UBM and GMM-SVM when the quality of the speech data is contaminated with diﬀerent levels of diﬀerent noises extracted from the NOISEX’92 database. This provides a range of speech SNRs (0, 5, and 10 dB). Table 1 and 2 present the experimental results in terms of equal error rate (EER) in real world. As expected, it is seen that there is a drop in accuracy for this approaches with decreasing SNR. Table 1. EER in speaker recognition experiments with GMM-UBM method under mismatched data condition using diﬀerent noises

The experimental results given in Table 1 and 2 show that the EERs for GMM-SVM are higher for mismatched conditions noise. We can observe that, the diﬀerence between EERs in clean and noisy environment for two systems GMM-UBM and GMM-SVM. So, it is noted that again, the usefulness of GMMSVM in reducing error rates is noisy environment against GMM-UBM.

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Table 2. EERs in speaker recognition experiments with GMM-SVM method under mismatched data condition using diﬀerent noises

6

Conclusion

The aim of our study in this paper was to evaluate the contribution of kernel methods in improving system performance of automatic speaker recognition (RAL) (identiﬁcation and veriﬁcation) in the real environment, often represented by an acoustic environment highly degraded. Indeed, the determination of physical characteristics discriminating one speaker from another is a very diﬃcult task, especially in adverse environment. For this, we developed a system of automatic speaker recognition on text independent mode, part of which recognition is based on classiﬁer using kernel functions, which are alternatively SVM (with linear, polynomial and radial kernels) and GMM. On the other hand, we used GMM-UBM, especially the system hybrid GMMSVM, which the vector means extracted from GMM-UBM with 2048 mixtures for UBM in step of modeling are inputs for SVMs in phase of decision. The results we have achieved conform all that SVM and SVM-GMM techniques are very interesting and promising especially for tasks such as recognition in a noisy environments.

References 1. Dong, X., Zhaohui, W.: Speaker Recognition using Continuous Density Support Vector Machines. Electronics Letters 37, 1099–1101 (2001) 2. Reynolds, D.A., Quatiery, T., Dunn, R.: Speaker Veriﬁcation Using Adapted Gaussian Mixture Models. Dig. Signal Process. 10, 19–41 (2000) 3. Cristianni, N., Shawe-Taylor, J.: An Introduction to Support Vector Machines and Other Kernel-Based Learning Methods. Cambridge University Press (2000) 4. Wan, V.: Speaker Veriﬁcation Using Support Vector Machines, Ph.D Thesis, University of Sheﬃeld (2003) 5. Campbel, W.M., Sturim, D.E., Reynolds, D.A.: Support Vector Machines Using GMM Supervectors for Speaker Veriﬁcation. IEEE Signal Process. Lett. 13(5), 115–118 (2006) 6. Minghui, L., Yanlu, X., Zhigiang, Y., Beigian, D.: A New Hybrid GMM/SVM for Speaker Veriﬁcation. In: Proc. Int. Conf. Pattern Recognition, vol. 4, pp. 314–317 (2006)

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7. Campbel, W.M., Sturim, D.E., Reynolds, D.A., Solomonoﬀ, A.: SVM Based Speaker Veriﬁcation Using a GMM Supervector Kernel and NAP Variability Compensation. In: Proc. IEEE Conf. Acoustics, Speech and Signal Processing, vol. 1, pp. 97–100 (2007) 8. Dehak, R., Dehak, N., Kenny, P., Dumouchel, P.: Linear and Non Linear Kernel GMM Supervector Machines for Speaker Veriﬁcation. In: Proc. Interspeech, pp. 302–305 (2007) 9. McLachlan, G., Peel, D.: Finite Mixture Models. Wiley-Interscience (2000) 10. Moreno, P.J., Ho, P.P., Vasconcelos, N.: A Generative Model Based Kernel for SVM Classiﬁcation in Multimedia Applications. In: Neural Informations Processing Systems (2003) 11. Cortes, C., Vapnik, V.: Support-Vector Networks. Machine Learning 20(3), 273– 297 (1995) 12. Ben, M., Bimbot, F.: D-MAP: a Distance-Normalized MAP Estimation of Speaker Models for Automatic Speaker Veriﬁcation. In: Proc. IEEE Conf. Acoustics, Speech and Signal Processing, vol. 2, pp. 69–72 (2008) 13. Amrouche, A., Debyeche, M., Taleb Ahmed, A., Rouvaen, J.M., Ygoub, M.C.E.: Eﬃcient System for Speech Recognition in Adverse Conditions Using Nonparametric Regression. Engineering Applications on Artiﬁcial Intelligence 23(1), 85–94 (2010)

SVM and Greedy GMM Applied on Target Identification Dalila Yessad, Abderrahmane Amrouche, and Mohamed Debyeche Speech Communication and Signal Processing Laboratory, Faculty of Electronics and Computer Sciences, USTHB, P.O. Box 32, El Alia, Bab Ezzouar, 16111, Algiers, Algeria {yessad.dalila,mdebyeche}@gmail.com, [email protected]

Abstract. This paper is focused on the Automatic Target Recognition (ATR) using Support Vector Machines (SVM) combined with automatic speech recognition (ASR) techniques. The problem of performing recognition can be broken into three stages: data acquisition, feature extraction and classiﬁcation. In this work, extracted features from micro-Doppler echoes signal, using MFCC, LPCC and LPC, are used to estimate models for target classiﬁcation. In classiﬁcation stage, three parametric models based on SVM, Gaussian Mixture Model (GMM) and Greedy GMM were successively investigated for echo target modeling. Maximum a posteriori (MAP) and Majority-voting post-processing (MV) decision schemes are applied. Thus, ASR techniques based on SVM, GMM and GMM Greedy classiﬁers have been successfully used to distinguish diﬀerent classes of targets echoes (humans, truck, vehicle and clutter) recorded by a low-resolution ground surveillance Doppler radar. The obtained performances show a high rate correct classiﬁcation on the testing set. Keywords: Automatic Target Recognition (ATR), Mel Frequency Cepstrum Coeﬃcients (MFCC), Support Vector Machines (SVM), Greedy Gaussian Mixture Model (Greedy GMM), Majority Vot processing (MV).

1

Introduction

The goal for any target recognition system is to give the most accurate interpretation of what a target is at any given point in time. Techniques based on [1] Micro-Doppler signatures [1, 2] are used to divide targets into several macro groups such as aircrafts, vehicles, creatures, etc. An eﬀective tool to extract information from this signature is the time-frequency transform [3]. The timevarying trajectories of the diﬀerent micro-Doppler components are quite revealing, especially when viewed in the joint time-frequency space [4, 5]. Anderson [6] used micro-Doppler features to distinguish among humans, animals and vehicles. In [7], analysis of radar micro-Doppler signature with time-frequency transform, the micro-Doppler phenomenon induced by mechanical vibrations or rotations of structures in a radar target are discussed, The time-frequency signature of the B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 292–299, 2011. c Springer-Verlag Berlin Heidelberg 2011

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micro-Doppler provides additional time information and shows micro-Doppler frequency variations with time. Thus, additional information about vibration rate or rotation rate is available for target recognition. Gaussian mixture model (GMM)-based classiﬁcation methods are widely applied to speech and speaker recognition [8, 9]. Mixture models form a common technique for probability density estimation. In [8] it was proved that any density can be estimated to a given degree of approximation, using ﬁnite Gaussian mixture. A Greedy learning of Gaussian mixture model (GMM) based on target classiﬁcation for ground surveillance Doppler radar, recently proposed in [9], overcomes the drawbacks of the EM algorithm. The greedy learning algorithm does not require prior knowledge of the number of components in the mixture, because it inherently estimates the model order. In this paper, we investigate the micro-Doppler radar signatures using three classiﬁers; SVM, GMM and Greedy GMM. The paper is organized as follows: in section 2, the SVM and Greedy GMM and the corresponding classiﬁcation scheme are presented. In Section 3, we describe the experimental framework including the data collection of diﬀerent targets from a ground surveillance radar records and the conducted performance study. Our conclusions are drawn in section 5.

2 2.1

Classification Scheme Feature Extraction

In practical case, a human operator listen to the audio Doppler output from the surveillance radar for detecting and may be identifying targets. In fact, human operators classify the targets using an audio representation of the micro-Doppler eﬀect, caused by the target motion. As in speech processing a set of operations are taken during pre-processing step to take in count the human ear characteristics. Features are numerical measurements used in computation to discriminate between classes. In this work, we investigated three classes of features namely, LPC (Linear prediction coding), LPCC (Linear cepstral prediction coding ), and MFCC (Mel-frequency cepstral coeﬃcients). 2.2

Modelisation

Gaussian Mixture Model (GMM). Gaussian mixture model (GMM) is a mixture of several Gaussian distributions. The probability density function is deﬁned as a weighted sum of Gaussians: p (x; θ) =

C

αc N (x; μc , Σc )

(1)

c=1

Where αc is the weight of the component c, 0 < αc < 1 for all components, and C c+1 αc = 1. μc is the mean of components and Σc is the covariance matrix.

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We deﬁne the parameter vector θ: θ = {α1 , μ1 , Σ1 , ..., αc , μc , Σc }

(2)

The expectation maximization (EM) algorithm is an iterative method for calculating maximum likelihood distribution parameter. An elegant solution for the initialization problem is provided by the greedy learning of GMM [11]. Greedy Gaussian Mixture Model (Greedy GMM). The greedy algorithm starts with a single component and then adds components into the mixture one by one. The optimal starting component for a Gaussian mixture is trivially computed, optimal meaning the highest training data likelihood. The algorithm repeats two steps: insert a component into the mixture, and run EM until convergence. Inserting a component that increases the likelihood the most is thought to be an easier problem than initializing a whole near-optimal distribution. Component insertion involves searching for the parameters for only one component at a time. Recall that EM ﬁnds a local optimum for the distribution parameters, not necessarily the global optimum which makes it initialization dependent method. Let pc denote a C-component mixture with parameters θc . The general greedy algorithm for Gaussian mixture is as follows: 1. Compute (in the ML sense) the optimal one-component mixture p1 and set C ← 1; 2. While keeping pc ﬁxed, ﬁnd a new component N (x; μ , Σ ) and the corresponding mixing weight α that increase the likelihood {μ , Σ , α } = arg max

N

ln[(1 − α)pc (xn ) + αN (xn ; μ, Σ)]

(3)

n=1

3. Set pc+1 (x) ← (1 − α )pc (x) + α N (x; μ , Σ ) and then C ← C + 1; 4. Update pc using EM (or some other method) until convergence; 5. Evaluate some stopping criterion; go to step 2 or quit. The stopping criterion in step 5 can be for example any kind of model selection criterion or wanted number of components. The crucial point is step 2, since ﬁnding the optimal new component requires a global search, performed by creating candidate components. The candidate resulting in the highest likelihood when inserted into the (previous) mixture is selected. The parameters and weight of the best candidate are then used in step 3 instead of the truly optimal values [12]. 2.3

Support Vector Machine (SVM)

The optimization criterion here is the width of the margin between classes (see Fig.1), i.e. the empty area around the decision boundary deﬁned by the distance to the nearest training pattern [13]. These patterns, called support vectors, ﬁnally deﬁne the classiﬁcation. Maximizing the margin minimizes the number of support vectors. This can be illustrated in Fig.1 where m is maximized.

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Fig. 1. SVM boundary ( It should be as far away from the data of both class as possible)

The general form of the decision boundary is as follows: f (x) =

n

αi yi xw + b

(4)

i=1

where α is the Lagrangian coeﬃcient; y is the classes (+1or − 1); w and b are illustrated in Fig.1. 2.4

Classification

A classiﬁer is a function that deﬁnes the decision boundary between diﬀerent patterns (classes). Each classiﬁer must be trained with a training dataset before being used to recognize new patterns, such that it generalizes training dataset into classiﬁcation rules. Two decision methods were examined. The ﬁrst one suggests the maximum a posteriori probability (MAP) and the second uses the majority vote (MV) post-processing after classiﬁer decision. Decision. If we have a group of targets represented by the GMM or SVM models: λ1 , λ2 , ..., λξ , The classiﬁcation decision is done using the posteriori probability (MAP): Sˆ = arg max p(λs |X) (5) According to Bayesian rule: p(X|λs )p(λs ) Sˆ = arg max p(X)

(6)

X: is the observed sequence. Assuming that each class has the same a priori probability (p(λs ) = 1/ξ) and the probability of apparition of the sequence X is the same for all targets the classiﬁcation rule of Bayes becomes: Sˆ = arg max p(X|λs )

(7)

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Majority Vote. The majority vote (MV) post-processing can be employed after classiﬁer decision. It uses the current classiﬁcation result, along with the previous classiﬁcation results and makes a classiﬁcation decision based on the class that appears most often. A plot of the classiﬁcation by MV (post-processing) after classiﬁer decision is shown in Fig.2.

Fig. 2. Majority vote post-processing after classiﬁer decision

3

Radar System and Data Collection

Data were obtained using records of a low-resolution ground surveillance radar. The target was detected and tracked automatically by the radar, allowing continuous target echo records. The parameters settings are: Frequency: 9.720 GHz, Sweep in azimuth: 30 at 270, Emission power : 100 mW. We ﬁrst collected the Doppler signatures from the echoes of six diﬀerent targets in movements namely: one, two, and three persons, vehicle, truck and vegetation clutter. the target was detected and tracked automatically by a low-power Doppler radar operating at 9.72 GHz. When the radar transmits an electromagnetic signal in the surveillance area, this signal interacts with the target and then returns to the radar. After demodulation and analog to digital conversion, the received echoes are recorded in wav audio format, each record has a duration of 10 seconds. By taking the Fourier transform of the recorded signal, the micro-Doppler frequency shift may be observed in the frequency domain. We considered the case where a target approaches the radar. In order to exploit the time-varying Doppler information, we use the short-time Fourier transform (STFT) for the joint MFCC analysis. The change of the properties of the returned signal reﬂects the characteristics of the target. When the target is moving, the carrier frequency of the returned signal will be shifted due to Doppler eﬀect. The Doppler frequency shift can be used to determine the radial velocity of the moving target. If the target or any structure on the target is vibrating or rotating in addition to target translation, it will induce frequency modulation on the returned signal that generates sidebands about the target’s Doppler frequency. This modulation is called the micro-Doppler (μ-DS) phenomenon. The (μ-DS) phenomenon can be regarded as a characteristic of the interaction between the vibrating or rotating structures and the target body. Fig.3 show the temporal representation and the

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typical spectrogram of truck target. The truck class has unique time-frequency characteristic which can be used for classiﬁcation. This particular plot is obtained by taking a succession of FFTs and using a sampling rate of 8 KHz, FFT size of 256 points, overlap of 128, and a Hamming window.

Fig. 3. Radar echos sample (temporal form) and typical spectrogram of the truck moving target

4

Results

In this work, target class pdfs were modeled by SVM and GMMs using both greedy and EM estimation algorithms. MFCC, LPCC and LPC coeﬃcients were used as classiﬁcation features. The MAP and the majority voting decision concepts were examined. Classiﬁcation performance obtained using GMM classiﬁer is bad then both GMM greedy and SVM. Table 1 present the confusion matrix of six targets, when the coeﬃcients are extracted MFCC, then classiﬁed by GMM following MAP decision and MV post-processing decision. Table 2 show the confusion matrix of six targets classiﬁed by SVM following MAP and MV post-processing decision, using MFCC. Table 3 present the confusion matrix of Greedy GMM based classiﬁer with MFCC coeﬃcients and MV post-processing after MAP decision for six class problem. Greedy GMM and SVM outperform GMM classiﬁer. These tables show that both SVM and greedy GMM classiﬁer with MFCC features outperform the GMM based one. To improve classiﬁcation Table 1. Confusion matrix of GMM-based classiﬁer with MFCC coeﬃcients and MV post-processing after MAP decision rules for six class problem Class/Decision 1Person 2Persons 3Persons Vehicle Truck Clutter 1Person 94.44 1.85 0 3.7 0 0 2Persons 0 100 0 0 0 0 3Persons 7.41 0 92.59 0 0 0 Vehicle 12.96 0 0 87.04 0 0 Truck 0 0 0 1.85 98.15 0 Clutter 0 0 0 0 0 100

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Table 2. Confusion matrix of SVM-based classiﬁer with MFCC coeﬃcients and MV post-processing after MAP decision rules for six class problem Class/Decision 1Person 2Persons 3Persons Vehicle Truck Clutter 1Person 96.30 1.85 0 1.85 0 0 2Persons 0 99.07 0.3 0 0 0 3Persons 0 0 100 0 0 0 Vehicle 1.85 0 0 98.15 0 0 Truck 0 0 0 0 100 0 Clutter 0 0 0 0 0 100

Table 3. Confusion matrix of Greedy GMM-based classiﬁer with MFCC coeﬃcients and MV post-processing after MAP decision rules for six class problem Class/Decision 1Person 2Persons 3Persons Vehicle Truck Clutter 1Person 96.30 1.85 0 1.85 0 0 2Persons 0 100 0 0 0 0 3Persons 0 0 100 0 0 0 Vehicle 1.85 0 0 98.15 0 0 Truck 0 0 0 0 100 0 Clutter 0 0 0 0 0 100

accuracy, majority vote post-processing can be employed. The resulting eﬀect is a smooth operation that removes spurious misclassiﬁcation. Indeed, the classiﬁcation rate improves to 99.08% for greedy GMM after MAP decision following majority vote post-processing, 98.93% for GMM and 99.01% for SVM after MAP and MV decision. One can see that the pattern recognition algorithm is quite successful at classifying the radar targets.

5

Conclusion

Automatic classiﬁers have been successfully applied for ground surveillance radar. LPC, LPCC and MFCC are used to exploit the micro-Doppler signatures of the targets to provide classiﬁcation between the classes of personnel, vehicle, truck and clutter, The MAP and the majority voting decision rules were applied to the proposed classiﬁcation problem. We can say that both SVM and Greedy GMM using MFCC features delivers the best rate of classiﬁcation, as it performs the most estimations. However, it fails to avoid classiﬁcation errors, which we are bound to eradicate through MV-post processing which guarantees a 99.08% with Greedy GMM and 99.01%withe SVM classiﬁcation rate for six-class problem in our case.

References 1. Natecz, M., Rytel-Andrianik, R., Wojtkiewicz, A.: Micro-Doppler Analysis of Signal Received by FMCW Radar. In: International Radar Symposium, Germany (2003)

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2. Boashash, B.: Time Frequency Signal Analysis and Processing a comprehensive reference, 1st edn. Elsevier Ltd. (2003) 3. Foster, I., Kesselman, C.: The Grid: Blueprint for a New Computing Infrastructure. Morgan Kaufmann, San Francisco (1999) 4. Chen, V.C.: Analysis of Radar Micro-Doppler Signature With Time-Frequency Transform. In: Proc. Tenth IEEE Workshop on Statistical Signal and Array Processing, pp. 463–466 (2000) 5. Chen, V.C., Ling, H.: Time Frequency Transforms for Radar Imaging and Signal Analysis. Artech House, Boston (2002) 6. Anderson, M., Rogers, R.: Micro-Doppler Analysis of Multiple Frequency Continuous Wave Radar Signatures. In: SPIE Proc. Radar Sensor Technology, vol. 654 (2007) 7. Thayaparan, T., Abrol, S., Riseborough, E., Stankovic, L., Lamothe, D., Duﬀ, G.: Analysis of Radar Micro-Doppler Signatures From Experimental Helicopter and Human Data. IEE Proc. Radar Sonar Navigation 1(4), 288–299 (2007) 8. Reynolds, D.A.A.: Gaussian Mixture Modeling Approach to Text-Independent Speaker Identiﬁcation. Ph.D.dissertation, Georgia Institute of Technology, Atlanta (1992) 9. Reynolds, D.A., Quatieri, T.F., Dunn, R.B.: Speaker Veriﬁcation Using Adapted Gaussian Mixture Models. Digit. Signal Process. 10, 19–41 (2000) 10. Campbell, J.P.: Speaker Recognition: a tutorial. Proc.of the IEEE 85(9), 1437–1462 (1997) 11. Li, J.Q., Barron, A.R.: Mixture Density Estimation. In: Advances in Neural Information Processing Systems, p. 12. MIT Press, Cambridge (2002) 12. Bilik, I., Tabrikian, J., Cohen, A.: GMM-Based Target Classiﬁcation for Ground Surveillance Doppler Radar. IEEE Trans. on Aerospace and Electronic Systems 42(1), 267–278 (2006) 13. Vander, H.F., Duin, W.R.P., de Ridder, D., Tax, D.M.J.: Classiﬁcation, Parameter Estimation and State Estimation. John Wiley & Son, Ltd. (2004)

Speaker Identification Using Discriminative Learning of Large Margin GMM Khalid Daoudi1 , Reda Jourani2,3 , R´egine Andr´e-Obrecht2, and Driss Aboutajdine3 1

3

GeoStat Group, INRIA Bordeaux-Sud Ouest, Talence, France [email protected] 2 SAMoVA Group, IRIT - Univ. Paul Sabatier, Toulouse, France {jourani,obrecht}@irit.fr Laboratoire LRIT. Faculty of Sciences, Mohammed 5 Agdal Univ., Rabat, Morocco [email protected]

Abstract. Gaussian mixture models (GMM) have been widely and successfully used in speaker recognition during the last decades. They are generally trained using the generative criterion of maximum likelihood estimation. In an earlier work, we proposed an algorithm for discriminative training of GMM with diagonal covariances under a large margin criterion. In this paper, we present a new version of this algorithm which has the major advantage of being computationally highly eﬃcient, thus well suited to handle large scale databases. We evaluate our fast algorithm in a Symmetrical Factor Analysis compensation scheme. We carry out a full NIST speaker identiﬁcation task using NIST-SRE’2006 data. The results show that our system outperforms the traditional discriminative approach of SVM-GMM supervectors. A 3.5% speaker identiﬁcation rate improvement is achieved. Keywords: Large margin training, Gaussian mixture models, Discriminative learning, Speaker recognition, Session variability modeling.

1

Introduction

Most of state-of-the-art speaker recognition systems rely on the generative training of Gaussian Mixture Models (GMM) using maximum likelihood estimation and maximum a posteriori estimation (MAP) [1]. This generative training estimates the feature distribution within each speaker. In contrast, the discriminative training approaches model the boundary between speakers [2,3], thus generally leading to better performances than generative methods. For instance, Support Vector Machines (SVM) combined with GMM supervectors are among state-of-the-art approaches in speaker veriﬁcation [4,5]. In speaker recognition applications, mismatch between the training and testing conditions can decrease considerably the performances. The inter-session variability, that is the variability among recordings of a given speaker, remains the most challenging problem to solve. The Factor Analysis techniques [6,7], e.g., Symmetrical Factor Analysis (SFA) [8], were proposed to address that problem B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 300–307, 2011. c Springer-Verlag Berlin Heidelberg 2011

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in GMM based systems. While the Nuisance Attribute Projection (NAP) [9] compensation technique is designed for SVM based systems. Recently a new discriminative approach for multiway classiﬁcation has been proposed, the Large Margin Gaussian mixture models (LM-GMM) [10]. The latter have the same advantage as SVM in term of the convexity of the optimization problem to solve. However they diﬀer from SVM because they draw nonlinear class boundaries directly in the input space. While LM-GMM have been used in speech recognition, they have not been used in speaker recognition (to the best of our knowledge). In an earlier work [11], we proposed a simpliﬁed version of LM-GMM which exploit the fact that traditional GMM based speaker recognition systems use diagonal covariances and only the mean vectors are MAP adapted. We then applied this simpliﬁed version to a ”small” speaker identiﬁcation task. While the resulting training algorithm is more eﬃcient than the original one, we found however that it is still not eﬃcient enough to process large databases such as in NIST Speaker Recognition Evaluation (NIST-SRE) campaigns (http://www.itl.nist.gov/iad/mig//tests/sre/). In order to address this problem, we propose in this paper a new approach for fast training of Large-Margin GMM which allow eﬃcient processing in large scale applications. To do so, we exploit the fact that in general not all the components of the GMM are involved in the decision process, but only the k-best scoring components. We also exploit the property of correspondence between the MAP adapted GMM mixtures and the Universal Background Model mixtures [1]. In order to show the eﬀectiveness of the new algorithm, we carry out a full NIST speaker identiﬁcation task using NIST-SRE’2006 (core condition) data. We evaluate our fast algorithm in a Symmetrical Factor Analysis (SFA) compensation scheme, and we compare it with the NAP compensated GMM supervector Linear Kernel system (GSL-NAP) [5]. The results show that our Large Margin compensated GMM outperform the state-of-the-art discriminative approach GSL-NAP. The paper is organized as follows. After an overview on Large-Margin GMM training with diagonal covariances in section 2, we describe our new fast training algorithm in section 3. The GSL-NAP system and SFA are then described in sections 4 and 5, respectively. Experimental results are reported in section 6.

2

Overview on Large Margin GMM with Diagonal Covariances (LM-dGMM)

In this section we start by recalling the original Large Margin GMM training algorithm developed in [10]. We then recall the simpliﬁed version of this algorithm that we introduced in [11]. In Large Margin GMM [10], each class c is modeled by a mixture of ellipsoids in the D-dimensional input space. The mth ellipsoid of the class c is parameterized by a centroid vector μcm , a positive semideﬁnite (orientation) matrix Ψcm and a nonnegative scalar oﬀset θcm ≥ 0. These parameters are then collected into a single enlarged matrix Φcm : Ψcm −Ψcm μcm . (1) Φcm = −μTcm Ψcm μTcm Ψcm μcm + θcm

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A GMM is ﬁrst ﬁt to each class using maximum likelihood estimation. Let n {ont }Tt=1 (ont ∈ RD ) be the Tn feature vectors of the nth segment (i.e. nth speaker training data). Then, for each ont belonging to the class yn , yn ∈ {1, 2, ..., C} where C is the total number of classes, we determine the index mnt of the Gaussian component of the GMM modeling the class yn which has the highest posterior probability. This index is called proxy label. The training algorithm aims to ﬁnd matrices Φcm such that ”all” examples are correctly classiﬁed by at least one margin unit, leading to the LM-GMM criterion: T T znt Φcm znt ≥ 1 + znt Φyn mnt znt ,

∀c = yn , ∀m,

(2)

T

where znt = [ont 1] . In speaker recognition, most of state-of-the art systems use diagonal covariances GMM. In these GMM based speaker recognition systems, a speakerindependent world model or Universal Background Model (UBM) is ﬁrst trained with the EM algorithm. When enrolling a new speaker to the system, the parameters of the UBM are adapted to the feature distribution of the new speaker. It is possible to adapt all the parameters, or only some of them from the background model. Traditionally, in the GMM-UBM approach, the target speaker GMM is derived from the UBM model by updating only the mean parameters using a maximum a posteriori (MAP) algorithm [1]. Making use of this assumption of diagonal covariances, we proposed in [11] a simpliﬁed algorithm to learn GMM with a large margin criterion. This algorithm has the advantage of being more eﬃcient than the original LM-GMM one [10] while it still yielded similar or better performances on a speaker identiﬁcation task. In our Large Margin diagonal GMM (LM-dGMM) [11], each class (speaker) c is initially modeled by a GMM with M diagonal mixtures (trained by MAP adaptation of the UBM in the setting of speaker recognition). For each class c, the mth Gaussian is parameterized by a mean vector μcm , a diagonal covariance 2 2 matrix Σm = diag(σm1 , ..., σmD ), and the scalar factor θm which corresponds to the weight of the Gaussian. For each example ont , the goal of the training algorithm is now to force the log-likelihood of its proxy label Gaussian mnt to be at least one unit greater than the log-likelihood of each Gaussian component of all competing classes. That is, given the training examples {(ont , yn , mnt )}N n=1 , we seek mean vectors μcm which satisfy the LM-dGMM criterion: ∀c = yn , ∀m, where d(ont , μcm ) =

d(ont , μcm ) + θm ≥ 1 + d(ont , μyn mnt ) + θmnt ,

(3)

D (onti − μcmi )2

. Afterward, these M constraints are fold into a single one using the softmax inequality minm am ≥ −log e−am . The i=1

2 2σmi

segment-based LM-dGMM criterion becomes thus: ∀c = yn ,

m

Tn Tn M 1 1 −log e(−d(ont,μcm )−θm ) ≥ 1+ d(ont , μyn mnt )+θmnt . Tn t=1 Tn t=1 m=1 (4)

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Letting [f ]+ = max(0, f ) denote the so-called hinge function, the loss function to minimize for LM-dGMM is then given by: Tn N M 1 (−d(ont ,μcm )−θm ) L = 1+ d(ont , μyn mnt )+θmnt +log e . Tn t=1 n=1 m=1 c=yn

+

(5)

3 3.1

LM-dGMM Training with k-Best Gaussians Description of the New LM-dGMM Training Algorithm

Despite the fact that our LM-dGMM is computationally much faster than the original LM-GMM of [10], we still encountered eﬃciency problems when dealing with high number of Gaussian mixtures. In order to develop a fast training algorithm which could be used in large scale applications such as NIST-SRE, we propose to drastically reduce the number of constraints to satisfy in (4). By doing so, we would drastically reduce the computational complexity of the loss function and its gradient. To achieve this goal we propose to use another property of state-of-the-art GMM systems, that is, decision is not made upon all mixture components but only using the k-best scoring Gaussians. In other words, for each on and each class c, instead of summing over the M mixtures in the left side of (4), we would sum only over the k Gaussians with the highest posterior probabilities selected using the GMM of class c. In order to further improve eﬃciency and reduce memory requirement, we exploit the property reported in [1] about correspondence between MAP adapted GMM mixtures and UBM mixtures. We use the UBM to select one unique set Snt of k-best Gaussian components per frame ont , instead of (C − 1) sets. This leads to a (C − 1) times faster and less memory consuming selection. More precisely, we now seek mean vectors μcm that satisfy the large margin constraints in (6): ∀c = yn ,

Tn Tn 1 1 −log e(−d(ont ,μcm )−θm ) ≥ 1+ d(ont , μyn mnt )+θmnt. Tn t=1 Tn t=1 m∈Snt

(6) The resulting loss function expression is straightforward. During test, we use again the same principle to achieve fast scoring. Given a test segment of T frames, for each test frame xt we use the UBM to select the set Et of k-best scoring proxy labels and compute the LM-dGMM likelihoods using only these k labels. The decision rule is thus given as: T

(−d(ot ,μcm )−θm ) y = argminc −log e . (7) t=1

m∈Et

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Handling of Outliers

We adopt the strategy of [10] to detect outliers and reduce their negative eﬀect on learning, by using the initial GMM models. We compute the accumulated hinge loss incurred by violations of the large margin constraints in (6): Tn 1 hn = 1+ d(ont , μyn mnt ) + θmnt + log e(−d(ont ,μcm )−θm ) . Tn t=1 c=yn

m∈Snt

+

(8) hn measures the decrease in the loss function when an initially misclassiﬁed segment is corrected during the course of learning. We associate outliers with large values of hn . We then re-weight the hinge loss terms by using the segment weights sn = min(1, 1/hn): L =

N

sn h n .

(9)

n=1

We solve this unconstrained non-linear optimization problem using the second order optimizer LBFGS [12].

4

The GSL-NAP System

In this section we brieﬂy describe the GMM supervector linear kernel SVM system (GSL) [4] and its associated channel compensation technique, the Nuisance attribute projection (NAP) [9]. Given an M -components GMM adapted by MAP from the UBM, one forms a GMM supervector by stacking the D-dimensional mean vectors. This GMM supervector (an M D vector) can be seen as a mapping of variable-length utterances into a ﬁxed-length high-dimensional vector, through GMM modeling: φ(x) = [μx1 · · · μxM ]T ,

(10)

where the GMM {μxm , Σm , wm } is trained on the utterance x. For two utterances x and y, a kernel distance based on the Kullback-Leibler divergence between the GMM models trained on these utterances [4], is deﬁned as: K(x, y) =

M √

−(1/2) wm Σm μxm

T √

−(1/2) wm Σm μym .

(11)

m=1

The UBM weight and variance parameters are used to normalize the Gaussian means before feeding them into a linear kernel SVM training. This system is referred to as GSL in the rest of the paper. NAP is a pre-processing method that aims to compensate the supervectors by removing the directions of undesired sessions variability, before the SVM training ˆ [9]. NAP transforms a supervector φ to a compensated supervector φ: φˆ = φ − S(ST φ),

(12)

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using the eigenchannel matrix S, which is trained using several recordings (sessions) of various speakers. Given a set of expanded recordings of N diﬀerent speakers, with hi diﬀerent sessions for each speaker si , one ﬁrst removes the speakers variability by subtracting the mean of the supervectors within each speaker. The resulting supervectors are then pooled into a single matrix C representing the intersession variations. One identiﬁes ﬁnally the subspace of dimension R where the variations are the largest by solving the eigenvalue problem on the covariance matrix CCT , getting thus the projection matrix S of a size M D × R. This system is referred to as GSL-NAP in the rest of the paper.

5

Symmetrical Factor Analysis (SFA)

In this section we describe the symmetrical variant of the Factor Analysis model (SFA) [8] (Factor Analysis was originally proposed in [6,7]). In the mean supervector space, a speaker model can be decomposed into three diﬀerent components: a session-speaker independent component (the UBM model), a speaker dependent component and a session dependent component. The session-speaker model, can be written as [8]: M(h,s) = M + Dys + Ux(h,s) ,

(13)

where – M(h,s) is the session-speaker dependent supervector mean (an M D vector), – M is the UBM supervector mean (an M D vector), – D is a M D × M D diagonal matrix, where DDT represents the a priori covariance matrix of ys , – ys is the speaker vector, i.e., the speaker oﬀset (an M D vector), – U is the session variability matrix of low rank R (an M D × R matrix), – x(h,s) are the channel factors, i.e., the session oﬀset (an R vector not dependent on s in theory). Dys and Ux(h,s) represent respectively the speaker dependent component and the session dependent component. The factor analysis modeling starts by estimating the U matrix, using diﬀerent recordings per speaker. Given the ﬁxed parameters (M, D, U), the target models are then compensated by eliminating the session mismatch directly in the model domain. Whereas, the compensation in the test is performed at the frame level (feature domain).

6

Experimental Results

We perform experiments on the NIST-SRE’2006 speaker identiﬁcation task and compare the performances of the baseline GMM, the LM-dGMM and the SVM systems, with and without using channel compensation techniques. The comparisons are made on the male part of the NIST-SRE’2006 core condition (1conv4w1conv4w). The feature extraction is carried out by the ﬁlter-bank based cepstral

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Table 1. Speaker identiﬁcation rates with GMM, Large Margin diagonal GMM and GSL models, with and without channel compensation System 256 Gaussians 512 Gaussians GMM 76.46% 77.49% LM-dGMM 77.62% 78.40% GSL 81.18% 82.21% LM-dGMM-SFA 89.65% 91.27% GSL-NAP 87.19% 87.77%

analysis tool Spro [13]. Bandwidth is limited to the 300-3400Hz range. 24 ﬁlter bank coeﬃcients are ﬁrst computed over 20ms Hamming windowed frames at a 10ms frame rate and transformed into Linear Frequency Cepstral Coeﬃcients (LFCC). Consequently, the feature vector is composed of 50 coeﬃcients including 19 LFCC, their ﬁrst derivatives, their 11 ﬁrst second derivatives and the delta-energy. The LFCCs are preprocessed by Cepstral Mean Subtraction and variance normalization. We applied an energy-based voice activity detection to remove silence frames, hence keeping only the most informative frames. Finally, the remaining parameter vectors are normalized to ﬁt a zero mean and unit variance distribution. We use the state-of-the-art open source software ALIZE/Spkdet [14] for GMM, SFA, GSL and GSL-NAP modeling. A male-dependent UBM is trained using all the telephone data from the NIST-SRE’2004. Then we train a MAP adapted GMM for the 349 target speakers belonging to the primary task. The corresponding list of 539554 trials (involving 1546 test segments) are used for test. Score normalization techniques are not used in our experiments. The so MAP adapted GMM deﬁne the baseline GMM system, and are used as initialization for the LM-dGMM one. The GSL system uses a list of 200 impostor speakers from the NIST-SRE’2004, on the SVM training. The LM-dGMM-SFA system is initialized by model domain compensated GMM, which are then discriminated using feature domain compensated data. The session variability matrix U of SFA and the channel matrix S of NAP, both of rank R = 40, are estimated on NIST-SRE’2004 data using 2934 utterances of 124 diﬀerent male speakers. Table 1 shows the speaker identiﬁcation accuracy scores of the various systems, for models with 256 and 512 Gaussian components (M = 256, 512). All these scores are obtained with the 10 best proxy labels selected using the UBM, k = 10. The results of Table 1 show that, without SFA channel compensation, the LMdGMM system outperforms the classical generative GMM one, however it does yield worse performances than the discriminative approach GSL. Nonetheless, when applying channel compensation techniques, GSL-NAP outperforms GSL as expected, but the LM-dGMM-SFA system signiﬁcantly outperforms the GSLNAP one. Our best system achieves 91.27% speaker identiﬁcation rate, while the best GSL-NAP achieves 87.77%. This leads to a 3.5% improvement. These results show that our fast Large Margin GMM discriminative learning algorithm not only allows eﬃcient training but also achieves better speaker identiﬁcation accuracy than a state-of-the-art discriminative technique.

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307

Conclusion

We presented a new fast algorithm for discriminative training of Large-Margin diagonal GMM by using the k-best scoring Gaussians selected form the UBM. This algorithm is highly eﬃcient which makes it well suited to process large scale databases. We carried out experiments on a full speaker identiﬁcation task under the NIST-SRE’2006 core condition. Combined with the SFA channel compensation technique, the resulting algorithm signiﬁcantly outperforms the state-ofthe-art speaker recognition discriminative approach GSL-NAP. Another major advantage of our method is that it outputs diagonal GMM models. Thus, broadly used GMM techniques/softwares such as SFA or ALIZE/Spkdet can be readily applied in our framework. Our future work will consist in improving margin selection and outliers handling. This should indeed improve the performances.

References 1. Reynolds, D.A., Quatieri, T.F., Dunn, R.B.: Speaker Veriﬁcation Using Adapted Gaussian Mixture Models. Digit. Signal Processing 10(1-3), 19–41 (2000) 2. Keshet, J., Bengio, S.: Automatic Speech and Speaker Recognition: Large Margin and Kernel Methods. Wiley, Hoboken (2009) 3. Louradour, J., Daoudi, K., Bach, F.: Feature Space Mahalanobis Sequence Kernels: Application to Svm Speaker Veriﬁcation. IEEE Trans. Audio Speech Lang. Processing 15(8), 2465–2475 (2007) 4. Campbell, W.M., Sturim, D.E., Reynolds, D.A.: Support Vector Machines Using GMM Supervectors for Speaker Veriﬁcation. IEEE Signal Processing Lett. 13(5), 308–311 (2006) 5. Campbell, W.M., Sturim, D.E., Reynolds, D.A., Solomonoﬀ, A.: SVM Based Speaker Veriﬁcation Using a GMM Supervector Kernel and NAP Variability Compensation. In: ICASSP, vol. 1, pp. I-97–I-100 (2006) 6. Kenny, P., Boulianne, G., Dumouchel, P.: Eigenvoice Modeling with Sparse Training Data. IEEE Trans. Speech Audio Processing 13(3), 345–354 (2005) 7. Kenny, P., Boulianne, G., Ouellet, P., Dumouchel, P.: Speaker and Session Variability in GMM-Based Speaker Veriﬁcation. IEEE Trans. Audio Speech Lang. Processing 15(4), 1448–1460 (2007) 8. Matrouf, D., Scheﬀer, N., Fauve, B.G.B., Bonastre, J.-F.: A Straightforward and Eﬃcient Implementation of the Factor Analysis Model for Speaker Veriﬁcation. In: Interspeech, pp. 1242–1245 (2007) 9. Solomonoﬀ, A., Campbell, W.M., Boardman, I.: Advances in Channel Compensation for SVM Speaker Recognition. In: ICASSP, vol. 1, pp. 629–632 (2005) 10. Sha, F., Saul, L.K.: Large Margin Gaussian Mixture Modeling for Phonetic Classiﬁcation and Recognition. In: ICASSP, vol. 1, pp. 265–268 (2006) 11. Jourani, R., Daoudi, K., Andr´e-Obrecht, R., Aboutajdine, D.: Large Margin Gaussian Mixture Models for Speaker Identiﬁcation. In: Interspeech, pp. 1441–1444 (2010) 12. Nocedal, J., Wright, S.: Numerical Optimization. Springer, New York (1999) 13. Gravier, G.: SPro: Speech Signal Processing Toolkit (2003), https://gforge.inria.fr/projects/spro 14. Bonastre, J.-F., et al.: ALIZE/SpkDet: a State-of-the-art Open Source Software for Speaker Recognition. In: Odyssey, paper 020 (2008)

Sparse Coding Image Denoising Based on Saliency Map Weight Haohua Zhao and Liqing Zhang MOE-Microsoft Key Laboratory for Intelligent Computing and Intelligent Systems, Department of Computer Science and Engineering, Shanghai Jiao Tong University, Shanghai, China [email protected]

Abstract. Saliency maps provide a measurement of people’s attention to images. People pay more attention to salient regions and perceive more information in them. Image denoising enhances image quality by reducing the noise in contaminated images. Here we implement an algorithm framework to use a saliency map as weight to manage tradeoﬀs in denoising using sparse coding. Computer simulations conﬁrm that the proposed method achieves better performance than a method without the saliency map. Keywords: sparse coding, saliency map, image denoise.

1

Introduction

Saliency maps provide a measurement of people’s attention to images. People pay more attention to salient regions and perceive more information in them. Many algorithms have been developed to generate saliency maps. [7] ﬁrst introduced the maps, and [4] improved the method. Our team has also implemented some saliency map algorithms such as [5], [6]. Sparse coding provides a new approach to image denoising. Several important algorithms have been implemented. [2] and [1] provide an algorithm using KSVD to learn the sparse basis (dictionary) and reconstruct the image. In [9], a constraint that the similar patches have to have a similar sparse coding has been added to the sparse model for denoising. [8] introduce a method that uses an overcomplete topographical method to learn a dictionary and denoise the image. In these methods, if some of the parameters were changed, we would get more detail from the denoised images, but with more noise. In some regions in an image, people want to preserve more detail and do not care so much about the remaining noise but not in other regions. Salient regions in an image usually contain more abundant information than nonsalient regions. Therefore it is reasonable to weight those regions heavily in order to achieve better accuracy in the reconstructed image. In image denoising,

Corresponding Author.

B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 308–315, 2011. c Springer-Verlag Berlin Heidelberg 2011

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the more detail preserved, the more noise remains. We use the salience as weight to optimize this tradeoﬀ. In this paper, we will use sparse coding with saliency map and image reconstruction with saliency map to make use of saliency maps in image denoising. Computer simulations will be used to show the performance of the proposed method.

2

Saliency Map

There are many approaches to deﬁning the saliency map of an image. In [6], results depend on the given sparse basis so that is not suitable for denoising. In [5], if a texture appears in many places in an image, then these places do not get large salience values. The result of [4] is too central for our algorithm. This impairs the performance of our algorithm. The result of [7] is suitable enough to implement in our approach since it is not aﬀected by the noise and the large salience distributes are not so central as [4]. Therefore we use this method to get the saliency map S(x), normalized to the interval [0, 1]. Here we used the code published on [3], which can produce the saliency maps in [7] and [4]. We add Gaussian white noise with variance σ = 25 on an image in our database (results in Fig.1(a)) and compute the saliency map which is in Fig.1(b). We can see that we got a very good saliency result for the denoising tradeoﬀ problem. The histogram of the saliency map in Fig.1(b) is shown in Fig.1(c). Many of the saliency values are in the range [0, 0.3], which is not suitable for our next operation, so we apply a transform to the saliency values. Calling the median saliency me , the transform is: θ

Sm (x) = [S(x) + (1 − βme )] ; Where β > 0 and θ ∈ R are constants. After the transform, we get: ⎧ ⎪ if S(x) = βme ⎨= 1 Sm (x) > 1 if S(x) < βme ⎪ ⎩ < 1 and ≥ 0 if S(x) > βme

(2.1)

(2.2)

Set Sm (x1 ) > 1, 0 ≤ Sm (x−1 ) < 1, and Sm (x0 ) = 1. Sm (x1 ) gets larger, Sm (x−1 ) gets smaller, and Sm (x0 ) does not change if θ gets larger. Otherwise it gets the inverse. This helps us a lot in our following operation. To make our next operation simpler, we use the function in [3] to resize the map to the same as the input image, and processes a Gaussian ﬁlter on it if the noise is preserved in the map1 , as (2.3) shows, where G3 is the function to do this. ˜ S(x) = G3 [Sm (x)] (2.3) 1

We didn’t use this ﬁlter in our experiment since the maps do not contain noise.

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3500 3000 2500 2000

(a) Noisy image

1500 1000 500 0 0

0.4

0.2

0.6

0.8

1

(c) Histogram

(b) Saliency map

Fig. 1. A noisy image, its saliency map and the histogram of the saliency map

3

Sparse Coding with Saliency

First, we get some 8 × 8 patches from the image. In our method, we assume that the sparse basis is already known. The dictionary can be learned by the algorithm in [1] or [3]. In our approach, we use the DCT (Discrete Cosine Transform) basis as dictionary for simplicity. The following uses the sparse coeﬃcients of this basis to represent the patches (we call it sparse coding). We use the OMP sparse algorithm in [10] because it is fast and eﬀective. In the OMP algorithm, we want to solve the optimization problem min α0 s.t.Y − Dα < δ, (δ > 0)

(3.1)

Where Y is the original image batch, D is the dictionary, α is the coding coeﬃcient. In [2], δ = Cσ, where C is a constant that is set to 1.15, and σ is the noise variance. When δ gets smaller, we get more detail after sparse coding. So we can use the saliency value as a parameter to change δ. δ (X) =

δ ˜ S(X) + ε

(3.2)

Where ε > 0 is a small constant that makes the denominator not be 0. X ˜ is theimage patch to deal with. Let x be a pixel in X. We deﬁne S(X) = mean

S˜ (x) .

x∈X

Then the optimization problem is changed to (3.3) min α0 s.t.Y − Dα < δ (X) =

δ ˜ S(X) + ε

(3.3)

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˜ 1 ) + ε > 1, S(X ˜ −1 ) + ε < 1, and S(X ˜ 0 ) + ε = 1. We can conclude that Set S(X the areas can be sorted as X1 > X0 > X−1 by the attention people pay to them. From (3.3), we will get δ (X1 ) < δ (X0 ) < δ (X−1 ), which tells us the detail we get from X1 is more than X0 , which is the same as the original method and more than X−1 . At the same time, the patch X−1 will become smoother and have less noise as we want.

4

Image Reconstruction with Saliency

After getting the sparse coding, we can do the image reconstruction. We do this based on the denoising algorithms in [2] but without learning the Dictionary (the sparse basis) for adapting the noisy image using K-SVD[1]. In [2], the image reconstruction process is to solve the optimization problem. ⎧ ⎫ ⎨ ⎬ ˆ = argmin λX − Y2 + X Dα ˆ ij − Rij X22 (4.1) 2 ⎩ ⎭ X ij

Where Y is the noisy image, D is the sparse dictionary, α ˆ ij is the patch ij’s sparse coeﬃcients, which we know or have computed, Rij are the matrices that turn the image into patches. λ is a constant to trade oﬀ the two items. In [2], λ = 30/σ. In (4.1), the ﬁrst item minimizes the diﬀerence between the noisy image and the denoised image; the second item minimizes the diﬀerence between the image using the sparse coding and the denoised image. We can conclude that the ﬁrst item minimizes the loss of detail while the second minimizes the noise. We can make use of the salience here; we change the optimization problem into (4.2) ⎧ ⎫ ⎨ ⎬ 2 ˆ = argmin λX − Y2 + ˜ ij )−γ Dα ˆ − R X (4.2) X S(Y ij ij 2 2 ⎩ ⎭ X ij

Where γ ≥ 0. Then the solution will be as (4.3) ⎛ ˆ = ⎝λI + X

⎞−1 ⎛ ˜ ij )−γ RT Rij ⎠ S(Y ij

ij

5 5.1

⎝λY +

⎞ ˜ ij )−γ RT Dα ˆ ij ⎠ S(Y ij

(4.3)

ij

Experiment and Result Experiment

Here we tried using only a sparse coding with saliency (equivalent to setting γ = 0), using only image reconstruction with saliency (equivalent to setting θ = 0 and ε = 0), and using both methods (equivalent to setting γ > 0, θ > 0) to check the performance of our algorithm . We will show the denoised result

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of the image shown in Fig.1(a) (See Fig.3). Then we will list the PSNR (Peak signal-to-noise ratio) of the result of the images in Fig.2, which are downloaded from the Internet and all have a building with some texture and a smooth sky. Also we will show the result of DCT denoising in [2] with DCT basis as basis for comparison. We will try to analyze the advantages and the disadvantages of our method based on the experimental results. Some detail of the global parameters is as follows: C = 1.15; λ = 30/σ, β = 0.5, θ = 1, γ = 4.

(a) im1

(b) im2

(c) im3

(d) im4

(e) im5

(f) im6

Fig. 2. Test Images

(a) original image

(b) noisy image

(d) sparse coding (e) denoise with saliency saliency

(c) only DCT

with (f) denoise with both methods

Fig. 3. Denoise result of the image in Fig.1(a)

Only sparse coding with saliency. A result image is shown in Fig.3(d). Here we try some other images and change σ of the noise. We can see how the result changes in Table 1. Unfortunately PSNR is smaller than the original DCT denoising, especially when σ is small. However, when σ gets larger, the PSNRs get closer to the original DCT method (See Fig.4).

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Table 1. Result (PSNR (dB)) of the images in Fig.2 σ sparse coding with salience image reconstruction with saliency im1 Both method only DCT

5 29.5096 38.1373 30.6479 38.1896

15 27.9769 31.2929 28.2903 31.2696

25 26.7156 28.5205 26.8357 28.4737

50 24.7077 25.2646 24.6799 25.2263

75 23.4433 23.6842 23.3490 23.6629

sparse coding with salience image reconstruction with saliency Both method only DCT sparse coding with salience image reconstruction with saliency Both method only DCT sparse coding with salience image reconstruction with saliency Both method only DCT sparse coding with salience image reconstruction with saliency Both method only DCT

26.5681 37.5274 27.9648 37.5803 29.5156 39.9554 30.9932 40.0581 28.8955 37.8433 29.9095 37.8787 30.6788 39.5307 31.7282 39.6354

25.4787 30.6464 25.9360 30.6546 28.4537 32.7652 28.9424 32.7738 27.4026 31.3429 27.7025 31.3331 29.1139 33.0688 29.4005 33.0814

24.4215 27.6311 24.6235 27.6070 27.3627 29.6773 27.5767 29.6525 26.1991 28.5906 26.3360 28.5600 27.7872 30.2126 27.8970 30.2007

22.3606 23.6068 22.3926 23.5581 25.2847 25.9388 25.3047 25.8998 24.2200 25.0128 24.2459 24.9753 25.4779 26.2361 25.4685 26.2157

20.9875 21.4183 20.9744 21.3736 23.9346 24.1149 23.9068 24.0833 22.9965 23.2178 22.9836 23.1880 23.9669 24.0337 23.9195 24.0131

sparse coding with salience image reconstruction with saliency im6 Both method only DCT

26.8868 37.5512 27.9379 37.6788

25.4964 30.6229 25.8018 30.6474

24.3416 27.5820 24.4768 27.5773

22.3554 23.4645 22.3709 23.4368

21.1347 21.4496 21.1165 21.4252

sparse coding with salience image reconstruction with saliency Aver. Both method only DCT

28.6757 38.4242 29.8636 38.5035

27.3204 31.6232 27.6789 31.6267

26.1380 28.7024 26.2910 28.6785

24.0677 24.9206 24.0771 24.8853

22.7439 22.9864 22.7083 22.9577

im2

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But in running the program, we found that the time cost for our method ˜ is less than the original method when most of S(X) are smaller than 1... This is because the sparse stage uses most of the time, and as δ gets larger, ˜ time gets smaller. In our method, most of S(X) are smaller than 1 if we set β ≥ 1, which would not change the result much, we can save time in the sparse stage. Computing the saliency map does not cost much time. Generally speaking, our purpose has been realized here. We preserved more detail in the regions that have larger salience values. Only reconstructing image with saliency. A result image can see Fig.3(e). We can see that the result has been improved. More results are in Table 1 and Fig.4. When σ ≥ 25, the PSNRs is better than the original method... But when σ < 25, the PSNRs become smaller. Both methods. The result image is in Fig.3(f). The PSNRs of the denoised result for images in Fig.2 are in Table 1 and Fig...4. We can see that in this case, the result has combined the features of the two methods. The PSNRs are better than only using sparse coding with saliency, but not as good as the original method and image reconstruction with saliency. However, the time cost is also small. 5.2

Result Discussion

As we mentioned above, in some cases our method will cost less time than the original DCT denoising. Also, using image reconstruction with saliency in the images with heavy noise, our method perform better than the original DCT denoising. From Fig.3, we can see that in our approach the sky, which has low saliency and little detail, has been blurred, which is what we want, and some detail of the building is preserved, though some noise and some strange texture caused by the basis is left there. We can change the parameters, such as θ, C, γ, and λ, to make the background smoother or preserve more detail (however, more noise) for the foreground. We do better in blurring the background than preserving the foreground detail now. Sometimes when preserving the foreground detail, too much noise remains in the result image, and the gray value of the regions with diﬀerent saliency seems not well-matched. In other words, the edge between this region is too strong. But for this problem we have already used the function G3 to get an artial solution.

6

Discussion

In this paper, we introduce a method using a saliency map in image denoising with sparse coding. We use this to improve the tradeoﬀ between the detail and the noise in the image. The attention people pay to images generally ﬁts the salience value, but some people may focus on diﬀerent regions of the image in some cases. We can try diﬀerent saliency map approaches in our framework to meet this requirement.

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How to pick the patches may be very important in the denoising approach. In the current approach, we just pick all the patches or pick a patch every several pixels. In the future, we can try to pick more patches in the region where the salience value is large. Since there is some strange texture in the denoised image because of the basis, we can try to use a learned dictionary, as in the algorithm in [8], which seems to be more suitable for natural scenes. Acknowledgement. The work was supported by the National Natural Science Foundation of China (Grant No. 90920014) and the NSFC-JSPS International Cooperation Program (Grant No. 61111140019) .

Reference 1. Aharon, M., Elad, M., Bruckstein, A.: k-svd: An algorithm for designing overcomplete dictionaries for sparse representation. IEEE Transactions on Signal Processing 54(11), 4311–4322 (2006) 2. Elad, M., Aharon, M.: Image denoising via sparse and redundant representations over learned dictionaries. IEEE Transactions on Image Processing 15(12), 3736– 3745 (2006) 3. Harel, J.: Saliency map algorithm: Matlab source code, http://www.klab.caltech.edu/~ harel/share/gbvs.php 4. Harel, J., Koch, C., Perona, P.: Graph-based visual saliency. Advances in Neural Information Processing Systems 19, 545 (2007) 5. Hou, X., Zhang, L.: Saliency detection: A spectral residual approach. In: IEEE Conference on Computer Vision and Pattern Recognition, CVPR 2007, pp. 1–8 (June 2007) 6. Hou, X., Zhang, L.: Dynamic visual attention: Searching for coding length increments. Advances in Neural Information Processing Systems 21, 681–688 (2008) 7. Itti, L., Koch, C., Niebur, E.: A model of saliency-based visual attention for rapid scene analysis. IEEE Transactions on Pattern Analysis and Machine Intelligence 20(11), 1254–1259 (1998) 8. Ma, L., Zhang, L.: A hierarchical generative model for overcomplete topographic representations in natural images. In: International Joint Conference on Neural Networks, IJCNN 2007, pp. 1198–1203 (August 2007) 9. Mairal, J., Bach, F., Ponce, J., Sapiro, G., Zisserman, A.: Non-local sparse models for image restoration. In: 2009 IEEE 12th International Conference on Computer Vision, September 29-October 2, pp. 2272–2279 (2009) 10. Pati, Y.C., Rezaiifar, R., Krishnaprasad, P.S.: Orthogonal matching pursuit: recursive function approximation with applications to wavelet decomposition. In: 1993 Conference Record of The Twenty-Seventh Asilomar Conference on Signals, Systems and Computers, vol. 1, pp. 40–44 (November 1993)

Expanding Knowledge Source with Ontology Alignment for Augmented Cognition Jeong-Woo Son, Seongtaek Kim, Seong-Bae Park, Yunseok Noh, and Jun-Ho Go School of Computer Science and Engineering, Kyungpook National University, Korea {jwson,stkim,sbpark,ysnoh,jhgo}@sejong.knu.ac.kr

Abstract. Augmented cognition on sensory data requires knowledge sources to expand the abilities of human senses. Ontologies are one of the most suitable knowledge sources, since they are designed to represent human knowledge and a number of ontologies on diverse domains can cover various objects in human life. To adopt ontologies as knowledge sources for augmented cognition, various ontologies for a single domain should be merged to prevent noisy and redundant information. This paper proposes a novel composite kernel to merge heterogeneous ontologies. The proposed kernel consists of lexical and graph kernels specialized to reﬂect structural and lexical information of ontology entities. In experiments, the composite kernel handles both structural and lexical information on ontologies more eﬃciently than other kernels designed to deal with general graph structures. The experimental results also show that the proposed kernel achieves the comparable performance with top-ﬁve systems in OAEI 2010.

1

Introduction

Augmented cognition aims to amplify human capabilities such as strength, decision making, and so on [11]. Among various human capabilities, the senses are one of the most important things, since they provide basic information for other capabilities. Augmented cognition on sensory data aims to expand information from human senses. Thus, it requires additional knowledges. Among Various knowledge sources, ontologies are the most appropriate knowledge source, since they represent human knowledges on a speciﬁc domain in a machine-readable form [9] and a mount of ontologies which cover diverse domains are publicly available. One of the issues related with ontologies as knowledge sources is that most ontologies are written separately and independently by human experts to serve particular domains. Thus, there could be many ontologies even in a single domain, and it causes semantic heterogeneity. The heterogeneous ontologies for a domain can provide redundant or noisy information. Therefore, it is demanded to merge related ontologies to adopt ontologies as a knowledge source for augmented cognition on sensory data. B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 316–324, 2011. c Springer-Verlag Berlin Heidelberg 2011

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Ontology alignment aims to merge two or more ontologies which contain similar semantic information by identifying semantic similarities between entities in the ontologies. An ontology entity has two kinds of information: lexical information and structural information. Lexical information is expressed in labels or values of some properties.The lexical similarity is then easily designed as a comparison of character sequences in labels or property values. The structure of an entity is, however, represented as a graph due to its various relations with other entities. Therefore, a method to compare graphs is needed to capture the structural similarity between entities. This paper proposes a composite kernel function for ontology alignment. The composite kernel function is composed of a lexical kernel based on Levenshtein distance for lexical similarity and a graph kernel for structural similarity. The graph kernel in the proposed composite kernel is a modiﬁed version of the random walk graph kernel proposed by G¨ atner et al. [6]. When two graphs are given, the graph kernel implicitly enumerates all possible entity random walks, and then the similarity between the graphs is computed using the shared entity random walks. Evaluation of the composite kernel is done with the Conference data set from OAEI (Ontology Alignment Evaluation Initiative) 2010 campaign1 . It is shown that the ontology kernel is superior to the random walk graph kernel in matching performance and computational cost. In comparison with OAEI 2010 competitors, it achieves a comparable performance.

2

Related Work

Various structural similarities have been designed for ontology alignment [3]. ASMOV, one of the state-of-the-art alignment system, computes a structural similarity by decomposing an entity graph into two subgraphs [8]. These two subgraphs contain relational and internal structure respectively. From the relational structure, a similarity is obtained by comparing ancestor-descendant relations, while relations from object properties are reﬂected by the internal structures. OMEN [10] and iMatch [1] use a network-based model. They ﬁrst approximate roughly the probability that two ontology entities match using lexical information, and then reﬁne the probability by performing probabilistic reasoning over the entity network. The main drawback of most previous work is that structural information is expressed in some speciﬁc forms such as a label-path, a vector, and so on rather than a graph itself. This is because a graph is one of the most diﬃcult data structures to compare. Thus, whole structural information of all nodes and edges in the graph is not reﬂected in computing structural similarity. Haussler [7] proposed a solution to this problem, so-called convolution kernel which determines the similarity between structural data such as tree, graph, and so on by shared sub-structures. Since the structure of an ontology entity can be regarded as a graph, the similarity between entities can be obtained by a convolution kernel for a graph. The random walk graph kernel proposed by 1

http://oaei.ontologymatching.org/2010

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Instance_5

InstanceOf Popular place

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Fig. 1. An example of ontology graph

G¨ artner et al. [6] is commonly used for ordinary graph structures. In this kernel, random-walks are regarded as sub-structures. Thus, the similarity of two graphs is computed by measuring how many random-walks are shared. Graph kernels can compare graphs without any structural transformation [2]. 2.1

Ontology as Graph

An ontology is regarded as a graph of which nodes and edges are ontology entities [12]. Figure 1 shows a simple ontology with a domain of topography. As shown in this ﬁgure, nodes are generated from four ontology entities: concepts, instances, property value types, and property values. Edges are generated from object type properties and data type properties.

3

Ontology Alignment

A concept of an ontology has a structure, since it has relations with other entities. Thus, it can be regarded as a subgraph of the ontology graph. The subgraph for a concept is called as concept graph. Figure 2(a) shows the concept graph for a concept, Country on the ontology in Figure 1. A property also has a structure, the property graph to describe the structure of a property. Unlike the concept graph, in the property graph, the target property becomes a node. All concepts and properties also become nodes if they restrict the property with an axiom. The axioms used to restrict them are edges of the graph. Figure 2(b) shows the property graph for a property, Has Location. One of the important characteristic in both concept and property graphs is that all nodes and edges have not only their labels but also their types like concept, instance and so on. Since some concepts can be deﬁned properties and, at the same time, some properties can be represented as concepts in ontologies, these types are importance to characterize the structure of concept and property graphs,

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Fig. 2. An example of concept and property graphs

3.1

Ontology Alignment with Similarity

Let Ei be a set of concepts and properties in an ontology Oi . The alignment of two ontologies O1 and O2 aims to generate a list of concept-to-concept and property-to-property pairs [5]. In this paper, it is assumed that many entities from O2 can be matched to an entity in O1 . Then, all entities in E2 whose similarity with e1 ∈ E1 is larger than a pre-deﬁned threshold θ become the matched entities of e1 . That is, for an entity e1 ∈ E1 , a set E2∗ is matched which satisﬁes E2∗ = {e2 ∈ E2 |sim(e1 , e2 ) ≥ θ}.

(1)

Note that the key factor of Equation (1) is obviously the similarity, sim(e1 , e2 ).

4

Similarity between Ontology Entities

The entity of an ontology is represented with two types of information: lexical and structural information. Thus, an entity ei can be represented as ei =< Lei , Gei > where Lei denotes the label of ei , while Gei is the graph structure for ei . The similarity function, of course, should compare both lexical and structural information. 4.1

Graph Kernel

The main obstacle of computing sim(Gei , Gej ) is the graph structure of entities. Comparing two graphs is a well-known problem in the machine learning community. One possible solution to this problem is a graph kernel. A graph kernel maps graphs into a feature space spanned by their subgraphs. Thus, for given two graphs G1 and G2 , the kernel is deﬁned as Kgraph(G1 , G2 ) = Φ(G1 ) · Φ(G2 ), where Φ is a mapping function which maps a graph onto a feature space.

(2)

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A random walk graph kernel uses all possible random walks as features of graphs. Thus, all random walks should be enumerated in advance to compute the similarity. G¨ atner et al. [6] adopted a direct product graph as a way to avoid explicit enumeration of all random walks. The direct product graph of G1 and G2 is denoted by G1 × G2 = (V× , E× ), where V× and E× are the node and edge sets that are deﬁned respectively as V× (G1 × G2 ) = {(v1 , v2 ) ∈ V1 × V2 : l(v1 ) = l(v2 )}, E× (G1 × G2 ) = {((v1 , v1 ), (v2 , v2 )) ∈ V× (G1 × G2 ) : (v1 , v1 ) ∈ E1 and (v2 , v2 ) ∈ E2 and l(v1 , v1 ) = l(v2 , v2 )}, where l(v) is the label of a node v and l(v, v ) is the label of an edge between two nodes v and v . From the adjacency matrix A ∈ R|V× |×|V× | of G1 ×G2 , the similarity of G1 and G2 can be directly computed without explicit enumeration of all random walks. The adjacency matrix A has a well-known characteristic. When the adjacency matrix is multiplied n times, an element Anv× ,v becomes the summation of × similarities between random walks of length n from v× to v× , where v× ∈ V× and v× ∈ V× . Thus, by adopting a direct product graph and its adjacency matrix, Equation (2) is rewritten as |V× |

Kgraph (G1 , G2 ) =

i,j=1

4.2

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n=0

λn An

.

(3)

i,j

Modified Graph Kernel

Even though the graph kernel eﬃciently determines a similarity between graphs with their shared random walks, it can not reﬂect the characteristics of graphs for ontology entities. In both concept and property graphs, nodes and edges represents not only their labels but also their types. To reﬂect this characteristic, a modiﬁed version of the graph kernel is proposed in this paper. In the modiﬁed o ), where graph kernel, the direct product graph is deﬁned as G1 × G2 = (V×o , E× o o V× and E× are re-deﬁned as V×o (G1 × G2 ) = {(v1 , v2 ) ∈ V1 × V2 : l(v1 ) = l(v2 ) and t(v1 ) = t(v2 )}, o E× (G1 × G2 ) = {((v1 , v1 ), (v2 , v2 )) ∈ V×o (G1 × G2 ) : (v1 , v1 ) ∈ E1 and (v2 , v2 ) ∈ E2 , l(v1 , v1 ) = l(v2 , v2 ) and t(v1 , v1 ) = t(v2 , v2 )},

where t(v) and t(v, v ) are types of the node v and the edge (v, v ) respectively. The modiﬁed graph kernel can simply adopt types of nodes and edges in a similarity. The adjacency matrix A in the modiﬁed graph kernel has smaller size than that in the random walk graph kernel. Since nodes in concept and

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property graphs are composed of concept, property, instance and so on, the size of V× in the graph kernel is |V× | = t∈T nt (G1 ) · t∈T nt (G2 ), where T is a set of types appeared in ontologies and nt (G) returns the number of nodes with type t in the graph G. However, the modiﬁed graph kernel uses V×o o with the size of |V× | = t∈T nt (G1 ) · nt (G2 ). The computational cost of the graph kernel is O(l · |V× |3 ) where l is the maximum length of random walks. Accordingly, by adopting types of nodes and edges, the modiﬁed graph kernel prunes away nodes with diﬀerent types from the direct product graph. It results in less computational cost than one of the random walk graph kernel. 4.3

Composite Kernel

An entity of an ontology is represented with structural and lexical information. Graphs for structural information of entities are compared with the modiﬁed graph kernel, while similarities between labels for lexical information of entities is determined a lexical kernel. In this paper, a lexical kernel is designed by using inverse of Levenshtein distance between entity labels. A similarity between a pair of entities with both information is obtained by using a composite kernel, KG (Gei ,Gej )+KL (Lei ,Lej ) KC (ei , ej ) = , where KG () denotes the modiﬁed graph 2 kernel and KL () is the lexical kernel. In the composite kernel both information are reﬂected with the same importance.

5 5.1

Experiments Experimental Data and Setting

Experiments are performed with Conference data set constructed by Ontology Alignment Evaluation Initiative (OAEI). This data set has seven real world ontologies describing organizing conferences and 21 reference alignments among them are given. The ontologies have only concepts and properties and the average number of concepts is 72, and that of properties is 44.42. In experiments, all parameters are set heuristically. The maximum length of random walks in both the random walk and modiﬁed graph kernels is two, and θ in Equation (1) is 0.70 for the modiﬁed graph kernel and 0.79 for the random walk graph kernel. 5.2

Experimental Result

Table 1 shows the performances of three diﬀerent kernels: the modiﬁed graph kernel, the random walk graph kernel, and the lexical kernel. LD denotes Levenshtein distance, while GK and MGK are the random walk graph kernel and the modiﬁed graph kernel respectively. As shown in this table, GK shows the worst performance, F-measure of 0.41 and it implies that graphs of ontology entities have diﬀerent characteristics from ordinary graphs. MGK can reﬂects the characteristics on graphs of ontology entities. Consequently, MGK achieves the best

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Table 1. The performance of the modiﬁed graph kernel, the lexical kernel and the random walk graph kernel Method LK GK MGK

Precision 0.62 0.47 0.84

Recall 0.41 0.37 0.42

F-measure 0.49 0.41 0.56

Table 2. The performances of composite kernels Method LK+GK LK+MGK

Precision 0.49 0.74

Recall 0.45 0.49

F-measure 0.46 0.59

performance, F-measure of 0.56 and it is 27% improvement in F-measure over GK. LK does not shows good performance due to lack of structural information. Even though LK does not shows good performance, it reﬂects the diﬀerent aspect of entities from both graph kernels. Therefore, there exists a room to improve by combining LK with a graph kernel. Table 2 shows the performances of composite kernels to reﬂect both structural and lexical information. In this table, the proposed composite kernel (LK+MGK) is compared with a composite kernel (LK+GK) composed of the lexical kernel and the random walk graph kernel. As shown in this table, for all evaluation measures, LK+MGK shows better performances than LK+GK. Even though LK+MGK shows less precision than one of MGK, it achieves better recall and Fmeasure. The experimental results implies that structural and lexical information of entities should be considered in entity comparison and the proposed composite kernel eﬃciently handles both information. Figure 3 shows computation times of both modiﬁed and random walk graph kernels. In this experiment, the computation times are measured on a PC running Microsoft Windows Server 2008 with Intel Core i7 3.0 GHz processor and 8 GB RAM. In this ﬁgure, X-axis refers to ontologies in Conference data set and Y-axis is average computation time. Since each ontology is matched six times with the other ontologies, the time in Y-axis is the average of the six matching times. For all ontologies, the modiﬁed kernel demands just a quarter computation time of the random walk graph kernel. The random walk graph kernel uses about 3,150 seconds on average, but the modiﬁed graph kernel spends just 830 seconds on average by pruning the adjacent matrix. The results of the experiments prove that the modiﬁed graph kernel is more eﬃcient for ontology alignment than the random walk graph kernel from the viewpoints of both performance and computation time. Table 3 compares the proposed composite kernel with OAEI 2010 competitors [4]. As shown in this table, the proposed kernel shows the performance within top-ﬁve performances. The best system in OAEI 2010 campaign is CODI which depends on logics generated by human experts. Since it relies on the handcrafted logics, it suﬀers from low recall. ASMOV and Eﬀ2Match adopts various

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Fig. 3. The computation times of the ontology kernel and the random walk graph kernel Table 3. The performances of OAEI 2010 participants and the ontology kernel

Precision Recall F-measure Precision Recall F-measure

AgrMaker 0.53 0.62 0.58 Falcon 0.74 0.49 0.59

AROMA 0.36 0.49 0.42 GeRMeSMB 0.37 0.51 0.43

ASMOV 0.57 0.63 0.60 COBOM 0.56 0.56 0.56

CODI 0.86 0.48 0.62 LK+MGK 0.74 0.49 0.59

Eﬀ2Match 0.61 0.60 0.60

similarities for generality. Thus, the precisions of both systems are below the precision of the proposed kernel.

6

Conclusion

Augmented cognition on sensory data demands knowledge sources to expand sensory information. Among various knowledge sources, ontologies are the most appropriate one, since they are designed to represent human knowledge in a machine-readable form and there exist a number of ontologies on diverse domains. To adopt ontologies as a knowledge source for augmented cognition, various ontologies on the same domain should be merged to reduce redundant and noisy information. For this purpose, this paper proposed a novel composite kernel to compare ontology entities. The proposed composite kernel is composed of the modiﬁed graph kernel and the lexical kernel. From the fact that all entities such as concepts and properties in the ontology are represented as a graph, the modiﬁed version of the random walk graph kernel is adopted to eﬃciently compares structures of ontology entities. The lexical kernel determines a similarity between entities with their

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lexical information. As a result, the composite kernel can reﬂect both structural and lexical information of ontology entities. In a series of experiments, we veriﬁed that the modiﬁed graph kernel handles structural information of ontology entities more eﬃciently than the random walk graph kernel from the viewpoints of performance and computation time. It also shows that the proposed composite kernel can eﬃciently handle both structural and lexical information. In comparison with the competitors of OAEI 2010 campaign, the composite kernel achieved the comparable performance with OAEI 2010 competitors. Acknowledgement. This research was supported by the Converging Research Center Program funded by the Ministry of Education, Science and Technology (2011K000659).

References 1. Albagli, S., Ben-Eliyahu-Zohary, R., Shimony, S.: Markov network based ontology matching. In: Proceedings of the 21th IJCAI, pp. 1884–1889 (2009) 2. Costa, F., Grave, K.: Fast neighborhood subgraph pairwise distance kernel. In: Proceedings of the 27th ICML, pp. 255–262 (2010) 3. Euzenat, J., Shvaiko, P.: Ontology Matching. Springer, Heidelberg (2007) 4. Euzenat, J., Ferrara, A., Meilicke, C., Pane, J., Scharﬀe, F., Shvaiko, P., Stuckenˇ ab Zamazal, O., Sv´ schmidt, H., Sv´ atek, V., Santos, C.: First results of the ontology alignment evaluation initiative 2010. In: Proceedings of OM 2010, pp. 85–117 (2010) 5. Euzenat, J.: Semantic precision and recall for ontology alignment evaluation. In: Proceedings of the 20th IJCAI, pp. 348–353 (2007) 6. G¨ artner, T., Flach, P., Wrobel, S.: On Graph Kernels: Hardness Results and Efﬁcient Alternatives. In: Sch¨ olkopf, B., Warmuth, M.K. (eds.) COLT/Kernel 2003. LNCS (LNAI), vol. 2777, pp. 129–143. Springer, Heidelberg (2003) 7. Haussler, D.: Convolution kernels on discrete structures. Technical report, UCSCRL-99-10, UC Santa Cruz (1999) 8. Jean-Mary, T., Shironoshita, E., Kabuka, M.: Ontology matching with semantic veriﬁcation. Journal of Web Semantics 7(3), 235–251 (2009) 9. Maedche, A., Staab, S.: Ontology learning for the semantic web. IEEE Intelligent Systems 16(2), 72–79 (2001) 10. Mitra, P., Noy, N., Jaiswal, A.R.: OMEN: A Probabilistic Ontology Mapping Tool. In: Gil, Y., Motta, E., Benjamins, V.R., Musen, M.A. (eds.) ISWC 2005. LNCS, vol. 3729, pp. 537–547. Springer, Heidelberg (2005) 11. Schmorrow, D.: Foundations of Augmented Cognition. Human Factors and Ergonomics (2005) 12. Shvaiko, P., Euzenat, J.: A Survey of Schema-Based Matching Approaches. In: Spaccapietra, S. (ed.) Journal on Data Semantics IV. LNCS, vol. 3730, pp. 146– 171. Springer, Heidelberg (2005)

Nystr¨ om Approximations for Scalable Face Recognition: A Comparative Study Jeong-Min Yun1 and Seungjin Choi1,2 1

Department of Computer Science Division of IT Convergence Engineering Pohang University of Science and Technology San 31 Hyoja-dong, Nam-gu, Pohang 790-784, Korea {azida,seungjin}@postech.ac.kr 2

Abstract. Kernel principal component analysis (KPCA) is a widelyused statistical method for representation learning, where PCA is performed in reproducing kernel Hilbert space (RKHS) to extract nonlinear features from a set of training examples. Despite the success in various applications including face recognition, KPCA does not scale up well with the sample size, since, as in other kernel methods, it involves the eigen-decomposition of n × n Gram matrix which is solved in O(n3 ) time. Nystr¨ om method is an approximation technique, where only a subset of size m n is exploited to approximate the eigenvectors of n × n Gram matrix. In this paper we consider Nystr¨ om method and its few modifications such as ’Nystr¨ om KPCA ensemble’ and ’Nystr¨ om + randomized SVD’ to improve the scalability of KPCA. We compare the performance of these methods in the task of learning face descriptors for face recognition. Keywords: Face recognition, Kernel principal component analysis, Nystr¨ om approximation, Randomized singular value decomposition.

1

Introduction

Face recognition is a challenging pattern classiﬁcation problem, the goal of which is to learn a classiﬁer which automatically identiﬁes unseen face images (see [9] and references therein). One of key ingredients in face recognition is how to extract fruitful face image descriptors. Subspace analysis is the most popular techniques, demonstrating its success in numerous visual recognition tasks such as face recognition, face detection and tracking. Singular value decomposition (SVD) and principal component analysis (PCA) are representative subspace analysis methods which were successfully applied to face recognition [7]. Kernel PCA (KPCA) is an extension of PCA, allowing for nonlinear feature extraction, where the linear PCA is carried out in reproducing kernel Hilbert space (RKHS) with a nonlinear feature mapping [6]. Despite the success in various applications including face recognition, KPCA does not scale up well with the sample size, since, as in other kernel methods, it involves the eigen-decomposition B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 325–334, 2011. c Springer-Verlag Berlin Heidelberg 2011

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of n × n Gram matrix, K n,n ∈ Rn×n , which is solved in O(n3 ) time. Nystr¨om method approximately computes the eigenvectors of the Gram matrix K n,n by carrying out the eigendecomposition of an m×m block, K m,m ∈ Rm×m (m n) and expanding these eigenvectors back to n dimensions using the information on the thin block K n,m ∈ Rn×m . In this paper we consider the Nystr¨om approximation for KPCA and its modiﬁcations such as ’Nystr¨om KPCA ensemble’ that is adopted from our previous work on landmark MDS ensemble [3] and ’Nystr¨om + randomized SVD’ [4] to improve the scalability of KPCA. We compare the performance of these methods in the task of learning face descriptors for face recognition.

2 2.1

Methods KPCA in a Nutshell

Suppose that we are given n samples in the training set, so that the data matrix is denoted by X = [x1 , . . . , xn ] ∈ Rd×n , where xi ’s are the vectorized face images of size d. We consider a feature space F induced by a nonlinear mapping φ(xi ) : Rd → F . Transformed data matrix is given by Φ = [φ(x1 ), . . . , φ(xn )] ∈ Rr×n . The Gram matrix (or kernel matrix) is given by K n,n = Φ Φ ∈ Rn×n . Deﬁne n the centering matrix by H = I n − n1 1n 1 n where 1n ∈ R is the vector of ones n×n and I n ∈ R is the identity matrix. Then the centered Gram matrix is given by K n,n = (ΦH) (ΦH). On the other hand, the data covariance matrix in the feature space is given by C φ = (ΦH)(ΦH) = ΦHΦ since H is symmetric and idempotent, i.e., H 2 = H. KPCA seeks k leading eigenvectors W ∈ Rr×k of C φ to compute the projections W (ΦH). To this end, we consider the following eigendecomposition: (ΦH)(ΦH) W = W Σ.

(1)

Pre-multiply both sides of (1) by (ΦH) to obtain (ΦH) (ΦH)(ΦH) W = (ΦH) W Σ.

(2)

From the representer theorem, we assume W = ΦHU , and then plug in this relation into (2) to obtain (ΦH) (ΦH)(ΦH) ΦHU = (ΦH) ΦHU Σ,

(3)

leading to 2

U =K n,n U Σ, K n,n

(4)

the solution to which is determined by solving the simpliﬁed eigenvalue equation: n,n U = U Σ. K

(5)

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Note that column vectors in U in (5) are normalized such that U U = Σ −1 to = Σ −1/2 U . satisfy W W = I k , then normalized eigenvectors are denoted by U d×l Given l test data points, X ∗ ∈ R , the projections onto the eigenvectors W are computed by 1 1 1 Y∗=W Φ∗ − Φ 1n 1l = U I n − 1n 1n Φ Φ∗ − Φ 1n 1l n n n 1 1 1 1 =U K n,l − K n,n 1n 1l − 1n 1n K n,l + 1n 1n K n,n 1n 1l , (6) n n n n where K n,l = Φ Φ∗ . 2.2

Nystr¨ om Approximation for KPCA

n,n , which is solved A bottleneck in KPCA is in computing the eigenvectors of K in O(n3 ) time. We select m( n) landmark points, or sample points, from {x1 , . . . , xn } and partition the data matrix into X m ∈ Rd×m (landmark data matrix) and X n−m ∈ Rd×(n−m) (non-landmark data matrix), so that X = = [X m , X n−m ]. Similarly we have Φ = [Φm , Φn−m ]. Centering Φ leads to Φ ΦH = [Φm , Φn−m ]. Thus we partition the Gram matrix K n,n as Φ Φ m,m m,n−m Φ Φ K K m m m n−m K n,n = = (7) n−m,n−m . Φ K n−m,m K Φ n−m m Φn−m Φn−m m,m , Denote U (m) ∈ Rm×k as k leading eigenvectors of the m × m block K (m) (m) (m) i.e., K m,m U = U Σ . Nystr¨ om approximation [8] permits the compu n,n using U (m) and K tation of eigenvectors U and eigenvalues Σ of K =

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−1 m m,m U (m) , Σ ≈ n Σ (m) . K n,m K n m

(8)

Nystr¨ om KPCA Ensemble

Nystr¨om approximation uses a single subset of size m to approximately compute the eigenvectors of n × n Gram matrix. Here we describe ’Nystr¨ om KPCA ensemble’ where we combine individual Nystr¨om KPCA solutions which operate on diﬀerent partitions of the input. Originally this ensemble method was developed for landmark multidimensional scaling [3]. We consider one primal subset of size m and L subsidiary subsets, each of which is of size mL ≤ m. Given the n,n , we denote by Y i for input X ∈ Rd×n and the centered kernel matrix K i = 0, 1, . . . , L kernel projections onto Nystr¨ om approximations to eigenvectors: −1/2 Y i = Σ i U i K n,n ,

(9)

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where U i and Σ i for i = 0, 1, . . . , L, are Nystr¨ om approximations to eigenvecn,n computed using the primal subset (i = 0) and L tors and eigenvalues of K subsidiary subsets. Each solution Y i is in diﬀerent coordinate system. Thus, these solutions are aligned in a common coordinate system by aﬃne transformations using ground control points (GCPs) that are shared by the primal and subsidiary subsets. We c denote Y 0 by the kernel projections of GCPs in the primal subset and choose it as reference. To line up Y i ’s in a common coordinate, we determine aﬃne transformations which satisfy

c c Ai αi Y i Y 0 = , (10) 0 1 1 1 p p for i = 1, . . . , L and p is the number of GCPs. Then, aligned solutions are computed by Y i = Ai Y i + αi 1 (11) p, for i = 1, . . . , L. Note that Y 0 = Y 0 . Finally we combine these aligned solutions with weights proportional to the number of landmark points: Y =

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(12)

Nystr¨om KPCA ensemble considers multiple subsets which may cover most of data points in the training set. Therefore, we can alternatively compute KPCA solutions without Nystr¨ om approximations (m) (m) (m) Y i = [Σ i ]−1/2 [U i ] K m,n , (m) Ui

(13)

(m) Σi

where and are eigenvectors and eigenvalues of m × m or mL × mL kernel matrices involving the primal subset (i = 0) and L subsidiary subsets. One may follow the alignment and combination steps described above to compute the ﬁnal solution. 2.4

Nystr¨ om + Randomized SVD

Randomized singular value decomposition (rSVD) is another type of the approximation algorithm of SVD or eigen-decomposition which is designed for ﬁxed-rank case [1]. Given rank k and the matrix K ∈ Rn×n , rSVD works with k-dimensional subspace of K instead of K itself by projecting it onto n × k random matrix, and this randomness enable the subspace to span the range of K. (Detailed algorithm is shown in Algorithm 1.) Since the time complexity of rSVD is O(n2 k + k 3 ), it runs very fast with small k. However, rSVD cannot be applied to very large data set because of O(n2 k) term, so in recent, the combined method of rSVD and Nystr¨ om has been proposed [4] which achieves the time complexity of O(nmk + k 3 ). We call it ”rSVD + Nystr¨ om” for further references. The time complexities for KPCA, Nystr¨om method, and its variants mentioned above are shown in Table 1 [3,4].

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Algorithm 1. Randomized SVD for a symmetric matrix [1] Input: n × n symmetric matrix K, scalars k, p, q. Output: Eigenvectors U , eigenvalues Σ. 1: Generate an n × (k + p) Gaussian random matrix Ω. = K q−1 Z. 2: Z = KΩ, Z 3: Compute an orthonormal matrix Q by applying QR decomposition to Z. ΣV . 4: Compute an SVD of Q K: (Q K) = U . 5: U = QU

Table 1. The time complexities for variant methods. For ensemble methods, the sample size of each solutions is assume to be equal. Method Time complexity Parameter KPCA O(n3 ) n: # of data points Nystr¨ om O(nmk + m3 ) m: # of sample points rSVD O(n2 k + k3 ) k: # of principal components rSVD + Nystr¨ om O(nmk + k3 ) L: # of solutions Nystr¨ om KPCA ensemble O(Lnmk + Lm3 + Lkp2 ) p: # of GCPs

3

Numerical Experiments

We use frontal face images in XM2VTS database [5]. The data set consists of one set with 1,180 color face images of 295 people × 4 images at resolution 720 × 576, and the other set with 1,180 images for same people but take shots on another day. We use one set for the training set, the other for the test set. Using the eyes, nose, and mouth position information available in XM2VTS database web-site, we make the cropped image of each image, which focuses on the face and has same eyes position with each others. Finally, we convert each mage to a 64 × 64 grayscale image, and then apply Gaussian kernel with σ 2 = 5. We consider the simple classiﬁcation method: comparing correlation coeﬃ i and y j denote the data points after feature extraction in the cients. Let x training set and test set, respectively. ρij is referred to their correlation coeﬃcient, and if l(x) is deﬁned as a function returning x’s class label, then l( y j ) = l( xi∗ ), where i∗ = arg max ρij i

3.1

(14)

Random Sampling with Class Label Information

Because our goal is to construct the large scale face recognition system, we basically consider the random sampling techniques for sample selection of the Nystr¨om method. [2] report that uniform sampling without replacement is better than the other complicated non-uniform sampling techniques. For the face recognition system, class label information of the training set is available, then how about use this information for sampling? We call this way ”sampling with

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class information” and it can be done as follows. First, group all data points with respect to their class labels. Then randomly sample a point of each group in rotation until the desired number of samples are collected. As you can see in Fig. 1 (a), sampling with class information always produces better face recognition accuracy than uniform sampling. The result makes sense if we assume that the data points in the same class tend to cluster together, and this assumption is the typical assumption of any kind of classiﬁcation problems. For the following experiments, we use a ”sampling with class information” technique. 3.2

Is Nystr¨ om Really Helpful for Face Recognition?

In Nystr¨ om approximation, we get two diﬀerent sets of eigenvectors. First one is m,m . Another one is n-dimensional m-dimensional eigenvectors obtained from K eigenvectors which are approximate eigenvectors of the original Gram matrix. Since the standard Nystr¨ om method is designed to approximate the Gram matrix, m-dimensional eigenvectors have only been used as intermediate results. In face recognition, however, the objective is to extract features, so they also can be used as feature vectors. Then, do approximate n-dimensional eigenvectors give better results than m-dimensional ones? Fig. 1 (b) answers it. We denote feature extraction with n-dimensional eigenvectors as a full step Nystr¨ om method, and extraction with m-dimensional ones as a partial step. And the ﬁgure shows that the full step gives about 1% better accuracy than the partial one among three diﬀerent sample sizes. The result may come from the usage of additional part of the Gram matrix in the full step Nystr¨ om method. 3.3

How Many Samples/Principal Components are Needed?

In this section, we test the eﬀect of the sample size m and the number of principal components k (Fig. 2 (a)). For m, we test seven diﬀerent sample sizes, and

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the result shows that the Nystr¨ om method with more samples tends to achieve better accuracy. However, the computation time of Nystr¨om is proportional to m3 , so the system should select appropriate m in advance considering a trade-oﬀ between accuracy and time according to the size of the training set n. For k, all Nystr¨ om methods show similar trend, although the original KPCA doesn’t: each Nystr¨om’s accuracy increases until around k = 25%, and then decreases. In our case, this number is 295 and it is equal to the number of class labels. Thus, the number of class labels can be a good candidate for selecting k. 3.4

Comparison with Nystr¨ om KPCA Ensemble

We compare the Nystr¨ om method with Nystr¨om KPCA ensemble. In Nystr¨ om KPCA ensemble, we set p = 150 and L = 2. GCPs are randomly selected from the primal subset. After comparing execution time with the Nystr¨ om methods, we choose two diﬀerent combinations of m and mL : ENSEMBLE1={m = 20%, mL = 20%}, ENSEMBLE2={m = 40%, mL = 30%}. In the whole face recognition system, ENSEMBLE1 and ENSEMBLE2 take 0.96 and 2.02 seconds, where Nystr¨ om with 25%, 50%, and 75% sample size take 0.69, 2.27, and 5.58 seconds, respectively. (KPCA takes 10.05 seconds) In Fig. 2 (b), Nystr¨ om KPCA ensemble achieves much better accuracy than the Nystr¨ om method with the almost same computation time. This is reasonable because ENSEMBLE1, or ENSEMBLE2, uses about three times more samples than Nystr¨ om with 25%, or 50%, sample size. The interesting thing is that ENSEMBLE1, which uses 60% of whole samples, gives better accuracy than even Nystr¨ om with 75% sample size.

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3.5

Nystr¨ om vs. rSVD vs. Nystr¨ om + rSVD

We also compare the Nystr¨om method with randomized SVD (rSVD) and rSVD + Nystr¨om. Fig. 3 (a) shows that rSVD, or rSVD + Nystr¨ om, produces about 1% lower accuracy than KPCA, or Nystr¨ om, with same sample size. This performance decrease is caused after rSVD approximates the original eigendecomposition. In fact, there is a theoretical error bound for this approximation [1], so accuracy does not decrease signiﬁcantly as you can see in the ﬁgure. In Fig. 3 (b), as k increases, the computation time of rSVD and rSVD + Nystr¨ om increases exponentially, while that of Nystr¨ om remains same. At the end, rSVD even takes longer time than KPCA with large k. However, they still run as fast as Nystr¨ om with 25% sample size at k = 25%, which is the best setting for XM2VTS database as we mentioned in section 3.3. Another interesting result is that the sample size m does not have much eﬀect on the computation time of rSVD-based methods. This means that O(mnk) from rSVD + Nystr¨ om and O(n2 k) from rSVD are not much diﬀerent when n is about 1180. 3.6

Experiments on Large-Scale Data

Now, we consider a large data set because our goal is to construct the large scale face recognition system. Previously, we used the simple classiﬁcation method, correlation coeﬃcient, but more complicated classiﬁcation methods also can improve the classiﬁcation accuracy. Thus, in this section, we compare the gram matrix reconstruction error, which is the standard measure for the Nystr¨om method, rather than classiﬁcation accuracy in order to leave room to apply different kind of classiﬁcation methods. Because Nystr¨om KPCA ensemble is not the gram matrix reconstruction method, its reconstruction errors are not as good as others, so we omit those results. Since we only compare the gram matrix reconstruction error, we don’t need the actual large scale face data. So we use Gisette data set from the UCI machine

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learning repository1 . Gisette is a data set about handwritten digits of ’4’ and ’9’, which are highly confusable, and consists of 6,000 training set, 6,500 test set, and 1,000 validation set; each one is a collection of images at resolution 28 × 28. We compute the gram matrix of 12,500 images, training set + test set, using polynomial kernel k(x, y) = x, y d with d = 2. Similar to the previous experiment, rSVD, or rSVD + Nystr¨om, shows same drop rate of the error compared to KPCA, or Nystr¨om, with the slightly higher error (Fig. 4 (a)-(c)). As k increases, the Nystr¨ om method accumulates more error than KPCA, so we may infer that accuracy decreasing of Nystr¨om in section 3.3 is caused by this accumulation. On the running time comparison (Fig. 4 (d)), same as the previous one (Fig. 3 (b)), the computation time of rSVD-based methods increases exponentially. But diﬀerent from the previous, rSVD + Nystr¨om terminates quite earlier than rSVD, which means the eﬀect of m can be captured when n = 12, 500. 1

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Conclusions

In this paper we have considered a few methods for improving the scalability of SVD or KPCA, including Nystr¨om approximation, Nystr¨ om KPCA ensemble, randomized SVD, and rSVD + Nystr¨ om, and have empirically compared them using face dataset and handwritten digit dataset. Experiments on face image dataset demonstrated that Nystr¨om KPCA ensemble yielded better recognition accuracy than the standard Nystr¨ om approximation when both methods were applied in the same runtime environment. In general, rSVD or rSVD + Nystr¨ om was much faster but led to lower accuracy than Nystr¨ om approximation. Thus, rSVD + Nystr¨ om might be the method which provided a reasonable trade-oﬀ between speed and accuracy, as pointed out in [4]. Acknowledgments. This work was supported by the Converging Research Center Program funded by the Ministry of Education, Science, and Technology (No. 2011K000673), NIPA ITRC Support Program (NIPA-2011-C1090-11310009), and NRF World Class University Program (R31-10100).

References 1. Halko, N., Martinsson, P.G., Tropp, J.A.: Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions. Arxiv preprint arXiv:0909.4061 (2009) 2. Kumar, S., Mohri, M., Talwalkar, A.: Sampling techniques for the Nystr¨ om method. In: Proceedings of the International Conference on Artificial Intelligence and Statistics (AISTATS), Clearwater Beach, FL, pp. 304–311 (2009) 3. Lee, S., Choi, S.: Landmark MDS ensemble. Pattern Recognition 42(9), 2045–2053 (2009) 4. Li, M., Kwok, J.T., Lu, B.L.: Making large-scale Nystr¨ om approximation possible. In: Proceedings of the International Conference on Machine Learning (ICML), pp. 631–638. Omnipress, Haifa (2010) 5. Messer, K., Matas, J., Kittler, J., Luettin, J., Maitre, G.: XM2VTSDB: The extended M2VTS database. In: Proceedings of the Second International Conference on Audio and Video-Based Biometric Person Authentification. Springer, New York (1999) 6. Sch¨ olkopf, B., Smola, A.J., M¨ uller, K.R.: Nonlinear component analysis as a kernel eigenvalue problem. Neural Computation 10(5), 1299–1319 (1998) 7. Turk, M., Pentland, A.: Eigenfaces for recognition. Journal of Cognitive Neuroscience 3(1), 71–86 (1991) 8. Williams, C.K.I., Seeger, M.: Using the Nystr¨ om method to speed up kernel machines. In: Advances in Neural Information Processing Systems (NIPS), vol. 13, pp. 682–688. MIT Press (2001) 9. Zhao, W., Chellappa, R., Phillips, P.J., Rosenfeld, A.: Face recognition: A literature survey. ACM Computing Surveys 35(4), 399–458 (2003)

A Robust Face Recognition through Statistical Learning of Local Features Jeongin Seo and Hyeyoung Park School of Computer Science and Engineering Kyungpook National University Sangyuk-dong, Buk-gu, Daegu, 702-701, Korea {lain,hypark}@knu.ac.kr http://bclab.knu.ac.kr

Abstract. Among various signals that can be obtained from humans, facial image is one of the hottest topics in the ﬁeld of pattern recognition and machine learning due to its diverse variations. In order to deal with the variations such as illuminations, expressions, poses, and occlusions, it is important to ﬁnd a discriminative feature which can keep core information of original images as well as can be robust to the undesirable variations. In the present work, we try to develop a face recognition method which is robust to local variations through statistical learning of local features. Like conventional local approaches, the proposed method represents an image as a set of local feature descriptors. The local feature descriptors are then treated as a random samples, and we estimate the probability density of each local features representing each local area of facial images. In the classiﬁcation stage, the estimated probability density is used for deﬁning a weighted distance measure between two images. Through computational experiments on benchmark data sets, we show that the proposed method is more robust to local variations than the conventional methods using statistical features or local features. Keywords: face recognition, local features, statistical feature extraction, statistical learning, SIFT, PCA, LDA.

1

Introduction

Face recognition is an active topic in the ﬁeld of pattern recognition and machine learning[1].Though there have been a number of works on face recognition, it is still a challenging topic due to the highly nonlinear and unpredictable variations of facial images as shown in Fig 1. In order to deal with these variations eﬃciently, it is important to develop a robust feature extraction method that can keep the essential information and also can exclude the unnecessary variational information. Statistical feature extraction methods such as PCA and LDA[2,3] can give eﬃcient low dimensional features through learning the variational properties of

Corresponding Author.

B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 335–341, 2011. c Springer-Verlag Berlin Heidelberg 2011

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Fig. 1. Variations of facial images; expression, illumination, and occlusions

data set. However, since the statistical approaches consider a sample image as a data point (i.e. a random vector) in the input space, it is diﬃcult to handle local variations in image data. Especially, in the case of facial images, there are many types of face-speciﬁc occlusions by sun-glasses, scarfs, and so on. Therefore, for the facial data with occlusions, it is hard to expect the statistical approaches to give good performances. To solve this problem, local feature extraction methods, such as Gabor ﬁlter and SIFT, has also been widely used for visual pattern recognition. By using local features, we can represent an image as a set of local patches and can attack the local variations more eﬀectively. In addition, some local features such as SIFT are originally designed to have robustness to image variations such as scale and translations[4]. However, since most local feature extractor are previously determined at the developing stage, they cannot absorb the distributional variations of given data set. In this paper, we propose a robust face recognition method which have a statistical learning process for local features. As the local feature extractor, we use SIFT which is known to show robust properties to local variations of facial images [7,8]. For every training image, we ﬁrst extract SIFT features at a number of ﬁxed locations so as to obtain a new training set composed of the SIFT feature descriptors. Using the training set, we estimate the probability density of the SIFT features at each local area of facial images. The estimated probability density is then used to calculate the weight of each features in measuring distance between images. By utilizing the obtained statistical information, we expect to get a more robust face recognition system to partial occlusions.

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Representation of Facial Images Using SIFT

As a local feature extractor, we use SIFT (Scale Invariant Feature Transform) which is widely used for visual pattern recognition. It consists of two main stages of computation to generate the set of image features. First, we need to determine how to select interesting point from a whole image. We call the selected interesting pixel keypoint. Second, we need to deﬁne an appropriate descriptor for the selected keypoints so that it can represent meaningful local properties of given images. We call it keypoint descriptor. Each image is represented by the

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set of keypoints with descriptors. In this section, we brieﬂy explain the keypoint descriptor of SIFT and how to apply it for representing facial images. SIFT [4] uses scale-space Diﬀerence-Of-Gaussian (DOG) to detect keypoints in images. For an input image, I(x, y), the scale space is deﬁned as a function, L(x, y, σ) produced from the convolution of a variable-scale Gaussian G(x, y, σ) with the input image. The DOG function is deﬁned as follows: D(x, y, σ) = (G(x, y, kσ) − G(x, y, σ)) ∗ I(x, y) = L(x, y, kσ) − L(x, y, σ)

(1)

where k represents multiplicative factor. The local maxima and minima of D(x, y, σ) are computed based on its eight neighbors in current image and nine neighbors in the scale above and below. In the original work, keypoints are selected based on the measures of their stability and the value of keypoint descriptors. Thus, the number of keypoints and location depends on each image. In case of face recognition, however, the original work has a problem that only a few number of keypoints are extracted due to the lack of textures of facial images. To solve this problem, Dreuw [6] have proposed to select keypoints at regular image grid points so as to give us a dense description of the image content, which is usually called Dense SIFT. We also use this approach in the proposed face recognition method. Each keypoint extracted by SIFT method is represented as a descriptor that is a 128 dimensional vector composed of four part: locus (location in which the feature has been selected), scale (σ), orientation, and magnitude of gradient. The magnitude of gradient m(x, y) and the orientation Θ(x, y) at each keypoint located at (x, y) are computed as follows: m(x, y) = (L(x + 1, y) − L(x − 1, y))2 + (L(x, y + 1) − L(x, y − 1))2 (2) L(x, y + 1) − L(x, y − 1) −1 Θ(x, y) = tan (3) L(x + 1, y) − L(x − 1, y) In order to apply SIFT to facial image representation, we ﬁrst ﬁx the number of keypoints (M) and their locations on a regular grid. Since each keypoint is represented by its descriptor vector κ, a facial image I can be represented by a set of M descriptor vectors, such as I = {κ1 , κ2 , ..., κM }.

(4)

Based on this representation, we propose a robust face recognition method through learning of probability distribution of descriptor vectors κ.

3 3.1

Face Recognition through Learning of Local Features Statistical Learning of Local Features for Facial Images

As described in the above section, an image I can be represented by a ﬁxed number (M ) of keypoints κm (m = 1, . . . , M ). When the training set of facial

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images are given as {Ii }i=1,...,N , we can obtain M sets of keypoint descriptors, which can be written as Tm = {κim |κim ∈ Ii , i = 1, . . . , N }, m = 1, . . . , M.

(5)

The set Tm has keypoint descriptors at a speciﬁc location (i.e. mth location) of facial images obtained from all training images. Using the set Tm ,we try to estimate the probability density of mth descriptor vectors κm . As a simple preliminary approach, we use the multivariate Gaussian model for 128-dimensional random vector. Thus, the probability density function of mth keypoint descriptor κm can be written by 1 1 1 T −1 pm (κ) = G(κ|μm , Σm ) = √ 128 exp − (κ − μm ) Σ (κ − μm ) . 2 |Σ| 2π (6) The two model parameters, the mean μm and the covariance Σm , can be estimated by sample mean and sample covariance matrix of the training set Tm , respectively. 3.2

Weighted Distance Measure for Face Recognition

Using the estimated probability density function, we can calculate the probability that each descriptor is observed at a speciﬁc position of the prototype image of human frontal faces. When a test image given, its keypoint descroptors can have corresponding probability values, and we can use them to ﬁnd the weight values of each descriptor for calculating the distance between training image and test image. When a test image Itst is given, we apply SIFT and obtain the set of keypoint descriptors for the test image such as tst tst Itst = {κtst 1 , κ2 , ..., κM }.

(7)

For each keypoint descriptor κtst m (m = 1, ..., M ), we calculate the probability density pm (κtst ) and normalize it so as to obtain a weight value wm for each m keypoint descriptor κtst , which can be written as m pm (κtst m ) wm = M . tst p n=1 n (κn )

(8)

Then the distance between the test image and a training image Ii can be calculated by using the equation; d(Itst , Ii ) =

M

i wm d(κtst m , κm ).

(9)

m=1

where d(·, ·) denotes a well known distance measure such as L1 norm and L2 norm.

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Since wm depends on the mth local patch of test image, which is represented by mth keypoint descriptor, the weight can be considered as the importance of the local patch in measuring the distance between training image and test images. When some occlusions occur, the local patches including occlusions are not likely to the usual patch shown in the training set, and thus the weight becomes small. Based on this consideration, we expect that the proposed measure can give more robust results to the local variations by excluding occluded part in the measurement.

4 4.1

Experimental Comparisons Facial Image Database with Occlusions

In order to verify the robustness of the proposed method, we conducted computational experiments on AR database [9] with local variations. We compare the proposed method with the conventional local approaches[6] and the conventional statistical methods[2,3]. The AR database consists of over 3,200 color images of frontal faces from 126 individuals: 70 men and 56 women. There are 26 diﬀerent images for each person. For each subject, these were recorded in two different sessions separated by two weeks delay. Each session consists of 13 images which has diﬀerences in facial expression, illumination and partial occlusion. In this experiment, we selected 100 individuals and used 13 images taken in the ﬁrst session for each individual. Through preprocessing, we obtained manually aligned images with the location of eyes. After localization, faces were morphed and then resized to 88 by 64 pixels. Sample images from three subjects are shown in Fig. 2. As shown in the ﬁgure, the AR database has several examples with occlusions. In the ﬁrst experiments, three non-occluded images (i.e., Fig. 2. (a), (c), and (g)) from each person were used for training, and other ten images for each person were used for testing.

Fig. 2. Sample images of AR database

We also conducted additional experiments on the AR database with artiﬁcial occlusions. For each training image, we made ten test images by adding partial rectangular occlusions with random size and location to it. The generated sample images are shown in Fig. 3. These newly generated 3,000 images were used for testing.

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Fig. 3. Sample images of AR database with artiﬁcial occlusions

4.2

Experimental Results

Using AR database, we compared the classiﬁcation performance of the proposed method with a number of conventional methods: PCA, LDA, and dense SIFT with simple distance measure. For SIFT, we select a keypoint at every 16 pixels, so that we have 20 keypoint descriptor vectors for each image(i.e. M=20). For PCA, we take the eigenvectors so that the loss of information is less than 5%. For LDA, we use the feature set obtained through PCA for avoiding small sample set problem. After applying LDA, we use maximum dimension of feature vector which is limited to the number of classes. For classiﬁcation, we used the nearest neighbor classiﬁer with L1 norm.

Fig. 4. Result of face recognition on AR database with occlusion

The result of the two experiments are shown in Fig. 4. In the ﬁrst experiments on the original AR database, we can see that the statistical approaches give disappointing classiﬁcation results. This may be due to the global properties of the statistical method, which is not appropriate for the images with local variations. Compared to statistical feature extraction method, we can see that the local features can give remarkably better results. In addition, by using the proposed weighted distance measure, the performance can be further improved. We can also see the similar results in the second experiments with artiﬁcial occlusions.

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341

Conclusions

In this paper, we proposed a robust face recognition method by using statistical learning of local features. Through estimating the probability density of local features observed in training images, we can measure the importance of each local features of test images. This is a preliminary work on the statistical learning of local features using simple Gaussian model, and can be extended to more general probability density model and more sophisticated matching function. The proposed method can also be applied other types of visual recognition problems such as object recognition by choosing appropriate training set and probability density model of local features. Acknowledgments. This research was partially supported by Basic Science Research Program through the National Research Foundation of Korea(NRF) funded by the Ministry of Education, Science and Technology(2011-0003671). This research was partially supported by the Converging Research Center Program funded by the Ministry of Education, Science and Technology (2011K000659).

References 1. Zhao, W., Chellappa, R., Phillips, P.J., Rosenfeld, A.: Face recognition: A literature survey. ACM Comput. Surv. 35(4), 399–458 (2003) 2. Martinez, A.M., Kak, A.C.: PCA versus LDA. IEEE Trans. Pattern Anal. Mach. Intell. 23(2), 228–233 (2001) 3. Turk, M., Pentland, A.: Eigenfaces for recognition. Journal of cognitive neuroscience 3(1), 71–86 (1991) 4. Lowe, D.G.: Distinctive image features from Scale-Invariant keypoints. Int. J. Comput. Vision 60(2), 91–110 (2004) 5. Bicego, M., Lagorio, A., Grosso, E., Tistarelli, M.: On the use of SIFT features for face authentication. In: Proceedings of the 2006 Conference on Computer Vision and Pattern Recognition Workshop, vol. 35, IEEE Computer Society (2006) 6. Dreuw, P., Steingrube, P., Hanselmann, H., Ney, H., Aachen, G.: SURF-Face: face recognition under viewpoint consistency constraints. In: British Machine Vision Conference, London, UK (2009) 7. Cho, M., Park, H.: A Robust Keypoints Matching Strategy for SIFT: An Application to Face Recognition. In: Leung, C.S., Lee, M., Chan, J.H. (eds.) ICONIP 2009. LNCS, vol. 5863, pp. 716–723. Springer, Heidelberg (2009) 8. Kim, D., Park, H.: An Eﬃcient Face Recognition through Combining Local Features and Statistical Feature Extraction. In: Zhang, B.-T., Orgun, M.A. (eds.) PRICAI 2010. LNCS (LNAI), vol. 6230, pp. 456–466. Springer, Heidelberg (2010) 9. Martinez, A., Benavente, R.: The AR face database. CVC Technical Report #24 (June 1998) 10. Vedaldi, A., Fulkerson, B.: VLFeat: An open and portable library of computer vision algorithms (2008)

Development of Visualizing Earphone and Hearing Glasses for Human Augmented Cognition Byunghun Hwang1, Cheol-Su Kim1, Hyung-Min Park2, Yun-Jung Lee1, Min-Young Kim1, and Minho Lee1 1 School of Electronics Engineering, Kyungpook National University {elecun,yjlee}@ee.knu.ac.kr, [email protected], {minykim,mholee}@knu.ac.kr 2 Department of Electronic Engineering, Sogang University [email protected]

Abstract. In this paper, we propose a human augmented cognition system which is realized by a visualizing earphone and a hearing glasses. The visualizing earphone using two cameras and a headphone set in a pair of glasses intreprets both human’s intention and outward visual surroundings, and translates visual information into an audio signal. The hearing glasses catch a sound signal such as human voices, and not only finds the direction of sound sources but also recognizes human speech signals. Then, it converts audio information into visual context and displays the converted visual information in a head mounted display device. The proposed two systems includes incremental feature extraction, object selection and sound localization based on selective attention, face, object and speech recogntion algorithms. The experimental results show that the developed systems can expand the limited capacity of human cognition such as memory, inference and decision. Keywords: Computer interfaces, Augmented cognition system, Incremental feature extraction, Visualizing earphone, Hearing glasses.

1 Introduction In recent years, many researches have been adopted the novel machine interface with real-time analysis of the signals from human neural reflexes such as EEG, EMG and even eye movement or pupil reaction, especially, for a person having a physical or mental condition that limits their senses or activities, and robot’s applications. We already know that a completely paralyzed person often uses an eye tracking system to control a mouse cursor and virtual keyboard on the computer screen. Also, the handicapped are used to attempting to wear prosthetic arm or limb controlled by EMG. In robotic application areas, researchers are trying to control a robot remotely by using human’s brain signals [2], [3]. Due to intrinsic restrictions in the number of mental tasks that a person can execute at one time, human cognition has its limitation and this capacity itself may fluctuate from moment to moment. As computational interfaces have become more prevalent nowadays and increasingly complex with regard to the volume and type of B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 342–349, 2011. © Springer-Verlag Berlin Heidelberg 2011

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information presented, many researchers are investigating novel ways to extend an information management capacity of individuals. The applications of augmented cognition research are numerous, and of various types. Hardware and software manufacturers are always eager to employ technologies that make their systems easier to use, and augmented cognition systems would like to attribute to increase the productivity by saving time and money of the companies that purchase these systems. In addition, augmented cognition system technologies can also be utilized for educational settings and guarantee students a teaching strategy that is adapted to their style of learning. Furthermore, these technologies can be used to assist people who have cognitive or physical defects such as dementia or blindness. In one word, applications of augmented cognition can have big impact on society at large. As we mentioned above, human brain has its limit to have attention at one time so that any kinds of augment cognition system will be helpful whether the user is disabled or not. In this paper, we describe our augmented cognition system which can assist in expanding the capacity of cognition. There are two types of our system named “visualizing earphone” and “hearing glasses”. The visualizing earphone using two cameras and two mono-microphones interprets human intention and outward visual surroundings, also translates visual information into synthesized voice or alert sound signal. The hearing glasses work in opposite concepts to the visualizing earphone in the aspect of functional factors. This paper is organized as follows. Section 2 depicts a framework of the implemented system. Section 3 presents experimental evaluation for our system. Finally, Section 4 summarizes and discusses the studies and future research direction.

2 Framework of the Implemented System We developed two glasses-type’s platforms to assist in expanding the capacity of human cognition, because of its convenience and easy-to-use. One is called “visualizing earphone” that has a function of translation from visual information to auditory information. The other is called “hearing glasses” that can decode auditory information into visual information. Figure 1 shows the implemented systems. In case of visualizing earphone, in order to select one object which fits both interests and something salient, one of the cameras is mounted to the front side for capturing image of outward visual surroundings and the other is attached to the right side of the glasses for user’s eye movement detection. In case of hearing glasses, mounted 2 mono-microphones are utilized to obtain the direction of sound source and to recognize speaker’s voice. A head mounted display (HMD) device is used for displaying visual information which is translated from sound signal. Figure 2 shows the overall block diagram of the framework for visualizing earphone. Basically, hearing glasses functional blocks are not significantly different from this block diagram except the output manner. In this paper, voice recognition, voice synthesis and ontology parts will not discuss in detail since our work makes no contribution to those areas. Instead we focus our framework on incremental feature extraction method and face detection as well as recognition for augmented cognition.

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Fig. 1. “Visualizing earphone”(left) and “Hearing glasses”(right). Visualizing earphone has two cameras to find user’s gazing point and small HMD device is mounted on the hearing glasses to display information translated from sound.

Fig. 2. Block diagram of the framework for the visualizing earphone

The framework has a variety of functionalities such as face detection using bottomup saliency map, incremental face recognition using a novel incremental two dimensional two directional principle component analysis (I(2D)2PCA), gaze recognition, speech recognition using hidden Markov model(HMM) and information retrieval based on ontology, etc. The system can detect human intention by recognizing human gaze behavior, and it can process multimodal sensory information for incremental perception. In such a way, the framework will achieve the cognition augmentation. 2.1 Face Detection Based on Skin Color Preferable Selective Attention Model For face detection, we consider skin color preferable selective attention model which is to localize a face candidate [11]. This face detection method has smaller computational time and lower false positive detection rate than well-known an Adaboost face detection algorithm. In order to robustly localize candidate regions for face, we make skin color intensified saliency map(SM) which is constructed by selective attention model reflecting skin color characteristics. Figure 3 shows the skin color preferable saliency map model. A face color preferable saliency map is generated by integrating three different feature maps which are intensity, edge and color opponent feature map [1]. The face candidate regions are localized by applying a labeling based segmenting process. The

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localized face candidate regions are subsequently categorized as final face candidates by the Haar-like form feature based Adaboost algorithm. 2.2 Incremental Two-Dimensional Two-Directional PCA Reduction of computational load as well as memory occupation of a feature extraction algorithm is important issue in implementing a real time face recognition system. One of the most widespread feature extraction algorithms is principal component analysis which is usually used in the areas of pattern recognition and computer vision.[4] [5]. Most of the conventional PCAs, however, are kinds of batch type learning, which means that all of training samples should be prepared before testing process. Also, it is not easy to adapt a feature space for time varying and/or unseen data. If we need to add a new sample data, the conventional PCA needs to keep whole data to update the eigen vector. Hence, we proposed (I(2D)2PCA) to efficiently recognize human face [7]. After the (2D)2PCA is processed, the addition of a novel training sample may lead to change in both mean and covariance matrix. Mean is easily updated as follows, x'=

1 ( Nx + y ) N +1

(1)

where y is a new training sample. Changing the covariance means that eigenvector and eigenvalue are also changed. For updating the eigen space, we need to check whether an augment axis is necessary or not. In order to do, we modified accumulation ratio as in Eq. (2), N ( N + 1) i =1 λi + N ⋅ tr ([U kT ( y − x )][U kT ( y − x )]T ) k

A′(k ) =

N ( N + 1) i =1 λi + N ⋅ tr (( y − x )( y − x )T ) n

(2)

where tr(•) is trace of matrix, N is number of training samples, λi is the i-th largest eigenvalue, x is a mean input vector, k and n are the number of dimensions of current feature space and input space, respectively. We have to select one vector in residual vector set h, using following equation: l = a r g m a x A ′ ( [U , h i ])

(3)

Residual vector set h = [ h1,", hn ] is a candidate for a new axis. Based on Eq. (3), we can select the most appropriate axis which maximizes the accumulation ration in Eq. (2). Now we can find intermediate eigen problem as follows: (

N Λ N + 1 0T

0 N + 0 ( N + 1) 2

gg T T γ g

γ g ) R = RΛ ' γ2

(4)

where γ = hlT ( y l − xl ), g is projected matrix onto eigen vector U, we can calculate the new

n×(k +1) eigenvector matrix U ′ as follows: U ′ = U , hˆ R

(5)

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where h h hˆ = l l 0

if A′(n ) < θ otherwise

(6)

The I(2D)PCA only works for column direction. By applying same procedure to row direction for the training sample, I(2D)PCA is extended to I(2D)2PCA. 2.3 Face Selection by Using Eye Movement Detection Visualizing earphone should deliver the voice signals converted from visual data. At this time, if there are several objects or faces in the visual data, system should be able to select one among them. The most important thing is that the selected one should be intended by a user. For this reason, we adopted a technique which can track a pupil center in real time by using small IR camera with IR illuminations. In this case, we need to match pupil center position to corresponding point on the outside view image from outward camera. Figure 3 shows that how this system can select one of the candidates by using detection of pupil center after calibration process. A simple second order polynomial transformation is used to obtain the mapping relationship between the pupil vector and the outside view image coordinate as shown in Eq. (7). Fitting even higher order polynomials has been shown to increase the accuracy of the system, but the second order requires less calibration points and provides a good approximation [8]. 0

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0 2 XWVLGH Y LH Z

0

0

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Fig. 3. Calibration procedure for mapping of coordinates between pupil center points and outside view points x = a0 x 2 + a1 y 2 + a2 x + a3 y + a4 xy + a5 y = b0 x 2 + b1 y 2 + b2 x + b3 y + b4 xy + b5

(7)

y are the coordinates of a gaze point in the outside view image. Also, the parameters a0 ~ a5 and b0 ~ b5 in Eq. (7) are unknown. Since each calibration point can be represented by the x and y as shown in Eq. (7), the system has 12 where x and

unknown parameters but we have 18 equations obtained by the 9 calibration points for the x and y coordinates. The unknown parameters can be obtained by the least square algorithm. We can simply represent the Eq. (7) as the following matrix form.

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M = TC

347

(8)

where M and C are the matrix represent the coordinates of the pupil and outside view image, respectively. T is a calibration matrix to be solved and play a mapping role between two coordinates. Thus, if we know the elements of M and C matrix, we can solve the calibration matrix T using M product inverse C matrix and then can obtain the matrix G which represents the gaze points correspond to the position of two eyes seeing the outside view image.

G = TW

(9)

whereTW is input matrix which represented the pupil center points. 2.4 Sound Localization and Voice Recognition In order to select one of the recognized faces, besides a method using gaze point detection, sound localization based on histogram-based DUET (Degenerate Unmixing and Estimation Technique) [9] was applied to the system. Assuming that the time-frequency representation of the sources have disjoint support, the delay estimates obtained by relative phase differences between time-frequency segments from two-microphone signals may provide directions corresponding to source locations. After constructing a histogram by accumulating the delay estimates to achieve robustness, the direction corresponding to the peak of the histogram has shown a good performance for providing desired source directions under the adverse environments. Figure 4 shows the face selection strategy using sound localization.

Fig. 4. Face selection by using sound localization

In addition, we employed the speaker independent speech recognition algorithm based on hidden Markov model [10] to the system for converting voice signals to visual signals. These methods are fused with the face recognition algorithm so the proposed augmented cognition system can provide more accurate information in spite of the noisy environments.

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3 Experimental Evaluation We integrated those techniques into an augmented cognition system. The system performance depends on the performance of each integrated algorithms. We experimentally evaluate the performance of entire system through the test for each algorithm. In the face detection experiment, we captured 420 images from 14 videos for the training images to be used in each algorithm. We evaluated the performance of the face detection for UCD valid database (http://ee.ucd.ie/validdb/datasets.html). Even though the proposed model has slightly low true positive detection rate than that of the conventional Adaboost, but has better result for the false positive detection rate. The proposed model has 96.2% of true positive rate and 4.4% of false positive rate. Conventional Adaboost algorithm has 98.3% of true positive and 11.2% false positive rate. We checked the performance of I(2D)2PCA by accuracy, number of coefficient and computational load. In test, proposed method is repeated by 20 times with different selection of training samples. Then, we used Yale database (http://cvc.yale.edu/projects/yalefaces/yalefa-ces.html) and ORL database (http://www.cl.cam.ac.uk/research/dtg/attarchive/facedatabase.html) for the test. In case of using Yale data base, while incremental PCA has 78.47% of accuracy, the proposed algorithm has 81.39% of accuracy. With ORL database, conventional PCA has 84.75% of accuracy and proposed algorithm has 86.28% of accuracy. Also, the computation load is not much sensitive to the increasing number of training sample, but the computing load for the IPCA dramatically increase along with the increment number of sample data due to the increase of eigen axes. In order to evaluate the performance of gaze detection, we divided the 800 x 600 screen into 7 x 5 sub-panels and demonstrated 10 times per sub-plane for calibration. After calibration, 12 target points are tested and each point is tested 10 times. The test result of gaze detection on the 800 x 600 resolution of screen. Root mean square error (RMSE) of the test is 38.489. Also, the implemented sound localization system using histogram-based DUET processed two-microphone signals to record sound at a sampling rate of 16 kHz in real time. In a normal office room, localization results confirmed the system could accomplish very reliable localization under the noisy environments with low computational complexity. Demonstration of the implemented human augmented system is shown in http://abr.knu.ac.kr/?mid=research.

4 Conclusion and Further Work We developed two glasses-type platforms to expand the capacity of human cognition. Face detection using bottom up saliency map, face selection using eye movement detection, feature extraction using I(2D)2PCA, and face recognition using Adaboost algorithm are integrated to the platforms. Specially, I(2D)2PCA algorithm was used to reduce the computational loads as well as memory size in feature extraction process and attributed to operate the platforms in real-time.

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But there are some problems to be solved for the augmented cognition system. We should overcome the considerable challenges which have to provide correct information fitted in context and to process signals in real-world robustly, etc. Therefore, more advanced techniques such as speaker dependent voice recognition, sound localization and information retrieval system to interpret or understand the meaning of visual contents more accurately should be supported on the bottom. Therefore, we are attempting to develop a system integrated with these techniques. Acknowledgments. This research was supported by the Converging Research Center Program funded by the Ministry of Education, Science and Technology (2011K000659).

References 1. Jeong, S., Ban, S.W., Lee, M.: Stereo saliency map considering affective factors and selective motion analysis in a dynamic environment. Neural Networks 21(10), 1420–1430 (2008) 2. Bell, C.J., Shenoy, P., Chalodhorn, R., Rao, R.P.N.: Control of a humanoid robot by a noninvasive brain-computer interface in humans. Journal of Neural Engineering, 214–220 (2008) 3. Bento, V.A., Cunha, J.P., Silva, F.M.: Towards a Human-Robot Interface Based on Electrical Activity of the Brain. In: IEEE-RAS International Conference on Humanoid Robots (2008) 4. Sirovich, L., Kirby, M.: Low-Dimensional Procedure for Characterization of Human Faces. J. Optical Soc. Am. 4, 519–524 (1987) 5. Kirby, M., Sirovich, L.: Application of the KL Procedure for the Characterization of Human Faces. IEEE Trans. on Pattern Analysis and Machine Intelligence 12(1), 103–108 (1990) 6. Lisin, D., Matter, M., Blaschko, M.: Combining local and global image features for object class recognition. IEEE Computer Vision and Pattern Recognition (2008) 7. Choi, Y., Tokumoto, T., Lee, M., Ozawa, S.: Incremental two-dimensional two-directional principal component analysis (I(2D)2PCA) for face recognition. In: International Conference on Acoustic, Speech and Signal Processing (2011) 8. Cherif, Z., Nait-Ali, A., Motsch, J., Krebs, M.: An adaptive calibration of an infrared light device used for gaze tracking. In: IEEE Instrumentation and Measurement Technology Conference, Anchorage, AK, pp. 1029–1033 (2002) 9. Rickard, S., Dietrich, F.: DOA estimation of many W-disjoint orthogonal sources from two mixtures using DUET. In: IEEE Signal Processing Workshop on Statistical Signal and Array Processing, pp. 311–314 (2000) 10. Rabiner, L.R.: A tutorial on Hidden Markov Models and selected applications in speech recognition. Proceedings of the IEEE 77(2), 257–286 (1989) 11. Kim, B., Ban, S.-W., Lee, M.: Improving Adaboost Based Face Detection Using FaceColor Preferable Selective Attention. In: Fyfe, C., Kim, D., Lee, S.-Y., Yin, H. (eds.) IDEAL 2008. LNCS, vol. 5326, pp. 88–95. Springer, Heidelberg (2008)

Facial Image Analysis Using Subspace Segregation Based on Class Information Minkook Cho and Hyeyoung Park School of Computer Science and Engineering, Kyungpook National University, Daegu, South Korea {mkcho,hypark}@knu.ac.kr

Abstract. Analysis and classiﬁcation of facial images have been a challenging topic in the ﬁeld of pattern recognition and computer vision. In order to get eﬃcient features from raw facial images, a large number of feature extraction methods have been developed. Still, the necessity of more sophisticated feature extraction method has been increasing as the classiﬁcation purposes of facial images are diversiﬁed. In this paper, we propose a method for segregating facial image space into two subspaces according to a given purpose of classiﬁcation. From raw input data, we ﬁrst ﬁnd a subspace representing noise features which should be removed for widening class discrepancy. By segregating the noise subspace, we can obtain a residual subspace which includes essential information for the given classiﬁcation task. We then apply some conventional feature extraction method such as PCA and ICA to the residual subspace so as to obtain some eﬃcient features. Through computational experiments on various facial image classiﬁcation tasks - individual identiﬁcation, pose detection, and expression recognition - , we conﬁrm that the proposed method can ﬁnd an optimized subspace and features for each speciﬁc classiﬁcation task. Keywords: facial image analysis, principal component analysis, linear discriminant analysis, independant component analysis, subspace segregation, class information.

1

Introduction

As various applications of facial images have been actively developed, facial image analysis and classiﬁcation have been one of the most popular topics in the ﬁeld of pattern recognition and computer vision. An interesting point of the study on facial data is that a given single data set can be applied for various types of classiﬁcation tasks. For a set of facial images obtained from a group of persons, someone needs to classify it according to the personal identity, whereas someone else may want to detect a speciﬁc pose of the face. In order to achieve

Corresponding Author.

B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 350–357, 2011. Springer-Verlag Berlin Heidelberg 2011

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good performances for the various problems, it is important to ﬁnd a suitable set of features according to the given classiﬁcation purposes. The linear subspace methods such as PCA[11,7,8], ICA[5,13,3], and LDA[2,6,15] were successfully applied to extract features for face recognition. However, it has been argued that the linear subspace methods may fail in capturing intrinsic nonlinearity of data set with some environmental noisy variation such as pose, illumination, and expression. To solve the problem, a number of nonlinear subspace methods such as nonlinear PCA[4], kernel PCA[14], kernel ICA[12] and kernel LDA[14] have been developed. Though we can expect these nonlinear approaches to capture the intrinsic nonlinearity of a facial data set, we should also consider the computational complexity and practical tractability in real applications. In addition, it has been also shown that an appropriate decomposition of facespace, such as intra-personal space and extra-personal space, and a linear projection on the decomposed subspace can be a good alternative to the computationally diﬃcult and intractable nonlinear method[10]. In this paper, we propose a novel linear analysis for extracting features for any given classiﬁcation purpose of facial data. We ﬁrst focus on the purpose of given classiﬁcation task, and try to exclude the environmental noisy variation, which can be main cause of performance deterioration of the conventional linear subspace methods. As mentioned above, the environmental noise can be varied according to the purpose of tasks even for the same data set. For a same data set, a classiﬁcation task is speciﬁed by the class label for each data. Using the data set and class label, we estimate the noise subspace and segregate it from original space. By segregating the noise subspace, we can obtain a residual space which include essential (hopefully intrinsically linear) features for the given classiﬁcation task. For the obtained residual space, we extract low-dimensional features using conventional linear subspace methods such as PCA and ICA. In the following sections, we describe the proposed method in detail and experimental results with real facial data sets for various purposes.

2

Subspace Segregation

In this section, we describe overall process of the subspace segregation according to a given purpose of classiﬁcation. Let us consider that we obtain several facial images from diﬀerent persons with diﬀerent poses. Using the given data set, we can conduct two diﬀerent classiﬁcation tasks: the face recognition and the pose detection. Even though the same data set is used for the two tasks, the essential information of the classiﬁcation should be diﬀerent according to the purpose. It means that the environmental noises are also diﬀerent depending on the purpose. For example, the pose variation decreases the performance of face recognition task, and some personal features of individual faces decreases the performance of pose detection task. Therefore, it is natural to assume that original space can be decomposed into the noise subspace and the residual subspace. The features in the noise subspace caused by environmental interferences such as illumination often have undesirable eﬀects on data resulting in the performance deterioration. If we can estimate the noise subspace and segregate it from the original

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space, we can expect that the obtained residual subspace mainly has essential information such as class prototypes which can improve system performances for classiﬁcation. The goal of the proposed subspace segregation method is estimating the noise subspace which represents environmental variations within each class and eliminating that from the original space to decrease the varinace within a class and to increase the variance between classes. Fig. 1 shows the overall process of the proposed subspace segregation. We ﬁrst estimate the noise subspace with the original data and then we project the original data onto the subspace in order to obtain the noise features in low dimensional subspace. After that, the low dimensional noise features are reconstructed in the original space. Finally, we can obtain the residual data by subtracting the reconstructed noise components from the original data. zGkG

wG vG zG uG zG lG

uGmG pGzG

z

yG uGzG

uGmGG pGvGzG

yGkG pGvGzG

Fig. 1. Overall process of subspace segregation

3

Noise Subspace

For the subspace segregation, we ﬁrst estimate the noise subspace from an original data. Since the noise features make the data points within a class be variant to each other, it consequently enlarges within-class variation. The residual features, which are obtained by eliminating the noise features, can be expected that it has some intrinsic information of each class with small variance. To get the noise features, we ﬁrst make a new data set deﬁned by the diﬀerence vector δ between two original data xki , xkj belonging to a same class Ck (k = 1,...,K), which can be written as δ kij = xki − xkj , Δ = {δ kij }k=1,...,K,i=1,...,Nk,j=1,...,Nk ,

(1) (2)

where xki denotes i-th data in class Ck and Nk denotes the number of data in class Ck . We can assume that Δ mainly represents within-class variations. Note that the set Δ is dependent on the class-label of data set. It implies that the obtained set Δ is deﬀerent according to the classiﬁcation purpose, even though the original data set is common. Figure 2 shows sample images of Δ for

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two diﬀerent classiﬁcation purposes: (a) face recognition and (b) pose detection. From this ﬁgure, we can easily see that Δ of (a) mainly represents pose variation, and Δ of (b) mainly represents individual face variation.

OP

OP

Fig. 2. The sample images of Δ; (a) face recognition and (b) pose detection

Since we want to ﬁnd the dominant information of data set Δ, we apply PCA to Δ for obtaining the basis of the noise subspace such as ΣΔ = V ΛV T

(3)

where ΣΔ is the covariance matrix and Λ are the eigenvalue matrix. Using the obtained basis of the noise subspace, the original data set X is projected to this subspace so as to get the low dimensional noise features(Y noise ) set through the calculation; Y noise = V T X.

(4)

Since the obtained low dimensional noise feature is not desirable for classiﬁcation, we need to eliminate it from the original data. To do this, we ﬁrst reconstruct the noise components X noise in original dimension from the low dimensional noise features Y noise through the calculation; X noise = V Y noise = V V T X.

(5)

In the following section 4, we describe how to segregate X noise from the original data.

4

Residual Subspace

Let us describe a deﬁnition of the residual subspace and how to get this in detail. Through the subspace segregation process, we obtain noise components

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in original dimension. Since the noise features are not desirable for classiﬁcation, we have to eliminate them from original data. To achieve this, we take the residual data X res which can be computed by subtracting the noise features from the original data as follows X res = X − X noise = (I − V V T )X.

(6)

Figure 3 shows the sample images of the residual data for two diﬀerent purposes: (a) face recognition and (b) pose detection. From this ﬁgure, we can see that 3-(a) is more suitable for face recognition than 3-(b), and vice versa. Using this residual data, we can expect to increase classiﬁcation performance for the given purpose. As a further step, we apply a linear feature extraction method such as PCA and ICA, so as to obtain a residual subspace giving low dimensional features for the given classiﬁcation task.

OPG

OPG

OPG

OPG

Fig. 3. The residual image samples (a, b) and the eigenface(c, d) for face recognition and pose detection, respectively

Figure 3-(c) and (d) show the eigenfaces obtained by applying PCA to the obtained residual data for face recognition and pose detection, respectively. Figure 3-(c) represents individual feature of each person and Figure 3-(d) represents some outlines of each pose. Though we only show the eigenfaces obtained by PCA, any other feature extraction can be applied. In the computational experiments in Section 5, we also apply ICA to obtain residual features.

5

Experiments

In order to conﬁrm applicability of the proposed method, we conducted experiments on the real facial data sets and compared the performances with conventional methods. We obtained some benchmark data sets from two diﬀerent database: FERET (Face Recognition Technology) database and PICS(Psychological Image Collection at Stirling) database. From the FERET database at the homepage(http : //www.itl.nist.gov/iad/mumanid/f eret/), we selected 450 images from 50 persons. Each person has 9 images taken at 0◦ , 15◦ , 25◦ , 40◦ and 60◦ in viewpoint. We used this data set for face recognition as well as pose detection. From the PICS database at the homepage(http : //pics.psych.stir.ac.uk/), we obtained 276 images from 69 persons. Each person has 4 images of diﬀerent

Facial Image Analysis Using Subspace Segregation OPG

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OPG

Fig. 4. The sample data from two databases; (a) FERET database and (b) PICS database

expressions. We used this data set for face recognition and facial expression recognition. Figure 4 shows the obtained sample data from two databases. Face recognition task on the FERET database has 50 classes. In this class, three data images ( left (+60◦ ), right (-60◦ ), and frontal (0◦ ) images) are used for training, and the remaining 300 images were used for testing. For pose detection task, we have 9 classes with diﬀerent viewpoints. For training, 25 data for each class were used, and the remaining 225 data were used for testing. For facial expression recognition of PICS database, we have 4 classes(natural, happy, surprise, sad) For each class, 20 data were used for training and the remaining 49 data were used for testing. Finally, for face recognition we classiﬁed 69 classes. For training, 207 images (69 individuals, 3 images for each subject : sad, happy, surprise) were used and and the remaining 69 images were used for testing. Table 1. Classiﬁcation rates with FERET and PICS data Database

FERET

PICS

Purpose Face Recognition Pose Detection Expression Recognition Face Recognition

Origianl Data 97.00 33.33 34.69 72.46

Residual PCA LDA Res. + ICA Res. + PCA Data (dim) (dim) (dim) (dim) 97.00 94.00 100 100 99.33 (117) (30) (8) (8) 36.44 34.22 58.22 58.22 47.11 (65) (8) (21) (21) 35.71 60.20 62.76 66.33 48.47 (65) (3) (32) (14) 72.46 57.97 92.75 92.75 88.41 (48) (64) (89) (87)

In order to conﬁrm plausibility of the residual data, we compared the performances on the original data with those the residual data. The nearest neighbor method[1,9] with Euclidean distance was adopted as a classiﬁer. The experimental results are shown in Table 1. For the face recognition on FERET data, the

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high performance can be achieved in spite of the large number of classes and limited number of training data, because the variations among classes are intrinsically high. On the other hand, the pose and facial expression recognition show generally low classiﬁcation rates, due to the noise variations are extremely large and the class prototypes are terribly distorted by the noise. Nevertheless, the performance of the residual data shows better results than the original data in all the classiﬁcation tasks. We then apply some feature extraction methods to the residual data, and compared the performances with the conventional linear subspace methods. In Table 1, ‘Res.’ denotes the residual data and ‘(dim)’ denotes the dimensionality of features. From the Table 1, we can conﬁrm that the proposed methods using the residual data achieve signiﬁcantly higher performances than the conventional PCA and LDA. For all classiﬁcation tasks, the proposed methods of applying ICA or PCA give similar classiﬁcation rates and the number of extracted features is also similar.

6

Conclusion

An eﬃcient feature extraction method for various facial data classiﬁcation problems was proposed. The proposed method starts from deﬁning the “environmental noise” which is absolutely dependant on the purpose of given task. By estimating the noise subspace and segregating the noise components from the original data, we can obtain a residual subspace which includes essential information for the given classiﬁcation purpose. Therefore, by just applying conventional linear subspace methods to the obtained residual space, we could achieve remarkable improvement in classiﬁcation performance. Whereas many other facial analysis methods focus on the facial recognition problem, the proposed method can be eﬃciently applied to various analysis of facial data as shown in the computational experiments. We should note that the proposed method is similar to the traditional LDA in the sense that the obtained residual features have small within-class variance. However, practical tractability of the proposed method is superior to LDA because it does not need to compute an inverse matrix of the within-scatter and the number of features does not depend on the number of classes. Though the proposed method adopts linear feature extraction methods, more sophisticated methods could possibly extract more eﬃcient features from the residual space. In future works, the kernel methods or local linear methods could be applied to deal with non-linearity and complex distribution of the noise feature and the residual feature. Acknowledgments. This research was partially supported by the MKE(The Ministry of Knowledge Economy), Korea, under the ITRC(Information Technology Research Center) support program supervised by the NIPA(National IT Industry Promotion Agency) (NIPA-2011-(C1090-1121-0002)). This research was partially supported by the Converging Research Center Program funded by the Ministry of Education, Science and Technology (2011K000659).

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References 1. Alpaydin, E.: Introduction to Machine Learning. The MIT Press (2004) 2. Belhumeur, P.N., Hespanha, J.P., Kriegman, D.J.: Eigenfaces vs. Fisherfaces: Recognition using class speciﬁc linear projection. IEEE Transactions on Pattern Analysis and Machine Intelligence 19, 711–720 (1997) 3. Dagher, I., Nachar, R.: Face recognition using IPCA-ICA algorithm. IEEE Transactions on Pattern Analysis and Machine Intelligence 28, 996–1000 (2006) 4. DeMers, D., Cottrell, G.: Non-linear dimensionality reduction. In: Advances in Neural Information Processing Systems, pp. 580–580 (1993) 5. Draper, B.: Recognizing faces with PCA and ICA. Computer Vision and Image Understanding 91, 115–137 (2003) 6. Fukunaga, K.: Introduction to Statistical Pattern Recognition, 2nd edn. Academic Press (1990) 7. Mardia, K.V., Kent, J.T., Bibby, J.M.: Multivariate analysis. Academic Press (1979) 8. Martinez, A.M., Kak, A.C.: Pca versus lda. IEEE Transactions on Pattern Analysis and Machine Intelligence 23, 228–233 (2001) 9. Masip, D., Vitria, J.: Shared Feature Extraction for Nearest Neighbor Face Recognition. IEEE Transactions on Neural Networks 19, 586–595 (2008) 10. Moghaddam, B., Jebara, T., Pentland, A.: Bayesian face recognition. Pattern Recognition 33(11), 1771–1782 (2000) 11. Turk, M., Pentland, A.: Eigenfaces for recognition. Journal of Cognitive Neuroscience 3, 71–86 (1991) 12. Yang, J., Gao, X., Zhang, D., Yang, J.: Kernel ICA: An alternative formulation and its application to face recognition. Pattern Recognition 38, 1784–1787 (2005) 13. Yang, J., Zhang, D., Yang, J.: Constructing PCA baseline algorithms to reevaluate ICA-based face-recognition performance. IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics 37, 1015–1021 (2007) 14. Yang, M.: Kernel Eigenfaces vs. Kernel Fisherfaces: Face Recognition Using Kernel Methods. In: IEEE International Conference on Automatic Face and Gesture Recognition, p. 215. IEEE Computer Society, Los Alamitos (2002) 15. Zhao, H., Yuen, P.: Incremental linear discriminant analysis for face recognition. IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics 38, 210–221 (2008)

An Online Human Activity Recognizer for Mobile Phones with Accelerometer Yuki Maruno1 , Kenta Cho2 , Yuzo Okamoto2 , Hisao Setoguchi2 , and Kazushi Ikeda1 1

Nara Institute of Science and Technology Ikoma, Nara 630-0192 Japan {yuki-ma,kazushi}@is.naist.jp http://hawaii.naist.jp/ 2 Toshiba Corporation Kawasaki, Kanagawa 212-8582 Japan {kenta.cho,yuzo1.okamoto,hisao.setoguchi}@toshiba.co.jp

Abstract. We propose a novel human activity recognizer for an application for mobile phones. Since such applications should not consume too much electric power, our method should have not only high accuracy but also low electric power consumption by using just a single three-axis accelerometer. In feature extraction with the wavelet transform, we employ the Haar mother wavelet that allows low computational complexity. In addition, we reduce dimensions of features by using the singular value decomposition. In spite of the complexity reduction, we discriminate a user’s status into walking, running, standing still and being in a moving train with an accuracy of over 90%. Keywords: Context-awareness, Mobile phone, Accelerometer, Wavelet transform, Singular value decomposition.

1

Introduction

Human activity recognition plays an important role in the development of contextaware applications. If it is possible to have an application that determines a user’s context such as walking or being in a moving train, the information can be used to provide ﬂexible services to the user. For example, if a mobile phone with an application detects that the user is on a train, it can automatically switch to silent mode. Another possible application is to use the information for health care. If a mobile phone always records a user’s status, the context will help a doctor give the user proper diagnosis. Nowadays, mobile phones are commonly used in our lives and have enough computational power as well as sensors for applications with intelligent signal processing. In fact, they are utilized for human activity recognition as shown in the next section. In most of the related work, however, the sensors are multiple and/or ﬁxed on a speciﬁc part of the user’s body, which is not realistic for daily use in terms of electric power consumption of mobile phones or carrying styles. B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 358–365, 2011. c Springer-Verlag Berlin Heidelberg 2011

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In this paper, we propose a human activity recognition method to overcome these problems. It is based on a single three-axis accelerometer, which is nowadays equipped to most mobile phones. The sensor does not need to be attached to the user’s body in our method. This means the user can carry his/her mobile phone freely anywhere such as in a pocket or in his/her hands. For a directionfree analysis we perform preprocessing, which changes the three-axis data into device-direction-free data. Since the applications for mobile phones should not consume too much electric power, the method should have not only high accuracy but low power consumption. We use the wavelet transform, which is known to provide good features for discrimination [1]. To reduce the amount of computation, we use the Haar mother wavelet because the calculation cost is lower. Since a direct assessment from all wavelet coeﬃcients will lead to large running costs, we reduce the number of dimensions by using the singular value decomposition (SVD). We discriminate the status into walking, running, standing still and being in a moving train with a neural network. The experimental results achieve over 90% of estimation accuracy with low power consumption. The rest of this paper is organized as follows. In section 2, we describe the related work. In section 3, we introduce our proposed method. We show experimental result in section 4. Finally, we conclude our study in section 5.

2

Related Work

Recently, various sensors such as acceleration sensors and GPS have been mounted on mobile phones, which makes it possible to estimate user’s activities with high accuracy. The high accuracy, however, depends on the use of several sensors and attachment to a speciﬁc part of the user’s body, which is not realistic for daily use in terms of power consumption of mobile phones or carrying styles. Cho et al. [2] estimate user’s activities with a combination of acceleration sensors and GPS. They discriminate the user status into walking, running, standing still or being in a moving train. It is hard to identify standing still and being in a moving train. To tackle this problem, they use GPS to estimate the user’s moving velocity. The identiﬁcation of being in a moving train is easy with the user’s moving velocity because the train moves at high speeds. Their experiments showed an accuracy of 90.6%, however, the problem is that the GPS does not work indoors or underground. Mantyjarvi et al. [3] use two acceleration sensors, which are ﬁxed on the user’s hip. It is not really practical for daily use and their method is not suitable for the applications of mobile phones. The objective of their study is to recognize walking in a corridor, Start/Stop point, walking up and walking down. They combine the wavelet transform, principal component analysis and independent component analysis. Their experiments showed an accuracy of 83-90%. Iso et al. [1] propose a gait analyzer with an acceleration sensor on a mobile phone. They use wavelet packet decomposition for the feature extraction and classify them by combining a self-organizing algorithm with Bayesian

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theory. Their experiments showed that their algorithm can identify gaits such as walking, running, going up/down stairs, and walking fast with an accuracy of about 80%.

3

Proposed Method

We discriminate a user’s status into walking, running, standing still and being in a moving train based on a single three-axis accelerometer, which is equipped to mobile phones. Our proposed method works as follows. 1. 2. 3. 4. 5.

Getting X, Y and Z-axis accelerations from a three-axis accelerometer (Fig.1). Preprocessing for obtaining direction-free data (Fig.2). Extracting the features using wavelet transform. Selecting the features using singular value decomposition. Estimating the user’s activities with a neural network.

(a) standing still

(b) standing still

(c) train

Fig. 1. Example of “standing still” data and “train” data. These two “standing still” data diﬀer from the position or direction of the sensor. “Train” data is similar to “standing still” data.

3.1

Preprocessing for Direction-Free Analysis

One of our goals is to adapt our method to applications for mobile phones. To realize this goal, the method does not depend on the position or direction of the sensor. Since the user carries a mobile phone with a three-axis accelerometer freely such as in a pocket or in his/her hands, we change the data (Fig.1) into device-direction-free data (Fig.2) by using Eq.(1). √ (1) X2 + Y 2 + Z2 where X, Y and Z are the values of X, Y and Z-axis accelerations, respectively. 3.2

Extracting Features

A wavelet transform is used to extract the features of human activities from the preprocessed data. The wavelet transform is the inner-product of the wavelet

An Online Human Activity Recognizer for Mobile Phones

(a) standing still

(b) standing still

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(c) train

Fig. 2. Example of preprocessed data. Original data is Fig.1.

(a) walking

(b) running

(c) standing still

(d) being in a moving train

Fig. 3. Example of continuous wavelet transform

function with the signal f (t). The continuous wavelet transform of a function f (t) is deﬁned as a convolution ∞ W (a, b) = f (t), Ψa,b (t) = −∞ f (t) √1a Ψ ∗ ( t−b (2) a )dt where Ψ (t) is a continuous function in both the time domain and the frequency domain called the mother wavelet and the asterisk superscript denotes complex conjugation. The variables a(>0) and b are a scale and translation factor, respectively. W (a, b) is the wavelet coeﬃcient. Fig.3 is a plot of the wavelet coeﬃcient. By using a wavelet transform, we can identify standing still and being in a moving train. There are several mother wavelets such as Mexican hat mother wavelet (Eq.(3)) and Haar mother wavelet(Eq.(4)). 2

Ψ (t) = (1 − 2t2 )e−t

⎧ 1 ⎪ ⎨1 0 ≤ t < 2 Ψ (t) = −1 12 ≤ t < 1 ⎪ ⎩ 0 otherwise.

(3)

(4)

In our method, we use the Haar mother wavelet since it takes only two values and has a low computation cost. We evaluated the diﬀerences in the results for diﬀerent mother wavelets. We compared the accuracy and calculation time

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with Haar mother wavelet, Mexican hat mother wavelet and Gaussian mother wavelet. The experimental results showed that Haar mother wavelet is better. 3.3

Singular Value Decomposition

An application on a mobile phone should not consume too much electric power. Since a direct assessment from all wavelet coeﬃcients would lead to large running costs, SVD of a wavelet coeﬃcient matrix X is adopted to reduce the dimension of features. A real (n × m) matrix, where n ≥ m X has the decomposition, X = UΣVT

(5)

where U is a n × m matrix with orthonormal columns (UT U = I), while V is a m × m orthonormal matrix (VT V = I) and Σ is a m × m diagonal matrix with positive or zero elements, called the singular values. Σ = diag(σ1 , σ2 , ..., σm )

(6)

By convention it is assumed that σ1 ≥ σ2 ≥ ... ≥ σm ≥ 0. 3.4

Neural Network

We compared the accuracy and running time of two classiﬁers: neural networks (NNs), and support vector machines (SVMs). Since NNs are much faster than SVMs while their accuracies are comparable, we adopt an NN using the Broyden– Fletcher–Goldfarb–Shanno (BFGS) quasi-Newton method to classify human activities: walking, running, standing still, and being in a moving train. We use the largest singular value σ1 of matrix Σ as an input value to discriminate the human activities.

4

Experiments

In order to verify the eﬀectiveness of our method, we performed the following experiments. The objective of this study is to recognize walking, running, standing still, and being in a moving train. We used a three-axial accelerometer mounted on mobile phones. The testers carried their mobile phone freely such as in a pocket or in their hands. The data was logged with sampling rate of 100Hz. The data corresponding to being in a moving train was measured by one tester and the others were measured by seven testers in HASC2010corpus1. We performed R XEONTM CPU 3.20GHz. the experiments on an Intel Table 1 shows the results. The accuracy rate was calculated against answer data. 1

http://hasc.jp/hc2010/HASC2010corpus/hasc2010corpus-en.html

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Table 1. The estimated accuracy. Sampling rate is 100Hz and time window is 1 sec. Walking Running Standing Being Still in a train Precision 93.5% 94.2% 92.7% 95.1% Recall 96.0% 92.6% 93.6% 93.3% F-measure 94.7% 93.4% 93.1% 94.2%

4.1

Running-Time Assessment

We aim at applying our method to mobile phones. For this purpose, the method should encompass high accuracy as well as low electric power consumption. We compared the accuracy with various sampling rates. We can save electric power consumption in the case of low sampling rate. Table 2 shows the results. As it can be seen, some of the results are below 90 %, however, as the time window becomes wider, the accuracy increases, which indicates that even if the sampling rate is low, we get better accuracy depending on the time window. Table 2. The average accuracy for various sampling rates. The columns correspond to time windows of the wavelet transform.

10Hz 25Hz 50Hz 100Hz

0.5s 84.9% 89.2% 90.5% 91.0%

1s 88.1% 92.6% 92.9% 93.9%

2s 90.7% 92.5% 94.1% 93.6%

3s 91.8% 92.5% 93.0% 93.6%

We compared our method with the previous method in terms of accuracy and computation time, where the input variables of the previous method are the maximum value and variance [2]. In Fig.4, our method in general showed higher accuracies. Although the previous method showed less computation time, the computation time of our method is enough for online processing (Fig.5). 4.2

Mother Wavelet Assessment

We also evaluated the diﬀerences in the results for diﬀerent mother wavelets. We compared the accuracy and calculation time with Haar mother wavelet, Mexican hat mother wavelet and Gaussian mother wavelet. Table 3 and Table 4 show the accuracy for each mother wavelet and the calculation time per estimation, respectively. Although the accuracy is almost the same, the calculation time of Haar mother wavelet is much shorter than the others, which indicates that using Haar mother wavelet contributes to the reduction of electric power consumption.

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Fig. 4. The average accuracy for various sampling rates. Solid lines are our method while the ones in dash lines are previous compared method.

Fig. 5. The computation time per estimation for various sampling rates. Solid lines are our method while the one in dash line is previous compared method.

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Table 3. The average accuracy for each Mother wavelet. The columns correspond to time windows of the wavelet transform. 0.5s 1s 2s 3s Haar 91.0% 93.9% 93.6% 93.6% Mexican hat 91.1% 94.3% 93.9% 93.9% Gaussian 91.2% 94.1% 93.5% 94.1% Table 4. The calculation time[seconds] per estimation. The columns correspond to time windows of the wavelet transform. 0.5s 1s 2s 3s Haar 0.014sec 0.023sec 0.041sec 0.058sec Mexican hat 0.029sec 0.062sec 0.129sec 0.202sec Gaussian 0.029sec 0.061sec 0.128sec 0.200sec

5

Conclusion

We proposed a method that recognizes human activities using wavelet transform and SVD. Experiments show that freely positioned mobile phone equipped with an accelerometer could recognize human activities like walking, running, standing still, and being in a moving train with estimate accuracy of over 90% even in the case of low sampling rate. These results indicate that our proposed method can be successfully applied to commonly used mobile phones and is currently being implemented for commercial use in mobile phones.

References 1. Iso, T., Yamazaki, K.: Gait analyzer based on a cell phone with a single three-axis accelerometer. In: Proc. MobileHCI 2006, pp. 141–144 (2006) 2. Cho, K., Iketani, N., Setoguchi, H., Hattori, M.: Human Activity Recognizer for Mobile Devices with Multiple Sensors. In: Proc. ATC 2009, pp. 114–119 (2009) 3. Mantyjarvi, J., Himberg, J., Seppanen, T.: Recognizing human motion with multiple acceleration sensors. In: Proc. IEEE SMC 2001, vol. 2, pp. 747–752 (2001) 4. Daubechies, I.: The wavelet transform, time-frequency localization and signal analysis. In: Proc. IEEE Transactions on Information Theory, pp. 961–1005 (1990) 5. Le, T.P., Argou, P.: Continuous wavelet transform for modal identiﬁcation using free decay response. Journal of Sound and Vibration 277, 73–100 (2004) 6. Kim, Y.Y., Kim, E.H.: Eﬀectiveness of the continuous wavelet transform in the analysis of some dispersive elastic waves. Journal of the Acoustical Society of America 110, 86–94 (2001) 7. Shao, X., Pang, C., Su, Q.: A novel method to calculate the approximate derivative photoacoustic spectrum using continuous wavelet transform. Fresenius, J. Anal. Chem. 367, 525–529 (2000) 8. Struzik, Z., Siebes, A.: The Haar wavelet transform in the time series similarity paradigm. In: Proc. Principles Data Mining Knowl. Discovery, pp. 12–22 (1999) 9. Van Loan, C.F.: Generalizing the singular value decomposition. SIAM J. Numer. Anal. 13, 76–83 (1976) 10. Stewart, G.W.: On the early history of the singular value decomposition. SIAM Rev. 35(4), 551–566 (1993)

Preprocessing of Independent Vector Analysis Using Feed-Forward Network for Robust Speech Recognition Myungwoo Oh and Hyung-Min Park Department of Electronic Engineering, Sogang University, #1 Shinsu-dong, Mapo-gu, Seoul 121-742, Republic of Korea

Abstract. This paper describes an algorithm to preprocess independent vector analysis (IVA) using feed-forward network for robust speech recognition. In the framework of IVA, a feed-forward network is able to be used as an separating system to accomplish successful separation of highly reverberated mixtures. For robust speech recognition, we make use of the cluster-based missing feature reconstruction based on log-spectral features of separated speech in the process of extracting mel-frequency cepstral coeﬃcients. The algorithm identiﬁes corrupted time-frequency segments with low signal-to-noise ratios calculated from the log-spectral features of the separated speech and observed noisy speech. The corrupted segments are ﬁlled by employing bounded estimation based on the possibly reliable log-spectral features and on the knowledge of the pre-trained log-spectral feature clusters. Experimental results demonstrate that the proposed method enhances recognition performance in noisy environments signiﬁcantly. Keywords: Robust speech recognition, Missing feature technique, Blind source separation, Independent vector analysis, Feed-forward network.

1

Introduction

Automatic speech recognition (ASR) requires noise robustness for practical applications because noisy environments seriously degrade performance of speech recognition systems. This degradation is mostly caused by diﬀerence between training and testing environments, so there have been many studies to compensate for the mismatch [1,2]. While recognition accuracy has been improved by approaches devised under some circumstances, they frequently cannot achieve high recognition accuracy for non-stationary noise sources or environments [3]. In order to simulate the human auditory system which can focus on desired speech even in very noisy environments, blind source separation (BSS) recovering source signals from their mixtures without knowing the mixing process has attracted considerable interest. Independent component analysis (ICA), which is the algorithm to ﬁnd statistically independent sources by means of higherorder statistics, has been eﬀectively employed for BSS [4]. As real-world acoustic B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 366–373, 2011. c Springer-Verlag Berlin Heidelberg 2011

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mixing involves convolution, ICA has generally been extended to the deconvolution of mixtures in both time and frequency domains. Although the frequency domain approach is usually favored due to high computational complexity and slow convergence of the time domain approach, one should resolve the permutation problem for successful separation [4]. While the frequency domain ICA approach assumes an independent prior of source signals at each frequency bin, independent vector analysis (IVA) is able to eﬀectively improve the separation performance by introducing a plausible source prior that models inherent dependencies across frequency [5]. IVA employs the same structure as the frequency domain ICA approach to separate source signals from convolved mixtures by estimating an instantaneous separating matrix on each frequency bin. Since convolution in the time domain can be replaced with bin-wise multiplications in the frequency domain, these frequency domain approaches are attractive due to the simple separating system. However, the replacement is valid only when the frame length is long enough to cover the entire reverberation of the mixing process [6]. Unfortunately, acoustic reverberation is often too long in real-world situations, which results in unsuccessful source separation. Kim et al. extended the conventional frequency domain ICA by using a feedforward separating ﬁlter structure to separate source signals in highly reverberant conditions [6]. Moreover, this method adopted the minimum power distortionless response (MPDR) beamformer with extra null-forming constraints based on spatial information of the sources to avoid arbitrary permutation and scaling. A feed-forward separating ﬁlter network on each frequency bin was employed in the framework of the IVA to successfully separate highly reverberated mixtures with the exploitation of a plausible source prior that models inherent dependencies across frequency [7]. A learning algorithm for the network was derived with the extended non-holonomic constraint and the minimal distortion principle (MDP) [8] to avoid the inter-frame whitening eﬀect and the scaling indeterminacy of the estimated source signals. In this paper, we describe an algorithm that uses a missing feature technique to accomplish noise-robust ASR with preprocessing of the IVA using feedforward separating ﬁlter networks. In order to discriminate reliable and unreliable time-frequency segments, we estimate signal-to-noise ratios (SNRs) from the log-spectral features of the separated speech and observed noisy speech and then compare them with a threshold. Among several missing feature techniques, we regard feature-vector imputation approaches since it may provide better performance by utilizing cepstral features and it does not have to alter the recognizer. In particular, the cluster-based reconstruction method is adopted since it can be more eﬃcient than the covariance-based reconstruction method for a small training corpus by using a simpler model [9]. After ﬁlling unreliable timefrequency segments by the cluster-based reconstruction, the log-spectral features are transformed into cepstral features to extract MFCCs. Noise robustness of the proposed algorithm is demonstrated by speech recognition experiments.

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Review on the IVA Using Feed-Forward Separating Filter Network

We brieﬂy review the IVA method using feed-forward separating ﬁlter network [7] which is employed as a preprocessing step for robust speech recognition. Let us consider unknown sources, {si (t), i = 1, · · · , N }, which are zero-mean and mutually independent. The sources are transmitted through acoustic channels and mixed to give observations, xi (t). Therefore, the mixtures are linear combinations of delayed and ﬁltered versions of the sources. One of them can be given by N L m −1 xi (t) = aij (p)sj (t − p), (1) j=1 p=0

where aij (p) and Lm denote a mixing ﬁlter coeﬃcient and the ﬁlter length, respectively. The time domain mixtures are converted into frequency domain signals by the short-time Fourier transform, in which the mixtures can be expressed as x(ω, τ ) = A(ω)s(ω, τ ), (2) where x(ω, τ ) = [x1 (ω, τ ) · · · xN (ω, τ )]T and s(ω, τ ) = [s1 (ω, τ ) · · · sN (ω, τ )]T denote the time-frequency representations of mixture and source signal vectors, respectively, at frequency bin ω and frame τ . A(ω) represents a mixing matrix at frequency bin ω. The source signals can be estimated from the mixtures by a network expressed as u(ω, τ ) = W(ω)x(ω, τ ), (3) where u(ω, τ ) = [u1 (ω, τ ) · · · uN (ω, τ )]T and W(ω) denote the time-frequency representation of an estimated source signal vector and a separating matrix, respectively. If the conventional IVA is applied, the Kullback-Leibler divergence between an exact joint probability density function (pdf) p(v1 (τ ) · · · vN (τ )) and N the product of hypothesized pdf models of the estimated sources i=1 q(vi (τ )) is used to measure dependency between estimated source signals, where vi (τ ) = [ui (1, τ ) · · · ui (Ω, τ )] and Ω is the number of frequency bins [5]. After eliminating the terms independent of the separating network, the cost function is given by Ω N J=− log | det W(ω)| − E{log q(vi (τ ))}. (4) ω=1

i=1

The on-line natural gradient algorithm to minimize the cost function provides the conventional IVA learning rule expressed as ΔW(ω) ∝ [I − ϕ(ω) (v(τ ))uH (ω, τ )]W(ω),

(5)

where the multivariate score function is given by ϕ(ω) (v(τ )) = [ϕ(ω) (v1 (τ )) · · · q(vi (τ )) ϕ(ω) (vN (τ ))]T and ϕ(ω) (vi (τ )) = − ∂ log = Ωui (ω,τ ) . Desired time ∂ui (ω,τ ) 2 ψ=1

|ui (ψ,τ )|

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domain source signals can be recovered by applying the inverse short-time Fourier transform to network output signals. Unfortunately, since acoustic reverberation is often too long to express the mixtures with Eq. (2), the mixing and separating models should be extended to x(ω, τ ) =

Km

A (ω, κ)s(ω, τ − κ),

(6)

W (ω, κ)x(ω, τ − κ),

(7)

κ=0

and u(ω, τ ) =

Ks κ=0

where A (ω, κ) and Km represent a mixing ﬁlter coeﬃcient matrix and the ﬁlter length, respectively [6]. In addition, W (ω, κ) and Ks denote a separating ﬁlter coeﬃcient matrix and the ﬁlter length, respectively. The update rule of the separating ﬁlter coeﬃcient matrix based on minimizing the Kullback-Leibler divergence has been derived as ΔW (ω, κ) ∝ −

Ks

{oﬀ-diag(ϕ(ω) (v(τ − Ks ))uH (ω, τ − Ks − κ + μ))

μ=0

+β(u(ω, τ − Ks ) − x(ω, τ − 3Ks /2))uH (ω, τ − Ks − κ + μ)}W (ω, μ),

(8)

where ‘oﬀ-diag(·)’ means a matrix with diagonal elements equal to zero and β is a small positive weighing constant [7]. In this derivation, non-causality was avoided by introducing a Ks -frame delay in the second term on the right side. In addition, the extended non-holonomic constraint and the MDP [8] were exploited to resolve scaling indeterminacy and whitening eﬀect on the inter-frame correlations of estimated source signals. The feed-forward separating ﬁlter coefﬁcients are initialized to zero, excluding the diagonal elements of W (ω, Ks /2) at all frequency bins which are initialized to one. To improve the performance, the MPDR beamformer with extra null-forming constraints based on spatial information of the sources can be applied before the separation processing [6].

3

Missing Feature Techniques for Robust Speech Recognition

Recovered speech signals obtained by the method mentioned in the previous section are exploited by missing feature techniques for robust speech recognition. The missing feature techniques is based on the observation that human listeners can perceive speech with considerable spectral excisions because of high redundancy of speech signals [10]. Missing feature techniques attempt either to obtain optimal decisions while ignoring time-frequency segments that are considered to be unreliable, or to ﬁll in the values of those unreliable features. The clusterbased method to restore missing features was used, where the various spectral

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proﬁles representing speech signals are assumed to be clustered into a set of prototypical spectra [10]. For each input frame, the cluster is estimated to which the incoming spectral features are most likely to belong from possibly reliable spectral components. Unreliable spectral components are estimated by bounded estimation based on the observed values of the reliable components and the knowledge of the spectral cluster to which the incoming speech is supposed to belong [10]. The original noisy speech and the separated speech signals are both used to extract log-spectral values in mel-frequency bands. Binary masks to discriminate reliable and unreliable log-spectral values for the cluster-based reconstruction method are obtained by [11] 0, Lorg (ωmel , τ ) − Lenh(ωmel , τ ) ≥ Th, (9) M (ωmel , τ ) = 1, otherwise, where M (ωmel , τ ) denotes a mask value at mel-frequency band ωmel and frame τ . Lorg and Lenh are the log-spectral values for the original noisy speech and the separated speech signals, respectively. The unreliable spectral components corresponding to zero mask values are reconstructed by the cluster-based method. The resulting spectral features are transformed into cepstral features, which are used as inputs of an ASR system [12].

4

Experiments

The proposed algorithm was evaluated through speech recognition experiments using the DARPA Resource Management database [13]. The training and test sets consisted of 3,990 and 300 sentences sampled at a rate of 16 kHz, respectively. The recognition system based on fully-continuous hidden Markov models (HMMs) was implemented by HMM toolkit [14]. Speech features were 13th-order mel-frequency cepstral coeﬃcients with the corresponding delta and acceleration coeﬃcients. The cepstral coeﬃcients were obtained from 24 mel-frequency bands with a frame size of 25 ms and a frame shift of 10 ms. The test set was generated by corrupting speech signal with babble noise [15]. Fig. 1 shows a virtual rectangular room to simulate acoustics from source positions to microphone positions. Two microphones were placed at positions marked by gray circles. The distance from a source to the center of two microphone positions was ﬁxed to 1.5 m, and the target speech and babble noise sources were placed at azimuthal angles of −20◦ and 50◦ , respectively. To simulate observations at the microphones, target speech and babble noise signals were mixed with four room impulse responses from two speakers to two microphones which had been generated by the image method [16]. Since the original sampling rate (16 kHz) is too low to simulate signal delay at the two microphones close to each other, the source signals were upsampled to 1,024 kHz, convolved with room impulse responses generated at a sampling rate of 1,024 kHz, and downsampled back to 16 kHz. To apply IVA as a preprocessing step, the short-time Fourier transforms were conducted with a frame size of 128 ms and a frame shift of 32 ms.

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Room size: 5m x 4m x 3m

T N

1.5 m 20º 50º 3m

20 cm

1.5 m

Fig. 1. Source and microphone positions to simulate corrupted speech

Table 1 shows the word accuracies in several echoic environments for corrupted speech signals whose SNR was 5 dB. As a preprocessing step, the conventional IVA method instead of the IVA using feed-forward network was also applied and compared in terms of the word accuracies. The optimal step size for each method was determined by extensive experiments. The proposed algorithm provided higher accuracies than the baseline without any processing for noisy speech and the method with the conventional IVA as a preprocessing step. For test speech signals whose SNR was varied from 5 dB to 20 dB, word accuracies accomplished by the proposed algorithm are summarized in Table 2. It is worthy Table 1. Word accuracies in several echoic environments for corrupted speech signals whose SNR was 5 dB Reverberation time 0.2 s Baseline

0.4 s

24.9 % 16.4 %

Conventional IVA 75.1 % 29.7 % Proposed method 80.6 % 32.2 %

Table 2. Word accuracies accomplished by the proposed algorithm for corrupted speech signals whose SNR was varied from 5 dB to 20 dB. The reverberation time was 0.2 s. Input SNR

20 dB 15 dB 10 dB 5 dB

Baseline

88.0 % 75.2 % 50.8 % 24.9 %

Proposed method 90.6 % 88.4 % 84.9 % 80.6 %

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of note that the proposed algorithm improved word accuracies signiﬁcantly in these cases.

5

Concluding Remarks

In this paper, we have presented a method for robust speech recognition using cluster-based missing feature reconstruction with binary masks in time-frequency segments estimated by the preprocessing of IVA using feed-forward network. Based on the preprocessing which can eﬃciently separate target speech, robust speech recognition was achieved by identifying time-frequency segments dominated by noise in log-spectral feature domain and by ﬁlling the missing features with the cluster-based reconstruction technique. Noise robustness of the proposed algorithm was demonstrated by recognition experiments. Acknowledgments. This research was supported by the Converging Research Center Program through the Converging Research Headquarter for Human, Cognition and Environment funded by the Ministry of Education, Science and Technology (2010K001130).

References 1. Juang, B.H.: Speech Recognition in Adverse Environments. Computer Speech & Language 5, 275–294 (1991) 2. Singh, R., Stern, R.M., Raj, B.: Model Compensation and Matched Condition Methods for Robust Speech Recognition. CRC Press (2002) 3. Raj, B., Parikh, V., Stern, R.M.: The Eﬀects of Background Music on Speech Recognition Accuracy. In: IEEE ICASSP, pp. 851–854 (1997) 4. Hyv¨ arinen, A., Harhunen, J., Oja, E.: Independent Component Analysis. John Wiley & Sons (2001) 5. Kim, T., Attias, H.T., Lee, S.-Y., Lee, T.-W.: Blind Source Separation Exploiting Higher-Order Frequency Dependencies. IEEE Trans. Audio, Speech, and Language Processing 15, 70–79 (2007) 6. Kim, L.-H., Tashev, I., Acero, A.: Reverberated Speech Signal Separation Based on Regularized Subband Feedforward ICA and Instantaneous Direction of Arrival. In: IEEE ICASSP, pp. 2678–2681 (2010) 7. Oh, M., Park, H.-M.: Blind Source Separation Based on Independent Vector Analysis Using Feed-Forward Network. Neurocomputing (in press) 8. Matsuoka, K., Nakashima, S.: Minimal Distortion Principle for Blind Source Separation. In: International Workshop on ICA and BSS, pp. 722–727 (2001) 9. Raj, B., Seltzer, M.L., Stern, R.M.: Reconstruction of Missing Features for Robust Speech Recognition. Speech Comm. 43, 275–296 (2004) 10. Raj, B., Stern, R.M.: Missing-Feature Methods for Robust Automatic Speech Recognition. IEEE Signal Process. Mag. 22, 101–116 (2005) 11. Kim, M., Min, J.-S., Park, H.-M.: Robust Speech Recognition Using Missing Feature Theory and Target Speech Enhancement Based on Degenerate Unmixing and Estimation Technique. In: Proc. SPIE 8058 (2011), doi:10.1117/12.883340 12. Rabiner, L., Juang, B.-H.: Fundamentals of Speech Recognition. Prentice-Hall (1993)

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13. Price, P., Fisher, W.M., Bernstein, J., Pallet, D.S.: The DARPA 1000-Word Resource Management Database for Continuous Speech Recognition. In: Proc. IEEE ICASSP, pp. 651–654 (1988) 14. Young, S.J., Evermann, G., Gales, M., Hain, T., Kershaw, D., Liu, X., Moore, G., Odell, J., Ollason, D., Povey, D., Valtchev, V., Woodland, P.C.: The HTK Book (for HTK Version 3.4). University of Cambridge (2006) 15. Varga, A., Steeneken, H.J.: Assessment for automatic speech recognition: II. In: NOISEX 1992: A Database and an Experiment to Study the Eﬀect of Additive Noise on Speech Recognition Systems. Speech Comm., vol. 12, pp. 247–251 (1993) 16. Allen, J.B., Berkley, D.A.: Image Method for Eﬃciently Simulating Small-Room Acoustics. Journal of the Acoustical Society of America 65, 943–950 (1979)

Learning to Rank Documents Using Similarity Information between Objects Di Zhou, Yuxin Ding, Qingzhen You, and Min Xiao Intelligent Computing Research Center, Computer Science and Technology, Harbin Institute of Technology Shenzhen Graduate School, 518055 Shenzhen, China {zhoudi_hitsz,qzhyou,xiaomin_hitsz}@hotmail.com, [email protected]

Abstract. Most existing learning to rank methods only use content relevance of objects with respect to queries to rank objects. However, they ignore relationships among objects. In this paper, two types of relationships between objects, topic based similarity and word based similarity, are combined together to improve the performance of a ranking model. The two types of similarities are calculated using LDA and tf-idf methods, respectively. A novel ranking function is constructed based on the similarity information. Traditional gradient descent algorithm is used to train the ranking function. Experimental results prove that the proposed ranking function has better performance than the traditional ranking function and the ranking function only incorporating word based similarity between documents. Keywords: learning to rank, lisewise, Latent Dirichlet Allocation.

1 Introduction Ranking is widely used in many applications, such as document retrieval, search engine. However, it is very difficult to design effective ranking functions for different applications. A ranking function designed for one application often does not work well on other applications. This has led to interest in using machine learning methods for automatically learning ranked functions. In general, learning-to-rank algorithms can be categorized into three types, pointwise, pairwise, and listwise approaches. The pointwise and pairwise approaches transform ranking problem into regression or classification on single object and object pairs respectively. Many methods have been proposed, such as Ranking SVM [1], RankBoost [2] and RankNet [3]. However, both pointwise and pairwise ignore the fact that ranking is a prediction task on a list of objects. Considering the fact, the listwise approach was proposed by Zhe Cao et. al [4]. In the listwise approach, a document list corresponding to a query is considered as an instance. The representative listwise ranking algorithms include ListMLE [5], ListNet[4], and RankCosine [6]. One problem of these listwise approaches mentioned above is that they only focus on the relationship between documents and queries, ignoring the similarity among documents. The relationship among objects when learning a ranking model is B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 374–381, 2011. © Springer-Verlag Berlin Heidelberg 2011

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considered in the algorithm proposed in paper [7]. But it is a pairwise ranking approach. One problem of pairwise ranking approaches is that the number of document pairs varies with the number of document [4], leading to a bias toward queries with more document pairs when training a model. Therefore, developing a ranking method with relationship among documents based on listwise approach is one of our targets. To design ranking functions with relationship information among objects, one of the key problems we need to address is how to calculate the relationship among objects. The work [12] is our previous study on rank learning. In this paper each document is represented as a word vector, and the relationship between documents is calculated by the cosine similarity between two word vectors representing the two documents. We call this relationship as word relationship among objects. However, in practice when we say two documents are similar, usually we mean the two documents have similar topics. Therefore, in this paper we try to use topic similarity between documents to represent the relationship between documents. We call this relationship as topic relationship among objects. The major contributions of this paper include (1) a novel ranking function is proposed for rank learning. This function not only considers content relevance of objects with respect to queries, but also incorporates two types of relationship information, word relationship among objects and topic relationship among objects. (2) We compare the performances of three types of ranking functions; they are the traditional ranking function, ranking function with word relationship among objects and the ranking function with word relationship and topic relationship among objects. The remaining part of this paper is organized as follows. Section two introduces how to construct ranking function using word relationship information and topic relationship information. Section three discusses how to construct the loss functions for rank learning and gives the training algorithm to learn ranking function. Section four describes the experiment setting and experimental results. Section five is the conclusion.

2 Ranking Function with Topic Based Relationship Information In this section, we discuss how to calculate topic relationships among documents and how to construct ranking function using relationships among documents. 2.1 Constructing Topic Relationship Matrix Based on LDA Latent Dirichlet Allocation or LDA [8] was proposed by David M. Blei. LDA is a generation model and it can be looked as an approach that builds topic models using document clusters [9]. Compared to traditional methods, LDA can offer topic-level features corresponding to a document. In this paper we represent a document as a topic vectors, and then calculate the topic similarity between documents. The architecture of LDA model is shown in Fig. 1. Assume that there are K topics and V words in a corpus. The corpus is a collection of M documents denoted as D = {d1, d2… dM}. A document di is constructed by N words denoted as wi = (wi1, wi2… wiN). β is a K × V matrix, denoted as {βk}K. Each βk denotes the mixture component

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of topic k. θ is a M × K matrix, denoted as {θm}M. Each θm denotes the topic mixture proportion for document dm. In other words, each element θm,k of θm denotes the probability of document dm belonging to topic k. We can obtain the probability for generating corpus D as following, M

Nd

d =1

n=1 zdn

p(D | α,η) = ∏ p(θd | α )(∏ p(zdn | θd ) p(wdn | zdn ,η))dθd

(1)

where α denotes hyper parameter on the mixing proportions, η denotes hyper parameter on the mixture components, and zdn indicates the topic for the nth word in document d.

η

α

θ

β

z

k

w

N

M

Fig. 1. Graphical model representation of LDA

In this paper, we utilize θm as the topic feature vectors of a document dm , and the topic similarity between two documents is calculated by the cosine similarity of two topic vectors representing the two documents. We incorporate topic relationship and word relationship to calculate document rank. To calculate the word relationship, we represent document dm as a word vector ζm. tf-idf method is employed to assign weights to words occurring in a document. The weight of a word is calculated according to (2).

ni ) DF (t ) wi ,t = ni TFt '2 (t ' , d i ) log 2 ( ) ' DF (t ' ) t ∈V TFt (t , di ) log(

(2)

In (2), wi,t indicates the weight assigned to term t. TFt(t, di) is the term frequency weight of term t in document di; ni denotes the number of documents in the collection Di, and DF(t) is the number of documents in which term t occurs. The word similarity between two documents is calculated by the cosine similarity of two word vectors representing the two documents. In our experiments, we select the vocabulary by removing words in stop word list. This yielded a vocabulary of 2082 words in average. The similarity measure defined in this paper incorporates topic similarity with word similarity, which is shown as (3). From (3) we can construct a M×M similarity matrix R to represent the relationship between objects, where R(i,j) and R (j,i) are equal to sim(dj, di). In our experiments, we set λ to 0.3 in ListMleNet and 0.5 in List2Net.

sim(d m , d m ' ) = λ cos(θ m , θ m ' ) + (1 − λ ) cos(ς m , ς m ' ), 0 < λ < 1

(3)

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2.2 Ranking Function with Relationship Information among Objects In this section we discuss how to design ranking function. Firstly, we define some notations used in this section. Let Q = {q1, q2, …, qn} represent a given query set. Each query qi is associated to a set of documents Di = {di1, di2, …, dim} where m denotes the number of documents in Di. Each document dij in Di is represented as a feature vector xij = Φ(qi,dij). The features in xij are defined in [10], which contain both conventional features (such as term frequency) and some ranking features (such as HostRank). Besides, each document set Di is associated with a set of judgments Li = {li1, li2, …, lim}, where lij is the relevance judgment of document dij with respect to query qi. For example, lij can denote the position of document dij in ranking list, or represent the relevance judgment of document dij with respect to query qi. Ri is the similarity matrix between documents in Di. We can see each query qi corresponds to a set of document Di, a set of feature vectors Xi = {xi1, xi2,…, xim} , a set of judgments Li [4], and a matrix Ri. Let f(Xi, Ri) denote a listwise ranking function for document set Di with respect to query qi . It outputs a ranking list for all documents in Di. The ranking function for each document dij is defined as (4). ni

f (xij , Ri | ζ ) = h(xij , w) + τ h(xiq , w ) ⋅ Ri( j ,q ) ⋅ Ri( j ,q ) ⋅ σ ( Ri( j ,q ) | ζ )

(4)

q≠ j

σ ( Ri

( j ,q )

( j ,q ) 1, if Ri ≥ ζ |ζ ) = ( j ,q ) 0, if Ri < ζ

h(x ij , w ) =< xij , w >= xij ⋅ w

(5) (6)

where ni denotes the number of documents in the collection Di and feature vector xij denotes the content relevance of dij with respect to query qi . h(xij,w) in (6) is content relevance of dij with respect to query qi .Vector w in h(xij,w) is unknown, which is exactly what we want to learn. In this paper, h(xij,w) is defined as a linear function, that is h(.) takes inner product between vector xij and w. Ri (j,q) denotes the similarity between document dij and diq as defined in (3). (5) is a threshold function. Its function is to prevent some documents which have little similarity with document dij affecting the rank of dij . ζ is constant, in our experiment set to 0.5. The second item of (4) can be interpreted as following: if the relevance score between diq and query qi is high and diq is very similar with dij , then the relevance value between dij and qi will be increased significantly, and vice versa. In (4) we can see the rank for document dij is decided by the content of dij and its similarities with other documents. The coefficient τ is weight of similarity information (the second item of (4)). We can change its value to adjust the contribution of similarity information to the whole ( j ,q ) ranking value. In our experiment, we set it to 0.5. Ri is a normalized value of Ri (j,q), which is calculated according to (7). Its function is to reduce the bias introduced by Ri (j,q) . From (4) we can see that the ranking function (4) tends to give high rank to an ( j ,q ) object which has more similar documents without the normalized Ri . In [12] we analyzed this bias in detail.

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Ri( j , q ) =

Ri( j ,q ) r ≠ j Ri( j ,r )

(7)

3 Training Algorithm of Ranking Function In this section, we use two training algorithms to learn the proposed listwise rankings function. The two algorithms are called ListMleNet and List2Net, respectively. The only difference between the two algorithms is that they use different loss functions. ListMleNet uses the likelihood loss proposed by [5], and List2Net uses the cross entropy proposed by [4]. The two algorithms all use stochastic gradient descent algorithm to search the local minimum of loss functions. The stochastic gradient descent algorithm is described as Algorithm 1. Table 1. Stochastic Gradient Descent Algorithm

Algorithm 1 Stochastic Gradient Descent Input: training data {{X1, L1, R1}, {X2, L2, R2},…, {Xn, Ln, Rn}} Parameter: learning rate η, number of iterations T Initialize parameter w For t = 1 to T do For i = 1 to n do Input {Xi, Li, Ri} to Neural Network Compute the gradient △w with current w ,

Update End for End for Output: w

In table 1, the function L(f(Xi,Ri)w,Li) denotes the surrogate loss function. In ListMleNet, the gradient of the likelihood loss L(f(Xi,Ri)w,Li) with respect to wj can be derived as (8). In List2Net the gradient of the cross entropy loss L(f(Xi,Ri)w,Li) with respect to wj can be derived as (9).

Δw j =

=−

∂L( f ( X i , Ri ) w , Li ) ∂w j

1 ni { k =1 ln10

∂f (xiLk , Ri ) i

∂w j

−

ni

[exp( f (xiLp , Ri )) ⋅ p=k i

ni

∂f (xiLp , Ri ) i

∂w j

exp( f (xiLp , Ri )) p =k i

] }

(8)

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Δw j =

379

∂L( f ( X i , Ri ) w , Li ) ∂w j

= − ki=1[ PLi (xik ) ⋅ n

In (8) and (9),

∂f ( xik , Ri ) ]+ ∂w j

ni k =1

[exp( f (xik , Ri )) ⋅

ni k =1

∂f ( x ik , Ri ) ] ∂w j

(9)

exp( f (x ik , Ri ))

∂f (xik , Ri ) ( j) = x(ikj ) + τ xip( j ) Ri( k , p ) Ri( k , p )σ ( Ri( k , p ) | ζ ) and x ik is ∂w j p =1, p ≠ k

the j-th element in xik.

4 Experiments We employed the dataset LETOR [10] to evaluate the performance of different ranking functions. The dataset contains 106 document collections corresponding to 106 queries. Five queries (8, 28, 49, 86, 93) and their corresponding document collections are discarded due to having no highly relevant query document pairs. In LETOR each document dij has been represented as a vector xij. The similarity matrix Ri for ith query is calculated according to (3). We partitioned the dataset into five subsets and conducted 5-fold cross-validation. Each subset contains about 20 document collections. For performance evaluation, we adopted the IR evaluation measures: NDCG (Normalized Discounted Cumulative Gain) [11]. In the experiments we randomly selected one perfect ranking among the possible perfect rankings for each query as the ground truth ranking list. In order to prove the effectiveness of the algorithm proposed in this paper, we compared the proposed algorithms with other two kind of listwise algorithms, ListMle[5] and listNet[4]. The difference of these algorithms is that they use different types of ranking functions and loss functions. In these algorithms two types of loss functions are used. They are likelihood loss (denoted as LL) and cross entropy (denoted as CE). In this paper we divide a ranking function into three parts. They are query relationship (denoted as QR), word relationship (denoted as WR) and topic relationship (denoted as TR). Query relationship refers to the content relevance of objects with respect to queries, that is the function h(xij , w) in (4). Word relationship and topic relationship have the same expression as the second term in (4). The difference between them is that word relationship uses the word similarity matrix (the first term in (3)), and topic relationship uses the topic similarity matrix (the second term in (3)). The performance comparison of different ranking learning algorithms is shown in Fig.2 and Fig.3, respectively. In Fig.2 and Fig.3, the x-axes represents top n documents; the y-axes is the value of NDCG; “TR n” represents n topics are selected by LDA. ListMle and ListMleNet all use likelihood loss function. From Figure 2, we can get the following results: 1) ListMleNet (QR+WR) and ListMleNet (QR+WR+TR) outperform ListMle in terms of NDCG measures. In average the NDCG value of ListMleNet is about 1-2 points higher than ListMle. 2) The performance of

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ListMleNet (QR+WR+TR) is affected by the topic numbers selected in LDA. In our experiments ListMleNet gets the best performance when topic number is 100. In average the NDCG value of ListMleNet (QR+WR+TR100) is about 0.3 points higher than ListMle(QR+WR). Especially, on [email protected] ListMleNet (QR+WR+TR100) has 2-point gain over ListMleNet (QR+WR). Therefore, topic similarity between documents is helpful for ranking documents. ListNet and List2Net all use likelihood loss function. Their performances are shown in Fig.3. From Fig. 3, we can get the similar results: 1) List2Net (QR+WR) and List2Net (QR+WR+TR) outperform ListNet in terms of NDCG measures. In average the NDCG value of List2Net is about 1-2 points higher than ListNet. 2) The performance of List2Net (QR+WR+TR) is also affected by the topic numbers. In our experiments List2Net gets the best performance when topic number is 100. In average the NDCG value of List2Net (QR+WR+TR100) is about 0.9 points higher than ListNet (QR+WR). It is also shown that topic similarity between documents is helpful for ranking documents. 0.43

ListMle(QR) ListMleNet(QR+WR)

0.41

ListMleNet(QR+WR+TR20)

0.39

ListMleNet(QR+WR+TR40) ListMleNet(QR+WR+TR60)

0.37

ListMleNet(QR+WR+TR80)

1

2

3

4

5

6

7

8

9

10

ListMleNet(QR+WR+TR100)

Fig. 2. Ranking performances of ListMle and ListMleNet

0.6

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List2Net(QR+WR) List2Net(QR+WR+TR20)

0.5

List2Net(QR+WR+TR40)

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0.4

List2Net(QR+WR+TR80)

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Fig. 3. Ranking performances of ListNet and List2Net

5 Conclusions In this paper we use relationship information among objects to improve the performance of ranking model. Two types of relationship information, word

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relationship and topic relationship among objects are incorporated into ranking function. Stochastic gradient descent algorithm is employed to learn ranking functions. Our experiments prove that ranking function with similarity information between objects performs better than the traditional ranking function and ranking functions with topic-based similarity information works more effectively than that only using word-based similarity information. Acknowledgments. This work was partially supported by Scientific Research Foundation in Shenzhen (Grant No. JC201005260159A), Scientific Research Innovation Foundation in Harbin Institute of Technology (Project No. HIT.NSRIF2010123), and Key Laboratory of Network Oriented Intelligent Computation (Shenzhen).

References 1. Herbrich, R., Graepel, T., Obermayer, K.: Support vector learning for ordinal regression. In: Ninth International Conference on Artificial Neural Networks, pp. 97–102. ENNS Press, Edinburgh (1999) 2. Freund, Y., Iyer, R., Schapire, R.E., Singer, Y.: An efficient boosting algorithm for Combining Preferences. Journal of Machine Learning Research 4, 933–969 (2003) 3. Burges, C., Shaked, T., Renshaw, E., Lazier, A., Deeds, M., Hamilton, N., Hullender, G.: Learning to rank using gradient descent. In: 22nd International Conference on Machine learning, pp. 89–96. ACM Press, New York (2005) 4. Cao, Z., Qin, T., Liu, T.Y., Tsai, M.F., Li, H.: Learning to rank: from pairwise approach to listwise approach. In: 24th International Conference on Machine learning, pp. 129–136. ACM Press, New York (2007) 5. Xia, F., Liu, T.Y., Wang, J., Zhang, W., Li, H.: Listwise Approach to Learning to Rank: Theory and Algorithm. In: 25th International Conference on Machine Learning, pp. 1192– 1199. ACM Press, New York (2008) 6. Qin, T., Zhang, X.D., Tsai, M.F., Wang, D.S., Liu, T.Y., Li, H.: Query-level loss functions for information retrieval. Information Processing and Management 44, 838–855 (2008) 7. Qin, T., Liu, T.Y., Zhang, X.D., Wang, D.S., Xiong, W.Y., Li, H.: Learning to Rank Relational Objects and Its Application to Web Search. In: 17th International World Wide Web Conference Committee, pp. 407–416. ACM Press, New York (2008) 8. Blei, D.M., Ng, A.Y., Jordan, M.I.: Latent Dirichlet Allocation. Journal of Machine Learning Research 3, 993–1022 (2003) 9. Wei, X., Croft, W.B.: LDA-Based Document Models for Ad-hoc Retrieval. In: 29th SIGIR Conference, pp. 178–185. ACM Press, New York (2006) 10. Liu, T.Y., Xu, J., Qin, T., Xiong, W., Li, H.: LETOR: Benchmark Dataset for Research on Learning to Rank for Information retrieval. In: SIGIR 2007 Workshop, pp. 1192–1199. ACM Press, New York (2007) 11. Jarvelin, K., Kekalainen, J.: IR evaluation methods for retrieving highly relevant documents. In: 23rd Annual International ACM SIGIR Conference on Research and Development in Information Retrieval, pp. 41–48. ACM Press, New York (2000) 12. Ding, Y.X., Zhou, D., Xiao, M., Dong, L.: Learning to Rank Relational Objects Based on the Listwise Approach. In: 2011 International Joint Conference on Neural Networks, pp. 1818–1824. IEEE Press, New York (2011)

Efficient Semantic Kernel-Based Text Classification Using Matching Pursuit KFDA Qing Zhang1, Jianwu Li2,*, and Zhiping Zhang3 1,3

Institute of Scientific and Technical Information of China, Beijing 100038, China 2 Beijing Laboratory of Intelligent Information Technology, School of Computer Science and Technology, Beijing Institute of Technology, Beijing 100081, China [email protected], [email protected], [email protected]

Abstract. A number of powerful kernel-based learning machines, such as support vector machines (SVMs), kernel Fisher discriminant analysis (KFDA), have been proposed with competitive performance. However, directly applying existing attractive kernel approaches to text classification (TC) task will suffer semantic related information deficiency and incur huge computation costs hindering their practical use in numerous large scale and real-time applications with fast testing requirement. To tackle this problem, this paper proposes a novel semantic kernel-based framework for efficient TC which offers a sparse representation of the final optimal prediction function while preserving the semantic related information in kernel approximate subspace. Experiments on 20-Newsgroup dataset demonstrate the proposed method compared with SVM and KNN (K-nearest neighbor) can significantly reduce the computation costs in predicating phase while maintaining considerable classification accuracy. Keywords: Kernel Method, Efficient Text Classification, Matching Pursuit KFDA, Semantic Kernel.

1

Introduction

Text classification (TC) is a challenging problem [1], which aims to automatically assign unlabeled documents to predefined one or more classes according to its contents and is characterized by its inherent high dimensionality and the inevitable existence of polysemy and synonym. To solve those problems, in the last decade, the related studies in document representation, dimensionality reduction and model construction have gained numerous attentions and fruitions [1]. Specifically, this paper mainly focuses on kernel based TC problem. In recent 20 years, a number of powerful kernel-based learning machines [2], such as support vector machines (SVMs), kernel Fisher discriminant analysis (KFDA), have been proposed and achieved competitive performance in a wide variety of *

Corresponding author.

B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 382–390, 2011. © Springer-Verlag Berlin Heidelberg 2011

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learning tasks. However, existing attractive kernel approaches are not designed originally for text categorization and often incur huge costs of computation [3]. Kernel method for text is pioneered by Joachims [4] who applies SVM to text classification successfully. Due to the straightforward use of bag of words (BOW) features [4] [5], the semantic relation between words is not taken into consideration. Subsequently, some attentions have been devoted to constructing kernels with semantic information, [6] [7]. Although these attempts take advantage of the modularity in kernel method for improving the performance of TC in the aspects of document representation model and similarity estimation metric, some TC tasks based kernel method are still not practical for the scalability demands which have been increasingly stressed by the advent of large scale and real time applications [8] [9]. The scalable deficiency is inherent for the kernel based methods because the operations on kernel matrix and final optimal solutions largely depend on the whole training examples. To overcome the former problem, previous attempts focus on low rank matrices approximation to make learning algorithms possible to manipulate large scale kernel matrix [10] [11]. For solving the latter one, some approaches straightforwardly deal with the final solution in kernel induced space, such as Burges et al. [12] with Reduced-Set method for SVM and Zhang et al. [13] using pre-image reconstruction for KFDA while another method adds a constraint to the learning algorithm, which explicitly controls the sparseness of the classifier e.g. Wu et al. [14]. Different from the methods discussed above, Diethe et al. [15] in 2009, propose a novel sparse KFDA called matching pursuit kernel Fisher discriminant analysis (MPKFDA), which can provide an explicit kernel induced subspace mapping, taking the classification labels into account. In this paper, taking advantage of the inherent modularity in kernel-based method and the availability of the explicit kernel subspace approximation in Diethe et al. 2009 [15], we propose a novel semantic kernel-based framework for efficient TC. In our proposed framework, three different mappings with particular purposes are involved: a) VSM construction mapping, b) semantic kernel space mapping, c) approximate semantic kernel subspace mapping. Using these mappings, the original high dimensional textual data can be transformed into a very low dimensional subspace while maintaining sufficient semantic information and then sparse kernelbased learning model is constructed for efficient testing. The remainder of this paper is organized as follows. Section 2 introduces kernel method briefly and the proposed method is presented in section 3 followed by the experiments in section 4. The last section concludes this paper.

2

Brief Review of Kernel Methods

Kernel Methods serve as a state-of-the-art framework for all kinds of learning problems which have been successfully introduced into text classification field pioneered by [4]. The main idea behind this approach is the kernel trick using a kernel function to map the data from the original input space into a kernel-induced space implicitly. Then, standard algorithms in input space are performed to solve the kernel induced learning problem reformulated into dot product form substituted by Mercer kernels [2].

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The general framework of kernel approach [2] is featured with the modularity, which enable different pattern analysis algorithms to obtain the solution with enhanced ability such as KPCA, which is the kernel version of PCA approach in particular kernel-induced space via diverse kernel functions implicitly. Given a training set {x1 , x2 ," , xL } , a mapping φ and a kernel function

k ( xi , x j ) , all similarity information between input patterns in kernel feature space is entirety preserved in kernel matrix ( also called Gram matrix),

K = ( k ( xi , x j ) )

i , j =1, L

(

= φ ( xi ), φ ( x j )

)

i , j =1, L

.

(1)

Usually, kernel-based algorithms can seek a linear function solution in feature space [2], as follows L

L

i =1

i =1

f ( x) = w 'φ ( x) = α iφ ( xi ), φ ( x) = α i k ( xi , x) .

3

(2)

A Novel Semantic Kernel-Based Framework for Efficient TC

As discussed above, the main drawback of this kernel-based TC method is usually lack of sparsity, which is linear proportional to all training samples. It will seriously undermine the classification efficiency on large scale text corpus in predicting phase, especially in real time applications [8] [9]. Framework 1. Semantic Kernel-based Subspace Text Classification.

di → φ (d i ) → R n → φ ' ( R n ) → R k → φ '' ( R k ) → R m Input: Training text corpus 1: Preprocessing on text corpus 2: Vector space mapping di → φ ( di ) → R n 3: Semantic space mapping

Rn → φ ' (Rn ) → Rk

4: Low-dim semantic kernel-based subspace approximation mapping

R k → φ '' ( R k ) → R m

m

5: Learning model in R using any standard classifier 6: Using Step1-4 mapping the test data into low dimensional semantic kernel-based subspace 7: Classifying the mapped data Output: Result labels for test corpus

To solve this problem, we propose a novel kernel-based framework for TC in this paper, shown in Framework 1. This method extends the general kernel-based framework for text processing. In the following, three mappings for constructing efficient semantic preserved sparse TC model are detailed. 3.1 VSM Construction Mapping Typical kernel-based algorithms (e.g., SVM) are originally designed for the numerical value vector-based examples in input space. Therefore, vector space model (VSM) [5]

Efficient Semantic Kernel-Based Text Classification Using Matching Pursuit KFDA

representation for textual data is of key importance in which each document

385

di in

corpus can be represented as a bag of words (BOW) using the irreversible mapping to N dimensional vector space,

φ : di 6 φ (di ) = (tf (t1 , di ), tf (t2 , di )," , tf (t N , di )) ' ∈ R N ,

(3)

tf (ti , di ) is the frequency of the term ti in d i and N is the terms extracted

where

from the corpus. As a result, we can construct the term-document matrix shown in (4) derived from the corpus containing L documents,

DVSM

3.2

tf (t1 , d1 ) " tf (t1 , d L ) # % # = . tf (t , d ) … tf (t , d ) 1 N N L

(4)

Semantic Kernel Space Mapping

Furthermore, using this mapping

φ , the vector space model-based kernel space can

be constructed. The corresponding kernel is the inner product between

φ ' : d 6 φ ' (d ) matrix

φ (d i )

and

K = D'D , with the entry ki , j in K as

φ (d j ) .

More generally, some mappings

as the linear transformations of the document can be defined [3] by

p,

φ ' ( d ) = Pφ ( d ) .

(5)

Subsequently, the kernel matrix becomes

K = (φ ( d i ) ' P ' P φ ( d j ) )

i , j =1, L

= D'P'PD .

(6)

In addition, Mercer's conditions for K require that P ' P should be positive semidefinite. Under this framework of kernel approach for textual data processing, different choices of P can trigger diverse variants of kernel space. In the case of P = I ( I is unit matrix), vector space model (VSM) induced kernel space is established, which maps each document to a vector representation as in (3). However, the main limitation of such approach lies in the absence of semantic information, which is incapable of addressing the problem of synonymy and polysemy [3]. In order to solve ambiguity in similarity measure, various methods have been developed for the extraction of semantic information in large scale corpus through textual contents such as Latent Semantic Indexing (LSI) [16], or exterior resources such as semantic networks in a hierarchical structure [17] [18]. All these methods can be incorporated into our framework.

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In this paper, we employ the LSI method to construct semantic kernel as described in Cristianini etc al. [3] for our proposed framework to overcome the semantic deficiency problem. LSI is a transformed-based feature reduction approach which offers the possibility of mapping the document in VSM into a semantic subspace defined by several concepts using Singular Value Decomposition (SVD) in an unsupervised way [16]. In that low-dimensional concept-based subspace, the similarity between documents can reflect the semantic structures by taking words cooccurrence information into account. More precisely, the term document matrix derived from (4) is decomposed using SVD,

D = UΣV ' ,

(7) '

'

where the columns of matrix U and V are the eigenvectors of DD and D D respectively, Σ is a diagonal matrix with nonnegative real diagonal singular values sorted in decreasing order. The key to building LSI kernel is to find the matrix P defined by the mapping

φ ' : d 6 φ ' (d ) .

For LSI case, the concept subspace is spanned by the first k

columns of U , which form the matrix P ,

P = U k ' = (u1,u2,",uk ) ' . Hence the LSI kernel mapping is

(8)

φ ' : d 6 φ ' (d ) = Uk 'φ (d )

and the kernel

matrix is

K = ( φ ( d i ) ' U k U k 'φ ( d j ) ) 3.3

i , j =1, L

= D'Uk U k 'D .

(9)

Approximate Semantic Kernel Subspace Mapping

The third mapping is crucial for our final sparse model construction. However, previous efforts addressing kernel-induced subspace approximation mainly focus on training phase using low-rank matrix approximation [10] [11] with the purpose to simplify specific optimizing process, which can not contribute to our third mapping. Although the approaches e.g. [12] [13] deal with our problem directly, those need a full final model in advance. Recently, Matching Pursuit Kernel Fisher Discriminant Analysis proposed by [15] in 2009 offers us a new approach to finding a low dimensional space by kernel subspace approximation, the fundamental principle of which is the use of Nyström method of low rank approximation for the Gram matrix in a greedy fashion. MPKFDA is suitable to our problem because it can find the explicit kernel-based subspace in which any standard machine learning can be applied. Thus, we incorporate MPKFDA into our framework such that the data in semantic kernel space can be projected into its approximation subspace with low dimensionality. We assume X is the data matrix containing the projected data in a semantic kernel induced space, which are stored as row vectors and

K[i, j ] = xi , x j

are

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K[:, i ] and K[i, i] represent the ith column of K and the square matrix defined by a set of indices i = {i1 ,… , im } , the entries of kernel matrix K . The notation of

respectively. According to [15], the final subspace projection is through K[:, i ]R' as a new data matrix in the low dimensional semantic kernel induced subspace, which is derived via applying the Nyström method of low rank approximation for the Kernel matrix,

= K[:, i]K[i, i]−1 K[:, i]' K = K[:, i ]R'RK[:, i ]', −1 where R is the Cholesky decomposition of K[i , i ] = R'R .

(10)

Moreover, this kernel matrix approximation can be viewed as a form of covariance matrix in this space,

= RK[:, i ]' K[:, i ]R' . (11) k In order to seek a set i = {i1 ,… , ik } , the iterative greedy procedure is performed to seek ik in the kth round by choosing the ik which leads to maximization of the Fisher discriminant ratio,

max J ( w) = w

where

μ w+

and

μ w−

( μ w+ − μ w− ) 2 (σ w+ ) 2 + (σ w− ) 2 + λ w

2

,

(12)

are the means of the projection of the positive and negative

examples respectively onto the direction

w and σ w+ , σ w− are the corresponding

K, K[:, ik ]K[:, ik ]' K = I K , K[:, ik ]'K[:, ik ]

standard deviations and then deflate the

(13)

ensuring the remaining potential basis vectors are orthogonal to those bases already picked. The maximization rule is

e'i XX'yyXX'ei K[:, i ]'yy'K[:, i ] , (14) max ρi = ' = i ei XX'BXX'ei K[:, i ]'BK[:, i ] which is derived via substituting w = X'ei in the following equation as the FDA problem [2]

w'X'yy'Xw , (15) w w'X'BXw where ei is the ith unit vector, y is the label vector with +1 or -1, and w = max

B = D - C+ - C- as defined in [2].

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After finding the low dimensional semantic kernel induced subspace, all the training data are projected into this space using K[:, i ]R' recomputed by the samples indexed in the optimal set

i = {i1 ,… , ik } as our third mapping. Then, we

can acquire the final classification model for testing phase by solving the linear FDA problem within this space. See [15] for details.

4

Experiments

4.1

Experimental Settings

In our experiments, 20-Newsgroups (20NG) dataset [19] is used to evaluate our proposed method compared with the SVM with linear kernel and KNN in LSI feature space. To make the task more challenging, we select the most similar sub-topics in the lowest level in 20NG as our six binary classification problems listed in Table 1 with the approximate 5 fold cross validation scheme. After some preprocessing procedures including stop words filtering and stemming, BOW model is created (4). The average dimensionalities of BOW generated are also shown in Table 1. It is noted that KNN is implemented in the nearest neighbor way and the LSI space holds 100 dimensions. Table 1. Six Binary Classification Problem Settings on 20-Newsgroups Dataset ID S-1 S-2 S-3 S-4 S-5 S-6

4.2

Class-P Class-N talk.politics.guns talk.politics.mideast talk.politics.guns talk.politics.misc talk.politics.mideast talk.politics.misc rec.autos rec.motorcycles com.sys.ibm.pc.hardware com.sys.mac.hardware sci.electronics sci.space

N-Train 1110 1011 1029 1192 1168 1184

N-Test 740 674 686 794 777 787

D-BOW 12825 10825 12539 9573 8793 10797

Experimental Results and Discussions

The experimental (best average) results are shown in Table 2 for the proposed method (SKF-ETC), LSI Kernel-SVM and KNN. Table 2 demonstrates our method can significantly decrease the number of the bases in the final solution. Specially, we can find KNN needs all the training samples to predict unknown patterns, and although SVM can decrease the number of training data responsible for constructing the final model by using support vectors (SV), the total number of SV is still large for large scale TC tasks. On the contrary, SKF-ETC can only hold very small number of bases spanning the approximate semantic kernel-based subspace for text classification. Moreover, as shown in Fig.1 to Fig.6, those experimental findings as well as the inherent convergence property of MPKFDA [15] to full solution can guarantee the effectiveness of the proposed SKF-ETC.

Efficient Semantic Kernel-Based Text Classification Using Matching Pursuit KFDA Table 2. Results on Six Binary Classifications for SKF-ETC, SVM and KNN Task ID

S-1 S-2 S-3 S-4 S-5 S-6

SKF-ETC N-Basis Accuracy

28 17 19 25 31 28

0.9108 0.8026 0.8772 0.8836 0.7863 0.8996

LSI Kernel-SVM N-SV Accuracy

107 231 128 192 392 123

0.9572 0.8420 0.9189 0.9153 0.8069 0.9432

LSI-KNN N-Train Accuracy

1110 1011 1029 1192 1168 1184

0.9481 0.8234 0.9131 0.8239 0.7127 0.8694

Fig. 1. ID-S-1

Fig. 2. ID-S-2

Fig. 3. ID-S-3

Fig. 4. ID-S-4

Fig. 5. ID-S-5

Fig. 6. ID-S-6

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Conclusions

The urgent requirements [8] [9] for speeding up the prediction for TC are demanded by numerous large scale and real-time applications using kernel-based approaches. In order to solve this problem, this paper proposes a novel framework for semantic kernel-based efficient TC. In fact, any other semantic kernels beyond LSI can be incorporated into our framework for TC with modularity, which also characterizes our proposed method at the scalability aspect.

References 1. Sebastiani, F.: Machine Learning in Automated Text Categorization. ACM Comput. Surv. (CSUR) 34(1), 1–47 (2002) 2. Shawe-Taylor, J., Cristianini, N.: Kernel Methods for Pattern Analysis. Cambridge University Press, New York (2004) 3. Cristianini, N., Shawe-Taylor, J., Lodhi, H.: Latent Semantic Kernels. J. Intell. Inf. Syst. (JIIS) 18(2-3), 127–152 (2002) 4. Joachims, T.: Text Categorization with Support Vector Machines: Learning with Many Relevant Features. In: Nédellec, C., Rouveirol, C. (eds.) ECML 1998. LNCS, vol. 1398, pp. 137–142. Springer, Heidelberg (1998) 5. Salton, G., Wong, A., Yang, C.S.: A Vector Space Model for Automatic Indexing. Commun. ACM (CACM) 18(11), 613–620 (1975) 6. Kandola, J., Shawe-Taylor, J., Cristianini, N.: Learning Semantic Similarity. In: NIPS, pp. 657–664 (2002) 7. Tsatsaronis, G., Varlamis, I., Vazirgiannis, M.: Text Relatedness Based on a Word Thesaurus. J. Artif. Intell. Res (JAIR) 37, 1–39 (2010) 8. Wang, H., Chen, Y., Dai, Y.: A Soft Real-Time Web News Classification System with Double Control Loops. In: Fan, W., Wu, Z., Yang, J. (eds.) WAIM 2005. LNCS, vol. 3739, pp. 81–90. Springer, Heidelberg (2005) 9. Miltsakaki, E., Troutt, A.: Real-time Web Text Classification and Analysis of Reading Difficulty. In: The Third Workshop on Innovative Use of NLP for Building Educational Applications at ACL, pp. 89–97 (2008) 10. Smola, A.J., Schökopf, B.: Sparse Greedy Matrix Approximation for Machine Learning. In: ICML, pp. 911–918 (2000) 11. Fine, S., Scheinberg, K.: Efficient SVM Training Using Low-Rank Kernel Representations. Journal of Machine Learning Research (JMLR) 2, 243–264 (2001) 12. Burges, C.J.C.: Simplified Support Vector Decision Rules. In: ICML, pp. 71–77 (1996) 13. Zhang, Q., Li, J.: Constructing Sparse KFDA Using Pre-image Reconstruction. In: Wong, K.W., Mendis, B.S.U., Bouzerdoum, A. (eds.) ICONIP 2010, Part II. LNCS, vol. 6444, pp. 658–667. Springer, Heidelberg (2010) 14. Wu, M., Schölkopf, B., Bakir, G.: Building Sparse Large Margin Classifiers. In: ICML, pp. 996–1003 (2005) 15. Diethe, T., Hussain, Z., Hardoon, D.R., Shawe-Taylor, J.: Matching Pursuit Kernel Fisher Discriminant Analysis. In: AISTATS, pp. 121–128 (2009) 16. Deerwester, S., Dumais, S.T., Furnas, G.W., Landauer, T.K., Harshman, R.: Indexing by Latent Semantic Analysis. JASIS 41(6), 391–407 (1990) 17. Wang, P., Domeniconi, C.: Building Semantic Kernels for Text Classification Using Wikipedia. In: KDD, pp. 713–21 (2008) 18. Hu, X., Zhang, X., Lu, C., Park, E.K., Zhou, X.: Exploiting Wikipedia as External Knowledge for Document Clustering. In: KDD, pp. 389–396 (2009) 19. 20 Newsgroups Dataset, http://people.csail.mit.edu/jrennie/20Newsgroups/

Introducing a Novel Data Management Approach for Distributed Large Scale Data Processing in Future Computer Clouds Amir H. Basirat and Asad I. Khan Clayton School of IT, Monash University Melbourne, Australia {Amir.Basirat,Asad.Khan}@monash.edu

Abstract. Deployment of pattern recognition applications for large-scale data sets is an open issue that needs to be addressed. In this paper, an attempt is made to explore new methods of partitioning and distributing data, that is, resource virtualization in the cloud by fundamentally re-thinking the way in which future data management models will need to be developed on the Internet. The work presented here will incorporate content-addressable memory into Cloud data processing to entail a large number of loosely-coupled parallel operations resulting in vastly improved performance. Using a lightweight associative memory algorithm known as Distributed Hierarchical Graph Neuron (DHGN), data retrieval/processing can be modeled as pattern recognition/matching problem, conducted across multiple records and data segments within a singlecycle, utilizing a parallel approach. The proposed model envisions a distributed data management scheme for large-scale data processing and database updating that is capable of providing scalable real-time recognition and processing with high accuracy while being able to maintain low computational cost in its function. Keywords: Distributed Data Processing, Neural Network, Data Mining, Associative Computing, Cloud Computing.

1

Introduction

With the advent of distributed computing, distributed data storage and processing capabilities have also contributed to the development of cloud computing as a new paradigm. Cloud computing can be viewed as a pay-per-use paradigm for providing services over the Internet in a scalable manner. The cloud paradigm takes on two different data management perspectives, namely storage and applications. With different kinds of cloud-based applications and a variety of database schemes, it is critical to consider integration between these two entities for seamless data access on cloud. Nevertheless, this integration has yet to be fully-realized. Existing frameworks such as MapReduce [1] and Hadoop [2] involve isolating basic operations within an application for data distribution and partitioning. This limits their applicability to many applications with complex data dependency considerations. According to Shiers [3], “it is hard to understand how data intensive B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 391–398, 2011. © Springer-Verlag Berlin Heidelberg 2011

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applications, such as those that exploit today’s production grid infrastructures, could achieve adequate performance through the very high-level interfaces that are exposed in clouds”. In addition to this complexity, there are other underlying issues that need to be addressed properly by any data management scheme deployed for clouds. Some of these concerns are highlighted by Abadi [4] including: capability to parallelize data workload, security concerns as a result of storing data at an untrusted host, and data replication functionality. The new surge in interest for cloud computing is accompanied with the exponential growth of data sizes generated by digital media (images/audio/video), web authoring, scientific instruments, and physical simulations. Thus the question, how to effectively process these immense data sets is becoming increasingly important. Also, the opportunities for parallelization and distribution of data in clouds make storage and retrieval processes very complex, especially in facing with real-time data processing [5]. With these particular aspects in mind, we would like to investigate novel schemes that can efficiently partition and distribute complex data for large-scale data processing in clouds. For this matter, loosely coupled associative techniques, not considered so far, hold the key to efficient partitioning and distributing such data in the clouds and its fast retrieval.

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Distributed Data Management

The efficiency of the cloud system in dealing with data intensive applications through parallel processing, essentially lies in how data is partitioned among nodes, and how collaboration among nodes are handled to accomplish a specific task. Our proposal is based on a special type of Associative Memory (AM) model, which is readily implemented within distributed architectures. AM is a subset of artificial neural networks, which utilizes the benefits of content-addressable memory (CAM) [6] in microcomputers. AM is also one of the important concepts in associative computing. In this regard, the development of associative memory (AM) has been largely influenced by the evolution of neural networks. Some of the established neural networks that have been used in pattern recognition applications include: Hopfield’s Associative Memory network [7], bidirectional associative memory (BAM) [8], and fuzzy associative memory (FAM) [9]. These associative memories generally apply the Hebbian learning rule or kernel-based learning approach. Thus, these AMs remain susceptible to the well-known limits of these learning approaches in terms of scalability, accuracy, and computational complexity. It has been suggested in the literature that graph-based algorithms provide various tools for graph-matching pattern recognition [10], while introducing universal representation formalism [11]. The main issue with these approaches lies in the significant increase in the computational expenses of the deployed methods as a result of increase in the size of the pattern database [12]. This increase puts a heavy practical burden on deployment of those algorithms in clouds for data-intensive applications, and real-time data processing and database updating. Hierarchical structures in associative memory models are of interest as these have been shown to improve the rate of recall in pattern recognition applications [13]. As we know, existing data access mechanisms for cloud computing such as MapReduce has proven the ability for parallel access approach to be performed on cloud infrastructure [14]. Thus, our aim is to apply a

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data access scheme that enables data retrieval to be conducted across multiple records and data segments within a single-cycle, utilizing a parallel approach. Using a lightweight associative memory algorithm known as Distributed Hierarchical Graph Neuron (DHGN), data retrieval/processing can be modeled as a pattern recognition/matching problem, and tackled in a very effective and efficient manner. DHGN extends the functionalities and capabilities of Graph Neuron (GN) and Hierarchical Graph Neuron (HGN) algorithms. 2.1

Graph Neuron (GN) for Scalable Pattern Recognition

GN pattern representation simply follows the representation of patterns in other graph-matching based algorithms. Each GN in the network holds a (value, position) pair information of elements that constitutes the pattern. In correspondence towards graph-based structure, each GN acts as a vertex that holds pattern element information (in the form of value or identification) while the adjacency communication between two or more GNs is represented by the edge of a graph. Message communications in GN network are restricted only to the adjacent nodes (of the array), hence there is no increase in the communication overheads with corresponding increases in the number of nodes in the network [15]. GN recognition process involves the memorization of adjacency information obtained from the edges of the graph (See Figure 1).

Fig. 1. GN network activation from input pattern “ABBAB”

2.2 Crosstalk Issue in Graph Neuron GN’s limited perspective on overall pattern information would result in a significant inaccuracy in its recognition scheme. As the size of the pattern increases, it is more difficult for a GN network to obtain an overview of the pattern’s composition. This produces incomplete results, where different patterns having similar sub-pattern structure lead to false recall. Let us suppose that there is a GN network which can allocate 6 possible element values, e.g. u, v, w, x, y, and z, for a 5-element pattern. A pattern uvwxz, followed by zvwxy is introduced. These two patterns would be stored by the GN array. Next, we introduce the pattern uvwxy, this will produce a recall. Clearly the recall is false since the last pattern does not match the previously stored patterns. The reason for this false recall is that a GN node only knows of its own value and its adjacent GN values. Hence, the input patterns in this case will be stored as segments uv, uvw, vwx, wxy, xy. The latest input pattern, though different from the two previous patterns, contain all the segments of the previously stored patterns

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In order to solve the issue of the crosstalk due to the limited perspective of GNs, the capabilities of perceiving GN neighbors in each GN is expanded in Hierarchical Graph Neuron (HGN) to prevent pattern interference. This is achieved by having higher layers of GN neurons that oversee the entire pattern information. Hence, it will provide a bird’s eye view of the overall pattern. Figure 2 shows the hierarchical layout of HGN for binary pattern with size of 7 bits.

Fig. 2. Hierarchical Graph Neuron (HGN) with binary pattern of size 7 bits

2.3 Hierarchical Graph Neuron (GN) for Scalable Pattern Recognition Each GN (except the ones on the edges) must be able to monitor the condition of not just the adjacent columns, but also the ones further away. This approach would however cause a communication bottleneck as the size of array increases. The problem is solved by introducing higher levels of GN arrays. These arrays receive inputs from their lower arrays. The array on the base level receives the actual pattern inputs. Higher level arrays are added until a single column is needed to oversee the underlying array. The number of GN at the base level array must, therefore, be an odd number in order to end up with a single column within the top array. In turn, the GN within a higher array only communicates with the adjacent columns at their level. Each higher level GN receives an input from the underlying GN in the lower array. The value sent by the GN at the base level is an index of the unique pair value p(left, right), i.e. the bias entry, of the current pattern. The index starts from unity and is incremented by one. The base level GN sends the index of every recorded or recalled pair value p(left, right) to their corresponding higher level GN. The higher level GN can thus provide a more authoritative assessment of the input pattern. 2.4 Distributed Hierarchical Graph Neuron (DHGN) HGN can be extended by dividing and distributing the recognition processes over the network. This distributed scheme minimizes the number of processing nodes by reducing the number of levels within the HGN. DHGN is in fact a single-cycle learning associative memory (AM) algorithm for pattern recognition. DHGN employs the collaborative-comparison learning approach in pattern recognition. It lowers the complexity of recognition processes by reducing the number of processing nodes. In addition, as depicted in Figure 3, pattern recognition using DHGN algorithm is improved through a two-level recognition process, which applies recognition at subpattern level and then recognition at the overall pattern level.

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Fig. 3. DHGN distributed pattern recognition architecture

The recognition process performed using DHGN algorithm is unique in a way that each subnet is only responsible for memorizing a portion of the pattern (rather than the entire pattern). A collection of these subnets is able to form a distributed memory structure for the entire pattern. This feature enables recognition to be performed in parallel and independently. The decoupled nature of the sub-domains is the key feature that brings dynamic scalability to data management within cloud computing. Figure 4 shows the divide-and-distribute transformation from a monolithic HGN composition (top) to a DHGN configuration for processing the same 35-bit patterns (bottom).

Fig. 4. Transformation of HGN structure (top) into an equivalent DHGN structure (bottom)

The base of the HGN structure in Figure 4 represents the size of the pattern. Note that the base of HGN structure is equivalent to the cumulative base of all the DHGN subnets/clusters. This transformation of HGN into equivalent DHGN composition allows on the average 80% reduction in the number of processing nodes required for the recognition process. Therefore, DHGN is able to substantially reduce the computational resource requirement for pattern recognition process – from 648 processing nodes to 126 for the case shown in Figure 4.

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Tests and Results

In order to validate the proposed scheme, a cloud computing environment is formulated for executing the proposed algorithm over very large number of GN nodes. The simulation program deals with data records as patterns and employs Distributed Hierarchical Graph Neuron (DHGN) to process those patterns. Since our proposed model relies on communications among adjacent nodes, the decentralized content location scheme is implemented for discovering adjacent nodes in minimum number of hops. A GN-based algorithm for optimally distributing DHGN subnets (clusters or sub-domains) among the cloud nodes is also deployed to automate the boot-strapping of the distributed application over the network. After initial network training, the cloud will be fed with new data records (patterns) and the responsible processing nodes will process the data record to see if there is an exact match or similar match (with distortion) for that record. The input pattern can also be defined with various levels of distortion rate. In fact, DHGN exhibits unique functional performance with regards to handling distorted data records (patterns) as is the norm in many cloud environments. Figure 5 illustrates parsing times at sub-pattern level. As clearly depicted, with an increase in the length of the sub-pattern, average parsing time also increases, however this increase is not substantial due to the layered and distributed structure of DHGN. This significant effect is at the heart of DHGN scalability, making it remarkably suitable for large-scale data processing in clouds.

Fig. 5. Average parsing time for sub-patterns as the length of sub-patterns increases

3.1 Superior Scalability Another important aspect of DHGN is that it can remain highly scalable. In fact, its response time to store or recall operations is not affected by an increase in the size of the stored pattern database. The flat slope in Figure 6 shows that the response times remain insensitive to the increase in stored patterns, representing the high scalability of the scheme. Hence, the issue of computational overhead increase due to the

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increase in the size of pattern space or number of stored patterns, as is the case in many graph-based matching algorithms will be alleviated in DHGN, while the solution can be achieved within fixed number of steps of single cycle learning and recall.

Fig. 6. Response time as more and more patterns are introduced in to the network

3.2 Recall Accuracy The DHGN data processing scheme continues to improve its accuracy as more and more patterns are stored. It can be seen from Figure 7 that the accuracy of DHGN in recognizing previously stored patterns remains consistent and in some cases shows significant increase as more and more patterns are stored (greater improvement with more one-shot learning experiences). The DHGN data processing achieved above 80% accuracy in our experiments after all the 10,000 patterns (with noise) had been presented.

Fig. 7. Recall accuracy for a DHGN composition as more and more patterns are introduced into the network

4

Conclusion

In contrast with hierarchical models proposed in the literature, DHGN’s pattern recognition capability and the small response time, that remains insensitive to the increases in the number of stored patterns, makes this approach ideal for Clouds.

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Moreover, the DHGN does not require definition of rules or manual interventions by the operator for setting of thresholds to achieve the desired results, nor does it require heuristics entailing iterative operations for memorization and recall of patterns. In addition, this approach allows induction of new patterns in a fixed number of steps. Whilst doing so it exhibits a high level of scalability i.e. the performance and accuracy do not degrade as the number of stored patterns increase over time. Furthermore all computations are completed within the pre-defined number of steps and as such the approach implements one-shot, single-cycle or single-pass, learning.

References 1. Dean, J., Ghemawat, S.: Mapreduce: simplified data processing on large clusters, In: Proceedings of 6th Conference on Operating Systems Design & Implementation (2004) 2. Hadoop, http://lucene.apache.org/hadoop 3. Shiers, J.: Grid today, clouds on the horizon. Computer Physics, 559–563 (2009) 4. Abadi, D.J.: Data Management in the Cloud: Limitations and Opportunities. Bulletin of the Technical Committee on Data Engineering, 3–12 (2009) 5. Szalay, A., Bunn, A., Gray, J., Foster, I., Raicu, I.: The Importance of Data Locality in Distributed Computing Applications, In: Proc. of the NSF Workflow Workshop (2006) 6. Chisvin, L., Duckworth, J.R.: Content-addressable and associative memory: alternatives to the ubiquitous RAM. IEEE Computer 22, 51–64 (1989) 7. Hopfield, J.J., Tank, D.W.: Neural Computation of Decisions in Optimization Problems. Biological Cybernetics 52, 141–152 (1985) 8. Kosko, B.: Bidirectional Associative Memories. IEEE Transactions on Systems and Cybernetics 18, 49–60 (1988) 9. Kosko, B.: Neural Networks and Fuzzy Systems: A Dynamical Systems Approach to Machine Intelligence. Prentice-Hall, NJ (1992) 10. Luo, B., Hancock, E.R.: Structural graph matching using the EM algorithm and singular value decomposition. IEEE Trans. Pattern Anal. Machine Intelligence 23(10), 1120–1136 (2001) 11. Irniger, C., Bunke, H.: Theoretical Analysis and Experimental Comparison of Graph Matching Algorithms for Database Filtering. In: Hancock, E.R., Vento, M. (eds.) GbRPR 2003. LNCS, vol. 2726, pp. 118–129. Springer, Heidelberg (2003) 12. Garey, M.R., Johnson, D.S.: Computers and Intractability: A Guide to the Theory of NPCompleteness. W. H. Freeman (1979) 13. Ohkuma, K.: A Hierarchical Associative Memory Consisting of Multi-Layer Associative Modules. In: Proc. of 1993 International Joint Conference on Neural Networks (IJCNN 1993), Nagoya, Japan (1993) 14. Dean, J., Ghemawat, S.: MapReduce: simplified data processing on large Clusters. Communications of the ACM, 107–113 (2008) 15. Khan, A.I., Mihailescu, P.: Parallel Pattern Recognition Computations within a Wireless Sensor Network. In: Proceedings of the 17th International Conference on Pattern Recognition. IEEE Computer Society, Cambridge (2004)

PatentRank: An Ontology-Based Approach to Patent Search Ming Li, Hai-Tao Zheng*, Yong Jiang, and Shu-Tao Xia Tsinghua-Southampton Web Science Laboratory, Graduate School at Shenzhen, Tsinghua University, China [email protected], {zheng.haitao,jiangy,xiast}@sz.tsinghua.edu.cn

Abstract. There has been much research proposed to use ontology for improving the effectiveness of search. However, there are few studies focusing on the patent area. Since patents are domain-specific, traditional search methods may not achieve a high performance without knowledge bases. To address this issue, we propose PatentRank, an ontology-based method for patent search. We utilize International Patent Classification (IPC) as an ontology to enable computer to better understand the domain-specific knowledge. In this way, the proposed method is able to well disambiguate user’s search intents. And also this method discovers the relationship between patents and employs it to improve the ranking algorithm. The empirical experiments have been conducted to demonstrate the effectiveness of our method. Keywords: Semantic Search, Lucene, Patent Search, Ontology, IPC.

1

Introduction

Due to the great advancement of Internet, Information Explosion has become a severe issue today. People may find it difficult to locate what they really want among massdata in the Web, which drives a number of scholars to commit themselves to the studying of information searching techniques, a lot of approaches have been proposed, and some search engines have been developed and commercialized consequently, such as the most outstanding Google. However, many questions remain left with no answer, even in terms of the tremendous searching power of Google. With the emerging of “Semantic Web” theory and technology, research on the search methods under the Semantic Web architecture is quite applicable and promising owing to the attributes of Semantic Web, e.g. the ability to improve the precision by means of getting the machine to understand user’s search intent and the specific meaning in the context of query space. In this study, we present a Semantic Search system in the patent area. The attributes of patent area are taken into consideration in this choice, namely with expanding of patent database size, it is a *

Corresponding author.

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tough problem to an applicant, especially to a non-expert user, who wants to confirm whether his/her invention has been registered by searching the patent database, while the lack of comprehensive patent search algorithm and professional patent search engine aggravate this morass. Thus we develop a novel approach to patent search in our system and extensive experiments are conducted to verify its effectiveness. The rest of this paper is organized as follows. In next Section we take a brief overview over existing work on Semantic Search and its sorting algorithm. We discuss the detailed methodology to build our system in Section 3. Section 4 describes evaluation. Finally Section 5 presents our conclusions and future work.

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Related Work

To our best knowledge, the concept of Semantic Search was firstly put forth in [1], which distinguished between two different kinds of searches-Navigational Searches and Research Search. With the advent of the Semantic Web, research in this area is flourishing. Many scholars have made great progress in various branches of Semantic Web, among which Semantic Search is a significant one [2][3]. Current web search engines do not work well with Semantic Web documents, for they are designed to address the traditional unstructured text. Thus research of search on semi-structured or structured documents has emerged tremendously in recent years [4][5][6][7]. [4] presented an entity retrieval system-SIREn based on a node indexing scheme, this system was able to index and query very large semi-structured datasets. [5] proposed an approach to XML keyword search and presents a XML TF*IDF ranking strategy to support their work. Ranking is a key part in a search system, thus ranking algorithm in Semantic Web is one of the fundamental research points[8][9]. [10] presented a technique for ranking based on the Semantic Web resource importance. Many scholars contribute to the research on retrieval of domain-specific documents [11][12].

3 Methodology 3.1 Hypothesis In order to maximize users’ fulfillment of their search intents, several principles must be taken into account in searching process, which are disambiguation of query expression, accuracy and comprehensiveness of search results. With the aim of achieving the above principles we develop our approach based on three guidelines: Guideline 1: The ambiguity of keyword in the query expression could be reduced greatly if it is confined to a certain area (or a specific domain); Guideline 2: Words or phrases that match the query expression should contribute differently to the ranking according to the position (field) they appear in the patent document. Guideline 3: The patent which has same keyphrases and IPCs with those ranks higher in the search results should be elevated in ranking.

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3.2 Ontology-Based Ranking In our system, we use Lucene [13] as the search engine and baseline, at the core of Lucene's logical architecture is the idea of a document containing fields of text, this feature allows Lucene's API to be independent of the file format; and the term “field” has been mentioned in Guideline 2, which could bring you much flexibility in precisely control how Lucene will index the field’s value and convenience if you want to boost a certain part of a document. Documents that matched the query are ranked according to the following scoring formula [14]: score q, d

coord q, d

queryNorm q

tf t in d

idf t

t. getBoost

norm t, d

Where: t: term(search keyword), q: query, d: document coord(q,d): is a score factor based on how many of the query terms are found in the specified document. queryNorm(q): is a normalizing factor used to make scores between queries comparable in search time, it does not affect document ranking. t.getBoost(): is a search time boost of term t in the query q as specified in the query expression, or as set by application calls to a method. norm(t,d): encapsulates a few (indexing time) boost and length factors. IPC is the semantic annotation data (ontology) of patents, in our system, we index IPC documents as well as patent documents respectively, and in searching process, we use the same query expression to search both the patents and the IPCs, thereafter score them separately, at last we sort the results by means of combining the patent score and its IPC score. Note that some patents have several IPCs (as result they have several IPC scores), it means that those patents could be categorized into more than one category, in this occasion we combine its highest IPC score with the patent’s. Use an equation to express this: Score(p) = (1-α)score(q, dpatent) +αMax(score(q, dIPC in patent))

(1)

where p: denotes the patent α: is an adjusting parameter, its range is [0, 1). 3.3 Reranking Based on Similarity In our system we first apply Maui [14] to extract the keyphrases from patents. Maui is a general algorithm for automatic topical indexing; it builds on the Kea system [15] that is employing the Naive Bayes machine learning method. Maui enhances Kea’s

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successful machine learning framework with semantic knowledge retrieved from Wikipedia, new features, and a new classification model. Next, we propose a novel ranking method, which is in fact a reranking process based on the initial search results due to the patents’ scores drawn from Formula (1). Patents with same IPC and keyphrases are assumed to be quite similar with each other and could be classified into one group, if one of the group members interests user, the others may also do. In practice we choose a certain number of patents (which might satisfy the user with high possibility, e.g. the first ten) from the initial results as roots, and then we define each root as a single source to build a directed acyclic patent graph respectively with the other patents in the search results. In the patent graph, nodes represent the patents and edges indicate the relationship between patents. When building a patent graph, the root or a higher ranking node (a parent) might has relationship with several lower ranking nodes (children), and directed edges should be draw from the parent to children, note that there might exist children who share the same keyphrases, see Fig. 1(a), node 13, 15 and 20 all have the same keyphrase Kx. Correspondingly, due to our principle we should establish subrelationship between the children nodes (e1, e2 and e3). Therefore some elevation is redundant, the original lowest ranking node (20) will probably gain the most promotion, for all the other nodes will elevate it once, apparently it is unreasonable. Given this we prune the e1, e2 and e3 in the graph. A point worth mentioning is that such pruning is not always perfectly justifiable when the shared keyphrases among children are not owned by their parent. See Fig. 1(b), node 14 and 17 share the same keyphrase Kg, they have a relatively independent relationship (e4) beyond their parent, so the elevation of 17 by means of 14 is not totally affected by node 2. Things will become more complicated with multilevel nodes, considering this will happen less commonly than that in Fig. 1(a) and in order to adopt a general pruning method we neglect this case.

(a)

(b)

Fig. 1. An example of patent graph; node label denotes the ranking

In our system, we exploit the Breadth First Search method to traverse the graph, whose traversal paths form a shortest path tree, and the redundant edges are pruned. Based on the analysis above, we develop our reranking formula with the similar idea of PageRank [16]:

PatentRank: An Ontology-Based Approach to Patent Search

β PatentRank(patentlevel-1) = β

S √ P

if level

1

if level

1

403

(2)

R √

where k: is the children number of a parent n, m, c: denote the keyphrases number of parent, child and that they shared β: is an adjusting parameter, its range is (0, 1] level: the node’s level in the shortest path tree, the root’s level is 0 In the formula, c/n and c/m represent the intimacy between the parent and child; k in the denominator indicates the score of parent is shared by its k children, while the square value is to slow down the decaying, given the root might has a myriad of children; in the denominator there is a constant 2, which denotes children could inherit half of its parent’s PatentRank score, this idea is borrowed from genetics.

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Evaluation

To conduct the experiments, we choose 2,000 patents in photovoltaic area and predefine six query expressions. Then we ask 10 human experts to tag each patent so as to identify whether it is relevant to the predefined queries, accordingly we could figure out the answer set to those queries. Besides, we ask the human experts to extract keyphrases from about 500 patents manually, which are used as training set to extract other patents’ keyphrases by means of Maui.

(a)

(b)

Fig. 2. (a)The precision of query expression “glass substrate” and “semiconductor thin film” when combing IPC with different weights. (b) Precision comparison between Lucene and PatentRank.

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Our experiment begins with indexing the patents and IPCs by Lucene, and then we execute the query expressions on that index with varying α in Formula(1), next we calculate the precision according to the answer set, given the length of the paper, we show only two result figures of our experiment in Fig. 2(a). From the results, we find that when the value of α is between 0.15 and 0.3, the precision of search results are on or proximity to their maximums although there are some noises owing to the patent tagging or keyphrases extraction. Note that whenα= 0, the y-coordinate value denotes the pure Lucene’s (without combing IPC) precision. According to our experiment we typically set β = 0.1, Fig. 2(b) are two examples show the comparison between our system and the pure Lucene system (α= 0, β= 0, no keyphrases field and no boost in title field). From the figures we could find precision is improved is our system substantially.

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Conclusion and Future Work

In this paper we propose a novel approach to patent oriented semantic search, this approach is based on the Lucene search engine, but we introduce IPC in its scoring system which makes the query more understandable by the computer; we also promote the weight of certain field in patent document considering their contribution to represent or identify the document; lastly we discover the relationship between the highly relevant patent and other ones, and upgrade the ranking of the patents that might interest the user. The experiments have proved the validity of our approach. In the future we will improve the scoring process for IPC documents and make it more effective. Acknowledgments. This research is supported by National Natural Science Foundation of China (Grant No. 61003100 and No. 60972011) and Research Fund for the Doctoral Program of Higher Education of China (Grant No. 20100002120018 and No. 20100002110033).

Reference 1. Guha, R., McCool, R., Miller, E.: Semantic Search. In: Proceedings of the 12th International Conference on World Wide Web, Budapest, Hungary, May 20-24 (2003) 2. Mangold, C.: A survey and Classification of Semantic Search Approaches. International Journal of Metadata, Semantics and Ontologies 2(1), 23–34 (2007) 3. Dong, H., Hussain, F.K., Chang, E.: A Survey in Semantic Search Technologies. In: 2nd IEEE International Conference on Digital Ecosystems and Technologies, pp. 403–408 (2008) 4. Delbru, R., Toupikov, N., Catasta, M., Tummarello, G.: A Node Indexing Scheme for Web Entity Retrieval. In: Aroyo, L., Antoniou, G., Hyvönen, E., ten Teije, A., Stuckenschmidt, H., Cabral, L., Tudorache, T. (eds.) ESWC 2010. LNCS, vol. 6089, pp. 240–256. Springer, Heidelberg (2010) 5. Bao, Z., Lu, J., Ling, T.W., Chen, B.: Towards an Effective XML Keyword Search. IEEE Transactions on Knowledge and Data Engineering 22(8), 1077–1092 (2010)

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6. Shah, U., Finin, T., Joshi, A., Cost, R.S., Matfield, J.: Information Retrieval on the Semantic Web. In: Proceedings of the Eleventh International Conference on Information and Knowledge Management, McLean, Virginia, USA, November 04-09 (2002) 7. Ding, L., Finin, T., Joshi, A., Pan, R., Cost, R.S., Peng, Y., Reddivari, P., Doshi, V., Sachs, J.: Swoogle: A Search and Meta Data Engine for the Semantic Web. In: Proceedings of the Thirteenth ACM International Conference on Information and Knowledge Management (CIKM 2004), Washington D.C., USA, pp. 652–659 (2004) 8. Stojanovic, N., Studer, R., Stojanovic, L.: An Approach for the Ranking of Query Results in the Semantic Web. In: Fensel, D., Sycara, K., Mylopoulos, J. (eds.) ISWC 2003. LNCS, vol. 2870, pp. 500–516. Springer, Heidelberg (2003) 9. Anyanwu, K., Maduko, A., Sheth, A.: SemRank: Ranking Complex Relationship Search Results on the Semantic Web. In: Proceedings of the 14th International World Wide Web Conference. ACM Press (May 2005) 10. Bamba, B., Mukherjea, S.: Utilizing Resource Importance for Ranking Semantic Web Query Results. In: Bussler, C.J., Tannen, V., Fundulaki, I. (eds.) SWDB 2004. LNCS, vol. 3372, pp. 185–198. Springer, Heidelberg (2005) 11. Price, S., Nielsen, M.L., Delcambre, L.M.L., Vedsted, P.: Semantic Components Enhance Retrieval of Domain-Specific Documents. In: 16th ACM Conference on Information and Knowledge Management, pp. 429–438. ACM Press, New York (2007) 12. Sharma, S.: Information Retrieval in Domain Specific Search Engine with Machine Learning Approaches. World Academy of Science, Engineering and Technology 42 (2008) 13. Apache Lucene, http://lucene.apache.org/ 14. Maui-indexer, http://code.google.com/p/maui-indexer/ 15. KEA, http://www.nzdl.org/Kea/ 16. Page, L., Brin, S., Motwani, R., Winograd, T.: The PageRank Citation Ranking: Bringing Order to the Web. Technical report, Stanford Digital Library Technologies Project (1998)

Fast Growing Self Organizing Map for Text Clustering Sumith Matharage1, Damminda Alahakoon1, Jayantha Rajapakse2, and Pin Huang1 1

Clayton School of Information Technology, Monash University, Australia {sumith.matharage,damminda.alahakoon}@monash.edu, [email protected] 2 School of Information Technology, Monash Univeristy, Malaysia [email protected]

Abstract. This paper presents an integration of a novel document vector representation technique and a novel Growing Self Organizing Process. In this new approach, documents are represented as a low dimensional vector, which is composed of the indices and weights derived from the keywords of the document. An index based similarity calculation method is employed on this low dimensional feature space and the growing self organizing process is modified to comply with the new feature representation model. The initial experiments show that this novel integration outperforms the state-of-the-art Self Organizing Map based techniques of text clustering in terms of its efficiency while preserving the same accuracy level. Keywords: GSOM, Fast Text Clustering, Document Representation.

1 Introduction With the rapid growth of the internet and the World Wide Web, availability of text data has massively increased over the recent years. There has been much interest in developing new text mining techniques to convert this tremendous amount of electronic data into useful information. There have been different techniques developed to explore, organize and navigate massive collections of text data over the years, but there is still for improvement in the existing techniques’ capabilities to handle the increasing volumes of textual data. Text Clustering is one of the most promising text mining techniques, which groups collection of documents based on their similarity. Moreover, it identifies inherent groupings of textual information by producing a set of clusters, which exhibits high level of intra-cluster similarity and low inter-cluster similarity [1]. Text clustering has received special attention from researchers in the past decades [2, 3]. Among many of the different text clustering techniques, the Self Organizing Map (SOM) [4] and many of its variants have shown great promise [5, 6]. But, many of these algorithms do not perform efficiently for large volume of text data. This performance drawback occurs due to the very frequent similarity calculations that become necessary in the high dimensional feature space and thus becoming a critical issue when handling large volumes of text. B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 406–415, 2011. © Springer-Verlag Berlin Heidelberg 2011

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There has been different techniques introduced to overcome these limitations, but still there is a significant gap between the current techniques and what is required. This paper introduces a novel integration of document vector representation and a modified growing self organizing process to cater for this new document representation, which leads to a more efficient text clustering algorithm, while preserving the same accuracy of the results. The initial experiments have shown that this novel algorithm have capabilities to bridge the efficiency gap in the existing text clustering techniques. The rest of the paper is organized as follows. Section 2 describes the related work on the document representation and SOM based text clustering techniques. Section 3 describes the new document feature selection algorithm followed by the Fast Growing Self Organizing Map algorithm in section 4. Section 5 describes the experimental results and related discussion. Finally, section 6 concludes the findings together with the future work.

2 Related Work 2.1 Document Vector Representation Text documents need to be converted into a numerical representation in order to be fed into the existing clustering algorithms. Most of the existing clustering algorithms use Vector Space Model (VSM) to represent the documents. In VSM, each document is represented with a multi dimensional vector, in which the dimensionality corresponds to the number of words or the terms in the document collection and value (the weight) represent the importance of the particular term in the document. The main drawback of this technique is that, the number of terms extracted from a document corpus is comparatively large resulting in high dimensional sparse vectors. This has a negative effect on the efficiency of the clustering algorithm. To overcome this different feature selection and dimensionality reduction mechanisms have been introduced. A systematic comparison of these dimensionality reduction techniques has been presented in [7]. In terms of feature selection, [8] has proven that each document can be represented using a few words. If we can represent a document with a fewer number of words this will remove the sparsity of the input vector, resulting in low dimensional vectors. To overcome the above issues, an index based document representation technique for efficient text clustering is proposed in FastSOM [9]. In FastSOM, a document is represented as a collection of indexes of the keywords present only in the document instead of the high dimensional feature vector which is constructed from the keywords extracted from the entire document set. Since a single document only contains a smaller amount of terms from the entire feature space, this will result in very low dimensional input vectors. The experiments have proven that the resulting low dimensional vectors significantly increase the efficiency of the clustering algorithm. Term weighting is another important technique when converting documents into its numerical representation. Although there have been different term weighting techniques proposed, in [8] it is shown that the term frequency itself will be

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sufficient rather using complex calculations which will increase the computation time. But, the FastSOM [9] doesn’t use a term weighting technique, rather it uses only whether a particular term is present in the document. But in general, if a particular term is more frequent in a document, it contributes more to the meaning of the document than the less frequent terms. Therefore incorporating a term weighting technique would increase the usage of the FastSOM algorithm. Based on the above findings, a novel document representation is presented in this paper by the combining the above mentioned advantages to overcome the limitations of the existing techniques. The detailed document representation algorithm is presented in Section 3. 2.2 SOM Based Text Clustering Techniques The Self Organizing Map (SOM) is a mostly distinguished unsupervised neural network based clustering technique which resembles the self organizing characteristics of the human brain. SOM maps a high dimensional input space into a lower dimensional output space while preserving the topological properties of the input space. SOM has been extensively used across different disciplines, and has shown impressive results. Moreover, in text clustering research it has been proven as one of the best text clustering and learning algorithms [10]. SOM consists of a collection of neurons, which are arranged in a two dimensional rectangular or hexagonal grid. Each neuron consists of a weight vector, which has the same dimensionality as the input patterns. During the training process, similarity between the input patterns and the weight vectors are calculated and the winner (the neuron with the closest weight vector to the input pattern) is selected and the weight vectors of the winner and its neighborhood is adapted towards the input vector. There have been different variations of the SOM introduced to improve the usefulness for data clustering applications. Among those, different algorithms such as, incremental growing grid [11], growing grid [12], and Growing SOM (GSOM) [13] have been proposed to address the shortcomings of SOM’s pre-fixed architecture. Among those, GSOM has been widely used in many of the applications across multiple disciplines. GSOM starts with a small map (mostly with a four nodes map) and adds neurons as required during the training phase, resulting a more efficient algorithm. More specifically, different variations of SOM and GSOM have been widely used in text mining applications. WEBSOM [14], GHSOM [15] and GSOM [13] are a few of the mostly used algorithms in the text clustering domain. In the next section, we propose a novel algorithm based on the key features of SOM and GSOM with the capability to support new document representation technique presented in Section 4.

3 Document Vector Representation The detailed novel document representation technique is presented in this section. In our approach, Term frequency is used as the term weighting technique. Each of the documents is represented as a map of pairs corresponding to the keywords present in the document.

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doc = Map () Term frequency

tf ij of term ti in document d j is calculated as, (1)

where n i is the number of occurrences of term ti and N is the number of keywords in the document dj. The document vector representation algorithm is described below. (The above notations doc and tf ij have the same meaning in the following algorithms) Algorithm 1. Document Vector Representation Input : documentCollection– collection of input text data Output : keywordSet – represent the complete keyword set docmentMap - Final representation of the document map Algorithm : for (document dj in documentCollection) tokenSet= tokenize(dj) for( token ti in tokenSet) if (ti is not in keywordSet) add ti into keywordSet calculate tfi,j add index i and tfi,j pair into docj add docj into docmentMap

tokenize(document) – This function tokenizes the content of the given document. Also, further preprocessing is carried out to remove the stop words, stem terms and to extract important terms based on the given lower and upper threshold values. 4 Fast Growing Self Organizing Map (FastGSOM) Algorithm FastGSOM algorithm is a faithful variation of GSOM to support the efficient text clustering. There are three main modifications included in this novel approach. 1. The input document’s vectors and the neuron’s weight vectors are represented as vectors with different dimensionalities, because of the novel document representation technique introduced. The neurons weights are represented as a high dimensional vector similar to that of the GSOM, while the input document vectors having a lower dimensionality corresponds to the number of different terms present in that document. A new similarity calculation method is employed to cater for this new representation. 2. Weight adaptation of the neurons is modified, to only adapt the weights of the indices in the input document vectors. In addition, the term frequencies are used to

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update the weight instead of the error calculated between the input and the neuron in the GSOM. 3. Growing criteria of the GSOM is also modified. The automatic growth of the network is no longer dependent on the accumulated error, but depends on whether the existing neurons are good enough to represent the current input using the similarity threshold. If the existing neurons don’t have the required similarity level, new neurons are added to the network. The detailed algorithm is explained in the following section. The algorithm consists of 3 phases, namely, Initialization, Training and Smoothing phases. 4.1 Initialization Phase A network is initialized with four nodes. Each of these four nodes contain a weight vector, that has a dimensionality equal to the total number of features extracted from the entire document collection. Each of these weights is initialized as below. 0,1 ⁄

(2)

0,1 function generates a random value in the where w – is the weight value, range of 0 and 1 and s is the initialization seed. Similarity Threshold (ST), which determines the growth of the network is initialized as, log

(3)

where SF is the Spread Factor and D is the dimensionality of the neurons weight vector. 4.2 Training Phase During the training phase, the input document collection docmentMap is repeatedly fed into the algorithm for a given number of iterations. The algorithm is explained in detail below. Algorithm 2. FastGSOM Training Algorithm Input :docmentMap, noOfIterations Algorithm : for (iteration i in noOfIterations) for (document docj in docmentMap) Neuron winner = CalculateSimilarity(docj) if (winner->similarity<ST) GrowNetwork(winner) UpdateWeights(winner,docj)

CaclculateSimilarity, GrowNetwork and UpdateWeightsalgorihms are described below.

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The Similarity Calculation Algorithm describes the index based similarity calculation and the modified winner finding algorithm. Algorithm 3. Similarity Calculation Algorithm Input : doc - represent an input document Output : winner – most similar neuron to the input doc Algorithm : winner– to keep track of the current winning neuron maxSimilarity = 0 – to keep track of the current highest similarity for (neuron neui in doc->neuronSet) Similarity = 0; for ( item in doc) Similarity +=neui[index] if( Similarity > maxSimilarity) winner = neui maxSimilarity = Similarity return winner Note : neui[index]

- return the weight value of neuron neui at index index

Weight updating algorithm describes the index based weight adaptation algorithm. This is used to update the winner’s weights and its neighborhood neurons weights. Algorithm 4. Weight Updating Algorithm Input :neuron, doc Algorithm : for (index i in neuron ->weights) if ( i is in doc ->indexes) neuron[i] += (1 - neuron [i]) * LR * doc[i] * distanceFactor else neuron [i] -= (neuron [i]- 0) * FR* distanceFactor

Note - neuron [i] return the weight value of the index i, doc[i] returns the weight value corresponding to the index I of the input document. LR is the learning rate and FR is the forgetting rate. distanceFactor returns a value based on the following Gaussian distribution function. ⁄

(4)

where dx – x distance between winner and neighbori, dy – y distance between winner and neighbori and r – learning radius which is taken as a parameter from the user. The value of the distance factor is 1 for the winner and it decreases as the neuron goes away from the winner.

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Network growth and weight initialization of the new nodes is something similar to that of GSOM. The algorithm checks whether the top, bottom, left and right neighbors are already present and if not new neurons are added to complete the winner’s neighborhood. The weights of the newly created neurons are initialized based on its neighborhood. A detailed weight initialization algorithm is not presented in this paper due to the space limitations, but is exactly similar to that of GSOM [13]. 4.3 Smoothing Phase The Smoothing phase is exactly similar to that of the training phase except for the following differences. 1. No new nodes will be added to the network during the smoothing phase, only the weight values of the neurons are updated. 2. A small Learning Rate and a small neighborhood radius is used.

5 Experimental Results and Discussion A set of experiments were conducted on the Reuters-21578 "ApteMod" corpus for text categorization. ApteMod is a collection of 10,788 documents from the Reuters financial newswire service, partitioned into a training set with 7769 documents and a test set with 3019 documents. A subset of this data set is used to analyse the different aspects of the FastGSOM algorithm in text clustering tasks. 5.1 Comparative Analysis of Accuracy and Efficiency of FastGSOM Experiment 1: Comparing the accuracy of FastGSOM with SOM, GSOM This experiment was conducted to measure the accuracy and the efficiency of the algorithm. The results are compared with that of the SOM and GSOM and are presented below. A subset of documents belonging to the above mentioned dataset is used. In detail, 50 documents from each of the six categories namely, acquisition, trade, jobs, earnings, interest and crude are used in this experiment. The resulting map structures are illustrated in Fig. 1.

Fig. 1. Resulting Map Structures

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The accuracy of the cluster results are calculated using the existing Reuter categorisation information as the basis. Precision, Recall and F-measure values are used as the accuracy measurements. The Precision P and Recall R of a cluster j with respect to a class i are defined as, ,

,

,

,

⁄

(5)

⁄

(6)

where Mi,j is the number of members of class i in cluster j, Mj is the number of members of cluster j , and Mi is the number of members of the class i . The Fmeasure of a class i is defined as, 2

⁄

(7)

The resulted values are summarized in the table 1. Table 1. Calculated Precision, Recall and F-Measure values for individual classes Class SOM acquisitions trade jobs earnings interest crude

0.83 0.79 0.92 0.85 0.86 0.83

Precision GSOM Fast GSOM 0.84 0.83 0.79 0.80 0.88 0.86 0.84 0.82 0.86 0.81 0.86 0.85

SOM

Recall GSOM

0.92 0.88 0.90 0.86 0.88 0.84

0.90 0.82 0.92 0.84 0.88 0.82

Fast GSOM 0.90 0.83 0.90 0.88 0.86 0.84

SOM 0.87 0.83 0.91 0.85 0.87 0.83

F- Measure GSOM Fast GSOM 0.87 0.86 0.80 0.81 0.90 0.88 0.84 0.85 0.87 0.83 0.84 0.84

Experiment 2: Comparing the efficiency of FastGSOM with SOM and GSOM This experiment was conducted to compare the efficiency of the algorithm with that of the SOM and GSOM. Different subsets of the same six classes are selected and the processing time was recorded. In addition, the computation times were also recorded separately for different spread factor values for the same document collection. The results are illustrated in Fig. 2.

Fig. 2. Comparison of efficiency (a) Time Vs Spread Factor (b) Time Vs No of Documents

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From the above results it is evident that the FastGSOM preserves the same accuracy as SOM and GSOM while giving a performance advantage over them. This performance advantage is more significant in low granularity (high detailed) maps and when the number of documents in the document collection is large. 5.2 Theoretical Analysis of the Runtime Complexity of the Algorithm The theoretical aspects of the runtime complexity of the SOM, GSOM and FastGSOM algorithms are described in this section together with some evidence from the experimental results. In SOM based algorithms, similarity calculation is more frequent, and it happens in the n dimensional feature space, where n is dimensionality of the input vectors. Therefore run time complexity of Similarity calculation is O (n). This similarity calculation is performed, (k * m * N) times where k is the number of neurons, m is the number of training iterations and N is the number of documents. Therefore, the complete runtime complexity of the SOM algorithm is O (n * k * m * N). In the GSOM algorithm, because of the initial small size of the network and it will only grow the neurons as necessary, kGSOM < kSOM resulting a more efficient calculation with a low computational time. Since the FastGSOM is also based on the growing self organizing process, it also has above mentioned performance advantage. But in addition, because of the novel feature representation technique introduced, a dimension of a document becomes very small compared to that of the complete feature set. As such, nFastGSOM < nGSOM resulting even better efficiency in the algorithm. Based on the above theoretical aspects, we can summarized that, Efficiency SOM < Efficiency GSOM < Efficiency FastGSOM . Experimental results have already proved this theoretical explanation.

6 Conclusions and Future Research In this paper, we presented a novel growing self organizing map based algorithm to facilitate efficient text clustering. The high efficiency was obtained by using the novel method of index based document vector representation and modified growing self organizing process based on index based similarity calculation introduced in this paper. The initial experiments were conducted to test accuracy, and efficiency of the algorithm in detail, using a subset of Reuters-21578 "ApteMod" corpus, and the results have proved the above mentioned advantages of the algorithm. There are a number of future research directions to extend and improve the work presented here. We are currently working on building a cognition based incremental text clustering model using the efficiency and the hierarchical capabilities of the FastGSOM algorithm,. Also, there is some room to analyze other aspects of the algorithm with its parameters, and fine-tune the algorithm to obtain even better results.

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References 1. Rigouste, L., Cappé, O., Yvon, F.: Inference and evaluation of the multinomial mixture model for text clustering. Information Processing & Management 43(5), 1260–1280 (2007) 2. Aliguliyev, R.M.: Clustering of document collection-A weighting approach. Expert Systems with Applications 36(4), 7904–7916 (2009) 3. Saraçoglu, R.I., Tütüncü, K., Allahverdi, N.: A new approach on search for similar documents with multiple categories using fuzzy clustering. Expert Systems with Applications 34(4), 2545–2554 (2008) 4. Kohonen, T.: Self-organized formation of topologically correct feature maps. Biological cybernetics 43(1), 59–69 (1982) 5. Chow, T.W.S., Zhang, H., Rahman, M.: A new document representation using term frequency and vectorized graph connectionists with application to document retrieval. Expert Systems with Applications 36(10), 12023–12035 (2009) 6. Hung, C., Chi, Y.L., Chen, T.Y.: An attentive self-organizing neural model for text mining. Expert Systems with Applications 36(3), 7064–7071 (2009) 7. Tang, B., Shepherd, M.A., Heywood, M.I., Luo, X.: Comparing Dimension Reduction Techniques for Document Clustering. In: Kégl, B., Lee, H.-H. (eds.) Canadian AI 2005. LNCS (LNAI), vol. 3501, pp. 292–296. Springer, Heidelberg (2005) 8. Sinka, M.P., Corne, D.W.: The BankSearch web document dataset: investigating unsupervised clustering and category similarity. Journal of Network and Computer Applications 28(2), 129–146 (2005) 9. Liu, Y., Wu, C., Liu, M.: Research of fast SOM clustering for text information. Expert Systems with Applications (2011) 10. Isa, D., Kallimani, V., Lee, L.H.: Using the self organizing map for clustering of text documents. Expert Systems with Applications 36(5), 9584–9591 (2009) 11. Blackmore, J., Miikkulainen, R.: Incremental grid growing: Encoding high-dimensional structure into a two-dimensional feature map. IEEE (1993) 12. Fritzke, B.: Growing Grid - a self-organizing network with constant neighborhood range and adaptation strength. Neural Processing Letters 2, 9–13 (1995) 13. Alahakoon, D., Halgamuge, S.K., Srinivasan, B.: Dynamic self-organizing maps with controlled growth for knowledge discovery. IEEE Transactions on Neural Networks 11(3), 601–614 (2000) 14. Kohonen, T., et al.: Self organizing of a massive document collection. IEEE Transactions on Neural Networks 11(3), 574–585 (2000) 15. Rauber, A., Merkl, D., Dittenbach, M.: The growing hierarchical self-organizing map: exploratory analysis of high-dimensional data. IEEE Transactions on Neural Networks 13(6), 1331–1341 (2002)

News Thread Extraction Based on Topical N-Gram Model with a Background Distribution Zehua Yan and Fang Li Department of Computer Science and Engineering, Shanghai Jiao Tong University {yanzehua,fli}@sjtu.edu.cn http://lt-lab.sjtu.edu.cn

Abstract. Automatic thread extraction for news events can help people know diﬀerent aspects of a news event. In this paper, we present a method of extraction using a topical N-gram model with a background distribution (TNB). Unlike most topic models, such as Latent Dirichlet Allocation (LDA), which relies on the bag-of-words assumption, our model treats words in their textual order. Each news report is represented as a combination of a background distribution over the corpus and a mixture distribution over hidden news threads. Thus our model can model “presidential election” of diﬀerent years as a background phrase and “Obama wins” as a thread for event “2008 USA presidential election”. We apply our method on two diﬀerent corpora. Evaluation based on human judgment shows that the model can generate meaningful and interpretable threads from a news corpus. Keywords: news thread, LDA, N-gram, background distribution.

1

Introduction

News events happen every day in the real world, and news reports describe diﬀerent aspects of the events. For example, when an earthquake occurs, news reports will report the damage caused, the actions taken by the government, the aid from the international world, and other things related to the earthquake. News threads represent these diﬀerent aspects of an event. Topic models, such as Latent Dirichlet Allocation (LDA) [1] can extract latent topics from a large corpus based on the bag-of-words assumption. Actually news reports are sets of semantic units represented by words or phrases. N-gram phrases are meaningful to represent these semantic units. For example, “Bush Government” and “Security Council” in table 1 are two news threads for the “Iran nuclear program” event. They capture two aspects of the meaning of the event reports. Our task is to automatically extract news threads from news reports. Reports of a news event or a topic discuss the same event or the same topic and share some common words. Based on the analysis of LDA results, we ﬁnd that such common words represent the background of the event. We then assume each B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 416–424, 2011. c Springer-Verlag Berlin Heidelberg 2011

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news report is represented by a combination of (a) a background distribution over the corpus, (b) a mixture distribution over hidden news threads. In this paper, we use a topical n-gram model with a background distribution (TNB) to extract news threads from a news event corpus. It is an extension of the LDA model with word order and a background distribution. In the following, our model will be introduced, then experiments described and results given. Table 1. Threads and news titles for news event“Iran nuclear program” Event corpus

Iran Nuclear Program

2

Thread

News report titles Options for the Security Council the Security Council Iran ends cooperation with IAEA Iran likely to face Security Council Rice: Iran can have nuclear energy, not arms the Bush government Bush plans strike on Iran’s nuclear sites Iran Details Nuclear Ambitions

Related Work

In [2]’s work, news event threading is deﬁned as the process of recognizing events and their dependencies. They proposed an event model to capture the rich structure of events and their dependencies in a news topic. Features such as temporal locality of stories and time-ordering are used to capture events. [3] proposed a probabilistic model that accounts for both general and speciﬁc aspects of documents. The model extends LDA by introducing a speciﬁc aspect distribution and a background distribution. In this paper, each document is represented as a combination of (a) a background distribution over common words, (b) a mixture distribution over general topics, and (c) a distribution over words that are treated as being speciﬁc to the documents. The model has been applied in information retrieval and showed that it can match documents both at a general level and at speciﬁc word level. Similarly, [4] proposed an entity-aspect model with a background distribution; the model can automatically generate summary templates from given collections of summary articles. Word order and phrases are often critical to capture the latent meaning of text. Much work has been done on probabilistic generation models with word order inﬂuence. [5] develops a bigram topic model on the basis of a hierarchical Dirichlet language model [6], by incorporating the concept of topic into bigrams. In this model, word choice is always aﬀected by the previous word. [7] proposed an LDA collocation model (LDACOL). Words can be generated from the original topic distribution or the distribution in relation to the previous word. A new bigram status variable is used to indicate whether to generate a bigram or a unigram. It is more realistic than the bigram topic model which always generates bigrams. However, in the LDA Collocation model, bigrams do not have topics because the second term of a bigram is generated from a distribution conditioned on its previous word only.

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Further, [8] extended LDACOL by changing the distribution of previous words into a compound distribution of previous word and topic. In this model, a word has the option to inherit a topic assignment from its previous word if they form a bigram phrase. Whether to form a bigram for two consecutive word tokens depends on their co-occurrence frequency and nearby context.

3

Our Methods

3.1

Motivation

We analyze diﬀerent news reports, and ﬁnd that there are three kinds of words in a news report: background words (B), thread words (T) and stop words (S). Background words describe the background of the event. They are shared by reports in the same corpus. Thread words illustrate diﬀerent aspects of an event. Stops words are meaningless and appear frequently across diﬀerent corpora. For example, there are two sentences from a news report of “US presidential election” in table 2. The ﬁrst sentence talks about “immigration policy” and the second discusses “healthcare”. Stop words are labeled with “S” such as “as” and “the”. Background words are “presidential” and “election” which appear in both sentences and are labeled with “B”. Other words are thread words that are speciﬁcally associated with diﬀerent aspects of the event, such as “immigration” and “healthcare”. Table 2. Two sentences from “US presidential election” As/S we/S approach the/S 2008 Presidential/B election/B,/S both/S John/B McCain/B and/S Barack/B Obama/B are/S sharpening/T their/S perspectives/B on/S immigration/T policy/B./S After/S the/S economy/T ,/S US/B healthcare/T is/S the/S biggest/T domestic/T issue/T inﬂuencing/B voters/B in/S the/S US/B presidential/B election/B ./S

Also, we note that adjacent words can form a meaningful phrase and provide a clearer meaning, for example, “presidential election” and “domestic issue”. Based on the analysis, there are four possible combinations as follows: 1. 2. 3. 4.

B+B: Presidential/B election/B B+T: US/B healthcare/T T+B: immigration/T policy/B T+T: domestic/T issue/T

There is no doubt that “B+B” is a background phrase, and the “T+T” is a thread phrase. Both “B+T” and “T+B” are regarded as thread phrases because the phrase contains a thread word. For example, immigration is a thread word and policy is a background word; the phrase “immigration policy” identiﬁes a type of “policy”, and should be viewed as a thread phrase.

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Topical N-Gram Model with Background Distribution

We now propose our topical n-gram model with a background distribution (TNB) for news reports. Notation used in this paper is listed in table 3. Stop words are identiﬁed and removed using a stop word list. In our model, each news report is represented as a combination of two kinds of multinomial word distribution: (a) There is a background word distribution Ω with Dirichlet prior parameter β1 , which generates common words across diﬀerent threads. (b) There are T thread word distributions φt (1 < t < T ) with Dirichlet prior parameter β0 . A hidden bigram variable xi is used to indicate whether a word is generated from the background word distribution or the thread word distribution. A hidden bigram variable yi is introduced to indicate whether word wi can form a phrase with its previous word wi−1 or not. Unlike [8], we assume phrase generation is only aﬀected by the the previous word.

(a) LDA

(b) TNB

Fig. 1. Graphical model for LDA and TNB

Figure 1 shows graphical models of LDA and TNB. For each word wi , LDA ﬁrst draws a topic zi from the document-topic distribution p(z|θd ) and then draws the word from the topic-word distribution p(wi |φzi ). TNB has a similar general structure to the LDA model but with additional machinery to identify word wi ’s category (background or thread word) and whether it can form a phrase with the previous word wi−1 . For each word wi , we ﬁrst sample variable yi . If yi = 0, wi is not inﬂuenced by wi−1 . If yi = 1, wi−1 and wi can form a phrase. As analyzed before, phrases have four possible combinations. There are two situations when yi = 1 : 1. if wi−1 ∈ zt , wi draws either from the thread zt or the background distribution. 2. if wi−1 is a background word, wi draws from any threads or the background distribution.

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Table 3. Notation used in this paper SYMBOL α β1 γ2 D (d) wi (d)

yi

θ(d) Ω λi

DESCRIPTION Dirichlet prior of θ Dirichlet prior of Ω Dirichlet prior of σ number of documents the ith word in document d

SYMBOL β0 γ1 T W (d)

zi

the bigram status between the (i − 1)th word and ith word in the document d the multinomial distribution of topics w.r.t the document d the multinomial distribution of words w.r.t the background the Bernoulli distribution of status variable xi (d)

xi (d) φz ψi

DESCRIPTION Dirichlet prior of φ Dirichlet prior of λ number of threads number of unique words the thread associated with ith word in the document d the bigram status indicate the ith word is a background word or topic word the multinomial distribution of words w.r.t the topic z the Bernoulli distribution of status variable yi (d)

Second, we sample variable xi . If xi = 1, wi is a background word, it is generated from M ulti(Ω). Else it is generated in the same way as LDA. 3.3

Inference

For this model, exact inference over hidden variables is intractable due to the large number of variables and parameters. There are several approximate inference techniques which can be used to solve this problem, such as variational methods [9], Gibbs sampling [10] and expectation propagation [11]. As [12] showed that phrase assignment can be sampled eﬃciently by Gibbs sampling, Gibbs sampling is adopted for approximate inference in our work. The conditional probability of wi given a document dj can be written as: p(wi |dj ) = (p(xi = 0|dj ) Tt=1 p(wi |zi = t, d) +p(xi = 1|dj )p (w)) × p(wi |yi , wi−1 )

(1)

where p(wi |zi = t, d) is the thread word distribution and p (w) is the background word distribution. p(wi |yi , wi−1 ) describe the wi−1 sinﬂuence over wi . In Figure 1(b), if yi = 0, the wi will not be inﬂuenced by wi−1 and will be generated from the background distribution and thread distribution. Gibbs sampling equations are derived as follows: p(xi = 0, yi = 0, zi = t|w, x−i , z−i , α, β0 , γ1 , γ2 ) ∝ Nd0,−i +γ1 Nd,−i +2γ1

×

TD Ctd,−i +α

TD t Ct d,−i +T α

×

WT Cwt,−i +β0

WT w Cw t,−i +T β0

×

w

N0 i−1 +γ2 Nwi −1 +2γ2

(2)

p(xi = 1, yi = 0|w, x−i , z−i , β1 , γ1 , γ2 ) ∝ Nd1,−i +γ1 Nd,−i +2γ1

×

W Cw,−i +β1

w

C W

w ,−i

+T β1

×

wi−1

N0 +γ2 Nwi −1 +2γ2

(3)

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If yi = 1, the wi can form a phrase with wi−1 . p(xi = 0, yi = 1, zi = t|wi−1 , zi−1 = t, α, β0 , γ1 , γ2 ) ∝ Nd0,−i +γ1 Nd,−i +2γ1

×

WT Cwt,−i +β0

WT w Cw t,−i +T β0

×

w

N1 i−1 +γ2 Nwi −1 +2γ2

(4)

p(xi = 1, yi = 1|wi−1 , zi−1 = t, α, β1 , γ1 , γ2 ) ∝ W Cw,−i +β1 Nd1,−i +γ1 W Nd,−i +2γ1 w Cw ,−i +T β1

×

w

N1 i−1 +γ2 Nwi −1 +2γ2

(5)

where the subscript −i stands for the count when word i is removed. Nd is the number of words in document d. Nd0 stands for the number of thread words in document d, and Nd1 is the number of background words in document d. Nwi−1 w w is the number of words wi−1 . N0 i−1 and N1 i−1 is the number of words wi−1 WT which have been drawn from as a unigram or as a part of phrase. Cwt , CwW are the number of times a word is assigned to a thread t, or to a background distribution respectively.

4 4.1

Experiments Experimental Settings

Two corpora are used in the experiments. The Chinese news corpus is an event based corpus, which contains 68 event sub-corpora, such as “2007 Nobel prize”. The number of news reports in a sub-corpus varies from 100 to 420. Another corpus is the Reuters-21578 ﬁnancial news corpus. We select ﬁve sub corpora from it, they are: “crude”, “grain”, “interest”, “money-fx” and “trade”. Each of them contains more than 300 reports which describe many events. Experiments are run on both corpora with diﬀerent numbers of threads. The experiments are run with 500 iterations for each case. And we set α = 50/T where T is the number of threads, β0 = 0.1, β1 = 0.1 and γ1 = 0.5, γ2 = 0.5 by experience. The LDA result is used as our baseline. The top three words of LDA are compared with the top three phrases generated by TNB on diﬀerent corpora at diﬀerent numbers of threads. 4.2

Evaluation Metrics

There is no golden standard for news thread extraction. Only humans can identify and understand news threads for diﬀerent news events. The top three phrases of TNB and top three words of LDA are evaluated by voluntary judges on a scale of 0 to 1. Report titles are provided as the basis for judging. Score 1 means the phrase or the word represents the meaning of the title well. Score 0 means the word or the phrase does not capture the meaning of the title. Score 0.5 is between them. The precision of news threads are calculated in the following three formula: T scoret1 top−1 = t (6) T

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T max(scoret1 , scoret2 ) top−2 = t T T max(scoret1 , scoret2 , scoret3 ) top−3 = t T th where scoreti is the score of the i word in thread t. 4.3

(7) (8)

Results and Analysis

Table 4 and 5 shows the precisions of news thread extraction from the Chinese and Ruters corpus with diﬀerent numbers of threads. As the number of thread increases, the precision decreases. We analyze both corpora. The Chinese corpus is event-based, the number of 5 or 8 matches its semantic meaning hidden in each event corpus. Twenty threads are adequate to the semantic meanings of the Reuters sub-corpora. The hidden semantics of the corpus dominate the precision and ﬁnal results. The precision of TNB is much better than LDA. We give two explanations. Table 7 shows both results extracted from the “2007 Nobel Prize” reports. First, the top LDA words do not consider the background inﬂuence, common words such as “Nobel” appearing in the top three words. Such words cannot be regarded as thread words to represent diﬀerent aspects of an event. In TNB, thread-speciﬁc words (such as “Peace”) can be extracted and form an n-gram phrase with backgroun word to represent the thread more clearly. The second explanation is that a phrase delivers more clear information than a unigram word. For example, “peace” vs. “Nobel Peace Prize”. The top three results of TNB for threads related to the Nobel Peace Prize convey two meanings ”Nobel Peace Prize” and ”Climate change problem”, while people need his knowledge to understand the top three words of LDA. Table 4. Precision on Chinese corpus Evaluations TNB TNB TNB LDA LDA LDA

top-1 top-2 top-3 top-1 top-2 top-3

Number of thread 5 8 10 12 72.3% 65.4% 61.5% 60.9% 85.2% 82.4% 77.7% 75.1% 90.6% 88.3% 82.9% 81.4% 43.4% 38.3% 31.9% 30.3% 51.3% 45.5% 37.5% 36.9% 58.4% 55.1% 46.9% 43.3%

Table 5. Precision on Reuter corpus Evaluations TNB top-1 TNB top-2 TNB top-3 LDA top-1 LDA top-2 LDA top-3

Number of thread 20 25 30 55.2% 44.3% 38.3% 73.2% 61.1% 57.7% 81.3% 69.4% 66.3% 32% 29.5% 28.3% 41.5% 37% 38.4% 52% 41.5% 40%

Table 6 lists the background words of ﬁve sub-corpora of Reuters news. These sub-corpora are not event-based, The background words still catch many features of each category. For example, words like “wheat”, “grain” and “agriculture” are easily identiﬁed as background words for the category of grain. The word ”say” appears as the top background word for all these sub-corpora. The reason is that reports in the Reuters corpus always reference diﬀerent peoples’ opinions, so the word frequency is really high. Therefore “say” is regarded as a background word.

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Table 6. Background words for Reuters corpus trade say trade japan japanese oﬃcial

crude say oil company dlrs mln

grain say wheat price grain corn

interest say rate bank market blah

money-fx say dollar rate blah trade

Table 7. LDA and TNB result for threads of “2007 Nobel prize” Nobel Peace Prize LDA Result Peace 0.032 Nobel 0.025 Climate 0.024 Gore 0.023 change 0.019 president 0.016 committee 0.013 global 0.013 TNB Background words America 0.015 university 0.013 gene 0.011 TNB Result Nobel Peace Prize 0.033 Climate change problem 0.032 Climate change 0.018

5

Nobel Economics Prize Nobel Sweden economics announce prize date winner economist

0.041 0.035 0.029 0.027 0.021 0.015 0.014 0.013

research nobel Prize

0.013 0.012 0.011

The Royal Swedish Academy 0.056 announce Nobel economics prize 0.052 Swedish kronor 0.038

Conclusion

In this paper, we present a topical n-gram model with background distribution (TNB) to extract news threads. The TNB model adds background analysis and the word-order feature to standard LDA. Experiments indicate that our model can extract more interpretable threads than LDA from a news corpus. We also ﬁnd that the number of threads and the event type can inﬂuence the precision of news thread extraction. Experiments show that TNB works well not only on an event-based corpus but also on a topic-based corpus. In the future, we plan to develop a dynamic mechanism to decide a suitable number of threads for diﬀerent news event types to improve the precision of news thread extraction. Acknowledgements. This research is supported by the Chinese Natural Science Foundation under Grant Numbers 60873134.The authors thank Mr.Sandy Harris for English improvment and other students for human evaluations in the experiments.

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References 1. Blei, D.M., Ng, A.Y., Jordan, M.I., Laﬀerty, J.: Latent dirichlet allocation. Journal of Machine Learning Research 3, 993–1022 (2003) 2. Nallapati, R., Feng, A., Peng, F., Allan, J.: Event threading within news topics. In: Proceedings of the Thirteenth ACM International Conference on Information and knowledge Management, pp. 446–453. ACM (2004) 3. Chemudugunta, C., Smyth, P., Steyvers, M.: Modeling General and Speciﬁc Aspects of Documents with a Probabilistic Topic Model. In: Advances in Neural Information Processing Systems, pp. 241–242 (2006) 4. Li, P., Jiang, J., Wang, Y.: Generating templates of entity summaries with an entity-aspect model and pattern mining. In: Proceedings of the 48th Annual Meeting of the Association for Computational Linguistics, pp. 640–649. Association for Computational Linguistics (2010) 5. Wallach, H.M.: Topic modeling: beyond bag-of-words. In: Proceedings of the 23rd International Conference on Machine Learning, pp. 977–984. ACM (2006) 6. MacKay, D.J.C., Peto, L.C.B.: A hierarchical dirichlet language model. Natural language engineering 1(03), 289–308 (1995) 7. Griﬃths, T.L., Steyvers, M., Tenenbaum, J.B.: Topics in semantic representation. Psychological Review 114(2), 211 (2007) 8. Wang, X., McCallum, A., Wei, X.: Topical n-grams: Phrase and topic discovery, with an application to information retrieval. In: Seventh IEEE International Conference on Data Mining ICDM 2007, pp. 697–702. IEEE (2007) 9. Jordan, M.I., Ghahramani, Z., Jaakkola, T.S., Saul, L.K.: An introduction to variational methods for graphical models. Machine learning 37(2), 183–233 (1999) 10. Andrieu, C., De Freitas, N., Doucet, A., Jordan, M.I.: An introduction to mcmc for machine learning. Machine learning 50(1), 5–43 (2003) 11. Minka, T., Laﬀerty, J.: Expectation-propagation for the generative aspect model. In: Proceedings of the 18th Conference on Uncertainty in Artiﬁcial Intelligence, pp. 352–359. Citeseer (2002) 12. Griﬃths, T.L., Steyvers, M.: Finding scientiﬁc topics. Proceedings of the National Academy of Sciences of the United States of America 101(suppl. 1), 5228 (2004)

Alleviate the Hypervolume Degeneration Problem of NSGA-II Fei Peng and Ke Tang University of Science and Technology of China, Hefei 230027, Anhui, China [email protected], [email protected]

Abstract. A number of multiobjective evolutionary algorithms, together with numerous performance measures, have been proposed during past decades. One measure that has been popular recently is the hypervolume measure, which has several theoretical advantages. However, the well-known nondominated sorting genetic algorithm II (NSGA-II) shows a fluctuation or even decline in terms of hypervolume values when applied to many problems. We call it the “hypervolume degeneration problem”. In this paper we illustrated the relationship between this problem and the crowding distance selection of NSGA-II, and proposed two methods to solve the problem accordingly. We comprehensively evaluated the new algorithm on four well-known benchmark functions. Empirical results showed that our approach is able to alleviate the hypervolume degeneration problem and also obtain better final solutions. Keywords: Multiobjective evolutionary optimization, evolutionary algorithms, hypervolume, crowding distance.

1 Introduction During past decades, a number of multiobjective evolutionary algorithms (MOEAs) have been investigated for solving multiobjective optimization problems (MOPs) [1], [2]. Among them, the nondominated sorting genetic algorithm II (NSGA-II) is regarded as one of the state-of-the-art approaches [3]. Together with the algorithms, various measures have been proposed to assess the performance of algorithms [6]-[8]. One measure that has been popular nowadays is the hypervolume measure, which essentially measures “size of the space covered” [7]. So far, it is the only unary measure that is known to be strictly monotonic with regard to Pareto dominance relation, i.e., whenever a solution set entirely dominates another one, the hypervolume value of the former will be better [9]. However, previous studies showed that, NSGA-II could not obtain solutions with good hypervolume values [5]. By further observation we found that, when applying NSGA-II to many MOPs, the hypervolume value of the solution set obtained in each generation may fluctuate or even decline during the optimization process. We call this problem the “hypervolume degeneration problem” (HDP). HDP may cause confusion about when to stop the algorithm and report solutions, because assigning more computation time to the algorithm can not promise better solutions. Intuitively, one may B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 425–434, 2011. c Springer-Verlag Berlin Heidelberg 2011

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calculate the hypervolume value for the solution set achieved in each generation, and stop the algorithm if the hypervolume value reaches a target value. However, calculating hypervolume for a solution set requires great computational effort, not to mention the computational overhead required for calculating hypervolume in each generation. In the literature of evolutionary multiobjective optimization (EMO), there have been several approaches for improving NSGA-II, whether in terms of hypervolume vaules or not. Researchers have investigated the effects of assigning different ranks to nondominated solutions [12]-[15], modifying the dominance relation or objective functions [16]-[18], using different fitness evaluation mechanisms (instead of Pareto dominance) [19], [20], and incorporating user preference into MOEAs [21], [22]. However, the hypervolume degeneration problem has yet been put forward, not to mention any effort on solving the problem. In this paper we illustrated the relationship between HDP and the crowding distance selection of NSGA-II. Then, two methods were proposed to alleviate the problem accordingly. To be specific, a single point hypervolume-based selection is appended to the crowding distance selection probabilistically, in order to achieve a trade-off between preserving diversity and progressing towards the Pareto front. Besides, the crowding distance of a certain solution in NSGA-II is the arithmetic mean of the normalized side lengths of the cuboid defined by its two neighbors [3]. We use the geometric mean of the normalized side lengthes as the crowding distance instead. The new algorithm was namedNSGA-II with geometric mean-based crowding distance selection and single point hypervolume-based selection (NSGA-II-GHV). To verify its effectiveness, we comprehensively evaluated it on four well-known functions. Compared to existing work on improving NSGA-II, this paper contributes from two aspects. First, from the motivation perspective, we for the first time address the HDP of NSGA-II. Second, from the methodology perspective, we focus on modifying the crowding distance selection of NSGA-II, which is quite different from existing approaches. The rest of the paper is organized as follows: Section II gives some preliminaries about multiobjective optimization and the hypervolume mesure. Then in Section III we will give a brief introduction to the crowding distance selection, and illustrate the relationship between HDP and the crowding distance selection. Methods for alleviating the HDP are also presented in this section. Experimental study is presented in Section IV. Finally, we draw the conclusion in Section V.

2 Preliminaries 2.1 Dominance Relation and Pareto Optimality Without loss of generality, we consider a multiobjective minimization problem with m objective functions: minimize F (x) = (f1 (x), ..., fm (x)) subject to x ∈ Ω.

(1)

where the decision vector x is a D-dimensional vector. Ω is the decision (variable) space, and the objective space is Rm .

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The dominance relation ≺ is generally used to compare two solutions with objective vectors x = (x1 , ..., xm ) and y = (y1 , ..., ym ): x ≺ y iff xi ≤ yi for all i = 1, ..., m and xj < yj for at least one index j ∈ {1, ..., m}. Otherwise, the relation between the two solutions is called nondominated. A solution set S is considered to be a nondominated set if all the solutions in S are mutually nondominated. The dominance relation ≺ can be easily extended to solution sets, i.e., for two solution sets A, B ⊆ Ω, A ≺ B iff ∀y ∈ B, ∃x ∈ A : x ≺ y. A solution x ∈ Ω is said to be Pareto optimal if there is no solution in decision space that dominates x . The corresponding objective vector F (x ) is then called a Pareto optimal (objective) vector. The set of all the Pareto optimal solutions is called Pareto set, and the set of their corresponding Pareto optimal vectors is called the Pareto front. 2.2 Hypervolume Measure The Pareto dominance relation ≺ only defines a partial order, i.e., there may exist incomparable sets, which could cause difficulties when assessing the performance of algorithms [23]. To tackle this problem, one direction is to define a total ordered performance measure that enables mutually comparable with respect to any two objective vector sets [23]. Specifically, this means that whenever A ≺ B ∧ B ⊀ A, the measure value of A is strictly better than the measure value of B. So far hypervolume is the only known measure with this property in the field of EMO [23]. The hypervolume measure was first proposed in [7] where it measures the space covered by a solution set. Mathematically, a reference point xr should be defined at first. For each solution in a solution set S = {xi = (xi,1 , ..., xi,m )|i = 1, ..., |S|}, the volume define by xi is Vi = [xi,1 , xr1 ] × [xi,2 , xr2 ] × ... × [xi,m , xrm ]. All these volumes construct the total volume of S, i.e., ∪Vi . Then, the hypervolume of S can be defined as [7], [23] · · · 1 · dv. (2) v⊆∪Vi

This measure has become more and more popular for assessing the performance of MOEAs nowadays.

3 Alleviate the Hypervolume Degeneration Problem of NSGA-II 3.1 Crowding Distance Selection of NSGA-II The main feature of NSGA-II is that it employs a fast nondominated sorting and crowding distance calculation procedure for selecting offspring. When conducting selection, taking into account the crowding distance is considered to be beneficial for diversity preservation [3]. It is estimated by calculating the average distance of two adjacent solutions surrounding a particular solution along each objective [3]. As shown in Fig. 1 (a), the crowding distance of solution xi is the average side lengths of the cuboid formed by its two adjacent solutions xi−1 and xi+1 (shown with a dashed box). Each

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objective value is divided by fjmax − fjmin , j = 1, ..., m for normalization, where fjmax and fjmin stand for the maximum and minimum values of the jth objective function. NSGA-II continuously accepts nondominated sets with nondominated ranks in ascending order (the lower the better) until the number of accepted solutions exceeds the population size. In this case, the crowding distance selection will be applied to the last accepted nondominated set: Solutions with larger crowding distances will survived. 3.2 Hypervolume Degeneration Problem When applying NSGA-II to MOPs, we found that the hypervolume value of the population in each generation may fluctuate or even decline. The reason can be illustrated in Fig. 1 (b). S = {x1 , ..., x5 } is a nondominated set. y is a new solution that is nondominated with all the points in S. In this situation, the crowding distance selection will be employed on the new set S ∪ {y}. Apparently the crowding distance of y is larger than that of x4 . Then, x4 will be replaced with y and the resultant new nondominated set will be S = {x1 , y, x2 , x3 , x5 }. Hence, the hypervolume of set S will be the hypervolume of set S minus area of the rectangle A plus area of the rectangle B. Since the area of A can be smaller than that of B, the crowding distance selection may cause a decline in terms of hypervolume values. This problem may even deteriorate in case of more than two objective problems [4]. f1

f1

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Fig. 1. (a) Crowding distance of calculation. (b) Illustration of the reason for hypervolume degeneration problem in biobjective case.

3.3 NSGA-II with Geometric Mean-Based Crowding Distance Selection and Single Point Hypervolume-Based Selection We use the original NSGA-II as the basic algorithm, and apply two methods to it in order to alleviate the aforementioned HDP.

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Single Point Hypervolume-Based Selection. As illustrated above, the HDP of NSGAII is due to the fact that, the crowding distance selection always preserves the solutions in sparse area, regardless of how far it is from them to the Pareto front. As a result, solutions which sit close to the Pareto front might be replaced by those ones which are distant from the Pareto font but with larger crowding distances. Consequently, the hypervolume value of the solution set after selection has a possibility to decline. For this reason, preserving some solutions that locate close to Pareto fronts but with small crowding distances may be beneficial. The hypervolume of a solution can indicate the distance between itself and the Pareto front to some extent, and thus can be used for selection. In this paper we simply employed the single point hypervolume-based selection rather than a multiple points based one, because the calculation of hypervolume for multiple points is quite time-consuming. On the other hand, if the algorithm biases too much to those solutions with good hypervolume values, the resultant solution set might assemble together and lose diversity severely. Based on the considerations, a single point hypervolume-based selection is appended to the crowding distance selection probabilistically. In detail, a predefined probability P is given at first. It determines the probability of performing the single point hypervolume-based selection. Then, when the crowding distance selection occurs on a nondominated set S, we modify the procedure as follows: – Copy S to another set S . – Calculate the crowding distances of solutions in S and calculate the hypervolume value of each single solution in S . – Sort S and S according to crowding distance values and single point hypervolume values, respectively. – Generate a random number r. If r < P , choose the solution with largest single point hypervolume value in S as offspring and remove the solution from S ; otherwise, choose the solution with largest crowding distance in S as offspring and remove the solution from S. Repeat this operation until the number of offspring reaches the limit of the population size. By applying the new selection, the resultant algorithm would show a trade-off between preserving diversity and progressing closer to the Pareto front. This property is expected to be beneficial for alleviating the HDP while still maintaining diversity to some extent. Geometric Mean-Based Crowding Distance. As stated in section III-A, the crowding distance of a solution is the arithmetic mean of the side lengths of the cuboid formed by its two adjacent solutions. Since each side length is normalized before conducting the calculation, it is essentially a ratio number, for which geometric mean would be more suitable than arithmetic mean. Moreover, the arithmetic mean can suffer from extremely large or extremely small values, especially the former ones. Thus, the crowding distance selection has an implicit bias to the solutions surrounded by a cuboid with a extremely large length (width) and a extremely small width (length). This bias is usually undesirable. The geometric mean has no such bias, and would be more appropriate for calculating the crowding distance.

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4 Experimental Studies In this section, the effectiveness of the NSGA-II-GHV is empirically evaluated on four well-known benchmark functions chosen from the DTLZ test suite [24]. The problem definitions are given in Table 1. For the four functions, the geometry of the Pareto fronts are totally different, which enables us to fully investigate the performance. We will first compare the hypervolume convergence graphs of NSGA-II-GHV and NSGAII to verify whether our approach is capable of alleviating the HDP. Further, we will compare the finally obtained Pareto front approximations of our approach with NSGAII. In all experiments, the objective number was set to three and the dimension of the decision vectors was set to ten. Table 1. Problem definitions of the test functions. A detailed description can be found in [24]. Problem Definition f1 (x) = 12 x1 x2 (1 + g(x)) f2 (x) = 12 x1 (1 − x2 )(1 + g(x)) f1 f3 (x) = 12 (1 − x1 )(1 + g(x)) 2 g(x) = 100[|x| − 2 + D i=3 ((xi − 0.5) − cos(20π(xi − 0.5)))] 0 ≤ xi ≤ 1, for i = 1, ..., D, D = 10 f1 (x) = cos(x1 π/2)cos(x2 π/2)(1 + g(x)) f2 (x) = cos(x1 π/2)sin(x2 π/2)(1 + g(x)) f2 f3 (x) = sin(x1 π/2)(1 + g(x)) 2 g(x) = 100[|x| − 2 + D i=3 ((xi − 0.5) − cos(20π(xi − 0.5)))] 0 ≤ xi ≤ 1, for i = 1, ..., D, D = 10 f1 (x) = cos(θ1 π/2)cos(θ2 )(1 + g(x)) f2 (x) = cos(θ1 π/2)sin(θ2 )(1 + g(x)) f3 (x) = sin(θ1 π/2)(1 + g(x)) 0.1 f3 g(x) = D i=3 xi π θ1 = x1 , θ2 = 4(1+g(x)) (1 + 2g(x)x2) 0 ≤ xi ≤ 1, for i = 1, ..., D, D = 10 f1 (x) = x1 f2 (x) = x2 f3 (x) = h(f1 , f2 , g)(1 + g(x)) D 9 f4 g(x) = |x|−2 i=3 xi fi h(f1 , f2 , g) = 3 − 2i=1 ( 1+g (1 + sin(3πfi ))) 0 ≤ xi ≤ 1, for i = 1, ..., D, D = 10

4.1 Experimental Settings All the results presented were obtained by executing 25 independent runs for each experiment. For NSGA-II, we adopted the parameters suggested in the corresponding publications [3]. The population sizes for the two algorithms were set to 300, and the maximum generations were set to 250. For the single point hypervolume-based selection, two issues need to be figured out in advance. First, the probability P was set to 0.05. Then, the objective values of each

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solution were normalized before calculating the hypervolume value. Since solutions could be far away from the Pareto front at the early stage, we simply use the upper and lower bound of each function to employ the normalization. By using relaxation method, the upper and lower bounds of f1 –f3 were set to 900 and 0 and for f4 they were set to 30 and -1, respectively. After that, the reference point can be simply chosen at (1, 1, 1). 4.2 Results and Discussions Figs. 2 (a)–(d) present the evolutionary curves of the two algorithms on the four functions in terms of the hypervolume value of solution set obtained in each generation. For each algorithm, we sorted the 25 runs by the hypervolume values of the final solution sets and picked out the median ones. The corresponding curve was then plotted. Accordingly, the objective values were normalized as discussed in section IV-A and the reference point was also set at (1, 1, 1). The Pareto front of f1 is a hyper-plane, while the Pareto front of f2 is the eighth spherical shell [24]. In this case, NSGA-II showed a fluctuation or decline in hypervolume at the late stage, as showed in Fig. 2 (a) and (b). In most cases NSGA-II fluctuated when it reached a good hypervolume value, which indicates that it might reach a good Pareto front approximation. We also found that most of the solutions are nondominated at this time. Then, the crowding distance selection would play an important part and thus should take the main responsibility for the HDP. On the contrary, NSGA-II-GHV smoothed the fluctuation. Meanwhile, NSGA-II-GHV generally converged faster and finally obtained better Pareto front approximations than NSGA-II. In Fig. 2 (c), both the two algorithms showed smooth convergence curves. The reason is, the Pareto front of this function is a continuous two-dimensional curve, and thus NSGA-II did not suffer greatly from the HDP as on three-dimensional surfaces. However, NSGA-II generally achieved higher convergence speed. Finally, in Fig. 2 (d), both the two algorithm suffered from the degeneration problem. The Pareto front of f4 is a three-dimensional discontinuous surfaces, which leads to great search difficulty. Anyhow, the convergence curve of our approach is generally above the one of NSGA-II. Below we will further investigate whether NSGA-II-GHV is able to obtain better final solution sets. The hypervolume and inverted generational distance (IGD) [25] were chosen as the performance measures. When calculating hypervolume, we also normalized the objective values and set reference point as mentioned in section II-A. In consequence, the hypervolume values would be quite close to 1, which causes difficulty for demonstration. Hence, we subtracted these values from 1 and presented the mean of the modified values in Table 2. Since a large hypervolume value is considered to indicate a good performance, then the item in Table 2 will indicates good performance when it is small. Two-sided Wilcoxon rank-sum tests [26] with significance level 0.05 have also been conducted based on these values. The one that is significantly better was highlighted in boldface. It can be found that the NSGA-II-GHV outperformed NSGAII on three out of the four functions, and the difference between the two algorithms is not statistically significant on f3 . Meanwhile, NSGA-II-GHV achieved comparable or superior results than NSGA-II in terms of the IGD values. Hence, the advantage of NSGA-II-GHV has also been verified.

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Fig. 2. The hypervolume evolutionary curves of NSGA-II-GHV and NSGA-II on function f1 –f4 Table 2. Comparison between NSGA-II-GHV and NSGA-II in terms of hypervolume and IGD values Function f1 f2 f3 f4

NSGA-II-GHV hypervolume IGD 1.54e − 09 8.48e − 09 1.44 − 06 8.57e − 02

3.08e − 01 4.36e − 02 3.71e − 02 1.97e − 01

NSGA-II hypervolume IGD 8.46e − 09 5.52e − 08 1.46 − 06 8.66e − 02

2.80e − 01 9.90e − 02 4.68e − 02 1.96e − 01

5 Conclusions In this paper, the HDP of NSGA-II was identified at first. Then, we illustrated that this problem is due to the fact that the crowding distance selection of NSGA-II always favors the solutions in sparse area regardless of the distances between them and the Pareto front. To solve this problem, a single point hypervolume-based selection was first appended to the crowding distance selection probabilistically to achieve a trade-off between preserving diversity and progressing towards good Pareto fronts. At the same

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time, the crowding distance of a solution is the arithmetic mean of side lengths of the cuboid surrounded by its two neighbors. Since the arithmetic mean suffers greatly from extreme values, it will make the crowding distance selection bias towards solutions surrounded by a cuboid with a extremely large length (width) and a extremely small width (length). Therefore, we use a geometric mean instead to remove this bias. To demonstrate the effectiveness, we comprehensively evaluated the new algorithm on four well-known benchmark functions. Empirical results showed that the proposed methods are capable of alleviating the HDP of NSGA-II. Moreover, the new algorithm also achieved superior or comparable performance in comparison with NSGA-II. Acknowledgment. This work is partially supported by two National Natural Science Foundation of China grant (No. 60802036 and No. U0835002) and an EPSRC grant (No. GR/T10671/01) on “Market Based Control of Complex Computational Systems.”

References 1. Deb, K.: Multi-Objective Optimization Using Evolutionary Algorithms. Wiley, New York (2001) 2. Coello, C.: Evolutionary multi-objective optimization: A historical view of the field. IEEE Computational Intelligence Magazine 1(1), 28–36 (2006) 3. Deb, K., Pratap, A., Agarwal, S., Meyarivan, T.: A fast and elitist multiobjective genetic algorithm: NSGA-II. IEEE Transactions on Evolutionary Computation 6(2), 182–197 (2002) 4. Wang, Z., Tang, K., Yao, X.: Multi-objective approaches to optimal testing resource allocation in modular software systems. IEEE Transactions on Reliability 59(3), 563–575 (2010) 5. Nebro, A.J., Luna, F., Alba, E., Dorronsoro, B., Durillo, J.J., Beham, A.: AbYSS: Adapting scatter search to multiobjective optimization. IEEE Transactions on Evolutionary Computation 12(4), 439–457 (2008) 6. Zitzler, E., Deb, K., Thiele, L.: Comparison of multiobjective evolutionary algorithms: Empirical results. Evolutionary Computation 8(2), 173–195 (2000) 7. Zitzler, E., Thiele, L., Laumanns, M., Fonseca, C., Fonseca, V.: Performance assessment of multiobjective optimizers: An analysis and review. IEEE Transactions on Evolutionary Computation 7(2), 117–132 (2003) 8. Tan, K., Lee, T., Khor, E.: Evolutionary algorithms for multi-objective optimization: Performance assessments and comparisons. Artificial Intelligence Review 17(4), 253–290 (2002) 9. Bader, J., Zitzler, E.: HypE: An algorithm for fast hypervolume-based many-objective optimization. Evolutionary Computation 19(1), 45–76 (2011) 10. Ishibuchi, H., Tsukamoto, N., Hitotsuyanagi, Y., Nojima, Y.: Effectiveness of scalability improvement attempts on the performance of NSGA-II for many-objective problems. In: 10th Annual Conference on Genetic and Evolutionary Computation (GECCO 2008), pp. 649–656. Morgan Kaufmann (2008) 11. Corne, D., Knowles, J.: Techniques for highly multiobjective optimization: Some nondominated points are better than others. In: 9th Annual Conference on Genetic and Evolutionary Computation (GECCO 2007), pp. 773–780. Morgan Kaufmann (2007) 12. Drechsler, N., Drechsler, R., Becker, B.: Multi-objective Optimisation Based on Relation Favour. In: Zitzler, E., Deb, K., Thiele, L., Coello Coello, C.A., Corne, D.W. (eds.) EMO 2001. LNCS, vol. 1993, pp. 154–166. Springer, Heidelberg (2001) 13. K¨oppen, M., Yoshida, K.: Substitute Distance Assignments in NSGA-II for Handling ManyObjective Optimization Problems. In: Obayashi, S., Deb, K., Poloni, C., Hiroyasu, T., Murata, T. (eds.) EMO 2007. LNCS, vol. 4403, pp. 727–741. Springer, Heidelberg (2007)

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14. Kukkonen, S., Lampinen, J.: Ranking-dominance and many-objective optimization. In: 2007 IEEE Congress on Evolutionary Computation (CEC 2007), pp. 3983–3990. IEEE Press (2007) 15. S¨ulflow, A., Drechsler, N., Drechsler, R.: Robust Multi-Objective Optimization in High Dimensional Spaces. In: Obayashi, S., Deb, K., Poloni, C., Hiroyasu, T., Murata, T. (eds.) EMO 2007. LNCS, vol. 4403, pp. 715–726. Springer, Heidelberg (2007) 16. Sato, H., Aguirre, H.E., Tanaka, K.: Controlling Dominance Area of Solutions and Its Impact on the Performance of MOEAs. In: Obayashi, S., Deb, K., Poloni, C., Hiroyasu, T., Murata, T. (eds.) EMO 2007. LNCS, vol. 4403, pp. 5–20. Springer, Heidelberg (2007) 17. Branke, J., Kaußler, T., Schmeck, H.: Guidance in evolutionary multi-objective optimization. Advances in Engineering Software 32(6), 499–507 (2001) 18. Ishibuchi, H., Nojima, Y.: Optimization of Scalarizing Functions Through Evolutionary Multiobjective Optimization. In: Obayashi, S., Deb, K., Poloni, C., Hiroyasu, T., Murata, T. (eds.) EMO 2007. LNCS, vol. 4403, pp. 51–65. Springer, Heidelberg (2007) 19. Ishibuchi, H., Nojima, Y.: Iterative approach to indicator-based multiobjective optimization. In: 2007 IEEE Congress on Evolutionary Computation (CEC 2007), pp. 3697–3704. IEEE Press, Singapore (2007) 20. Wagner, T., Beume, N., Naujoks, B.: Pareto-, Aggregation-, and Indicator-Based Methods in Many-Objective Optimization. In: Obayashi, S., Deb, K., Poloni, C., Hiroyasu, T., Murata, T. (eds.) EMO 2007. LNCS, vol. 4403, pp. 742–756. Springer, Heidelberg (2007) 21. Deb, K., Sundar, J.: Reference point based multi-objective optimization using evolutionary algorithms. In: 8th Annual Conference on Genetic and Evolutionary Computation (GECCO 2006), pp. 635–642. Morgan Kaufmann (2007) 22. Fleming, P.J., Purshouse, R.C., Lygoe, R.J.: Many-Objective Optimization: An Engineering Design Perspective. In: Coello Coello, C.A., Hern´andez Aguirre, A., Zitzler, E. (eds.) EMO 2005. LNCS, vol. 3410, pp. 14–32. Springer, Heidelberg (2005) 23. Zitzler, E., Brockhoff, D., Thiele, L.: The Hypervolume Indicator Revisited: On the Design of Pareto-compliant Indicators Via Weighted Integration. In: Obayashi, S., Deb, K., Poloni, C., Hiroyasu, T., Murata, T. (eds.) EMO 2007. LNCS, vol. 4403, pp. 862–876. Springer, Heidelberg (2007) 24. Deb, K., Thiele, L., Laumanns, M., Zitzler, E.: Scalable test problems for evolutionary multiobjective optimization. In: Evolutionary Multiobjective Optimization: Theoretical Advances and Applications, pp. 105–145. Springer, Berlin (2005) 25. Okabe, T., Jin, Y., Sendhoff, B.: A critical survey of performance indices for multiobjective optimisation. In: 2003 IEEE Congress on Evolutionary Computation (CEC 2003), pp. 878–885. IEEE Press, Canberra (2003) 26. Siegel, S.: Nonparametric Statistics for the Behavioral Sciences. McGraw-Hill, New York (1956)

A Hybrid Dynamic Multi-objective Immune Optimization Algorithm Using Prediction Strategy and Improved Differential Evolution Crossover Operator Yajuan Ma, Ruochen Liu, and Ronghua Shang Key Laboratory of Intelligent Perception and Image Understanding of Ministry of Education of China, Xidian University, Xi’an, 710071, China

Abstract. In this paper, a hybrid dynamic multi-objective immune optimization algorithm is proposed. In the algorithm, when a change in the objective space is detected, aiming to improve the ability of responding to the environment change, a forecasting model, which is established by the non-dominated antibodies in previous optimum locations, is used to generate the initial antibodies population. Moreover, in order to speed up convergence, an improved differential evolution crossover with two selection strategies is proposed. Experimental results indicate that the proposed algorithm is promising for dynamic multi-objective optimization problems. Keywords: Prediction Strategy, differential evolution, dynamic multi-objective, immune optimization algorithm.

1 Introduction Many real-world systems have different characteristics in different time. Dynamic single-objective optimization has received more attention in the past [10]. Recently, people have focused on dynamic multi-objective optimization (DMO) problems [5]. In DMO problems, the objective function, constraint or the associated problem parameters may change over time, and the DMO problems often aim to trace the movement of the Pareto front (PF) and the Pareto Set (PS) within the given computation budget. If the existed classical static multi-objective techniques are applied to DMO problems directly, they will have many limitations because of lacking of the ability to react change quickly. To this end, a correct prediction of the new location of the changed PS is of great interest. Hatzakis [4] proposed a forwardlooking approach to predict the new locations of the only two anchor points. Zhou [1] proposed a forecasting model to predict the new location of individuals from the location changes that have occurred in the history time environment. In this paper, we use the forecasting model [1] to guide future search. The main difference between our method and [1] is similarity detection which is used to detect whether a significant change take place in the system. Solution re-evaluation is used as similarity detection in [1], we use the population statistical information to detect environment. Moreover, if the historical information is too little to form a forecasting model, we perturb the last PS location to get the initial individuals. In the late stages of evolution, the forecasting model is used to predict the new individuals’ locations. B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 435–444, 2011. © Springer-Verlag Berlin Heidelberg 2011

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Recently, applying an immune system for dynamic optimization arouse much attraction due to its natural capability of reacting to new threats. Zhang [13] suggested a dynamic multi-objective immune optimization algorithm (DMIOA) to deal with DMO problems, in which, the dimension of the design space is time-variant. Shang [9] proposed a clone selection algorithm (CSADMO) with a well-known non-uniform mutation strategy to solve DMO problems. In our paper, static multi-objective immune algorithm with non-dominated neighbor-based selection (NNIA) [8] is extended to solve DMO problems. However, NNIA may be trapped in local optimal Pareto front and converge to only a point when current non-dominated antibodies selected for proportional cloning are very few. In order to solve this problem, an improved differential evolution (DE) crossover is proposed. Different from classic DE, two selection parent individuals’ strategies are used to generate new antibodies in the improved DE crossover.

2 Theoretical Background 2.1 The Definition of DMO Problems and Antibody Population In this paper, we will solve the following DMO problems: T min F ( x, t ) = ( f1 ( x, t ), f 2 ( x, t ),…, f m ( x, t )) s.t. x ∈ X

(1)

Where t = 0,1, 2, … represent time. x ⊂ R D is the decision space and x = ( x1 , … xl ) ∈ R D is the decision variable vector. F : ( X , t ) → R m consists of m realvalued objective functions which change over time f i ( x, t ) i = 1, 2,…, m . R m is the objective space. In this paper, an antibody b = ( b1 ,b2 ,… ,bl ) is the coding of

variable x , denoted by b = e( x ) , and x is called the decoding of antibody b , expressed as x = e−1( b ) . An antibody population B = { b1 ,b2 ,…bn },bi ∈ R l ,1 ≤ i ≤ n

(2)

is a set of n-dimensional antibodies, where n is the size of antibody population B . 2.2 Forecasting Model

The forecasting model [1] is introduced briefly as follows: Assume that the recorded antibodies in the historical time environment, i.e., Qt ,…, Q1 can provide information for predicting the new PS locations of t + 1 . The locations of PS of t + 1 are seen as a function of the locations Qt , …, Q1 :

Qt +1 = F (Qt , …, Q1 , t ) Where Qt +1 represents the new location of PS at t + 1 .

(3)

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Suppose that x1 , …, xt , xi ∈ Qi , i = 1, …, t are a series of antibodies which describe the movements of the PS, a generic model to predict the new antibodies locations for the (t + 1) -th time environment can be described as follows:

xt +1 = F ( xt , xt −1 ,…, xt − K +1 , t )

(4)

Where K denotes the number of the previous time environment that xt +1 is dependent on in the forecasting model. In this paper, we set K = 3 . Here, for an antibody xt ∈ Qt , its parent antibody in the pervious time environment can be defined as the nearest antibody in Qt −1 :

xt −1 = arg min y − xt y∈Qt −1

(5)

2

Once a time series is constructed for each antibody in the population, we use a simple linear model to predict the new antibody:

xt +1 = F ( xt , xt −1 ) = xt + ( x t − xt −1 )

(6)

2.3 Differential Evolution

Differential Evolution (DE) algorithm [6] is a simple and effective evolutionary algorithm for optimizing problems. The mutation operator can be described as follows:

Vi , t +1 = X r1 , t + F ∗ ( X r2 , t − X r3 , t )

(7)

Where Vi ,t +1 is mutant vector, X r 1 , t , X r 2 , t , X r3, t are three different individuals in population, F is a mutation factor. Then combine the current vector X i , t and the mutant vector Vi , t +1 to form the trial vector U i , t +1 : U i , t +1 = (U 1, t +1 , U 2, t +1 , " , U N , t +1 ) U ij , t +1

Vij , t +1 = X ij , t

if ( rand (0,1) ≤ CR ) or j = jrand if ( rand (0,1) > CR ) or j ≠ jrand

i = 1, 2, " N , j = 1, 2, " D

(8)

Where rand (0,1) is a random number within [0, 1], CR is a control parameter to determine the probability of crossover, jrand is a randomly chosen index from [1, D] .

3 Proposed Algorithm 3.1 Similarity Detection and Prediction Mechanism

The aim of similarity detection is to detect whether a change happens, and if a change is detected, whether the adjacent time environment is similar to each other. Two methods are usually used as similarity detection. One method is solution re-evaluation

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[5] [1]. A few solutions is randomly selected to evaluate them, if there is a change in any of the objectives and constraint functions, it is recognized that a change take place in the problem. In this paper, the population statistical information [7] is used as similarity detection operator. It can be formulated as follows: Nδ

ε (t ) =

( f j ( X , t ) − f j ( X , t − 1)) R (t ) − U (t )

j =1

(9)

Nδ

Where, R(t ) is composed of the maximum value of each dimensions of f ( X ,t ) and U (t ) is composed of the minimum value of each dimensions of f ( X ,t ) . N δ is the size of solutions used to test the environment change. If the ε(t ) is greater than a predefined threshold, we think that a significant change has taken place in the system, and then the Forecasting Model is used to predict the new location of individuals. The prediction strategy is described as: The prediction strategy (Output: the initial antibodies population Qt (0) ): Randomly select 5 sentry antibodies from Qt −1 (τT ) , and then use Similarity Detection to detect environment. If change is significant, do if t < 3 Qt ( 0 ) ← Perturb 20% of Qt −1 (τT ) with Gauss noise else Qt ( 0 ) ←Forecasting Model end if end if

Where Qt −1 ( τΤ ) is the optimal antibody population of the time t+1 . 3.2 The Proposed Dynamic Multi-objective Immune Optimization Algorithm

The flow of the hybrid dynamic multi-objective immune optimization algorithm (HDMIO) is shown as follows: The main pseudo-code of HDMIO (Output: every time environment PS: Q1 ,… ,QT ): max

P( 0 ) randomly, and get Non-dominated population B( 0 ) , select nA less-crowded non-dominated solutions from B( 0 ) to form Active Population A( 0 ) , Set t = 0 ; while t < Tmax do if t > 0 , do Conduct prediction strategy and get Pt ( 0 ) , then find Bt ( 0 ) and At ( 0 ) ; end if Initialize

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g = 0;

While g < τΤ ,do

Ct ( g ) ←Proportional clone At ( g ) ; Ct '( g ) ←The improved DE crossover and polynomial mutation; Ct '( g ) ∪ Bt ( g ) ←Combine Ct '( g ) and Bt ( g ) ; Bt ( g + 1 ) , At ( g + 1 ) ← Ct '( g ) ∪ Bt ( g )

；

g = g +1 end while Qt = Bt ( g ) ; t = t +1 end while

Where g is the generation counter, τΤ is the number of generations in time environment t. Tmax is the maximum number of time steps, nD is maximum size of Non-dominated Population. At ( g ) is Active Population, and nA is maximum size of Active Population. Ct ( g ) is Clone Population, and nc is size of Clone Population. At time t, similarity detection is applied to determining whether the new reinitialization strategy is used. After proportional clone, the improved DE crossover and polynomial mutation are operated on clone population, and then the nondominated antibodies are identified and selected from Ct '( g ) ∪ Bt ( g ) . When the number of non-dominated antibodies is greater than the maximum limitation nD and the size of non-dominated Population nD is greater than the maximum size of Active Population nA , both the reduction of non-dominated Population and the selection of active antibodies use the crowding-distance [3]. In the proposed algorithm, proportional cloning can be denoted as follows: r di = nc × niA i =1 ri

(10)

Where, ri denotes the normalized crowding-distance value of the active antibodies ai , di , i = 1, 2,…, n A is the cloning number assigned to i-th active antibody, and di = 1 denotes that there is no cloning on antibody ai . 3.3 Improved DE Crossover Operator

When selecting some antibodies to generate new antibodies in DE, a hybrid selection mechanism is used, which include selection 1 and selection 2. As Fig. 1, the antibodies in active population are less-crowded antibodies selected from nondominated population. Proportional cloning those antibodies in Active Population and get clone population. Every time environment, in the early stages of evolution, selection 1 is used, when the current generation is larger than a pre-defined number,

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the selection 2 is active. In two selection strategies, we choose the base parent X r1, t from the clone population randomly. While the methods of selecting other two parents X r 2, t and X r 3, t are different in two selection strategies. In selection 1, they are selected from non-dominated Population randomly, and in selection 2, they are randomly selected from clone population.

Vi , t +1 = X r1 ,t + F ∗ ( X r2 , t − X r3 , t )

Vi , t +1 = X r1 , t + F ∗ ( X r2 , t − X r3 , t )

Fig. 1. Illustration of two parent antibodies selection mechanisms in DE

4 Experimental Studies 4.1 Benchmark Problems

Four different problems are tested in this paper. In DMOP1 [7] and DMOP4 [7], the optimal PS change, and the optimal PF does not change. In DMOP2 [2], the optimal PS does not change, and the optimal PF change. In DMOP3 [2], both the optimal PS and PF change. The first three problems have two objectives, and the last problem has three objectives. Fig.2 shows the true PSs and PFs of DMOPs when they are changing with time. PSs 1

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4.2 Experiments on Prediction Scheme and the Improved DE Crossover Operator

The algorithms in comparison are all conducted under the framework of dynamic NNIA. Table 1 lists six algorithms. Parameters settings are as follows: nD = nc = 100 , nA = 20 , the severity of change nT = 10 , the frequency of change τT = 50 , Tmax = 30 , the thresh hold of ε(t ) is 2e-02, the parameters of DE is set

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to be: F = 0.5,CR = 0.1 .Inverted generational distance ( IGD ) [12] is used for measuring the performance of the algorithms, the lower values of IGD represent good convergence ability. We used IGD to denote the average IGD value of all time environments. Fig. 3 gives the tracking of IGD in 10 time steps, and the IGD and its standard variance (std) of 20 independent runs are listed in Table 2. Table 1. Indexs of different algorithms

Index 1 2 3 4 5 6

Algorithms DNNIA-res: restart 20% non-dominated antibodies randomly DNNIA-res-DE: restart scheme and DE crossover operator DNNIA-gauss: perturb 20% non-dominated antibodies with Gaussian noise DNNIA-gauss-DE: perturb scheme and DE crossover operator DNNIA-pre: prediction scheme HDMIO: prediction scheme and DE crossover operator

Taking the re-initialization scheme into consideration only, from Fig.3, we can see that, for DMOP1, DMOP3 and DMOP4, the advantage of prediction scheme is much more distinct than other re-initialization, perturb scheme is poor slightly, restart scheme works worst. When 0 < t < 3 , results of all the algorithms are very similar, since the quality of history information stored too small to form forecasting model, and the prediction scheme is in essence perturb scheme. When t > 3 , the algorithm with the prediction scheme has best performance and can react to the variations with a faster speed. For DMOP2, the stability of HDMIO is not good, and even in some time, its performance qualities are worse than those without prediction scheme. This may be because that the true PS of DMOP2 is instant all the time, prediction scheme could break the distribution of the history PS and lose efficacy. DMOP1 -1

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As the influence of new DE crossover operator to the result, from the Table 2, we can see that the IGD value can be improved to a certain extent for DMOP1, DMOP3 and DMOP4. For DMOP2, combining with prediction scheme, the new DE crossover operator does not improve the IGD value. Table 2. Comparison of IGD of DNNIA with different re-initialization and crossover

DNNIAres 1.33E-02 3.32E-02 1.66E-03 1.20E-03 9.87E-01 2.01E+00 2.75E-02 1.70E-03

mean std mean DMOP2 std mean DMOP3 std mean DMOP4 td DMOP1

DNNIA- DNNIA- DNNIAres-DE gauss gauss-DE 3.28E-03 4.76E-03 3.24E-03 8.17E-05 1.83E-04 1.03E-04 1.03E-03 1.60E-03 1.02E-03 1.68E-04 7.21E-04 2.45E-04 3.92E-03 5.67E-01 3.83E-03 1.51E-04 1.40E+00 1.51E-04 1.51E-02 2.50E-02 1.51E-02 2.55E-04 1.60E-03 1.93E-04

DNNIApre 2.62E-03 1.16E-04 1.53E-03 1.20E-03 3.16E-03 1.45E-04 1.86E-02 1.30E-03

HDMIO 2.15E-03 7.84E-05 1.74E-03 3.76E-04 2.57E-03 7.67E-05 1.41E-02 1.66E-04

4.3 Experiment of Comparing HDMIO with Other Three Different Dynamic Multi-objective Optimization Algorithms

In this section, we compared HDMIO with other four dynamic multi-objective optimization algorithms. They are DNAGAII-A [5], DNSGAII-B [5] and CSADMO [9]. For all these algorithms, τ0 = 100 , the population size N = 100 , in DNSGAII-A DMOP2

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and DNNIA-B, pc = 1 , pm = 1 / n , where n is the dimension of decision variable, the parameters of HDMIO are same with the precious section. In every t > 1 , for DNSGAII-A, DNSGAII-B and HDMIO, the number of fitness evaluations is FEs = 5000 , while the clone proportion of CSADMO is 3, and its FEs = 15000 . Fig. 4 shows the tracking of IGD in 10 time steps in details. From Fig. 4, we can see that, for DMOP1and DMOP3, although it is difficult to form the forecasting model in first three steps, our algorithm is still superior to other three algorithms. As time goes on, the advantage of our algorithm is remarkable, and the ability to react to change is fastest. For DMOP2, the performance stability of our algorithm is poor slightly. For DMOP4, HDMIO achieve best performance in the early stages, while CSADMO works best in the late stages.

5 Conclusion In this paper, we present a hybrid dynamic multi-objective immune optimization algorithm, in which, two mechanisms including a prediction mechanism and a new crossover operator is proposed. We use two sets of experiments to prove the effectiveness of the proposed algorithm, the first set of experiments demonstrate that the prediction mechanism can significantly improve the ability of responding to the environment, and the new crossover operator can enhance the convergence of proposed algorithm. It is concluded that the proposed algorithm for the classic DMO problems are encouraging and promising. While, when the change of the PS is insignificant or the PS is instant over time, the stability of our algorithm is not very good. So this problem is our priority for the future research. Acknowledgments. This work was supported by the National Natural Science Foundation of China under Grant (No.60803098 and No.61001202), and the Provincial Natural Science Foundation of Shaanxi of China (No. 2010JM8030 and No. 2009JQ8015).

References 1. Zhou, A.M., Jin, Y.C., Zhang, Q.F., Sendhoff, B., Tsang, E.: Prediction-Based Population Re-Initialization for Evolutionary Dynamic Multi-Objective Optimization. In: Obayashi, S., Deb, K., Poloni, C., Hiroyasu, T., Murata, T. (eds.) EMO 2007. LNCS, vol. 4403, pp. 832–846. Springer, Heidelberg (2007) 2. Goh, C.K., Tan, K.C.: A competitive –cooperative coevolutionary paradigm for dynamic multiobjective optimization. IEEE Transactions on Evolutionary Computation 13(1), 103–127 (2009) 3. Deb, K., Pratap, A., Agarwal, S., Meyarivan, T.: A fast and elitist multi-objective genetic algorithm: NSGA-II. IEEE Transactions on Evolutionary Computation 6(2), 182–197 (2002) 4. Hatzakis, I., Wallace, D.: Dynamic multi-objective optimization with evolutionary algorithms: A forward-looking approach. In: Proceedings of Genetic and Evolutionary Computation Conference (GECCO 2006), Seattle, Washington, USA, pp. 1201-1208 (2006)

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5. Deb, K., Bhaskara, U.N., Karthik, S.: Dynamic Multi-objective Optimization and Decision-Making Using Modified NSGA-II: A Case Study on Hydro-thermal Power Scheduling. In: Obayashi, S., Deb, K., Poloni, C., Hiroyasu, T., Murata, T. (eds.) EMO 2007. LNCS, vol. 4403, pp. 803–817. Springer, Heidelberg (2007) 6. Price, K.V., Storn, R.M., Lampinen, J.A.: Differential Evolution. A Practical Approach to Global Optimization. Springer, Berlin (2005) ISBN 3-540-29859-6 7. Farina, M., Amato, P., Deb, K.: Dynamic multi-objective optimization problems: Test cases, approximations and applications. IEEE Transactions on Evolutionary Computation 8(5), 425–442 (2004) 8. Gong, M.G., Jiao, L.C., Du, H.F., Bo, L.F.: Multi-objective immune algorithm with nondominated neighbor-based selection. Evolutionary Computation 16(2), 225–255 (2008) 9. Shang, R., Jiao, L., Gong, M., Lu, B.: Clonal Selection Algorithm for Dynamic Multiobjective Optimization. In: Hao, Y., Liu, J., Wang, Y.-P., Cheung, Y.-m., Yin, H., Jiao, L., Ma, J., Jiao, Y.-C. (eds.) CIS 2005, Part I. LNCS (LNAI), vol. 3801, pp. 846–851. Springer, Heidelberg (2005) 10. Yang, S.X., Yao, X.: Population-Based Incremental Learning With Associative Memory for Dynamic Environments. IEEE Transactions on Evolutionary Computation 12(5), 542–561 (2008) 11. Zhang, Z.H., Qian, S.Q.: Multiobjective optimization immune algorithm in dynamic environments and its application to greenhouse control. Applied Soft Computing 8, 959–971 (2008) 12. Van Veldhuizen, D.A.: Multi-Objective evolutionary algorithms: Classification, analyzes, and new innovations (Ph.D. Thesis). Wright-Patterson AFB: Air Force Institute of Technology (1999)

Optimizing Interval Multi-objective Problems Using IEAs with Preference Direction Jing Sun1,2 , Dunwei Gong1 , and Xiaoyan Sun1 1

School of Information and Electrical Engineering, China University of Mining and Technology, Xuzhou, China 2 School of Sciences, Huai Hai Institute of Technology, Lianyungang, China

Abstract. Interval multi-objective optimization problems (MOPs) are popular and important in real-world applications. We present a novel interactive evolutionary algorithm (IEA) incorporating an optimizationcum-decision-making procedure to obtain the most preferred solution that ﬁts a decision-maker (DM)’s preferences. Our method is applied to two interval MOPs and compared with PPIMOEA and the posteriori method, and the experimental results conﬁrm the superiorities of our method. Keywords: Evolutionary algorithm, Interaction, Multi-objective optimization, Interval, Preference direction.

1

Introduction

When handling optimization problems in real-world applications, it is usually necessary to simultaneously consider several conﬂicting objectives. Furthermore, due to many objective and/or subjective factors, these objectives and/or constraints frequently contain uncertain parameters, e.g., fuzzy numbers, random variables, and intervals. These problems are called uncertain MOPs. For many practical problems, compared with creating the precise probability distributions of random variables or the member function of fuzzy numbers, the bounds of the uncertain parameters can be much more easily identiﬁed [1]. We focus on MOPs with interval parameters [2] in this study. The mathematical model of this problem can be formulated as follows: max f (x, c) = (f1 (x, c), f2 (x, c), · · · , fm (x, c))T s.t.x ∈ S ⊆ Rn c = (c1 , c2 , · · · , cl )T , ck = [ck , ck ] , k = 1, 2, · · · , l

(1)

where x is an n-dimensional decision variable, S is a decision space of x, fi (x, c) is the i-th objective function with interval parameters for each i = 1, 2, · · · , m, c is an interval vector parameter, where ck is the k-th component of c with ck and ck being its lower and upper limits, respectively. Each objective value in problem (1) is an interval due to its interval parameters, and the i-th objective Δ value is denoted as fi (x, c) =[f (x, c), f i (x, c)] . i

B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 445–452, 2011. c Springer-Verlag Berlin Heidelberg 2011

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Evolutionary algorithms (EAs) are a kind of globally stochastic optimization methods inspired by nature evolution and heredity mechanisms. Since EAs can simultaneously search for several Pareto optimal solutions in one run, they become eﬃcient methods, such as NSGA-II [3], of solving MOPs. EAs for MOPs with interval parameters [2] aim to ﬁnd a set of well-converged and evenlydistributed Pareto optimal solutions. However, in practice, it is necessary to arrive at the DM’s most preferred solution [4]. The methods can be grouped into the following three categories, i.e., a priori methods, a posteriori methods, and interactive methods. There have been many interactive evolutionary multi-objective optimization methods for MOPs with deterministic parameters [4]-[7], however, there exists few interactive method for MOPs with interval parameters. To our best knowledge, there only exists our recently proposed method, named solving interval MOPs using EAs with preference polyhedron (PPIMOEA) [8]. Types of preference information asked from the DM include reference points [5], reference directions [6], and so on. For interactive based reference points/ directions methods, reference points and directions are expressed as the form of aspiration levels, which are comfortable and intuitive for the DM [5]. In the initial stage of evolution, the DM has no overview of the objective space and his/her aspiration levels are blind. The DM’s preference information can be acquired by pairwise comparing all optimal solutions, which can be used to construct his/her preference model. For preference cone based methods [7], it is necessary to select the best and the worst ones from the objective values corresponding to the alternatives. Compared with the method of specifying aspiration levels, it is much easier to select the worst value, which alleviates the cognitive burden on the DM. A preference polyhedron of [8] indicates the DM’s preference region and points out his/her preference direction. Given the above ideas, we propose an IEA for interval MOP based on preference direction by employing the framework of NSGA-II, which incorporates an optimization-cum-decision-making procedure. This algorithm makes the best of the DM’s preference information, and a preference direction is elicited from the preference polyhedron. In addition, an interval achievement scalarizing function is constructed by taking the worst value and the preference direction as the reference point and direction, respectively. The above function is used to rank optimal solutions and direct the search to the DM’s preference region. The remaining of this paper is organized as follows: Section 2 expounds framework of our algorithm. The applications of our method in typical bi-objective optimization problems with interval parameters are given in section 3. Section 4 outlines the main conclusions of our work and suggests possible opportunities to be further researched.

2

Proposed Algorithm

We propose an IEA for MOPs with interval parameters based on the preference polyhedron in this section. Having evolved τ generations by an EA for MOPs

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with interval parameters, the DM is provided with η ≥ 2 optimal solutions with large crowding/approximation metrics from the non-dominated solutions every τ generations, and chooses the worst one from the objective values corresponding to them. With these optimal solutions sent to the DM, a preference polyhedron is created in the objective space, and his/her preference direction is elicited from it, expounded in subsection 2.1. Till the next τ generations, the constructed preference polyhedron and an approximation metric, described in subsection 2.2, based on the above direction are used to modify the domination principle, elaborated in subsection 2.3. When the termination criterion is met, the ﬁrst superior individual in the population is the DM’s most preferred solution. 2.1

Preference Direction

For the theory of the preference polyhedron, please refer to [8]. From the theorems, the gray region in Fig. 1 is the DM’s preferred one, which implicitly shows the DM’s preference direction, and the rest is either the DM’s non-preferred or uncertain preference one. If the population evolves along the preference direction, the algorithm will rapidly ﬁnd the DM’s most preferred solution. To this end, we need to elicit the preference direction from the preference polyhedron. For the sake of simplicity, we choose the middle direction of the preference polyhedron as the DM’s preference direction. The detailed method of eliciting the preference direction from the preference polyhedron in the two-dimensional case is as follows. The discussion is divided into the following two cases: (1) When a component of the worst value is the minimal value of corresponding objective, the directions of direction vectors of the two lines are selected as the ones whose direction cosine in the objective, i.e. the component in the objective, are larger than 0; (2) When a component of the worst value is not the minimal value of corresponding objective, if the line lies above the worst value, the directions of direction vectors are selected as the ones whose direction cosine in the second objective is larger than 0; otherwise, those in the ﬁrst objective are chosen. The unit direction vectors of the two lines are denoted as v1 = (v11 , v12 ) and v2 = (v21 , v22 ) , respectively, then the direction of the sum of the two direction vectors is the preference direction. The direction, shown as the one of v1 + v2 in Fig. 1, is the DM’s preference direction. 2.2

Approximation Metric

The value of an achievement scalarizing function reﬂects the approximation of the objective value corresponding to an alternative to the DM’s most preferred value on the Pareto front. In maximization problems, the larger the value of the achievement function, the closer the alternative to the DM’s most preferred solution is. The objective values considered here are intervals, the above real-valued achievement function is, thus, not applicable. It is necessary to replace the

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Fig. 1. Elicitation of preference direction

real-valued variables of the achievement function with interval ones. Accordingly, the following interval achievement function is got. i (xk ,c)| s(f (x, c), f (xk , c), r) = max |fi (x,c)−f i r i=1,···,m m (2) +ρ |fi (x, c) − fi (xk , c)| i=1

where f (x, c) is the objective value corresponding to individual x in the t-th generation, f (xk , c) is the worst value, r = (r1 , r2 , · · · , rm ) is the preference direction, |fi (x, c) − fi (xk , c)| denotes the distance between c) and fi (xk , c), fi (x, whose deﬁnition is the maximum of f i (x, c) − f i (xk , c) and f i (x, c) − f i (xk , c) [9], where f i (x, c), f i (x, c) and f i (xk , c), f i (xk , c) are the lower and the upper limits of intervals fi (x, c) and fi (xk , c), respectively. ρ is a suﬃciently small positive scalar. The value of this function is called the approximation metric of individual x in this study. 2.3

Sorting Optimal Solutions

We use the following strategy to sort the individuals: ﬁrst, the dominance relation based on intervals [2] is used; then, the individuals with the same rank are classiﬁed into three categories, i.e. the preferred, the uncertain preference and the non-preferred individuals [8]; ﬁnally, the individuals with both the same rank and category are further ranked based on the approximation metric. The larger the approximation metric, the better the performance of the individual is. The above sorting strategy is suitable to select individuals in Step 4, too.

3

Applications

The proposed algorithm’s performances are conﬁrmed by optimizing two benchmark bi-objective optimization problems and comparing it with PPIMOEA and an a posteriori method. The implementation environment is as follows: Pentium(R) Dual-Core CPU, 2G RAM, and Matlab7.0.1. Each algorithm is run for 20 times independently, and the averages of these results are calculated. Two bi-objective optimization problems with interval parameters, i.e. ZDTI 1 and ZDTI 4, from [2] are chosen as benchmark problems.

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449

Preference Function

In our experiments, for ZDTI 1 and ZDTI 4, the following quasi-concave increasing value function V1 (f1 , f2 ) = (f1 + 0.4)2 + (f2 + 5.5)2

(3)

and linear value function V2 (f1 , f2 ) = 1.25f1 + 1.50f2

(4)

are used to emulate the DM to make decisions, respectively. 3.2

Parameter Settings

Our algorithm is run for 200 generations with the population size of 40. Simulated binary crossover (SBX) operator and polynomial mutation [4] are employed, and the crossover and mutation probabilities are set to 0.9 and 1/30, respectively. In addition, the distribution indexes for crossover and mutation operators with ηc = 20 and ηm = 20 are adopted, respectively. The number of decision variables, in the range of [0, 1], is 30 for these two test problems. The number of individuals provided to the DM for evaluation is 3. 3.3

Performance Measures

(1) The best value of the preference function (V metric, for short). This index measures the DM’s satisfaction with the optimal solution. The larger the value of V metric, the more satisfactory the DM with the optimal solution is. (2) CPU time (T metric, for short). The smaller the CPU time of an algorithm, the higher its eﬃciency is. 3.4

Results and Analysis

Our experiments are divided into two groups. The ﬁrst one investigates the inﬂuence of diﬀerent values of τ on the performance of our algorithm. We also compare the proposed method with the posteriori one, i.e., the value of τ is 200, and the decision-making is executed at the end of the algorithm. The second one compares the diﬀerence between our algorithm and PPIMOEA. Influence of τ on Our Algorithm’s Performance. Fig. 2 shows the curves of V metrics of two optimization problems w.r.t. the number of generations when the value of τ is 10, 40 and 200, respectively. It can be observed from Fig. 2 that: (1) For the same value of τ , the value of V metric increases along with the evolution of a population, indicating that the obtained solution is more and more suitable to the DM’s preferences. (2) For the same generation, the value of V metric increases along with the decrease of the value of τ , or equivalently, the increase of the interaction frequency,

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Fig. 2. Curves of V metrics w.r.t. number of generations

suggesting that the more frequent the interaction, the better the most preferred solution is. The interactive method thus obviously outperforms the posteriori method. Table 1 lists the T metrics of two optimization problems for diﬀerent values of τ . It can be observed from Table 1 that the value of T metric decreases along with the increase of the interaction frequency. This means that the increase of the interaction frequency can guide the search to the DM’s most preferred solution quickly. Table 1. Inﬂuence of τ on T metric (Unit: s) τ

10

40

200

ZDTI 1 12.77 13.03 16.45 ZDTI 4 10.22 10.41 15.64 Table 2. Comparison between our method and a posteriori method a posteriori method our method ZDTI 1 V T ZDTI 4 V T

metric metric metric metric

20.24 16.45 -57.10 15.64

26.45 13.33 -36.96 10.22

P(0) 1.3e-004 7.6e-004 0.0039 9.80e-011

Table 2 shows the data of our method when τ = 10 and the posteriori method on two performance measures. The last column gives the results of the hypotheses test, denoted as P(0). One-tailed test is utilized, and null hypothesis is that both medians are equal. It can be observed from Table 2 that our method outperforms the posteriori method at the signiﬁcant level of 0.05. Comparison between Our Method and PPIMOEA. The value of τ is set to be 10 in this group of experiments. Fig. 3 illustrates the values of V metrics of diﬀerent methods w.r.t. the number of generations. As it can be observed from Fig. 3, for the same generation, the value of V metric of our method is larger

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Fig. 3. V metrics of diﬀerent methods w.r.t. the number of generations

that the one of PPIMOEA, indicating that the most preferred solution obtained by our method is more suitable to the DM’s preferences. Table 3 lists the data of our method and PPIMOEA on two performance measures. It can be observed from Table 3 that our algorithm outperforms PPIMOEA at the signiﬁcant level of 0.05, suggesting that our method can reach the most preferred solution that more ﬁts the DM’s preferences in a short time. Table 3. Comparison between our method and PPIMOEA PPIMOEA our method ZDTI 1 V T ZDTI 4 V T

4

metric metric metric metric

21.81 16.39 -53.76 13.85

26.45 13.33 -36.96 10.22

P(0) 0.0030 2.2e-004 0.0039 5.7e-017

Conclusions

MOPs with interval parameters are popular and important, few eﬀective method of solving them, however, exists as a result of their complexity. We focus on these problems and present an IEA for MOPs with interval parameters based on the preference direction. The DM’s preference direction is elicited from a preference polyhedron, and the preference polyhedron and direction are used to rank optimal solutions. The DM’s most preferred solution is ﬁnally found. The DM’s preference direction points out the search direction. If the DM’s preference information is incorporated into genetic operators, e.g., crossover and mutation operators, the search performance of the algorithm will be further improved. This is our future research topic. Acknowledgments. This work was jointly supported by National Natural Science Foundation of China, grant No. 60775044, Program for New Century Excellent Talents in Universities, grant No. NCET-07-0802, and Natural Science Foundation of HHIT, grant No. 2010150037.

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References 1. Zhao, Z.H., Han, X., Jiang, C., Zhou, X.X.: A Nonlinear Interval-based Optimization Method with Local-densifying Approximation Technique. Struct. Multidisc. Optim. 42, 559–573 (2010) 2. Limbourg, P., Aponte, D.E.S.: An Optimizaiton Algorithm for Imprecise Multiobjective Problem Function. In: Proceedings of the IEEE International Conference on Evolutionary Computation, pp. 459–466. IEEE Press, New York (2005) 3. Deb, K., Pratap, A., Agarwal, S., Meyarivan, T.: A Fast and Elitist Multiobjective Genetic Algorithm: NSGA-II. IEEE Trans. Evol. Comput. 6, 182–197 (2002) 4. Branke, J., Deb, K., Miettinen, K., Slowi´ nski, R. (eds.): Multiobjective Optimization - Interactive and Evolutionary Approaches. LNCS, vol. 5252. Springer, Heidelberg (2008) 5. Luque, M., Miettinen, K., Eskelinen, P., Ruiz, F.: Incorporating Preference Information in Interactive Reference Point. Omega 37, 450–462 (2009) 6. Deb, K., Kumar, A.: Interactive Evolutionary Multi-objective Optimization and Decision-making Using Reference Direction Method. Technical report, KanGAL (2007) 7. Fowler, J.W., Gel, E.S., Koksalan, M.M., Korhonen, P., Marquis, J.L., Wallenius, J.: Interactive Evolutionary Multi-objective Optimization for Quasi-concave Preference Functions. Eur. J. Oper. Res. 206, 417–425 (2010) 8. Sun, J., Gong, D.W., Sun, X.Y.: Solving Interval Multi-objective Optimization Problems Using Evolutionary Algorithms with Preference Polyhedron. In: Genetic and Evolutionary Computation Conference, pp. 729–736. ACM, NewYork (2011) 9. Moore, R.E., Kearfott, R.B., Cloud, M.J.: Introduction to Interval Analysis. SIAM, Philadelphia (2009)

Fitness Landscape-Based Parameter Tuning Method for Evolutionary Algorithms for Computing Unique Input Output Sequences Jinlong Li1 , Guanzhou Lu2 , and Xin Yao2 1

Nature Inspired Computation and Applications Laboratory (NICAL), Joint USTC-Birmingham Research Institute in Intelligent Computation and Its Applications, School of Computer Science and Technology, University of Science and Technology of China, Hefei, Anhui 230026, China, University of Science and Technology of China, China 2 CERCIA, School of Computer Science, University of Birmingham, Edgbaston, Birmingham B15 2TT, UK, University of Birmingham, UK

Abstract. Unique Input Output (UIO) sequences are used in conformance testing of Finite state machines (FSMs). Evolutionary algorithms (EAs) have recently been employed to search UIOs. However, the problem of tuning evolutionary algorithm parameters remains unsolved. In this paper, a number of features of ﬁtness landscapes were computed to characterize the UIO instance, and a set of EA parameter settings were labeled with either ’good’ or ’bad’ for each UIO instance, and then a predictor mapping features of a UIO instance to ’good’ EA parameter settings is trained. For a given UIO instance, we use this predictor to ﬁnd good EA parameter settings, and the experimental results have shown that the correct rate of predicting ’good’ EA parameters was greater than 93%. Although the experimental study in this paper was carried out on the UIO problem, the paper actually addresses a very important issue, i.e., a systematic and principled method of tuning parameters for search algorithms. This is the ﬁrst time that a systematic and principled framework has been proposed in Search-Based Software Engineering for parameter tuning, by using machine learning techniques to learn good parameter values.

1

Introduction

Finite state machines (FSMs) have been usually used to model software, communication protocols and circuitslee94a. To test a state machine, state veriﬁcation should be implemented. While unique input output sequence (UIO) is the most used method to tackle with state veriﬁcation. In software engineering domain, search based software engineering attempts to use optimization techniques, such as Evolutionary Algorithms (EAs), for many computationally hard problems, and UIO problem was tested by [7,6]. Whether a given state has a UIO or not is an NP-hard problem pointed out by Lee and Yannakakis[5]. Guo and Derderian[7,4] have reformulated UIO problem B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 453–460, 2011. c Springer-Verlag Berlin Heidelberg 2011

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as an optimisation problem and solved it with EAs. Their experimental results have shown that EAs outperform random search on a larger FSM. Furthermore, Lehre and Yao conﬁrmed theoretically that the expected running time of (1+1) EA on some FSM instances is polynomial, while random search needs exponential time[10]. We will focus on tackling the problem of producing UIOs with EAs. Lehre and Yao have proposed[12] three types of UIO instances: EA-easy instances, EAhard instances and tunable diﬃculty instances. In addition to these instances, there are many other UIO instances that are diﬃcult to analyze theoretically. Lehre and Yao have pointed that[11,3] crossover and non-uniform mutation are useful for some UIO instances, which means diﬀerent parameters settings may seriously aﬀect performance of solving UIO instances with EA. In this paper, we aim to develop an automated approach to set up EA parameters for eﬀectively solving the problem of generating UIOs. Tuning EA parameters for a given problem instance is hard. Previous work revealed that 90% of the time is spent on ﬁne-tuning algorithm parameter settings[1]. Most of those approaches are attempting to ﬁnd one parameters setting for all problem instances or an instance class[2,15,9]. The features used by those approaches are problem based and the feature selection relies on the knowledge of domain experts. For example, SATzilla[17] uses 48 features mostly specify to SAT to construct per-instance algorithm portfolios for SAT. A problemindependent feature represented by a behavior sequence of a local search procedure is used to perform instance-based automatic parameter tuning[13]. A feature of problem instance called ﬁtness-probability cloud characterizing the evolvability of ﬁtness landscape was proposed[14] and this feature does not require any problem knowledge to calculate and predict the performances of EAs. In this paper, a number of ﬁtness-probability clouds are used to characterize a problem instance, since we believe that the more features of instance we know about, the more eﬀective algorithm for this instance will be designed. The major contributions of this paper include the following. – We propose a number of ﬁtness-probability clouds to characterize UIO problem instances, not just using one ﬁtness-probability cloud to characterize one ﬁtness landscape. To characterize an UIO instance, the knowledge of domain experts is not required, which means our method will be easily extended to other software engineering problems. – A framework of adaptively selecting EA parameters settings is designed. We have tested our framework on the UIO problem, and the experimental results have shown that a new UIO instance will get ’good’ EA parameters settings with probability greater than 93%.

2 2.1

Preliminaries Problem Definition

Definition 1. (Finite State Machine). A finite state machine(FSM) is a quintuple: M = (S,X,Y, δ, λ), where X,Y and S are finite and nonempty sets of

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input symbols, output symbols, and states, respectively; δ : S × X −→ S is the state transition function; and λ : S × X −→ Y is the output function. Definition 2. (Unique Input Output Sequence). An unique input output sequence for a given state si is an input/output sequence x/y, where x ∈ X∗ , y ∈ Y∗ , ∀sj = si , λ(si , x) = λ(sj , x) and λ(si , x) = y. There maybe exist k(≥ 0) UIOs for a given state. Suppose x/y is a UIO for state s ∈ S, concatenation(x, x ) will produce another UIO’s input string for state s, where ∀x ∈ S, which means we can deduce inﬁnitely many UIOs for state s. To compute UIOs with EAs, in this paper candidate solutions are represented by input strings restricted to Xn = {0, 1}n, where n is the number of states of FSM. In general, the length of shortest UIO is unknown, and so we assume that our objective is to search for a UIO of input string length n for state s1 in all FSM instances. The ﬁtness function is deﬁned as a function of the state partition tree[7,10,11]. Definition 3. (UIO fitness function[10,11]). For a FSM M with n states, the fitness function f : Xn −→ N is defined as f (x) := n − γM (s, x), where s is the initial state for which we want to find a UIO, and γM (s, x) := |{t ∈ S|λ(s, x) = λ(t, x)}|. There are |X|n candidate solutions with n − 1 diﬀerent values. A candidate solution x∗ is a global optimum if and only if x∗ produces a UIO and f (x∗ ) = n − 1. 2.2

Evolutionary Algorithm and Its Parameters

Here, we solve UIO problem with evolutionary algorithms (EAs) usually called target algorithms. The detailed steps of EA are shown as Algorithm 1. Algorithm 1. (μ + λ)- Evolutionary Algorithms (0)

(0)

(0)

Choose μ initial solutions P(0) = {x1 , x2 , . . . , xµ } uniformly at random from {0, 1}n k ←− 0 while termination criterion is no met do (k) Pm ←− Nj (P(k) ) %%mutation operator (k) %%selection operator P(k+1) ←− Si (P(k) , Pm ) k ←− k + 1 end

In this paper, (μ + λ) − EAs described by Algorithm 1 have three kinds of parameters: population sizes, neighborhood operators, selection operators. – Population sizes: We provide 3 diﬀerent (μ + λ) options: {(4 + 4), (7 + 3), (3 + 7)}.

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– Neighborhood operators Nj , (j = 1, 2, . . . , 12): There are 3 types of neighborhood operators with diﬀerent mutation probabilities. • N1 (x) ∼ N5 (x): Bit-wised mutation, ﬂip each bit with probability p = c/n, where c ∈ {0.5, 1, 2, n/2, n − 1}, and n is problem size; • N6 (x) ∼ N9 (x): c bits ﬂip, uniformly at random select c bits to ﬂip, where c = {1, 2, n/2, n − 1}; • N10 (x) ∼ N12 (x): Non-uniform mutation[3], for each bit i, 1 ≤ i ≤ n, ﬂip it with probability χ(i) = c/(i + 1), where c = {0.5, 1, 2}. These 12 neighborhood operators will be used to act on UIO ﬁtness function, and then generate 12 ﬁtness-probability clouds to characterize a UIO instance. – Selection operators Si , (i = 1, 2): Two selection schemes will be considered in this paper. (k)

• Truncation Selection: Sort all individuals in P(k) and Pm by their ﬁtness values, then select μ best individuals as the next generation P(k+1) . • Roulette Wheel Selection: Retain all the best individuals in P(k) and (k) Pm directly, and the rest of the individuals of population are selected by roulette wheel. For a given UIO instance, there are 72 diﬀerent EA parameter combinations which can be looked as 72 diﬀerent EA parameters settings, and our goal is to ﬁnd ’good’ settings for a given UIO instance. In Algorithm 1, the terminating criterion is satisﬁed when a UIO has been found.

3

Fitness-Probability Cloud

In the parameters tuning framework proposed, Fitness-Probability Clouds (f pc) have been employed as characterisations of the problem instance. f pc is initially proposed in [14] and is brieﬂy reviewed here. 3.1

Escape Probability

The notion of Escape Probability (Escape Rate) is introduced by Merz [16] to quantify a factor that inﬂuences the problem hardness for EAs. In theoretical runtime analysis of EAs, He and Yao [8] proposed an analytic way to estimate the mean ﬁrst hitting time of an absorbing Markov chain, in which the transition probability between states were used. To make the study of Escape Probability applicable in practice, we adopt the idea of transition probability in a Markov chain. Let us partition the search space into L+1 sets according to ﬁtness values, F = {f0 , f1 , . . . , fL | f0 < f1 < · · · < fL } denotes all possible ﬁtness values of the entire search space. Si denotes the average number of steps required to ﬁnd an improving move starting in an individual of ﬁtness values fi . The escape 1 probability P (fi ) is deﬁned as P (fi ) = . Si The greater the escape probability for a particular ﬁtness value fi , the easier it is to improve the ﬁtness quality.

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457

Fitness-Probability Cloud

We can extend the deﬁnition of escape probability to be on a set of ﬁtness values. Pi denotes the average escape probability for individuals of ﬁtness value equal fj ∈Ci P (fj ) to or above fi and is deﬁned as: Pi = , where Ci = {fj |j ≥ i}. |Ci | If we take into account all the Pi for a given problem, this would be a good indication of the degree of evolvability of the problem. For this reason, the FitnessProbability Cloud (f pc) is deﬁned as: f pc = {(f0 , P0 ), . . . , (fL , PL )}. 3.3

Accumulated Escape Probability

It is clear by deﬁnition that the Fitness-Probability Cloud (f pc) can demonstrate certain properties related to evolvability and problem hardness, however, the mere observation is not suﬃcient to quantify these properties. Hence we deﬁne a numerical measure called Accumulated Escape Probability (aep) based on the fi ∈F Pi concept of f pc: aep = , where F = {f0 , f1 , ..., fL | f0 < f1 < ... < |F | fL }.

4

Adaptive Selection of EA Parameters

This framework consists of two phases. The ﬁrst phase is mainly for training the predictor based on the existing data sets, then the features of new problem instances would be fed into the predictor and produce ’good’ parameters settings in the second phase. 4.1

The First Phase: Training Predictor

We are using Support Vector Machines (SVM) to train the predictor. First, training data structure is denoted by a tuple D = (F, PC, L). F represents the features of the problem instance. For a UIO instance, it is a vector of ﬁtness-probability clouds[14]. Fitness-probability cloud is a useful feature to characterise the ﬁtness landscape. One neighbourhood operator produces one distinct ﬁtness-probability cloud; the more neighbourhood operators acting on ﬁtness function, the more features of ﬁtness function will be generated. This paper adopts 12 common neighbourhood operators in the literature to generate 12 ﬁtness-probability clouds for characterizing UIO instance. PC of tuple D is the ID of an EA parameters settings. Each problem instance represented by its features F is solved by target algorithm with 72 parameters settings, and the performances are evaluated by the number of ﬁtness evaluations, Eij denotes the performance of the target algorithm with parameters setting j on problem instance i is Eij , where j = 1, 2, . . . , 72. L represents the categorical feature of the training data. The value of ’good’ or ’bad’ was labelled according to ﬁtness evaluations of target algorithm with

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parameters setting PC. A parameters setting is ’good’ if the ﬁtness evaluations of target algorithm EA with given setting is less than a threshold v. To generate training data, m problem instances are randomly selected, denoted by P = {p1 , p2 , . . . , pm }. For each problem instance, a set of neighbourhood operators Ni , i = 1, 2, . . . , 12 are applied to generate the corresponding Accumulated Escape Probability (aep) as its features. We end up with a vector (aep1 , aep2 , . . . , aep12 ) as the features of the problem instance. The categorical features will then labelled after executing EAs with diﬀerent parameters settings on the problem instances. The data sets used are identiﬁed to possess characteristics like small samples and imbalance data sets. In light of the characteristics of the data sets, given Support Vector Machine is a popular machine learning algorithm which can handle small samples, we employ a support vector machine classiﬁer. 4.2

The Second Phase: Predicting ‘good’ EA Parameters

Once the predictor is trained, for a new UIO instance, we can calculate its features (aep1 , aep2 , . . . , aep12 ) and then use them as input to the predictor to ﬁnd good EA parameters settings.

5

Experimental Studies

In order to test our framework, 24 UIO instances have been generated at random, the problem size across all instances is 20. We applied the approach described in Section 3 to generate the training data. The stopping criteria is set to ’found the optima’. EAs with each parameter setting is executed for 100 times on each UIO instance. For each UIO instance, 72 diﬀerent settings produce 72 diﬀerent samples, thus we have 1728 samples including training data and testing data partitioned randomly, and 10 × 10-fold cross validation will be adopted to evaluate our method. We are interested in ’good’ EA Parameters Settings (gEAPC), and the best EA parameters setting having the smallest ﬁtness evaluations on an instance was labeled ’good’ in our experiments, the remaining 71 settings were labeled ’good’ or ’bad’ depending on the diﬀerences between their ﬁtness evaluations and the ¯ i , where E ¯ i is the mean value of ﬁtness threshold value v. We let v = pr × E evaluations on instance i and pr replaces v to regulate the number of gEAPC. As shown in Table 1, the number of gEAPC (2nd column ’#gEAPC’) in all 1728 samples was decreasing while we were reducing pr. For one UIO instance must at least have one gEAPC in practice, and the ideal result is that the predictor gives just one best EA parameters setting, but when we set pr larger, too many gEAPC will be labeled and almost half of all settings are ’good’ which means predicting results useless for us to select gEAPC. The smaller the value of pr, the less gEAPC we will have, but the correct rate of predicting gEAPC, denoted by sg in Table 1, is decreasing when pr is smaller than 0.1. Furthermore, we found out that more and more instances have no gEAPC predicted when

Fitness Landscape-Based Parameter Tuning Method for EAs

459

Table 1. Correct rates of predicting gEAPC with diﬀerent values of pr. Values of sg in 3rd column, the average of 10 × 10 fold cross validation, are equal to (Correctly Classif ied gEAP C/T otal N umber of gEAP C). pr #gEAPC sg gEAPC found? 0.7 1180 0.500 yes 0.5 1007 0.709 yes 0.4 874 0.689 yes 0.3 716 0.726 yes 0.2 489 0.653 yes 0.16 391 0.709 yes 0.14 343 0.698 yes 0.13 326 0.687 yes 0.12 299 0.764 yes 0.11 267 0.933 yes 0.09 200 0.861 no 0.05 71 0.782 no

pr #gEAPC sg gEAPC found? 0.6 1115 0.510 yes 0.45 955 0.690 yes 0.35 806 0.685 yes 0.25 604 0.689 yes 0.18 441 0.656 yes 0.15 377 0.694 yes 0.135 328 0.632 yes 0.125 306 0.875 yes 0.115 286 0.903 yes 0.1 237 0.925 no 0.08 177 0.864 no 0.01 50 0.620 no

decreasing value of pr, and 4th column of Table 1 will be ’no’ if there exists any testing instance without predicted gEAPC. Table 1 shows that the best value of pr was 0.11 and there are about 267 gEAPC and all instances will have at least one predicted gEAPC.

6

Conclusions

EA parameter setting signiﬁcantly aﬀects the performance of the algorithm. This paper presents a learning-based framework to automatically select ’good’ EA parameter settings. The UIO problem has been used to evaluate this framework, experimental results showed that by properly setting the values of v or pr, the framework can learn at least one good parameter setting for each problem instance tested. Future work includes testing our framework on a wider range of problems and investigating the inﬂuence of the machine learning techniques employed, via studies on techniques other than the Support Vector Machine. Acknowledgments. This work was partially supported by an EPSRC grant (No. EP/D052785/1) and NSFC grants (Nos. U0835002 and 61028009). Part of the work was done while the ﬁrst author was visiting CERCIA, School of Computer Science, University of Birmingham, UK.

References 1. Adenso-Diaz, B., Laguna, M.: Fine-tuning of algorithms using fractional experimental design and local search. Operations Research 54(1), 99–114 (2006) 2. Birattari, M., Stuzle, T., Paquete, L., Varrentrapp, K.: A racing algorithm for conﬁguring metaheuristics. In: Proceedings of the 4th Annual Conference on Genetic and Evolutionary Computation, GECCO 2002, pp. 11–18. Morgan Kaufmann (2002)

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3. Cathabard, S., Lehre, P.K., Yao, X.: Non-uniform mutation rates for problems with unknown solution lengths. In: Proceedings of the 11th Workshop Proceedings on Foundations of Genetic Algorithms, FOGA 2011, pp. 173–180. ACM, New York (2011) 4. Derderian, K., Hierons, R.M., Harman, M., Guo, Q.: Automated unique input output sequence generation for conformance testing of fsms. The Computer Journal 49 (2006) 5. Lee, D., Yannakakis, M.: Testing ﬁnite-state machines: state identiﬁcation and veriﬁcation. IEEE Transactions on computers 43(3), 30–320 (1994) 6. Guo, Q., Hierons, R., Harman, M., Derderian, K.: Constructing multiple unique input/output sequences using metaheuristic optimisation techniques. IET Software 152(3), 127–140 (2005) 7. Guo, Q., Hierons, R.M., Harman, M., Derderian, K.: Computing Unique Input/Output Sequences Using Genetic Algorithms. In: Petrenko, A., Ulrich, A. (eds.) FATES 2003. LNCS, vol. 2931, pp. 164–177. Springer, Heidelberg (2004) 8. He, J., Yao, X.: Towards an analytic framework for analysing the computation time of evolutionary algorithms. Artiﬁcial Intelligence 145, 59–97 (2003) 9. Hutter, F., Hoos, H.H., Leyton-brown, K., Sttzle, T.: Paramils: An automatic algorithm conﬁguration framework. Journal of Artiﬁcial Intelligence Research 36, 267–306 (2009) 10. Lehre, P.K., Yao, X.: Runtime analysis of (1+l) ea on computing unique input output sequences. In: IEEE Congress on Evolutionary Computation, 2007, pp. 1882–1889 (September 2007) 11. Lehre, P.K., Yao, X.: Crossover can be Constructive When Computing Unique Input Output Sequences. In: Li, X., Kirley, M., Zhang, M., Green, D., Ciesielski, V., Abbass, H.A., Michalewicz, Z., Hendtlass, T., Deb, K., Tan, K.C., Branke, J., Shi, Y. (eds.) SEAL 2008. LNCS, vol. 5361, pp. 595–604. Springer, Heidelberg (2008) 12. Lehre, P.K., Yao, X.: Runtime analysis of the (1+1) ea on computing unique input output sequences. Information Sciences (2010) (in press) 13. Lindawati, Lau, H.C., Lo, D.: Instance-based parameter tuning via search trajectory similarity clustering (2011) 14. Lu, G., Li, J., Yao, X.: Fitness-probability cloud and a measure of problem hardness for evolutionary algorithms. In: Proceedings of the 11th European Conference on Evolutionary Computation in Combinatorial Optimization, EvoCOP 2011, pp. 108–117. Springer, Heidelberg (2011) 15. Maturana, J., Lardeux, F., Saubion, F.: Autonomous operator management for evolutionary algorithms. Journal of Heuristics 16, 881–909 (2010) 16. Merz, P.: Advanced ﬁtness landscape analysis and the performance of memetic algorithms. Evol. Comput. 12, 303–325 (2004) 17. Xu, L., Hutter, F., Hoos, H., Leyton-Brown, K.: Satzilla: Portfolio-based algorithm selection for sat. Journal of Artiﬁcial Intelligence Research 32, 565–606 (2008)

Introducing the Mallows Model on Estimation of Distribution Algorithms Josu Ceberio, Alexander Mendiburu, and Jose A. Lozano Intelligent Systems Group Faculty of Computer Science The University of The Basque Country Manuel de Lardizabal pasealekua, 1 20018 Donostia - San Sebastian, Spain [email protected], {alexander.mendiburu,ja.lozano}@ehu.es http://www.sc.ehu.es/isg

Abstract. Estimation of Distribution Algorithms are a set of algorithms that belong to the ﬁeld of Evolutionary Computation. Characterized by the use of probabilistic models to learn the (in)dependencies between the variables of the optimization problem, these algorithms have been applied to a wide set of academic and real-world optimization problems, achieving competitive results in most scenarios. However, they have not been extensively developed for permutation-based problems. In this paper we introduce a new EDA approach speciﬁcally designed to deal with permutation-based problems. In this paper, our proposal estimates a probability distribution over permutations by means of a distance-based exponential model called the Mallows model. In order to analyze the performance of the Mallows model in EDAs, we carry out some experiments over the Permutation Flowshop Scheduling Problem (PFSP), and compare the results with those obtained by two state-of-the-art EDAs for permutation-based problems. Keywords: Estimation of Distribution Algorithms, Probabilistic Models, Mallows Model, Permutations, Flow Shop Scheduling Problem.

1

Introduction

Estimation of Distribution Algorithms (EDAs) [10, 15, 16] are a set of Evolutionary Algorithms (EAs). However, unlike other EAs, at each step of the evolution, EDAs learn a probabilistic model from a population of solutions trying to explicitly express the interrelations between the variables of the problem. The new oﬀspring is then obtained by sampling the probabilistic model. The algorithm stops when a certain criterion is met, such as a maximum number of generations, homogeneous population, or lack of improvement in the last generations. Many diﬀerent approaches have been given in the literature to deal with permutation problems by means of EDAs. However, most of these proposals B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 461–470, 2011. c Springer-Verlag Berlin Heidelberg 2011

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are adaptations of classical EDAs designed to solve discrete or continuous domain problems. Discrete domain EDAs follow the path-representation codiﬁcation [17] to encode permutation problems. These approaches learn, departing from a dataset of permutations, a probability distribution over a set Ω = {0, . . . , n − 1}n , where n ∈ N. Therefore, the sampling of these models has to be modiﬁed in order to provide permutation individuals. Algorithms such as Univariate Marginal Distribution Algorithm (UMDA), Estimation of Bayesian Networks Algorithm (EBNAs), or Mutual Information Maximization for Input Clustering (MIMIC) have been applied with this encoding to diﬀerent problems [2, 11, 17]. Adaptations of continuous EDAs [3, 11, 17] use the Random Keys representation [1] to encode a solution with random numbers. These numbers are used as sort keys to obtain the permutation. Thus, to encode a permutation of length n, each index in the permutation is assigned a value (key) from some real domain, which is usually taken to be the interval [0, 1]. Subsequently, the indexes are sorted using the keys to get the permutation. The main advantage of random keys is that they always provide feasible solutions, since each encoding represents a permutation. However, solutions are not processed in the permutation space, but in the largely redundant real-valued space. For example, for length 3 permutation, strings (0.2, 0.1, 0.7) and (0.4, 0.3, 0.5) represent the same permutation (2, 1, 3). The limitations of these direct approaches, both in the discrete and continuous domains, encouraged the research community of EDAs to implement speciﬁc algorithms for solving permutation-based problems. Bosman and Thierens introduced the ICE [3, 4] algorithm to overcome the bad performance of Random Keys in permutation optimization. The ICE replaces the sampling step with a special crossover operator which is guided by the probabilistic model, guaranteeing feasible solutions. In [18] a new framework for EDAs called Recursive EDAs (REDAs) is introduced. REDAs is an optimization strategy that consists of separately optimizing diﬀerent subsets of variables of the individual. Tsutsui et al. [19, 20] propose two new models to deal with permutation problems. The ﬁrst approach is called Edge Histogram Based Sampling Algorithm (EHBSA). EHBSA builds an Edge Histogram Matrix (EHM), which models the edge distribution of the indexes in the selected individuals. A second approach called Node Histogram Based Sampling Algorithm (NHBSA), introduced later by the authors, models the frequency of the indexes at each absolute position in the selected individuals. Both algorithms simulate new individuals by sampling the marginals matrix. In addition, the authors proposed the use of a templatebased method to create new solutions. This method consists of randomly choosing an individual from the previous generation, dividing it into c random segments and sampling the indexes for one of the segments, leaving the remaining indexes unchanged. A generalization of these approaches was given by Ceberio et al. [6], where the proposed algorithm learns k-order marginal models.

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As stated in [5], Tsutsui’s EHBSA and NHBSA approaches yield the best results for several permutation-based problems, such as Traveling Salesman Problem, Flow Shop Scheduling Problem, Quadratic Assignment Problem or Linear Ordering Problem. However, these approaches are still far from achieving optimal solutions, which means that there is still room for improvement. Note that the introduced approaches do not estimate a probability distribution over the space of permutations that allow us to calculate the probability of a given solution in a closed form. Motivated by this issue and working in that direction, we present a new EDA which models an explicit probability distribution over the permutation space: the Mallows EDA. The remainder of the paper is as follows: Section 2 introduces the optimization problem we tackle: The Permutation Flow Shop Scheduling Problem. In Section 3 the Mallows model is introduced. In section 4, some preliminary experiments are run to study the behavior of the Mallows EDA. Finally, conclusions are drawn in Section 5.

2

The Permutation Flowshop Scheduling Problem

The Flowshop Scheduling Problem [9] consists of scheduling n jobs (i = 1, . . . , n) with known processing time on m machines (j = 1, . . . , m). A job consists of m operations and the j-th operation of each job must be processed on machine j for a speciﬁc time. A job can start on the j-th machine when its (j − 1)-th operation has ﬁnished on machine (j − 1), and machine j is free. If the jobs are processed in the same order on diﬀerent machines, the problem is named as Permutation Flowshop Scheduling Problem (PFSP). The objective of the PFSP is to ﬁnd a permutation that achieves a speciﬁc criterion such as minimizing the total ﬂow time, the makespan, etc. The solutions (permutations) are denoted as σ = (σ1 , σ2 , . . . , σn ) where σi represents the job to be processed in the ith position. For instance, in a problem of 4 jobs and 3 machines, the solution (2, 3, 1, 4), indicates that job 2 is processed ﬁrst, next job 3 and so on. Let pi,j denote the processing time for job i on machine j, and ci,j denote the completion time of job i on machine j. Then, cσi ,j is the completion time of the job scheduled in the i-th position on machine j. cσi ,j is computed as cσi ,j = pσi ,j + max{cσi ,j−1 , cσi−1 ,j }. As this paper addresses the makespan performance measure, the objective function F is deﬁned as follows: F (σ1 , σ2 , . . . , σn ) = cσn ,m As can be seen, the solution of the problem is given by the processing time of the last job σn in the permutation, since this is the last job to ﬁnish.

3

The Mallows Model

The Mallows model [12] is a distance-based exponential probability model over permutation spaces. Given a distance d over permutations, it can be deﬁned

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by two parameters: the central permutation σ0 , and the spread parameter θ. (1) shows the explicit form of the probability distribution over the space of permutations: 1 −θd(σ,σ0 ) P (σ) = e (1) ψ(θ) where ψ(θ) is a normalization constant. When θ > 0, the central permutation σ0 is the one with the highest probability value and the probability of the other n! − 1 permutations exponentially decreases with the distance to the central permutation (and the spread parameter θ). Because of these properties, the Mallows distribution is considered analogous to the Gaussian distribution on the space of permutations (see Fig. 1). Note that when θ increases, the curve of the probability distribution becomes more peaked at σ0 . 0.12

θ = 0.1 θ = 0.3 θ = 0.7

0.1

P(σ)

0.08

0.06

0.04

0.02

0 10

5

0 τ(σ,σ0)

5

10

Fig. 1. Mallows probability distribution with the Kendall-τ distance for diﬀerent spread parameters. In this case, the dimension of the problem is n = 5.

3.1

Kendall-τ Distance

The Mallows model is not tied to a speciﬁc distance. In fact, it has been used with diﬀerent distances in the literature such as Kendall, Cayley or Spearman [8]. For the application of the Mallows model in EDAs, we have chosen the Kendallτ distance. This is the most commonly used distance with the Mallows model, and in addition, its deﬁnition resembles the structure of a basic neighborhood system in the space of permutations. Given two permutations σ1 and σ2 , the Kendall-τ distance counts the total number of pairwise disagreements between both of them i.e., the minimum number of adjacent swaps to convert σ1 into σ2 . Formally, it can be written as

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τ (σ1 , σ2 ) = |{(i, j) : i < j, (σ1 (i) < σ1 (j) ∧ σ2 (i) > σ2 (j)) ∨ (σ2 (i) < σ2 (j) ∧ σ1 (i) > σ1 (j)) }|. The above metric can be equivalently written as τ (σ1 , σ2 ) =

n−1

Vj (σ1 , σ2 )

(2)

j=1

where Vj (σ1 , σ2 ) is the minimum number of adjacent swaps to set in the j-th position of σ1 , σ1 (j), the value σ2 (j). This decomposition allows to factorize the distribution as a product of independent univariate exponential models[14], one for each Vj and that (see (3) and (4)). ψ(θ) =

n−1

ψj (θ) =

j=1

n−1 j=1

n−1

e−θ j=1 P (σ) = n−1 j=1

1 − e−(n−j+1)θ 1 − e−θ

Vj (σ,σ0 )

ψj (θ)

=

n−1 j=1

e−θVj (σ,σ0 ) ψj (θ)

(3)

(4)

This property of the model is essential to carry out an eﬃcient sampling. Furthermore, one can uniquely determine any σ by the n − 1 integers V1 (σ), V2 (σ),. . . , Vn−1 (σ) deﬁned as Vj (σ, I) = 1[l≺σ j] (5) l>j

where I denotes the identity permutation (1, 2,. . . n) and l ≺σ j means that l precedes j (i.e. is preferred to j) in permutation σ. 3.2

Learning and Sampling a Mallows Model

At each step of the EDA, we need to learn a Mallows model from the set of selected individuals (permutations). Therefore, given a dataset of permutations {σ0 , σ1 , . . . , σN } we need to estimate σ0 and θ. In order to do that, we use the maximum likelihood estimation method. The log-likelihood function can be written as n−1 log l(σ1 , ..., σN |σ0 , θ) = −N (θV¯j + log ψj (θ)) (6) N

j=1

where V¯j = i=1 Vj (σi , σ0 )/N , i.e. V¯j denotes the observed mean for Vj . The problem of ﬁnding the central permutation or consensus ranking is called rank aggregation and it is, in fact, equivalent to ﬁnding the MLE estimator of σ0 , which is NP-hard. One can ﬁnd several methods for solving this problem, both exact [7] and heuristic [13]. In this paper we propose the following: ﬁrst, the

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average of the values at each position is calculated, and then, we assign index 1 to the position with the lowest average value, next index 2 to the second lowest position, and so on until all the n values are assigned. Once σ0 is known, the estimation of θ maximizing the log-likelihood is immediate by numerically solving the following equation: n−1

n−1

n−j+1 n−1 V¯j = θ − e − 1 j=1 e(n−j+1)θ − 1 j=1

(7)

In general, this solution has no closed form expression, but can be solved numerically by standard iterative algorithms such as Netwon-Rapshon. In order to sample, we consider a bijection between the Vj -s and the permutations. By sampling the probability distribution of the Vj -s deﬁned by (8), a Vj -s vector is obtained. The new permutations are calculated applying the sampled Vj vector to the consensus permutation σ0 following a speciﬁc algorithm [14]. P [Vj (σσ0−1 , I) = r] =

4

e−θr ψj (θ)

(8)

Experiments

Once the Mallows model has been introduced, we devote this section to carrying out some experiments in order to analyze the behavior of this new EDA. As stated previously, the variance of the Mallows model is controlled by a spread parameter θ, and therefore it will be necessary to observe how the model behaves according to diﬀerent values of θ. In a second phase, and based on the values previously obtained, the Mallows EDA will be run for some instances of the FSP problem. In addition, for comparison purposes, two state-of-the-art EDAs [5] will be also included, in particular Tsutsui’s EHBSA and NHBSA approaches. 4.1

Analysis of the Spread Parameter θ

As can be seen in the description of the Mallows model, the spread parameter θ will be the key to control the trade-oﬀ between exploration and exploitation. As shown in Fig. 1, as the value of θ increases, the probability tends to concentrate on a particular permutation (solution). In order to better analyze this behavior, we have run some experiments, varying the values of θ and observing the probability assigned to the consensus ranking (σ0 ). Instances of diﬀerent sizes (10, 20, 50, and 100) and a wide range of θ values (from 0 to 10) have been studied. The results shown in Fig. 2 demonstrate how, for low values of θ, the probability of σ0 is quite small, thus encouraging a exploration stage. However, once a threshold is exceeded, the probability assigned to σ0 increases quickly, leading the algorithm to an exploitation phase. Based on these results, we completed a second set of experiments executing the Mallows EDA on some FSP instances. The θ parameter was ﬁxed using a

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1 n = 10 n = 20 n = 50 n = 100

0.9 0.8 0.7

0

P(σ )

0.6 0.5 0.4 0.3 0.2 0.1 0 0

1

2

3

4

5

θ

6

7

8

9

10

Fig. 2. Probability assigned to σ0 for diﬀerent θ and n values

range of promising values extracted from the previous experiment. Particularly, we decided to use 8 values in the range [0,2]. These values are {0.00001, 0.0001, 0.001, 0.01, 0.1, 0.5, 1, 2}. The rest of the parameters typically used in EDAs are presented in Table 1. Regarding the FSP instances, the ﬁrst instance of each set tai20×5, tai20×10, tai50×10, tai100×10 and tai100×20 1 was selected. Each experiment was run 10 times. Table 2 shows the error rate of these executions. This error rate is calculated as the normalized diﬀerence between the best value obtained by the algorithm and the best known solution. Table 1. Execution parameters of the algorithms. Being n the problem size. Parameter Population size Selection size Oﬀspring size Selection type Elitism selection method Stopping criteria

Value 10n 10n/2 10n − 1 Ranking selection method The best individual of the previous generation is guaranteed to survive 100n maximum generations or 10n maximum generations without improvement

The results shown in 2 indicate that the lowest or highest values of θ (in the [0,2] interval) provide the worst results, and as θ moves inside the interval the performance increases. Particularly, the best results are obtained for 0.1, 0.5 and 1 values. 1

´ Eric Taillard’s web page. http://mistic.heig-vd.ch/taillard/problemes.dir/ ordonnancement.dir/ordonnancement.html

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Table 2. Average error rate of the Mallows EDA with diﬀerent constant θs θ 0.00001 0.0001 0.001 0.01 0.1 0.5 1 2

4.2

20×5 0.0296 0.0316 0.0295 0.0297 0.0152 0.0081 0.0125 0.0182

20×10 0.0930 0.0887 0.0982 0.0954 0.0694 0.0347 0.0333 0.0601

50×10 0.1359 0.1342 0.1369 0.1275 0.0847 0.0780 0.0936 0.1192

100×10 0.0941 0.0917 0.0910 0.0776 0.0353 0.0408 0.0610 0.0781

100×20 0.1772 0.1748 0.1765 0.1629 0.1142 0.1236 0.1444 0.1649

Testing the Mallows EDA on FSP

Finally, we decided to run some preliminary tests for the Mallows EDA algorithm on the previously introduced set of FSP instances (taking in this case the ﬁrst six instances from each ﬁle). Taking into account the results extracted from the analysis of θ, we decided to ﬁx its initial value to 0.001, and to set the upper bound to 1. The parameters described in Table 1 were used for the EDAs. In particular, for NHBSA and EHBSA algorithms, Bratio was set to 0.0002 as suggested by the author in [20]. For each algorithm and problem instance, 10 runs have been completed. In order to analyze the eﬀect of the population size on the Mallows model, in addition to 10n we have also tested n, 5n and 20n sizes. Table 3 shows the average error and standard deviation of the Mallows EDA and Tsutsui’s approaches regarding the best known solutions. Note that each entry in the table is the average of 60 values (6 instances × 10 runs). Looking at these results, it can be seen that Tsutsui’s approaches yield better results for small instances. However, as the size of the problem grows, both approaches obtain similar results for 50 × 20 instances, and the Mallows EDA shows a better performance for the biggest instances 100 × 10 and 100 × 20. The results obtained show that the Mallows EDA is better for almost all population sizes. These results stress the potential of this Mallows EDA approach for permutationbased problems. Table 3. Average error and standard deviation for each type of problem. Results in bold indicate the best average result found. EDA 20×5 20×10 50×10 100×10 100×20

avg. dev. avg. dev. avg. dev. avg. dev. avg. dev.

n 0.0137 0.0042 0.0357 0.0054 0.0392 0.0067 0.0093 0.0040 0.0583 0.0116

Mallows 5n 10n 0.0102 0.0102 0.0037 0.0035 0.0258 0.0250 0.0033 0.0037 0.0345 0.0342 0.0071 0.0059 0.0078 0.0083 0.0040 0.0045 0.0610 0.0661 0.0130 0.0132

20n 0.0096 0.0039 0.0232 0.0030 0.0349 0.0062 0.0089 0.0053 0.0587 0.0121

EHBSA 10n 0.0039 0.0034 0.0065 0.0023 0.0323 0.0066 0.0199 0.0047 0.0676 0.0050

NHBSA 10n 0.0066 0.0032 0.0076 0.0016 0.033 0.0069 0.0157 0.0062 0.0631 0.0071

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Conclusions and Future Work

In this paper a speciﬁc EDA for dealing with permutation-based problems was presented. We introduced a novel EDA, that unlike previously designed permutation based EDAs, is intended for codifying probabilities over permutations by means of the Mallows model. In order to analyze the behavior of this new proposal, several experiments have been conducted. Firstly, the θ parameter has been analyzed, in an attempt to discover its inﬂuence in the explorationexploitation trade-oﬀ. Secondly, the Mallows EDA has been executed over several FSP instances using the information extracted from θ values in the initial experiments. Finally, for comparison purposes, two state-of-the-art EDAs have been executed: EHBSA and NHBSA. From these preliminary results, it can be concluded that the Mallows EDA approach presents an interesting behavior, obtaining better results than Tsutsui’s algorithms as the size of the problem increases. As future work, there are several points that deserve a deeper analysis. On the one hand, it would be interesting to extend the analysis of θ in order to obtain a better understanding of its inﬂuence: initial value, upper bound, etc. On the other hand, with the aim of ratifying these initial results it would be interesting to test this Mallows EDA on a wider set of problems, such as the Traveling Salesman Problem, the Quadratic Assignment Problem or the Linear Ordering Problem. Acknowledgments. We gratefully acknowledge the generous assistance and support of Ekhine Irurozki and Prof. S. Tsutsui in this work. This work has been partially supported by the Saiotek and Research Groups 2007-2012 (IT242-07) programs (Basque Government), TIN2010-14931 and Consolider Ingenio 2010 - CSD 2007 - 00018 projects (Spanish Ministry of Science and Innovation) and COMBIOMED network in computational biomedicine (Carlos III Health Institute). Josu Ceberio holds a grant from Basque Goverment.

References 1. Bean, J.C.: Genetic Algorithms and Random Keys for Sequencing and Optimization. INFORMS Journal on Computing 6(2), 154–160 (1994) 2. Bengoetxea, E., Larra˜ naga, P., Bloch, I., Perchant, A., Boeres, C.: Inexact graph matching by means of estimation of distribution algorithms. Pattern Recognition 35(12), 2867–2880 (2002) 3. Bosman, P.A.N., Thierens, D.: Crossing the road to eﬃcient IDEAs for permutation problems. In: Spector, L., et al. (eds.) Proceedings of Genetic and Evolutionary Computation Conference, GECCO 2001, pp. 219–226. Morgan Kaufmann, San Francisco (2001) 4. Bosman, P.A.N., Thierens, D.: Permutation Optimization by Iterated Estimation of Random Keys Marginal Product Factorizations. In: Guerv´ os, J.J.M., Adamidis, P.A., Beyer, H.-G., Fern´ andez-Villaca˜ nas, J.-L., Schwefel, H.-P. (eds.) PPSN 2002. LNCS, vol. 2439, pp. 331–340. Springer, Heidelberg (2002)

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5. Ceberio, J., Irurozki, E., Mendiburu, A., Lozano, J.A.: A review on Estimation of Distribution Algorithms in Permutation-based Combinatorial Optimization Problems. Progress in Artiﬁcial Intelligence (2011) 6. Ceberio, J., Mendiburu, A., Lozano, J.A.: A Preliminary Study on EDAs for Permutation Problems Based on Marginal-based Models. In: Krasnogor, N., Lanzi, P.L. (eds.) GECCO, pp. 609–616. ACM (2011) 7. Cohen, W.W., Schapire, R.E., Singer, Y.: Learning to order things. In: Proceedings of the 1997 Conference on Advances in Neural Information Processing Systems, NIPS 1997, vol. 10, pp. 451–457. MIT Press, Cambridge (1998) 8. Fligner, M.A., Verducci, J.S.: Distance based ranking Models. Journal of the Royal Statistical Society 48(3), 359–369 (1986) 9. Gupta, J., Staﬀord, J.E.: Flow shop scheduling research after ﬁve decades. European Journal of Operational Research (169), 699–711 (2006) 10. Larra˜ naga, P., Lozano, J.A.: Estimation of Distribution Algorithms: A New Tool for Evolutionary Computation. Kluwer Academic Publishers, Dordrecht (2002) 11. Lozano, J.A., Mendiburu, A.: Solving job schedulling with Estimation of Distribution Algorithms. In: Larra˜ naga, P., Lozano, J.A. (eds.) Estimation of Distribution Algorithms. A New Tool for Evolutionary Computation, pp. 231–242. Kluwer Academic Publishers (2002) 12. Mallows, C.L.: Non-null ranking models. Biometrika 44(1-2), 114–130 (1957) 13. Mandhani, B., Meila, M.: Tractable search for learning exponential models of rankings. In: Artiﬁcial Intelligence and Statistics (AISTATS) (April 2009) 14. Meila, M., Phadnis, K., Patterson, A., Bilmes, J.: Consensus ranking under the exponential model. In: 22nd Conference on Uncertainty in Artiﬁcial Intelligence (UAI 2007), Vancouver, British Columbia (July 2007) 15. M¨ uhlenbein, H., Paaß, G.: From Recombination of Genes to the Estimation of Distributions I. Binary Parameters. In: Ebeling, W., Rechenberg, I., Voigt, H.-M., Schwefel, H.-P. (eds.) PPSN 1996, Part IV. LNCS, vol. 1141, pp. 178–187. Springer, Heidelberg (1996) 16. Pelikan, M., Goldberg, D.E.: Genetic Algorithms, Clustering, and the Breaking of Symmetry. In: Deb, K., Rudolph, G., Lutton, E., Merelo, J.J., Schoenauer, M., Schwefel, H.-P., Yao, X. (eds.) PPSN 2000. LNCS, vol. 1917, Springer, Heidelberg (2000) 17. Robles, V., de Miguel, P., Larra˜ naga, P.: Solving the Traveling Salesman Problem with EDAs. In: Larra˜ naga, P., Lozano, J.A. (eds.) Estimation of Distribution Algorithms: A New Tool for Evolutionary Computation. Kluwer Academic Publishers (2002) 18. Romero, T., Larra˜ naga, P.: Triangulation of Bayesian networks with recursive Estimation of Distribution Algorithms. Int. J. Approx. Reasoning 50(3), 472–484 (2009) 19. Tsutsui, S.: Probabilistic Model-Building Genetic Algorithms in Permutation Representation Domain Using Edge Histogram. In: Guerv´ os, J.J.M., Adamidis, P.A., Beyer, H.-G., Fern´ andez-Villaca˜ nas, J.-L., Schwefel, H.-P. (eds.) PPSN 2002. LNCS, vol. 2439, pp. 224–233. Springer, Heidelberg (2002) 20. Tsutsui, S., Pelikan, M., Goldberg, D.E.: Node Histogram vs. Edge Histogram: A Comparison of PMBGAs in Permutation Domains. Technical report, Medal (2006)

Support Vector Machines with Weighted Regularization Tatsuya Yokota and Yukihiko Yamashita Tokyo Institute of Technology 2-12-1 Ookayama, Meguro-ku, Tokyo 152–8550, Japan [email protected], [email protected] http://www.titech.ac.jp

Abstract. In this paper, we propose a novel regularization criterion for robust classifiers. The criterion can produce many types of regularization terms by selecting an appropriate weighting function. L2 regularization terms, which are used for support vector machines (SVMs), can be produced with this criterion when the norm of patterns is normalized. In this regard, we propose two novel regularization terms based on the new criterion for a variety of applications. Furthermore, we propose new classifiers by applying these regularization terms to conventional SVMs. Finally, we conduct an experiment to demonstrate the advantages of these novel classifiers. Keywords: Regularization, classification.

1

Support

vector

machine,

Robust

Introduction

In this paper, we discuss binary classiﬁcation methods based on a discriminant model. Essentially, linear models, which consist of basis functions and their parameters, are often used as discriminant models. In particular, kernel classiﬁers, which are types of linear models, play an important role in pattern classiﬁcation, such as classiﬁcation based on support vector machines (SVMs) and kernel Fisher discriminants (KFDs) [3, 4, 6, 12]. In general, a criterion for learning is based on minimization of the regularization term and the cost function. There exist various cost functions, such as squared loss, hinge loss, logistic loss, L1-loss, and Huber’s robust loss [2, 5, 9, 10]. On the other hand, there is only a small variety of regularization terms(where L2 norm or L1 norm is usually used [11]) because it is considered meaningless to treat the parameters unequally for the regression problem. In this paper, we propose a novel regularization criterion for robust classiﬁers. The criterion is given as a positive weighting function and a discriminant model, and its regularization term takes the form of a convex quadratic term. The criterion is considered an extension of one with an L2 norm since the proposed term can produce regularization with an L2 norm. Also, we propose two regularization terms by choosing the weighting functions according to the distribution of B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 471–480, 2011. c Springer-Verlag Berlin Heidelberg 2011

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patterns. Novel classiﬁers can be created by replacing these regularization terms with basic regularization terms (i.e., L2-norm terms) in SVMs. This classiﬁcation procedure, which includes not only new classiﬁers but also basic SVMs, is referred to as “weighted regularization SVM” (WR-SVM). If we assign a large weight in a regularization term to a certain area where differently labeled patterns are mixed or outliers are included, the classiﬁer should become robust. Thus, we propose the use of two types of weighting functions. One function is the Gaussian distribution function, which can be used to strongly regularize areas where diﬀerently labeled patterns are mixed. The other function, which is based on the diﬀerence of two Gaussian distributions, can be used to strongly regularize areas including outliers. In fact, it is necessary to perform high-order integrations to obtain the proposed regularization terms. However, we can obtain these regularization terms analytically by using the above-mentioned weighting functions and the Gaussian kernel model. We denote these classiﬁers as “SVMG ” and “SVMD ”, respectively. The rest of this paper is organized as follows. In Section 2, general classiﬁcation criteria are explained. In Section 3, we describe the proposed regularization criterion and the new regularization terms, and also prove that this criterion includes the L2 norm. In Section 4, we present the results of experiments conducted in order to analyze the properties of SVMG and SVMD . In Section 5, we discuss the proposed approach and classiﬁers in depth. Finally, we provide our conclusions in Section 6.

2

Criterion for Classification

In this section, we recall classiﬁcation criteria based on discriminant functions. Let y ∈ {+1, −1} be the category to be estimated from a pattern x. We have independent and identically distributed samples: {(xn , yn )}N n=1 . A discriminant function is denoted by D(x), and estimated category yˆ is given by yˆ = sign[D(x)]. We deﬁne the basic linear discriminant function as D(x) := w, x + b, where

T w = w1 w2 · · · wM ,

T x = x1 x2 · · · xM

(1)

(2)

are respectively a parameter vector and a pattern vector, and b is a bias parameter. Although this is a rather simple model, if we replace the pattern vector x with a function φ(x) with an arbitrary basis, we notice that this model includes the kernel model and all other linear models. We discuss such models later in this paper. Most classiﬁcation criteria are based on minimization of regularization and loss terms. If we let R(D(x), y) and L(D(x), y) be respectively a regularization term and a loss function, the criterion is given as minimize

R(D(x), y) + c

N n=1

L(D(xn ), yn ),

(3)

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473

where c is an adjusting parameter between two terms. We often use R := ||w||2

(4)

as L2 regularization. This is a highly typical regularization term, and it is used in most classiﬁcation and regression methods. Combining (4) with the hinge loss function, we obtain the criterion for support vector machines (SVMs) [12]. Furthermore, regularization term (4) and the squared loss function provide the regularized least squares regression (LSR). In this way, a wide variety of classiﬁcation and regression methods can be produced by choosing a combination of a regularization term and a loss function.

3

Weighted Regularization

In this section, we deﬁne a novel criterion for regularization and explain its properties. Let a weighting function Q(x) satisfy Q(z) > 0

(5)

for all z ∈ D, where D is our data domain. The new regularization criterion is given by R := Q(x)| w, x |2 dx. (6) D

This regularization term can be rewritten as Q(x)| w, x |2 dx = wT Hw.

(7)

D

where H(i, j) := D Q(x)xi xj dx and H(i, j) denotes element (i, j) of the regularization matrix H. Note that H becomes a positive deﬁnite matrix from condition (5). Combining our regularization approach with the hinge loss function, we propose a classiﬁcation criterion whereby minimize

wT Hw + c

N

ξn ,

(8)

n=1

subject to yn (w, xn + b) ≥ 1 − ξn , ξn ≥ 0, n = 1, . . . , N,

(9) (10)

where ξn are slack variables. The proposed criterion can produce not only various new classiﬁers, but also a basic SVM by choosing an appropriate weighting function. We demonstrate this in the following sections 3.1 and 3.2. In this

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regard, we refer to the proposed classiﬁer as “Weighted Regularization SVM” (WR-SVM). 3.1

Basic Support Vector Machines

In this section, we demonstrate that our regularization criterion produces the basic regularization term (4). In other words, WR-SVM includes basic SVM. Let us assume that ||x|| = 1, and {xi , xj }(i = j) are orthogonal. The following assumption holds in the Gaussian kernel model: ||φ(x)||2 = k(x, x) = exp(−γ||x − x||2 ) = 1,

(11)

where k(x, y) = exp(−γ||x − y||2 ) is the Gaussian kernel function. We choose the weighting function to be uniform: Q1 (x) := S. Then, the constraint matrix is given by 1, i = j H(i, j) = S xi xj dx ∝ . (12) 0, i = j D We can see that the regularization matrix is deﬁned as H1 := IM , as well as that it is equivalent to (4). Thus, we can regard our regularization method as an extension of the basic regularization term. Also, we can infer that the weighted regularization becomes basic if Q(x) is uniform (i.e., no weight). 3.2

Novel Weighted Regularization

Next, we search for an appropriate weighting function. There are two approaches to this, one of which is to make Q(x) large in a mixed area of categories. Therefore, we deﬁne Q2 (x) as a normal distribution:

1 1 −1 Q2 (x) := N (x|μ, λΣ) = √ exp − (x − μ)Σ (x − μ) , 2λ ( 2π)M |λΣ| (13) where ¯ +1 + x ¯ −1 x μ := , Σ(i, j) := 2

1 N −1

0

N

n=1 (μ(i)

− xn (i))2 i = j , i = j

(14)

¯ +1 and x ¯ −1 denote the mean vectors of labeled patterns +1 and −1, and x respectively. The classiﬁer becomes robust if patterns of diﬀerent categories are mixed in the central area of the pattern distribution. Furthermore, if we let the parameter λ become suﬃciently large, this function becomes similar to a uniform function. Hence, its classiﬁer becomes similar to the basic SVM. Another approach is to make Q(x) small in dense areas and large in sparse areas. Then, this classiﬁer becomes robust for outliers. Thus, we deﬁne a weighting function as the diﬀerence of two types of normal distribution:

SVMs with Weighted Regularization

0.3

ν=2 ν=4 ν=8

0.2

0.2 Q(x)

Q(x)

ρ = 0.0 ρ = 0.2 ρ = 0.8

0.25

0.15

475

0.1

0.15 0.1

0.05 0.05 0

0 -4

-3

-2

-1

1

0 x

4

3

2

-4

-2

-3

-1

0 x

1

2

3

4

(b) ν = 2 is fixed

(a) ρ = 0.9 is fixed

Fig. 1. Q3 (x): ν and ρ are changed

Q3 (x) :=

1+

ρ M ν −1

N (x|μ, ν 2 Σ) −

νM

ρ N (x|μ, Σ), −1

(15)

where 0 < ρ < 1 and ν > 1. If we assume that Σ is a diagonal matrix, then this weighting function always satisﬁes Eq. (5). Fig 1 depicts examples of such a weighting function. If ν increases, the weighting function becomes smoother and wider. Essentially, ρ should be near 1 (e.g., ρ = 0.9), and if ρ is small, the function becomes similar to Q2 (x). The calculation of these regularization matrices includes integration; however, if we use the Gaussian kernel as a basis function, then we can calculate H analytically since Q(x) consists of Gauss functions. We present the details of this approach in Section 3.3. 3.3

Analytical Calculation of Regularization Matrices

We deﬁne the regularization matrices H2 and H3 as Ht (i, j) = Qt (x)k(xi , x)k(xj , x)dx, t = 2, 3.

(16)

D

Note that it is only necessary to perform integration of the normal distribution and two Gaussian kernel functions analytically. Then, we consider only the following integration: U (i, j) = N (x|μ, Σ)k(xi, x)k(xj , x)dx. (17) D

Using the general formula for a Gaussian integral; 1 T (2π)M 1 bT A−1 b e− 2 x Ax+bx dx = e2 , |A|

(18)

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we can calculate Eqs. (17) analytically as follows.

1 1 T −1 U (i, j) = exp bij A bij + Cij , 2 |4γΣ + IN | A = 4γIN + Σ −1 ,

(19) (20)

bij = 2γ(xi + xj ) + Σ

−1

μ,

(21)

1 Cij = −γ(||xi ||2 + ||xj ||2 ) − μT Σ −1 μ. 2

(22)

H2 and H3 can also be calculated in a similar manner. In practice, the regularization matrix Ht is normalized by (N Ht )/tr(Ht ) so that the adjusting parameter c becomes independence of multiplication factor. 3.4

Novel Classifiers

In this section, we propose novel classiﬁers by making use of weighted regularization terms. We assume that the discriminant function is given by D(x|α, b) =

N

αn k(xn , x) + b.

(23)

n=1

Then, the training problem is given by minimize

subject to

N 1 T α Ht α + c ξn , 2 n=1

N yn αi k(xi , xn ) + b ≥ 1 − ξn ,

(24)

(25)

i=1

ξn ≥ 0, n = 1, . . . , N.

(26)

We solve this problem by two steps. First, we solve its dual problem: maximize

subject to

N 1 − β T Y KHt−1 KY β + βn , 2 n=1

0 ≤ βn ≤ c,

N

βn yn = 0, n = 1, . . . , N,

(27)

(28)

n=1

where Y := diag(y), β is a dual parameter vector, and its solution βˆ can be obtained by quadratic programming [7]. In this regard, a number of quadratic programming solvers have been developed thus far, such as LOQO [1]. Second, ˆ and ˆb are given by the estimated parameters α ˆ ˆ = Ht−1 KY β, α

T T ˆ ˆb = 1 y − k α . N

(29)

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Table 1. UCI Data sets Name Training sample Test samples Realizations Dimensions Banana 400 4900 100 2 B.Cancer 200 77 100 9 Diabetes 468 300 100 8 Flare-Solar 666 400 100 9 German 700 300 100 20 Heart 170 100 100 13 Image 1300 1010 20 18 Ringnorm 400 7000 100 20 Splice 1000 2175 20 60 Thyroid 140 75 100 5 Titanic 150 2051 100 3 Twonorm 400 700 100 20 Waveform 400 4600 100 21

Substituting H2 or H3 into Eq.(27), we can construct two novel classiﬁers. We denote these classiﬁers as “SVMG ” and “SVMD ”, respectively (based on the initials of Gaussian and Diﬀerence).

4

Experiments

In this experiment, we used thirteen UCI data sets for binary problems to compare the two novel classiﬁers SVMG and SVMD with SVM and L1-norm regularized SVM (L1-SVM). These data sets are summarized in Table 1, which lists the data set name, the respective numbers of training samples, test samples, realizations, and dimensions. 4.1

Experimental Procedure

Several hyper parameters must be optimized, namely, the kernel parameter γ, the adjusting parameter c, and the weighting parameters λ of Q2 (x) and ν of Q3 (x), but ρ = 0.9 is ﬁxed. These parameters are optimized on the ﬁrst ﬁve realizations of each data set. The best values of each parameter are obtained by using each realization. Finally, the median of the ﬁve values is selected. After that, the classiﬁers are trained and tested for all of the remaining realizations (i.e., 95 or 15 realizations) by using the same parameters. 4.2

Experimental Results

Table 2 contains the results of this experiment. The values in the classiﬁer name column show “average ± standard deviation” of the error rates for all of the remaining realizations, and the minimum values among all classiﬁers are marked

478

T. Yokota and Y. Yamashita Table 2. Experimental results

Banana B.Cancer Diabetes F.Solar German Heart Image Ringnorm Splice Thyroid Titanic Twonorm Waveform Mean % P-value %

λ 1 .01 100 10 10 10 100 100 10 1 .01 10 1

SVMG 10.6 ± 0.4 26.3 ± 5.2 24.1 ± 2.0 36.7 ± 5.2 24.0 ± 2.4 15.3 ± 3.2 4.3 ± 0.9 1.5 ± 0.1 11.3 ± 0.7 7.3 ± 2.9 22.4 ± 1.0 2.4 ± 0.1 9.7 ± 0.4 12.0 87.2

L2 L1 ν + 8 4 − − 8 − − 2 16 2 − 16 + + 8 − + 8 − − 2 + 2 + + 4 + + 2

SVMD 10.4 ± 0.4 26.0 ± 4.4 24.0 ± 2.0 32.4 ± 1.8 24.7 ± 2.3 15.6 ± 3.2 4.1 ± 0.8 1.5 ± 0.1 11.0 ± 0.5 4.1 ± 2.0 22.5 ± 0.5 2.3 ± 0.1 9.6 ± 0.5 4.2 71.5

L2 L1 SVM + 11.5 ± 0.7 26.0 ± 4.7 − − 23.5 ± 1.7 + 32.4 ± 1.8 23.6 ± 2.1 16.0 ± 3.3 − + 3.0 ± 0.6 + + 1.7 ± 0.1 + 10.9 ± 0.7 + + 4.8 ± 2.2 + 22.4 ± 1.0 + + 3.0 ± 0.2 + + 9.9 ± 0.4 6.1 79.2

L1-SVM 10.5 ± 0.4 25.4 ± 4.5 23.4 ± 1.7 32.9 ± 2.7 24.0 ± 2.3 15.4 ± 3.4 4.8 ± 1.3 1.6 ± 0.1 12.4 ± 0.9 5.4 ± 2.4 23.0 ± 2.1 2.7 ± 0.2 10.1 ± 0.5 10.7 87.5

with bold font. The values in the columns for λ and ν show the value selected through model selection for each data set. The signs in columns L2 and L1 show the results of a signiﬁcance test (t-test with α = 5%) for the diﬀerences between SVMG /SVMD and SVM/L1-SVM, respectively. “+” indicates that the error obtained with the novel classiﬁer is signiﬁcantly smaller, while “−” indicates that this error is signiﬁcantly larger. The penultimate line for “Mean %”, is computed by using the average values for all data sets as follows. First, we normalize the error rates by taking (particular value) − 1 × 100[%] (30) (minimum value) for each data set. Next, the “average” values are computed for each classiﬁer. This evaluation method is taken from [8]. The last line shows the average of the p-value between “particular” and “minimum” (i.e., the minimum p-value is 50 %). SVMG provides the best results for two data sets. Compared to SVM, SVMG is signiﬁcantly better for four data sets and signiﬁcantly worse for ﬁve data sets. Compared to L1-SVM, SVMG is signiﬁcantly better for ﬁve data sets and signiﬁcantly worse for three data sets. Furthermore, SVMD provides the best results for six data sets. Compared to SVM, SVMD is signiﬁcantly better for ﬁve data sets and signiﬁcantly worse for two data sets. Compared to L1-SVM, SVMD is signiﬁcantly better for eight data sets and signiﬁcantly worse for one data sets. According to the results for both “mean” and “p-value”, the SVMD classiﬁer is the best among the four classiﬁers considered.

SVMs with Weighted Regularization

5

479

Discussion

We showed that the WR-SVM approach includes SVM, and we proposed two novel classiﬁers (SVMG and SVMD ). Furthermore, if the weighting parameters λ and ν are extremely large, then both weighting functions become similar to the uniform distribution. Although both SVMG and SVMD become similar to the SVM, the regularization matrix H does not become strictly K. Rather, H(i, j) ∝ k(xi , xj ). (31) Then, for λ and ν being suﬃciently large, neither of the novel classiﬁers is completely equivalent to SVM. This fact stems from the diﬀerences between 2 2 Q(x) w, φ(x) dφ(x) and Q(x) w, φ(x) dx. (32) D

D

If we switch the weighting functions depending on each data set from among Q1 (x), Q2 (x) and Q3 (x), the classiﬁer will become extremely eﬀective. In fact, Q3 (x) coincides with Q2 (x) when ρ = 0, and since we know that Q3 (x) becomes similar to Q1 (x) when ν is large, it is possible to choose an appropriate weighting function. However, this increases the number of hyper parameters and makes the model selection problem more diﬃcult.

6

Conclusions and Future Work

In this paper, we proposed both weighted regularization and WR-SVM, and we demonstrated that WR-SVM reduces to the basic SVM upon choosing an appropriate weighting function. This implies that the WR-SVM approach has high general versatility. Furthermore, we proposed two novel classiﬁers and conducted experiments to compare their performance with existing classiﬁers. The results demonstrated both the usefulness and the importance of the WR-SVM classiﬁer. In the future, we plan to improve the performance of the WR-SVM classiﬁer by considering other weighting functions, such as the Gaussian mixture model.

References 1. Benson, H., Vanderbei, R.: Solving problems with semideﬁnite and related constraints using interior-point methods for nonlinear programming (2002) 2. Bjorck, A.: Numerical methods for least squares problems. Mathematics of Computation (1996) 3. Canu, S., Smola, A.: Kernel methods and the exponential family. Neurocomputing 69, 714–720 (2005) 4. Chen, W.S., Yuen, P., Huang, J., Dai, D.Q.: Kernel machine-based oneparameter regularized ﬁsher discriminant method for face recognition. IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics 35(4), 659–669 (2005)

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5. Huber, P.J.: Robust Statistics. Wiley, New York (1981) 6. Mika, S., Ratsch, G., Weston, J., Scholkopf, B., Mullers, K.: Fisher discriminant analysis with kernels. In: Proceedings of the 1999 IEEE Signal Processing Society Workshop Neural Networks for Signal Processing IX, pp. 41–48 (August 1999) 7. Moraru, V.: An algorithm for solving quadratic programming problems. Computer Science Journal of Moldova 5(2), 223–235 (1997) 8. R¨ atsch, G., Onoda, T., M¨ uller, K.: Soft margins for adaboost. Tech. Rep. NC-TR-1998-021, Royal Holloway College. University of London, UK 42(3), 287–320 (1998) 9. Rennie, J.D.M.: Maximum-margin logistic regression (February 2005), http://people.csail.mit.edu/jrennie/writing 10. Smola, A.J., Sch¨ olkopf, B.: A tutorial on support vector regression. Statistics and Computing 14, 199–222 (2004) 11. Tibshirani, R.: Regression shrinkage and selection via the lasso. Journal of the Royal Statistical Society 58(1), 267–288 (1996) 12. Vapnik, V.: Statistical Learning Theory. Wiley, New York (1998)

Relational Extensions of Learning Vector Quantization Barbara Hammer, Frank-Michael Schleif, and Xibin Zhu CITEC center of excellence, Bielefeld University, 33615 Bielefeld, Germany {bhammer,fschleif,xzhu}@techfak.uni-bielefeld.de

Abstract. Prototype-based models oﬀer an intuitive interface to given data sets by means of an inspection of the model prototypes. Supervised classiﬁcation can be achieved by popular techniques such as learning vector quantization (LVQ) and extensions derived from cost functions such as generalized LVQ (GLVQ) and robust soft LVQ (RSLVQ). These methods, however, are restricted to Euclidean vectors and they cannot be used if data are characterized by a general dissimilarity matrix. In this approach, we propose relational extensions of GLVQ and RSLVQ which can directly be applied to general possibly non-Euclidean data sets characterized by a symmetric dissimilarity matrix. Keywords: LVQ, GLVQ, Soft LVQ, Dissimilarity data, Relational data.

1

Introduction

Machine learning techniques have revolutionized the possibility to deal with large electronic data sets by oﬀering powerful tools to automatically learn a regularity underlying the data. However, some of the most powerful machine learning tools which are available today such as the support vector machine act as a black box and their decisions cannot easily be inspected by humans. In contrast, prototype-based methods represent their decisions in terms of typical representatives contained in the input space. Since prototypes can directly be inspected by humans in the same way as data points, an intuitive access to the decision becomes possible: the responsible prototype and its similarity to the given data determine the output. There exist diﬀerent possibilities to infer appropriate prototypes from data: Unsupervised learning such as simple k-means, fuzzy-k-means, topographic mapping, neural gas, or the self-organizing map, and statistical counterparts such as the generative topographic mapping infer prototypes based on input data only [1,2,3]. Supervised techniques incorporate class labeling and ﬁnd decision boundaries which describe priorly known class labels, one of the most popular learning algorithm in this context being learning vector quantization (LVQ) and extensions thereof which are derived from explicit cost functions or statistical models [2,4,5]. Besides diﬀerent mathematical derivations, these learning algorithms share several fundamental aspects: they represent data in a sparse way B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 481–489, 2011. c Springer-Verlag Berlin Heidelberg 2011

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by means of prototypes, they form decisions based on the similarity of data to prototypes, and training is often very intuitive based on Hebbian principles. In addition, prototype-based models have excellent generalization ability [6,7]. Further, prototypes oﬀer a compact representation of data which can be beneﬁcial for life-long learning, see e.g. the approaches proposed in [8,9,10]. LVQ severely depends on the underlying metric, which is usually chosen as Euclicean metric. Thus, it is unsuitable for complex or heterogeneous data sets where input dimensions have diﬀerent relevance or a high dimensionality yields to accumulated noise which disrupts the classiﬁcation. This problem can partially be avoided by appropriate metric learning, see e.g. [7], or by kernel variants, see e.g. [11]. However, if data are inherently non-Euclidean, these techniques cannot be applied. In modern applications, data are often addressed using dedicated non-Euclidean dissimilarities such as dynamic time warping for time series, alignment for symbolic strings, the compression distance to compare sequences based on an information theoretic ground, and similar. These settings do not allow a Euclidean representation of data at all, rather, data are given implicitly in terms of pairwise dissimilarities or relations; we refer to a ‘relational data representation’ in the following when addressing such settings. In this contribution, we propose relational extensions of two popular LVQ algorithms derived from cost functions, generalized LVQ (GLVQ) and robust soft LVQ (RSLVQ), respectively [4,5]. This way, these techniques become directly applicable for relational data sets which are characterized in terms of a symmetric dissimilarity matrix only. The key ingredient is taken from recent approaches for relational data processing in the unsupervised domain [12,13]: if prototypes are represented implicitly as linear combinations of data in the so-called pseudo-Euclidean embedding, the relevant distances of data and prototypes can be computed without an explicit reference to a vectorial data representation. This principle holds for every symmetric dissimilarity matrix and thus, allows us to formalize a valid objective of RSLVQ and GLVQ for relational data. Based on this observation, optimization can take place using gradient techniques. In this contribution, we shortly review LVQ techniques derived from a cost function, and we extend these techniques to relational data. We test the technique on several benchmarks, leading to results comparable to SVM while providing prototype based presentations.

2

Prototype-Based Clustering and Classification

Assume data xi ∈ Rn , i = 1, . . . , m, are given. Prototypes are elements w j ∈ Rn , j = 1, . . . , k, of the same space. They decompose data into receptive ﬁelds R(w j ) = {xi : ∀k d(xi , wj ) ≤ d(xi , wk )} based on the squared Euclidean distance d(xi , w j ) = xi − wj 2 . The goal of prototype-based machine learning techniques is to ﬁnd prototypes which represent a given data set as accurately as possible. In supervised settings, data xi are equipped with class labels c(xi ) ∈ {1, . . . , L} in a ﬁnite set of known classes. Similarly, every prototype is equipped

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with a priorly ﬁxed class label c(wj ). A data point is mapped to the class of its closest classiﬁcation error of this mapping is given by the term prototype. The i j j xi ∈R(w j ) δ(c(x ) = c(w )) with the delta function δ. This cost function cannot easily be optimized explicitly due to vanishing gradients and discontinuities. Therefore, LVQ relies on a reasonable heuristic by performing Hebbian and unti-Hebbian updates of the prototypes, given a data point [2]. Extensions of LVQ derive similar update rules from explicit cost functions which are related to the classiﬁcation error, but display better numerical properties such that optimization algorithms can be derived thereof. Generalized LVQ (GLVQ) has been proposed in the approach [4]. It is derived from a cost function which can be related to the generalization ability of LVQ classiﬁers [7]. The cost function of GLVQ is given as d(xi , w + (xi )) − d(xi , w− (xi )) EGLVQ = Φ (1) d(xi , w + (xi )) + d(xi , w− (xi )) i where Φ is a diﬀerentiable monotonic function such as the hyperbolic tangent, and w+ (xi ) refers to the prototype closest to xi with the same label as xi , w − (xi ) refers to the closest prototype with a diﬀerent label. This way, for every data point, its contribution to the cost function is small if and only if the distance to the closest prototype with a correct label is smaller than the distance to a wrongly labeled prototype, resulting in a correct classiﬁcation of the point and, at the same time, by optimizing this so-called hypothesis margin of the classiﬁer, aiming at a good generalization ability. A learning algorithm can be derived thereof by means of a stochastic gradient descent. After a random initialization of prototypes, data xi are presented in random order. Adaptation of the closest correct and wrong prototype takes place by means of the update rules Δw ± (xi ) ∼ ∓ Φ (μ(xi )) · μ± (xi ) · ∇w± (xi ) d(xi , w ± (xi ))

(2)

where µ(xi ) =

d(x i , w + (xi )) − d(xi , w − (xi )) 2 · d(x i , w ∓ (xi )) , µ± (xi ) = . i + i i − i i d(x , w (x )) + d(x , w (x )) (d(x , w + (xi )) + d(xi , w − (xi ))2 (3)

For the squared Euclidean norm, the derivative yields ∇wj d(xi , w j ) = −2(xi − w j ), leading to Hebbian update rules of the prototypes which take into account the priorly known class information, i.e. they adapt the closest prototypes towards / away from a given data point depending on their labels. GLVQ constitutes one particularly eﬃcient method to adapt the prototypes according to a given labeled data sets. Robust soft LVQ (RSLVQ) as proposed in [5] constitutes an alternative approach which is based on a statistical model of the data. In the limit of small bandwidth, update rules which are very similar to LVQ result. For non-vanishing bandwidth, soft assignments of data points to prototypes take place. Every prototype induces a probability induced by Gaussians, for example, i.e. p(xi |w j ) =

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K · exp(−d(xi , w j )/2σ 2 ) with parameter σ ∈ R and normalization constant K = (2πσ 2 )−n/2 . Assuming that every prototype prior, we obtain the has thei same overall probability of a data point p(xi ) = wj p(x |w j )/k and the probability of a point and its corresponding class p(xi , c(xi )) = w j :c(wj )=c(xi ) p(xi |wj )/k . The cost function of RSLVQ is given by the quotient ERSLVQ = log

p(xi , c(xi )) i

p(xi )

=

i

log

p(xi , c(xi )) p(xi )

(4)

Considering gradients, we obtain the adaptation rule for every prototype w j given a training point xi i j i j 1 p(x p(x |w ) |w ) Δw j ∼ − 2 · − · ∇w j d(xi , wj ) (5) i j i j 2σ j:c(w j )=c(xi ) p(x |w ) j p(x |w ) i

j

|w ) if c(xi ) = c(w j ) and Δwj ∼ 2σ1 2 · p(x · ∇wj d(xi , w j ) if c(xi ) = c(w j ). i j j p(x |w ) Obviously, the scaling factors can be interpreted as soft assignments of the data to corresponding prototypes. The choice of an appropriate parameter σ can critically inﬂuence the overall behavior and the quality of the technique, see e.g. [5,14,15] for comparisons of GLVQ and RSLVQ and ways to automatically determine σ based on given data.

3

Dissimilarity Data

In recent years, data are becoming more and more complex in many application domains e.g. due to improved sensor technology or dedicated data formats. To account for this fact, data are often addressed by means of dedicated dissimilarity measures which account for the structural form of the data such as alignment techniques for bioinformatics sequences, dedicated functional norms for mass spectra, the compression distance for texts, etc. Prototype-based techniques such as GLVQ or RSLVQ are restricted to Euclidean vector spaces. Hence their suitability to deal with complex non-Euclidean data sets is highly limited. Prototype-based techniques such as neural gas have recently been extended towards more general data formats [12]. Here we extend GLVQ and RSLVQ to relational variants in a similar way by means of an implicit reference to a pseudoEuclidean embedding of data. We assume that data xi are given as pairwise dissimilarities dij = d(xi , xj ). D refers to the corresponding dissimilarity matrix. Note that it is easily possible to transfer similarities to dissimilarities and vice versa, see [13]. We assume symmetry dij = dji and we assume dii = 0. However, we do not require that d refers to a Euclidean data space, i.e. D does not need to be embeddable in Euclidean space, nor does it need to fulﬁll the conditions of a metric. As argued in [13,12], every such set of data points can be embedded in a so-called pseudo-Euclidean vector space the dimensionality of which is limited by the number of given points. A pseudo-Euclidean vector space is a real-vector

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space equipped with the bilinear form x, yp,q = xt Ip,q y where Ip,q is a diagonal matrix with p entries 1 and q entries −1. The tuple (p, q) is also referred to as the signature of the space, and the value q determines in how far the standard Euclidean norm has to be corrected by negative eigenvalues to arrive at the given dissimilarity measure. The data set is Euclidean if and only if q = 0. For a given matrix D, the corresponding pseudo-Euclidean embedding can be computed by means of an eigenvalue decomposition of the related Gram matrix, which is an O(m3 ) operation. It yields explicit vectors xi such that dij = xi −xj , xi −xj p,q holds for every pair of data points. Note that vector operations can be naturally transferred to pseudo-Euclidean space, i.e. we can deﬁne prototypes as linear combinations of data in this space. Hence we can perform techniques such as GLVQ explicitly in pseudo-Euclidean space since it relies on vector operations only. One problem of this explicit transfer is given by the computational complexity of the initial embedding, on the one hand, and the fact that out-of-sample extensions to new data points characterized by pairwise dissimilarities are not immediate. Because of this fact, we are interested in eﬃcient techniques which implicitly refer to such embeddings only. As a side product, such algorithms are invariant to coordinate transforms in pseudo-Euclidean space, rather they depend on the pairwise dissimilarities only instead of the chosen embedding. The key assumption is to restrict prototype positions to linear combination of data points of the form wj = αji xi with αji = 1 . (6) i

i

Since prototypes are located at representative points in the data space, it is a reasonable assumption to restrict prototypes to the aﬃne subspace spanned by the given data points. In this case, dissimilarities can be computed implicitly by means of the formula d(xi , wj ) = [D · αj ]i −

1 t · α Dαj 2 j

(7)

where αj = (αj1 , . . . , αjn ) refers to the vector of coeﬃcients describing the prototype w j implicitly, as shown in [12]. This observation constitutes the key to transfer GLVQ and RSLVQ to relational data without an explicit embedding in pseudo-Euclidean space. Prototype w j is represented implicitly by means of the coeﬃcient vectors αj . Then, we can use the equivalent characterization of distances in the GLVQ and RSVLQ cost function leading to the costs of relational GLVQ (RGLVQ) and relational RSLVG (RSLVQ), respectively: ERGLVQ =

i

Φ

[Dα+ ]i − [Dα+ ]i −

1 2 1 2

· (α+ )t Dα+ − [Dα− ]i + · (α+ )t Dα+ + [Dα− ]i −

1 2 1 2

· (α− )t Dα− · (α− )t Dα−

,

(8)

where as before the closest correct and wrong prototype are referred to, corresponding to the coeﬃcients α+ and α− , respectively. A stochastic gradient

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descent leads to adaptation rules for the coeﬃcients α+ and α− in relational GLVQ: component k of these vectors is adapted as

∂ [Dα± ]i − 12 · (α± )t Dα± ± i ± i Δαk ∼ ∓ Φ (μ(x )) · μ (x ) · (9) ∂α± k where μ(xi ), μ+ (xi ), and μ− (xi ) are as above. The partial derivative yields

∂ [Dαj ]i − 12 · αtj Dαj = dik − dlk αjl (10) ∂αjk l

Similarly, ERRSLVQ =

i

log

i αj :c(αj )=c(xi ) p(x |αj )/k i αj p(x |αj )/k

(11)

where p(xi |αj ) = K · exp − [Dαj ]i − 12 · αtj Dαj /2σ 2 . A stochastic gradient descent leads to the adaptation rule

∂ [Dαj ]i − 12 αtj Dαj 1 p(xi |αj ) p(xi |αj ) − · Δαjk ∼ − 2 · i i 2σ ∂αjk j:c(αj )=c(xi ) p(x |αj ) j p(x |αj ) (12) i ∂ ([Dαj ]i − 12 αtj Dαj ) p(x |α ) j 1 i i if c(x ) = c(αj ) and Δαjk ∼ 2σ2 · p(xi |αj ) · if c(x ) = c(αj ). ∂αjk j After every adaptation step, normalization takes place to guarantee i αji = 1. The prototypes are initialized as random vectors, i.e we initialize αij with small random values such that the sum is one. It is possible to take class information into account by setting all αij to zero which do not correspond to the class of the prototype. The prototype labels can then be determined based on their receptive ﬁelds before adapting the initial decision boundaries by means of supervised learning vector quantization. An extension of the classiﬁcation to new data is immediate based on an observation made in [12]: given a novel data point x characterized by its pairwise dissimilarities D(x) to the data used for training, the dissimilarity of x to a prototype represented by αj is d(x, wj ) = D(x)t · αj − 12 · αtj Dαj . Note that, for GLVQ, a kernelized version has been proposed in [11]. However, this refers to a kernel matrix only, i.e. it requires Euclidean similarities instead of general symmetric dissimilarities. In particular, it must be possible to embed data in a possibly high dimensional Euclidean feature space. Here we extended GLVQ and RSLVQ to relational data characterized by a general symmetric dissimilarities which might be induced by strictly non-Euclidean data.

4

Experiments

We evaluate the algorithms for several benchmark data sets where data are characterized by pairwise dissimilarities. On the one hand, we consider six data

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Table 1. Results of prototype based classiﬁcation in comparison to SVM for diverse dissimilarity data sets. The classiﬁcation accuracy obtained in a repeated cross-validation is reported, the standard deviation is given in parenthesis. SVM results marked with * are taken from [16]. For Cat Cortex, Vibrio, Chromosome, the respective best SVM result is reported by using diﬀerent preprocessing mechanisms clip, ﬂip, shift, and similarities as features with linear and Gaussian kernel.

Amazon47 Aural Sonar Face Rec. Patrol Protein Voting Cat Cortex Vibrio Chromosome

#Data Points #Labels 204 47 100 2 945 139 241 8 213 4 435 2 65 5 4200 22 1100 49

RGLVQ 0.81(0.01) 0.88(0.02) 0.96(0.00) 0.84(0.01) 0.92(0.02) 0.95(0.01) 0.93(0.01) 1.00(0.00) 0.93(0.00)

RRSLVQ best SVM #Proto. 0.83(0.02) 0.82* 94 0.85(0.02) 0.87* 10 0.96(0.00) 0.96* 139 0.85(0.01) 0.88* 24 0.53(0.01) 0.97* 20 0.62(0.01) 0.95* 20 0.94(0.01) 0.95 12 0.94(0.08) 1.00 49 0.80(0.01) 0.95 63

sets used also in [16]: Amazon47, Aural-Sonar, Face Recognition, Patrol, Protein and Voting. In additional we consider the Cat Cortex from [18], the Copenhagen Chromosomes data [17] and one own data set, the Vibrio data, which consists of 1,100 samples of vibrio bacteria populations characterized by mass spectra. The spectra contain approx. 42,000 mass positions. The full data set consists of 49 classes of vibrio-sub-species. The preprocessing of the Vibrio data is described in [20] and the underlying similarity measures in [21,20]. The article [16] investigates the possibility to deal with similarity/dissimilarity data which is non-Euclidean with the SVM. Since the corresponding Gram matrix is not positive semideﬁnite, according preprocessing steps have to be done which make the SVM well deﬁned. These steps can change the spectrum of the Gram matrix or they can treat the dissimilarity values as feature vectors which can be processed by means of a standard kernel. Since some of these matrices correspond to similarities rather than dissimilarities, we use standard preprocessing as presented in [13]. For every data set, a number of prototypes which mirrors the number of classes was used, representing every class by only few prototypes relating to the choices as taken in [12], see Tab. 1. The evaluation of the results is done by means of the classiﬁcation accuracy as evaluated on the test set in a ten fold repeated cross-validation (nine tenths of date set for training, one tenth for testing) with ten repeats. The results are reported in Tab. 1. In addition, we report the best results obtained by SVM after diverse preprocessing techniques [16]. Interestingly, in most cases, results which are comparable to the best SVM as reported in [16] can be found, whereby making preprocessing as done in [16] superﬂuous. Further, unlike for SVM which is based on support vectors in the data set, solutions are represented as typical prototypes.

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Conclusions

We have presented an extension of prototype-based techniques to general possibly non-Euclidean data sets by means of an implicit embedding in pseudoEuclidean data space and a corresponding extension of the cost function of GLVQ and RSLVQ to this setting. As a result, a very powerful learning algorithm can be derived which, in most cases, achieves results which are comparable to SVM but without the necessity of according preprocessing since relational LVQ can directly deal with possibly non-Euclidean data whereas SVM requires a positive semideﬁnite Gram matrix. Similar to SVM, relational LVQ has quadratic complexity due to its dependency on the full dissimilarity matrix. A speed-up to linear techniques e.g. by means of the Nystr¨ om approximation for dissimilarity data similar to [22] is the subject of ongoing research. Acknowledgement. Financial support from the Cluster of Excellence 277 Cognitive Interaction Technology funded in the framework of the German Excellence Initiative and from the ”German Science Foundation (DFG)“ under grant number HA-2719/4-1 is gratefully acknowledged.

References 1. Martinetz, T.M., Berkovich, S.G., Schulten, K.J.: ’Neural-gas’ Network for Vector Quantization and Its Application to Time-series Prediction. IEEE Trans. on Neural Networks 4(4), 558–569 (1993) 2. Kohonen, T.: Self-Organizing Maps, 3rd edn. Springer-Verlag New York, Inc. (2001) 3. Bishop, C., Svensen, M., Williams, C.: The Generative Topographic Mapping. Neural Computation 10(1), 215–234 (1998) 4. Sato, A., Yamada, K.: Generalized Learning Vector Quantization. In: Proceedings of the 1995 Conference Advances in Neural Information Processing Systems, vol. 8, pp. 423–429. MIT Press, Cambridge (1996) 5. Seo, S., Obermayer, K.: Soft Learning Vector Quantization. Neural Computation 15(7), 1589–1604 (2003) 6. Hammer, B., Villmann, T.: Generalized Relevance Learning Vector Quantization. Neural Networks 15(8-9), 1059–1068 (2002) 7. Schneider, P., Biehl, M., Hammer, B.: Adaptive Relevance Matrices in Learning Vector Quantization. Neural Computation 21(12), 3532–3561 (2009) 8. Denecke, A., Wersing, H., Steil, J.J., Koerner, E.: Online Figure-Ground Segmentation with Adaptive Metrics in Generalized LVQ. Neurocomputing 72(7-9), 1470– 1482 (2009) 9. Kietzmann, T., Lange, S., Riedmiller, M.: Incremental GRLVQ: Learning Relevant Features for 3D Object Recognition. Neurocomputing 71(13-15), 2868–2879 (2008) 10. Alex, N., Hasenfuss, A., Hammer, B.: Patch Clustering for Massive Data Sets. Neurocomputing 72(7-9), 1455–1469 (2009) 11. Qin, A.K., Suganthan, P.N.: A Novel Kernel Prototype-based Learning Algorithm. In: Proc. of ICPR 2004, pp. 621–624 (2004) 12. Hammer, B., Hasenfuss, A.: Topographic Mapping of Large Dissimilarity Data Sets. Neural Computation 22(9), 2229–2284 (2010)

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13. Pekalska, E., Duin, R.P.W.: The Dissimilarity Representation for Pattern Recognition. Foundations and Applications. World Scientiﬁc, Singapore (2005) 14. Schneider, P., Biehl, M., Hammer, B.: Hyperparameter Learning in Probabilistic Prototype-based Models. Neurocomputing 73(7-9), 1117–1124 (2010) 15. Seo, S., Obermayer, K.: Dynamic Hyperparameter Scaling Method for LVQ Algorithms. In: IJCNN, pp. 3196–3203 (2006) 16. Chen, Y., Eric, K.G., Maya, R.G., Ali, R.L.C.: Similarity-based Classiﬁcation: Concepts and Algorithms. Journal of Machine Learning Research 10, 747–776 (2009) 17. Neuhaus, M., Bunke, H.: Edit Distance Based Kernel functions for Structural Pattern Classiﬁcation. Pattern Recognition 39(10), 1852–1863 (2006) 18. Haasdonk, B., Bahlmann, C.: Learning with Distance Substitution Kernels. In: Rasmussen, C.E., B¨ ulthoﬀ, H.H., Sch¨ olkopf, B., Giese, M.A. (eds.) DAGM 2004. LNCS, vol. 3175, pp. 220–227. Springer, Heidelberg (2004) 19. Lundsteen, C., Phillip, J., Granum, E.: Quantitative Analysis of 6985 Digitized Trypsin g-banded Human Metaphase Chromosomes. Clinical Genetics 18, 355–370 (1980) 20. Maier, T., Klebel, S., Renner, U., Kostrzewa, M.: Fast and Reliable maldi-tof ms– based Microorganism Identiﬁcation. Nature Methods 3 (2006) 21. Barbuddhe, S.B., Maier, T., Schwarz, G., Kostrzewa, M., Hof, H., Domann, E., Chakraborty, T., Hain, T.: Rapid Identiﬁcation and Typing of Listeria Species by Matrix-assisted Laser Desorption Ionization-time of Flight Mass Spectrometry. Applied and Environmental Microbiology 74(17), 5402–5407 (2008) 22. Gisbrecht, A., Hammer, B., Schleif, F.-M., Zhu, X.: Accelerating Dissimilarity Clustering for Biomedical Data Analysis. In: Proceedings of SSCI (2011)

On Low-Rank Regularized Least Squares for Scalable Nonlinear Classification Zhouyu Fu, Guojun Lu, Kai-Ming Ting, and Dengsheng Zhang Gippsland School of IT, Monash University, Churchill, VIC 3842, Australia {zhouyu.fu,guojun.lu,kaiming.ting,dengsheng.zhang}@infotech.monash.edu.au

Abstract. In this paper, we revisited the classical technique of Regularized Least Squares (RLS) for the classiﬁcation of large-scale nonlinear data. Speciﬁcally, we focus on a low-rank formulation of RLS and show that it has linear time complexity in the data size only and does not rely on the number of labels and features for problems with moderate feature dimension. This makes low-rank RLS particularly suitable for classiﬁcation with large data sets. Moreover, we have proposed a general theorem for the closed-form solutions to the Leave-One-Out Cross Validation (LOOCV) estimation problem in empirical risk minimization which encompasses all types of RLS classiﬁers as special cases. This eliminates the reliance on cross validation, a computationally expensive process for parameter selection, and greatly accelerate the training process of RLS classiﬁers. Experimental results on real and synthetic large-scale benchmark data sets have shown that low-rank RLS achieves comparable classiﬁcation performance while being much more eﬃcient than standard kernel SVM for nonlinear classiﬁcation. The improvement in eﬃciency is more evident for data sets with higher dimensions. Keywords: Classiﬁcation, Regularized Least Squares, Low-Rank Approximation.

1

Introduction

Classiﬁcation is a fundamental problem in data mining. It involves learning a function that separates data points from diﬀerent classes. The support vector machine (SVM) classiﬁer, which aims at recovering a maximal margin separating hyperplane in the feature space, is a powerful tool for classiﬁcation and has demonstrated state-of-the-art performance in many problems [1]. SVM can operate directly in the input space by ﬁnding linear decision boundaries. Despite its simplicity, linear SVM is quite restricted in discriminative power and can not handle linearly inseparable data. This limits its applicability to nonlinear problems arising in real-world applications. We can also learn a SVM in the feature space via the kernel trick which leads to nonlinear decision boundaries. The kernel SVM has better classiﬁcation performance than linear SVM, but its scalability is an issue for large-scale nonlinear classiﬁcation. Despite the existence of faster SVM solvers like LibSVM [2], training of kernel SVM is still time B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 490–499, 2011. c Springer-Verlag Berlin Heidelberg 2011

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consuming for moderately large data sets. Linear SVM training, however, can be made very fast [3,4] due to its diﬀerent problem structure. It would be much desirable to have a classiﬁcation tool that achieves the best of the two worlds with the performance of nonlinear SVM while scaling well to larger data sets. In this paper, we examine Regularized Least Squares (RLS) as an alternative to SVM in the setting of large-scale nonlinear classiﬁcation. To this end, we focus on a low-rank formulation of RLS initially proposed in [5]. The paper makes the following contributions to low-rank RLS. Firstly, we have empirically investigated the performance of low-rank RLS for large-scale nonlinear classiﬁcation with real data sets. It can be observed from the empirical results that low-rank RLS achieves comparable performance to nonlinear SVM while being much more eﬃcient. Secondly, as suggested by our computational analysis and evidenced by experimental results, low-rank RLS has linear time complexity in the data size only and independent of the feature dimension and number of class labels. This property makes low-rank RLS particularly suited to multi-class problems with many class labels and moderate feature dimensions. Thirdly, we also propose a theorem on the closed-form estimation for Leave-One-Out-Cross-Validation (LOOCV) under mild conditions. This includes RLS as special cases and provides the LOOCV estimation for low-rank RLS. Consequently, we can avoid the time consuming step for choosing classiﬁer parameters using k-fold cross validation, which involves classiﬁer training and testing on diﬀerent data partitions k times for each parameter setting. With the proposed theorem, we can obtain exact prediction results of LOOCV by training the classiﬁer with the speciﬁed parameters only once. This greatly reduces the time spent on the selection of classiﬁer parameters.

2

Classification with Regularized Least Squares Classifier

In this section, we present the RLS classiﬁer. We focus on binary classiﬁcation, since multiclass problems can be converted to binary ones using decomposition schemes [6]. In a binary classiﬁcation problem, a i.i.d. training sample {xi , yi |i = 1, . . . , N } of size N is randomly drawn from some unknown but ﬁxed distribution PX ×Y , where X ⊂ Rd is the feature space with dimension d and Y = {−1, 1} specify the labels. The purpose is to design a classiﬁer function f : X → Y that can best predict the labels of novel test data drawn from the same distribution. This can usually be achieved by solving the following Empirical Risk Minimization (ERM) problem [1] (yi , f (xi )) (1) min L(f ) = λΩ(f ) + f

i

where the ﬁrst term on the right-hand-side is the regularization term for the classiﬁer function f (.), and the second term is the empirical risk over the training instances. : Y × R → R+ is the loss function correlated with classiﬁcation error. The ERM problem in Equation 1 speciﬁes a general framework for classiﬁer learning. Depending on diﬀerent forms of the loss function , diﬀerent types of

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classiﬁers can be derived based on the above formulation. Two widely used loss functions, namely the hinge loss for SVM and the squared loss for RLS, are listed below. (yi , fi ) = max (0, 1 − yi fi ) (yi , fi ) = (yi − fi )2 = (1 − yi fi )2

Hinge Loss (SVM) Square Loss (RLS)

(2) (3)

where fi = f (xi ) denotes the decision value for xi . The minor diﬀerence in the loss functions of SVM and RLS lead to very diﬀerent routines for optimization. Closed-form solutions can be obtained for RLS, whereas the optimization problem for SVM is much harder and remains an active research topic in machine learning [3,4]. Consider the linear RLS classiﬁer with linear decision function f (x) = wT x. The general ERM problem deﬁned in 1 reduces to (wT xi − yi )2 (4) min λw2 + w

i

The weight vector w can be obtained in closed-form by w = (XT X + λI)−1 XT y

(5)

where X = [x1 , . . . , xN ]T is the data matrix formed by input features in rows, y = [y1 , . . . , yN ]T the column vector of binary label variables, and I is an identify matrix. The ERM formulation can also be used to solve nonlinear classiﬁcation problems. In the nonlinear case, the classiﬁer function f (.) is deﬁned over the domain of Reproducing Kernel Hilbert Space (RKHS) H. An RKHS H is a Hilbert space associated with a kernel function κ : H × H → R. The kernel explicitly deﬁnes the inner product between two vectors in RKHS, i.e. κ(xi , x) = φ(xi ), φ(x) with φ(.) ∈ H. We can think of φ(xi ) as a mapping of the input feature vector x in the RKHS. In the linear case, φ(x) = x. In the nonlinear case, the explicit form of the mapping φ is unknown but the inner product is well deﬁned by the kernel κ. Let Ω(f ) = f 2H be the regularization term for f in RKHS, according to the representer theorem [1], the solution of Equation 1 takes the following solution N f (x) = αi κ(xi , x) (6) i=1

Let α = [α1 , . . . , αN ] be a vector of coeﬃcients, and K ∈ RN ×N be the Gram matrix whose (i, j)th entry stores the kernel evaluation for input examples xi and xj , i.e. Ki,j = κ(xi , xj ). The regularization term becomes Ω(f ) = f 2H = αT Kα The optimization problem for RLS can then be formulated by Kα − y2 min λαT Kα + α

i

(7)

On Low-Rank RLS for Scalable Nonlinear Classiﬁcation

The solution of α is

α = (K + λI)−1 y

493

(8)

The classiﬁer function is in the form of Equation 6 with above α.

3 3.1

Low-Rank Regularized Least Squares Low-Rank Approximation for RLS

It can be seen from Equation 8 that the main computation of RLS is the inversion of the N × N kernel matrix K, which depends on the size of the data set. For large-scale data sets with many training examples, it is infeasible to solve the above equation directly. A low-rank formulation of RLS ﬁrst proposed in [5] can be derived to tackle the larger data sets. The idea is quite straightforward. Instead of taking a full expansion of kernel function values over all training instances in Equation 6, we can take a subset of them leading to a reduced representation for the classiﬁer function f (.) m αi K(xi , x) (9) f (x) = i=1

Without loss of generality, we assume that the ﬁrst m instances are selected to form the above expansion with m N . The RLS problem arising from the above representation of classiﬁer function f (.) is given by min L(α) = λαT KS,S α + KX ,S α − y2 α

(10)

where α = [α1 , . . . , αm ]T is a vector of m coeﬃcients for the selected prototypes, and is much smaller than the full N -dimensional coeﬃcient vector in standard kernel RLS. KS,S is the m× m submatrix at the top-left corner of the big matrix K, and KX ,S is a N × m matrix by taking the ﬁrst m columns from matrix K. The above-deﬁned low-rank RLS problem has the following closed-form solution α = (KTX ,S KX ,S + λKS,S )−1 KTX ,S y

(11)

This only involves the inversion of a m × m matrix and is much more eﬃcient than inverting a N × N matrix. The classiﬁer function f (.) for low-rank RLS has the simple form below f (x) =

m

αi κ(xi , x)

(12)

i=1

3.2

Time Complexity Analysis

The three most time-consuming operations for solving Equation 11 are the evaluation of the reduced kernel matrix KX ,S , the matrix product KTX ,S KX ,S , and the

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inverse of KTX ,S KX ,S + λKS,S . The complexity of kernel evaluation is O(N md), which depends on the data size N , the subset size m and feature dimension d. The matrix product takes O(N m2 ) time to compute, and the inverse has a complexity of O(m3 ) for m × m square matrix. Since m N , the complexity of the inverse is dominated by that of matrix product. Besides, normally we have the relation d < m for classiﬁcation problems with moderate dimensions1 . Thus, the computation of Equation 11 is largely determined by the the calculation of matrix product KTX ,S KX ,S with complexity of O(N m2 ) , which scales linearly with the size of the training data set given ﬁxed m and does not depend on the dimension of the data. Besides, low-rank RLS also scales well to increasing number of labels. Each additional label just increase the complexity by O(N m), which is trivial compared to the expensive operations described above. 3.3

Closed-Form LOOCV Estimation

Another important problem is in the selection of the regularization parameter λ in RLS (Equations 5, 8 and 11). The standard way to do so is Cross Validation (CV) by splitting the training data sets into k folds and repeating training and testing k times. Each time using one fold data as the validation set and the remaining data for training. The performance is evaluated on each validation set for each CV round and candidate parameter value of λ. This could be quite time consuming for larger k values and a large search range for the parameter. In this subsection, we introduce a theorem for obtaining closed-form estimation for LOOCV under mild conditions, i.e. the case for k = N where each training instance is used once as the singleton validation set. The theorem provides a way to estimate LOOCV solution for low-rank in closed form by learning just a single classiﬁer on the whole training data set without retraining. It also includes standard RLS classiﬁers as special cases. Let Z∼j denote the jth Leave-One-Out (LOO) sample by removing the jth instance zj = {xj , yj } from the full data set Z. Let f (.) = arg minf L(f |Z, ) and f ∼j (.) = arg minf L(f |Z∼j , ) be the minimizers of the RLS problems for Z and Z∼j respectively. The LOOCV estimation on the training data is obtained by f ∼j (xj ) for each j. The purpose here is to ﬁnd a solution to f ∼j (xj ) directly from f without retraining the classiﬁer for each LOO sample Z∼j . This is not possible for arbitrary loss functions and general forms of function f . However, if and f satisfy certain conditions, it is possible to obtain a closed-form solution to LOOCV estimation. We now show the main theorem for LOOCV estimation in the following Theorem 1. Let f be the solution to the ERM problem in Equation 1 for a random sample Z = {X, y}. If the prediction vector f = [f (x1 ), . . . , f (xN )] can be expressed in the form f = Hy, and the loss function (f (x), y) = 0 whenever 1

We have ﬁxed m = 1000 for all our experiments in this paper. With m = 1000, we expect a feature dimension in the order of 100 or smaller would not much contribute to the time complexity compared to the calculation of KTX ,S KX ,S .

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f (x) = y, then the LOOCV estimate for the jth data point xj in the training set is given by f (xj ) − Hj,j yj f ∼j (xj ) = (13) 1 − Hj,j Proof. L(f ∼j |Z∼j , ) =

(yi , f ∼j (xi )) + λΩ(f )

(14)

i=j

=

i

(yij , f ∼j (xi )) + λΩ(f )

j [y1j , . . . , yN ]

with yij = yi for that (yjj , f ∼j (xj ))

where yj = i = j and yjj = f ∼j (xj ). The second equality is true due to = 0. Hence f ∼j is also the solution to the ERM problem on training data X with modiﬁed label vector yj . Let f ∼j be the solution vector for f ∼j (.). By the linearity assumption, we have f ∼j = Hyj and f = Hy. The LOOCV estimate for the jth instance f ∼j (xj ) is given by

the jth component of the solution vector f ∼j , i.e. f ∼j (xj ) = fj∼j . The following relation holds for fj∼j fj∼j = Hj,i yi∼j = Hj,i yi∼j + Hj,j yj∼j (15) i

=

i=j

Hj,i yi + Hj,j fj∼j = fj − Hj,j yj + Hj,j fj∼j

i=j

where fj = f (xj ) is the decision value for xj returned by f (.). This leads to fj∼j =

fj − Hj,j yj 1 − Hj,j

The loss function for RLS satisﬁes the identity relation (f (x), y) = (f (x)−y)2 = 0 whenever f (x) = y. The solution of RLS can also be expressed by the linear form over the label vector. Diﬀerent variations of RLS can take slightly diﬀerent forms of H in Equation 13, which is listed in Table 1. The closed-form LOOCV estimations for linear RLS and kernel RLS discussed in [5] are special cases of the theorem. Besides, the theorem also provides the closed-form solution to LOOCV for the low-rank RLS, which has not yet been discovered. Table 1. Summary of diﬀerent RLS solutions and H matrices RLS Type Weight Vector w Prediction H Linear (XT X + λI)−1 XT y Xw X(XT X + λI)−1 XT Kernel (K + λI)−1 y Kw K(K + λI)−1 T −1 T Low Rank (KX ,S KX ,S + λKS,S ) KS,S y KX ,S w KX ,S (KX ,S KX ,S + λKS,S )−1 KS,S

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Experimental Results

In this section, we describe the experiments performed to demonstrate the performance of the RLS classiﬁer for the classiﬁcation of large-scale nonlinear data sets and experimentally validate the claims established for RLS in the previous section about its linear-time complexity and closed form LOOCV estimation. The experiments were conducted on 8 large data sets chosen from the UCI machine learning repository [7], and 2 multi-label classiﬁcation data sets (tmc2007 and mediamill) chosen from the MULAN repository [8]. Table 2 gives a brief summary of the data sets used, such as number of labels, feature dimension, the sizes of training and testing sets for each data set. Due to the large sizes Table 2. Summary of data sets used for experiments

Labels Dimension Training Size Testing Size

satimage 6 36 4435 2000

usps letter tmc2007 mediamill connect-4 shuttle ijcnn1 10 26 22 50 3 7 2 256 16 500 120 126 9 22 7291 15000 21519 30993 33780 43500 49990 2007 5000 7077 12914 33777 14500 91701

mnist SensIT 10 3 778 100 60000 78823 10000 19705

of these data sets, standard RLS is infeasible here and the low-rank RLS has been used instead throughout our experiments. We simply refer the low-rank RLS as RLS hereafter. The subset of prototypes S were randomly chosen from the training instances and used to compute matrices KX ,S and KS,S in Equation 11. We have found that random selection of prototypes has performed well empirically. For each data set, we also applied standard kernel and linear SVM classiﬁers to compare their performances to RLS. The LibSVM package [2] was used to train kernel SVMs, which implements the SMO algorithm [9] for fast SVM training. For both kernel SVM and RLS, we have used the Gaussian kernel function κ(x, z) = exp (−gx − z) where g is empirically set to the inverse of feature dimension. The feature values are standardized to have zero mean and unit norm for each dimension before kernel computation and classiﬁer training are applied. The LibLinear package [4] was used to train linear SVMs in the primal formulation. We have adopted the one-vs-all framework to tackle both multi-class and multi-label data by training a binary classiﬁer for each class label to distinguish from other labels. The training and testing of each classiﬁcation algorithm was repeated 10 times for each data set. The Areas Under ROC Curve (AUC) value was used as the performance measure for classiﬁcation for two reasons. Firstly, AUC is a metric commonly used for both standard and multi-label classiﬁcation problems. More importantly, AUC is an aggregate measure for classiﬁcation performance which takes into consideration the full range of the ROC curve. In contrast, alternative measures like the error rate simply counts the number of misclassiﬁed examples corresponding to a single point on the ROC curve. This may lead to an over-estimation of classiﬁcation performance for imbalanced problems, where classiﬁcation error is largely determined by the performance on the dominant class. For multiclass problems, the

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average AUC value over all class labels was used for performance comparison. The means and standard deviations of AUC values over diﬀerent testing rounds achieved by RLS, linear (LSVM) and kernel SVMs are reported in Table 3. The average CPU time spent on a single training round for each method and data set is also included in the same table. Table 3. Performance comparison of RLS with kernel and linear SVMs in terms of accuracy in prediction and eﬃciency in training Dataset satimage usps letter tmc2007 mediamill connect-4 shuttle ijcnn1 mnist SensIT

AUC RLS 0.985 ± 0.002 0.997 ± 0.002 0.998 ± 0.000 0.929 ± 0.003 0.839 ± 0.012 0.861 ± 0.002 0.999 ± 0.002 0.994 ± 0.000 0.994 ± 0.000 0.934 ± 0.001

SVM 0.986 ± 0.001 0.998 ± 0.002 0.999 ± 0.000 0.927 ± 0.005 0.807 ± 0.020 0.895 ± 0.001 0.979 ± 0.029 0.997 ± 0.000 0.999 ± 0.000 0.939 ± 0.001

Time (sec) LSVM 0.925 ± 0.002 0.987 ± 0.004 0.944 ± 0.001 0.925 ± 0.014 0.827 ± 0.008 0.813 ± 0.001 0.943 ± 0.009 0.926 ± 0.005 0.985 ± 0.000 0.918 ± 0.001

RLS 6.0 ± 0.4 7.9 ± 0.5 10.2 ± 0.8 20.0 ± 1.4 23.8 ± 1.8 22.1 ± 1.1 26.0 ± 1.0 29.1 ± 0.7 53.9 ± 7.5 48.6 ± 9.8

SVM LSVM 2.3 ± 0.1 0.2 ± 0.0 26.8 ± 0.5 8.3 ± 0.3 24.8 ± 0.4 1.2 ± 0.0 289.6 ± 48.8 128.7 ± 15.0 3293.7 ± 370.6 181.2 ± 6.1 1783.1 ± 145.1 1.9 ± 0.1 7.1 ± 0.2 0.6 ± 0.0 38.1 ± 2.7 0.3 ± 0.0 16256.1 ± 400.5 211.5 ± 3.7 9588.4 ± 471.8 5.5 ± 0.2

From Table 3, we can see that RLS is highly competitive with SVM in classiﬁcation performance while being more eﬃcient. This is especially true for large data sets with higher dimensions and/or multiple labels. For most data sets, the performance gap between the two methods is small. On the other hand, linear SVM, although being very eﬃcient, does not achieve satisfactory performances and is outperformed by both RLS and SVM by a large gap on most data sets. The comparison results presented here clearly shows the potential of RLS for the classiﬁcation of large-scale nonlinear data. Another interesting observation we can make from Table 3 is the linear-time complexity of RLS with respect to the size of training set only. The rows in the table are actually arranged in increasing order by the size of the training set, which is monotonically related to the training time of RLS displayed in the 5th column of the same table. The training time of RLS is not much inﬂuenced by the number of labels as well as the feature dimension of the classiﬁcation problem. This is apparently not the case for SVM and LSVM, which spend more time on problems with more labels and larger number of features, like mnist. To better see the point that RLS has superior scalability as compared to SVM for higher dimensional data and multiple labels, we have further performed two experiments on synthetic data sets. In the ﬁrst experiment, we simulate a binary classiﬁcation setting by randomly generating data points from two separate Gaussian distributions in d dimensional Euclidean space. By varying the value d from 2 to 1024 incremented by the power of 2, we trained SVM and RLS classiﬁers for 10 random samples of size 10000 for each d and recorded the training times in seconds. The training times are plotted in log scale against the

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d values in Figure 1(a). From the ﬁgure, we can see that SVM is much faster than RLS initially for smaller values of d, but the training time increases dramatically with growing dimensions. RLS, on the other hand, scales surprisingly well to higher data dimensions, which have little eﬀect on the training speed of RLS as can be seen from the ﬁgure. In Figure 1(b), we show the training times against increasing number of labels by ﬁxing d = 8, where data points were generated from a separate Gaussian model for each label. Not surprisingly, we can see that increasing number of labels has little eﬀect on training speed for RLS.

(a)

(b)

Fig. 1. Comparison of training speed for SVM and RLS with (a) growing data dimensions; (b) increasing number of classes. Solid line shows the training time in seconds for RLS, and broken line shows the time for SVM.

In our ﬁnal experiment, we validate the proposed closed-form LOOCV estimation for RLS. To this end, we have compared the AUC value calculated from LOOCV estimation with that obtained from a separate 5-fold cross validation process for each candidate parameter value of λ. Figure 2 shows the plots of AUC values returned by the two diﬀerent processes against varying λ values. As can be seen from the plots, the curves returned by closed-form LOOCV estimations (in solid lines) are quite consistent with those returned by the empirical CV processes (in broken lines). Similar trends can be observed from the two curves in most subﬁgures. However, it involves classiﬁer training only once for LOOCV

(a) satimage

(b) letter

Fig. 2. Comparison of cross validation performance for closed-form LOOCV and 5-fold CV. LOOCV curves are oﬀset by 0.005 in the vertical direction for clarity.

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by using the closed-form estimation, whereas classiﬁer training and testing need be repeated k times for the empirical k-fold cross validation. In the worst case, this can be about k times as expensive as the analytic solution.

5

Conclusions

We examined low-rank RLS classiﬁer in the setting of large-scale nonlinear classiﬁcation, which achieves comparable performance with kernel SVM but scales much better to larger data sizes, higher feature dimensions and increasing number of labels. Low-rank RLS has much potential for diﬀerent classiﬁcation applications. One possibility is to apply it to multi-label classiﬁcation by combining it with various label transformation methods proposed for multi-label learning which is likely to produce many subproblems with the same data and diﬀerent labels [8]. Acknowledgments. This work was supported by the Australian Research Council under the Discovery Project (DP0986052) entitled “Automatic music feature extraction, classiﬁcation and annotation”.

References 1. Scholkopf, B., Smola, A.: Learning with Kernels: Support Vector Machines, Regularization, Optimization, and Beyond. MIT Press (2002) 2. Fan, R.E., Chen, P.H., Lin, C.J.: Working set selection using the second order information for training SVM. Journal of Machine Learning Research 6, 1889–1918 (2005) 3. Joachims, T.: Training linear SVMs in linear time. In: SIGKDD (2006) 4. Hsieh, C.-J., Chang, K.W., Lin, C.J., Keerthi, S., Sundararajan, S.: A dual coordinate descent method for large-scale linear SVM. In: Intl. Conf. on Machine Learning (2008) 5. Rifkin, R.: Everything Old Is New Again: A Fresh Look at Historical Approaches. PhD thesis, Mass. Inst. of Tech (2002) 6. Rifkin, R., Klautau, A.: In defense of one-vs-all classiﬁcation. Journal of Machine Learning Research 5, 101–141 (2004) 7. Frank, A., Asuncion, A.: UCI machine learning repository (2010) 8. Tsoumakas, G., Katakis, I., Vlahavas, I.: Mining multi-label data Data Mining and Knowledge Discovery Handbook, pp. 667–685 (2010) 9. Platt, J.: Fast training of support vector machines using sequential minimal optimization. In: Advances in Kernel Methods - Support Vector Learning. MIT Press (1998)

Multitask Learning Using Regularized Multiple Kernel Learning Mehmet G¨ onen1 , Melih Kandemir1 , and Samuel Kaski1,2 1

Aalto University School of Science Department of Information and Computer Science Helsinki Institute for Information Technology HIIT 2 University of Helsinki Department of Computer Science Helsinki Institute for Information Technology HIIT

Abstract. Empirical success of kernel-based learning algorithms is very much dependent on the kernel function used. Instead of using a single ﬁxed kernel function, multiple kernel learning (MKL) algorithms learn a combination of diﬀerent kernel functions in order to obtain a similarity measure that better matches the underlying problem. We study multitask learning (MTL) problems and formulate a novel MTL algorithm that trains coupled but nonidentical MKL models across the tasks. The proposed algorithm is especially useful for tasks that have diﬀerent input and/or output space characteristics and is computationally very eﬃcient. Empirical results on three data sets validate the generalization performance and the eﬃciency of our approach. Keywords: kernel machines, multilabel learning, multiple kernel learning, multitask learning, support vector machines.

1

Introduction

Given a sample of N independent and identically distributed training instances {(xi , yi )}N i=1 , where xi is a D-dimensional input vector and yi is its target output, kernel-based learners ﬁnd a decision function in order to predict the target output of an unseen test instance x [10,11]. For example, the decision function for binary classiﬁcation problems (i.e., yi ∈ {−1, +1}) can be written as f (x) =

N

αi yi k(xi , x) + b

i=1

where the kernel function (k : RD × RD → R) calculates a similarity metric between data instances. Selecting the kernel function is the most important issue in the training phase; it is generally handled by choosing the best-performing kernel function among a set of kernel functions on a separate validation set. In recent years, multiple kernel learning (MKL) methods have been proposed [4], for learning a combination kη of multiple kernels instead of selecting one: kη (xi , xj ; η) = fη ({km (xi , xj )P m=1 }; η) B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 500–509, 2011. c Springer-Verlag Berlin Heidelberg 2011

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where the combination function (fη : RP → R) forms a single kernel from P base kernels using the parameters η. Diﬀerent kernels correspond to diﬀerent notions of similarity and instead of searching which works best, the MKL method does the picking for us, or may use a combination of kernels. MKL also allows us to combine diﬀerent representations possibly from diﬀerent sources or modalities. When there are multiple related machine learning problems, tasks or data sets, it is reasonable to assume that also the models are related and to learn them jointly. This is referred to as multitask learning (MTL). If the input and output domains of the tasks are the same (e.g., when modeling diﬀerent users of the same system as the tasks), we can train a single learner for all the tasks together. If the input and/or output domains of the tasks are diﬀerent (e.g., in multilabel classiﬁcation where each task is deﬁned as predicting one of the labels), we can share the model parameters between the tasks while training. In this paper, we formulate a novel algorithm for multitask multiple kernel learning (MTMKL) that enables us to train a single learner for each task, beneﬁting from the generalization performance of the overall system. We learn similar kernel functions for all of the tasks using separate but regularized MKL parameters, which corresponds to using a similar distance metric for each task. We show that such coupled training of MKL models across the tasks is better than training MKL models separately on each task, referred to as single-task multiple kernel learning (STMKL). In Section 2, we give an overview of the related work. Section 3 explains the key properties of the proposed algorithm. We then demonstrate the performance of our MTMKL method on three data sets in Section 4. We conclude by a summary of the general aspects of our contribution in Section 5. We use the following notation throughout the rest of this paper. We use boldface lowercase letters to denote vectors and boldface uppercase letters to denote matrices. The i and j are used as indices for the training instances, r and s for the tasks, and m for the kernels. The T and P are the numbers of the tasks and the kernels to be combined, respectively. The number of training instances in task r is denoted by N r .

2

Related Work

[2] introduces the idea of multitask learning, in the sense of learning related tasks together by sharing some aspects of the task-speciﬁc models between all the tasks. The ultimate target is to improve the performance of each individual task by exploiting the partially related data points of other tasks. The most frequently used strategy for extending discriminative models to multitask learning is by following the hierarchical Bayes intuition of ensuring similarity in parameters across the tasks by binding the parameters of separate tasks [1]. Parameter binding typically involves a coeﬃcient to tune the similarity between the parameters of diﬀerent tasks. This idea is introduced to kernel-based algorithms by [3]. In essence, they achieve parameter similarity by decomposing

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the hyperplane parameters into shared and task-speciﬁc components. The model reduces to a single-kernel learner with the following kernel function: k(xri , xsj ) = (1/ν + δrs )k(xri , xsj ) where ν determines the similarity between the parameters of diﬀerent tasks and δrs is 1 if r = s and 0 otherwise. The same model can be extended to MKL using a combined kernel function: η (xr , xs ; η) = (1/ν + δ s )kη (xr , xs ; η) k i j r i j

(1)

where we can learn the combination parameters η using standard MKL algorithms. This task-dependent kernel approach has three disadvantages: (a) It requires all tasks to be in a common input space to be able to calculate the kernel function between the instances of diﬀerent tasks. (b) It requires all tasks to have similar target outputs to be able to capture them in a single learner. (c) It requires more time than training separate but small learners for each task. There are some recent attempts to integrate MTL and MKL in multilabel settings. [5] uses multiple hypergraph kernels with shared parameters across the tasks to learn multiple labels of a given data set together. Learning the large set of kernel parameters in this special case of the multilabel setup requires a computationally intensive learning procedure. In a similar study, [12] suggests decomposing the kernel weights into shared and label-speciﬁc components. They develop a computationally feasible, but still intensive, algorithm for this model. In a multitask setting, [9] proposes to use the same kernel weights for each task. [6] proposes a feature selection method that uses separate hyperplane parameters for the tasks and joins them by regularizing the weights of each feature over the tasks. This method enforces the tasks to use each feature either in all tasks or in none. [7] uses the parameter sharing idea to extend the large margin nearest neighbor classiﬁer to multitask learning by decomposing the covariance matrix of the Mahalanobis metric into task-speciﬁc and task-independent parts. They report that using diﬀerent but similar distance metrics for the tasks increases generalization performance. Instead of binding diﬀerent tasks using a common learner as in [3], we propose a general and computationally eﬃcient MTMKL framework that binds the diﬀerent tasks to each other through the MKL parameters, which is discussed under multilabel learning setup by [12]. They report that using diﬀerent kernel weights for each label does not help and suggest to use a common set of weights for all labels. We allow the tasks to have their own learners in order to capture the task-speciﬁc properties and to use similar kernel functions (i.e., separate but regularized MKL parameters), which corresponds to using similar distance metrics as in [7], in order to capture the task-independent properties.

3

Multitask Learning Using Multiple Kernel Learning

There are two possible approaches to integrate MTL and MKL under a general and computationally eﬃcient framework: (a) using common MKL parameters

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for each task, and (b) using separate MKL parameters but regularizing them in order to have similar kernel functions for each task. The ﬁrst approach is also discussed in [9] and we use this approach as a baseline comparison algorithm. Sharing exactly the same set of kernel combination parameters might be too restrictive for weakly correlated tasks. Instead of using the same kernel function, we can learn diﬀerent kernel combination parameters for each task and regularize them to obtain similar kernels. Model parameters can be learned jointly by solving the following min-max optimization problem: T r T r r r mininimize Oη = maximize Ω({η }r=1 ) + J (α , η ) (2) {η r ∈E}T {αr ∈Ar }T r=1 r=1 r=1 where Ω(·) is the regularization term calculated on the kernel combination parameters, the E denotes the domain of the kernel combination parameters, J r (·, ·) is the objective function of the kernel-based learner of task r, which is generally composed of a regularization term and an error term, and the Ar is the domain of the parameters of the kernel-based learner of task r. If the tasks are binary classiﬁcation problems (i.e., yir ∈ {−1, +1}) and the squared error loss is used implying least squares support vector machines, the objective function and the domain of the model parameters of task r become Nr Nr Nr 1 r r r r r r r r δij r r r r J (α , η ) = αi − α α y y k (x , x ; η ) + 2 i=1 j=1 i j i j η i j 2C i=1

r

A =

r

r

α :

N

αri yir

= 0,

αri

∈ R ∀i

i=1

where C is the regularization parameter. If the tasks are regression problems (i.e., yir ∈ R) and the squared error loss is used implying kernel ridge regression, the objective function and the domain of the model parameters of task r are Nr Nr Nr 1 r r r r r r δij r r r r r J (α , η ) = α i yi − αi αj kη (xi , xj ; η ) + 2 2C i=1

r

A =

i=1 j=1

r

r

α :

N

αri

= 0,

αri

∈ R ∀i .

i=1

If we use a convex combination of kernels, the domain of the kernel combination parameters becomes P E = η: ηm = 1, ηm ≥ 0 ∀m m=1

and the combined kernel function of task r with the convex combination rule is kηr (xri , xrj ; η r ) =

P m=1

r r ηm km (xri , xrj ).

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Similarity between the combined kernels is enforced by adding an explicit regularization term to the objective function. We propose the sum of the dot products between kernel combination parameters as the regularization term: Ω({η r }Tr=1 ) = −ν

T T

η r , η s .

(3)

r=1 s=1

Using a very small ν value corresponds to treating the tasks as unrelated, whereas a very large value enforces the model to use similar kernel combination parameters across the tasks. The regularization function can also be interpreted as the negative of the total correlation between the kernel weights of the tasks and we want to minimize the negative of the total correlation if the tasks are related. Note that the regularization function is concave but eﬃcient optimization is possible thanks to the bounded feasible sets of the kernel weights. The min-max optimization problem in (2) can be solved using an alternating optimization procedure analogous to many MKL algorithms in the literature [8,13,14]. Algorithm 1 summarizes the training procedure. First, we initialize the kernel combination parameters {ηr }Tr=1 uniformly. Given {η r }Tr=1 , the problem reduces to training T single-task single-kernel learners. After training these learners, we can update {η r }Tr=1 by performing a projected gradient-descent steps to order to satisfy two constraints on the kernel weights: (a) being positive and (b) summing up to one. For faster convergence, this update procedure can be interleaved with a line search method (e.g., Armijo’s rule) to pick the step sizes at each iteration. These two steps are repeated until convergence, which can be checked by monitoring the successive objective function values. Algorithm 1. Multitask Multiple Kernel Learning with Separate Parameters

1: Initialize η r as 1/P . . . 1/P ∀r 2: repeat N r 3: Calculate Krη = kηr (xri , xrj ; η r ) i,j=1 ∀r 4: Solve a single-kernel machine using Krη ∀r 5: Update η r in the opposite direction of ∂Oη /∂η r ∀r 6: until convergence

If the kernel combination parameters are regularized with the function (3), in the binary classiﬁcation case, the gradients with respect to η r are r

r

T N N ∂Oη 1 r r r r r r r s = −2ν η − α α y y k (x , x ) m r ∂ηm 2 i=1 j=1 i j i j m i j s=1

and, in the regression case, r

r

T N N ∂Oη 1 r r r r r s = −2ν η − α α k (x , x ). m r ∂ηm 2 i=1 j=1 i j m i j s=1

Multitask Learning Using Regularized Multiple Kernel Learning

4

505

Experiments

We test the proposed MTMKL algorithm on three data sets. We implement the algorithm and baseline methods, altogether one STMKL and three MTMKL algorithms, in MATLAB1 . STMKL learns separate STMKL models for each task. MTMKL(R) is the MKL variant of regularized MTL model of [3], outlined in (1). MTMKL(C) is the MTMKL model that has common kernel combination parameters across the tasks, outlined in [9]. MTMKL(S) is the new MTMKL model that has separate but regularized kernel combination parameters across the tasks, outlined in Algorithm 1. We use the squared error loss for both classiﬁcation and regression problems. The regularization parameters C and ν are selected using cross-validation from {0.01, 0.1, 1, 10, 100} and {0.0001, 0.01, 1, 100, 10000}, respectively. For each data set, we use the same cross-validation setting (i.e., the percentage of data used in training and the number of folds used for splitting the training data) reported in the previous studies to have directly comparable results. 4.1

Cross-Platform siRNA Eﬃcacy Data Set

The cross-platform small interfering RNA (siRNA) eﬃcacy data set2 contains 653 siRNAs targeted on 52 genes from 14 cross-platform experiments with corresponding 19 features. We combine 19 linear kernels calculated on each feature separately. Each experiment is treated as a separate task and we use ten random splits where 80 per cent of the data is used for training. We apply two-fold cross-validation on the training data to choose regularization parameters. Table 1. Root mean squared errors on the cross-platform siRNA data set Method STMKL

RMSE 23.89 ± 0.97

MTMKL(R) 37.66 ± 2.38 MTMKL(C) 23.53 ± 1.05 MTMKL(S) 23.45 ± 1.05

Table 1 gives the root mean squared error for each algorithm. MTMKL(R) is outperformed by all other algorithms because the target output spaces of the experiments are very diﬀerent. Hence, training a separate learner for each crossplatform experiment is more reasonable. MTMKL(C) and MTMKL(S) are both better than STMKL in terms of the average performance, and MTMKL(S) is statistically signiﬁcantly better (the paired t-test with the conﬁdence level α = 0.05). 1 2

Implementations are available at http://users.ics.tkk.fi/gonen/mtmkl Available at http://lifecenter.sgst.cn/RNAi

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4.2

MIT Letter Data Set

The MIT letter data set3 contains 8 × 16 binary images of handwritten letters from over 180 diﬀerent writers. A multitask learning problem, which has eight binary classiﬁcation problems as its tasks, is constructed from the following pairs of letters and the number of data instances for each task is given in parentheses: {a,g} (6506), {a,o} (7931), {c,e} (7069), {f,t} (3057), {g,y} (3693), {h,n} (5886), {i,j} (5102), and {m,n} (6626). We combine ﬁve diﬀerent kernels on binary feature vectors: the linear kernel and the polynomial kernel with degrees 2, 3, 4, and 5. We use ten random splits where 50 per cent of the data of each task is used for training. We apply three-fold cross-validation on the training data to choose regularization parameters. Note that MTMKL(R) cannot be trained for this problem because the output domains of the tasks are diﬀerent. STMKL 2

1 MTMKL(C) − STMKL MTMKL(S) − STMKL

0.5

1.5

MTMKL(C) Kernel Weight

Accuracy Difference

0 1

0.5

0

1 0.5 0 MTMKL(S) 1 L

−0.5

−1

P2

P3

P4

P5

0.5

{a,g}

{a,o}

{c,e}

{f,t}

{g,y} {h,n} Tasks

{i,j}

{m,n} Total

0

{a,g}

{a,o}

{c,e}

{f,t} {g,y} Tasks

{h,n}

{i,j}

{m,n}

Fig. 1. Comparison of the three algorithms on the MIT letter data set. Left: Average accuracy diﬀerences. Right: Average kernel weights.

Figure 1 shows the average accuracy diﬀerences of MTMKL(C) and MTMKL(S) over STMKL. We see that MTMKL(S) consistently improves classiﬁcation accuracy compared to STMKL and the improvement is statistically signiﬁcant on six out of eights tasks (the paired t-test with the conﬁdence level α = 0.05), whereas MTMKL(C) could not improve classiﬁcation accuracy on any of the tasks and it is statistically signiﬁcantly worse on two tasks. Figure 1 also gives the average kernel weights of STMKL, MTMKL(C), and MTMKL(S). We see that STMKL and MTMKL(C) use the ﬁfth degree polynomial kernel with very high weights, whereas MTMKL(S) uses all four polynomial kernels with nearly equal weights. 4.3

Cognitive State Inference Data Set

Finally, we evaluate the algorithms on a multilabel setting where each label is regarded as a task. The learning problem is to infer latent aﬀective and cognitive states of a computer user based on physiological measurements. In the 3

Available at http://www.cis.upenn.edu/~ taskar/ocr

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experiments, we measure six male users with four sensors (an accelerometer, a single-line EEG, an eye tracker, and a heart-rate sensor) while they are shown 35 web pages that include a personal survey, several preference questions, logic puzzles, feedback to their answers, and some instructions, one for each page. After the experiment, they are asked to annotate their cognitive state over three numerical Likert scales (valence, arousal, and cognitive load). Our features consist of summary measures of the sensor signals extracted from each page. Hence, our data set consisted of 6 × 35 = 210 data points and three output labels for each. We combine four Gaussian kernels on feature vectors of each sensor separately. We use ten random splits where 75 per cent of the data of each task is used for training. We apply three-fold cross-validation on the training data to choose regularization parameters. Note that MTMKL(R) cannot be applied to multilabel classiﬁcation. Learning inference models of this kind, which predict the cognitive and emotional state of the user, has a central role in cognitive user interface design. In such setups, a major challenge is that the training labels are inaccurate and scarce because collecting them is laborious to the users. STMKL

6 MTMKL(C) − STMKL MTMKL(S) − STMKL

5

0.5

0 MTMKL(C) Kernel Weight

Accuracy Difference

4 3 2 1

Accelerometer

EEG

Eye

Heart

0.5

0 MTMKL(S)

0 0.5

−1 −2

Valence

Arousal

Cognitive Load Tasks

Total

0

Valence

Arousal Tasks

Cognitive Load

Fig. 2. Comparison of the three algorithms on the cognitive state inference data set. Left: Average accuracy diﬀerences. Right: Average kernel weights.

Figure 2 shows the accuracy diﬀerences of MTMKL(C) and MTMKL(S) over STMKL and reveals that learning and predicting the labels jointly helps to eliminate the noise present in the labels. Two of the three output labels (valence and cognitive load) are predicted more accurately in a multitask setup, with a positive change in the total accuracy. Note that MTMKL(S) is better than MTMKL(C) at predicting these two labels, and they perform equally well for the remaining one (arousal). Figure 2 also gives the kernel weights of STMKL, MTMKL(C), and MTMKL(S). We see that STMKL assigns very diﬀerent weights to sensors for each label, whereas MTMKL(C) obtains better classiﬁcation performance using the same weights across labels. MTMKL(S) assigns kernel weights between these two extremes and further increases the classiﬁcation performance. We also see that the features extracted

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from the accelerometer are more informative than the other features for predicting valence; likewise, eye tracker is more informative for predicting cognitive load. 4.4

Computational Complexity

Table 2 summarizes the average running times of the algorithms on the data sets used. Note that MTMKL(R) and MTMKL(S) need to choose two parameters, C and ν, whereas STMKL and MTMKL(C) choose only C in the cross-validation phase. MTMKL(R) uses the training instances of all tasks in a single learner and always requires signiﬁcantly more time than the other algorithms. We also see that STMKL and MTMKL(C) take comparable times and MTMKL(S) takes more time than these two because of the longer cross-validation phase. Table 2. Running times of the algorithms in seconds Data Set

STMKL

Cross-Platform siRNA Eﬃcacy 7.14 MIT Letter 9211.60 Cognitive State Inference 5.23

5

MTMKL(R) MTMKL(C) MTMKL(S) 114.88 NA NA

4.78 8847.14 3.32

16.17 18241.32 20.53

Conclusions

In this paper, we introduce a novel multiple kernel learning algorithm for multitask learning. The proposed algorithm uses separate kernel weights for each task, regularized to be similar. We show that training using a projected gradientdescent method is eﬃcient. Deﬁning the interaction between tasks to be over kernel weights instead of over other model parameters allows learning multitask models even when the input and/or output characteristics of the tasks are different. Empirical results on several data sets show that the proposed method provides high generalization performance with reasonable computational cost. Acknowledgments. The authors belong to the Adaptive Informatics Research Centre (AIRC), a Center of Excellence of the Academy of Finland. This work was supported by the Nokia Research Center (NRC) and in part by the Pattern Analysis, Statistical Modeling and Computational Learning (PASCAL2), a Network of Excellence of the European Union.

References 1. Baxter, J.: A Bayesian/information theoretic model of learning to learn via multiple task sampling. Machine Learning 28(1), 7–39 (1997) 2. Caruana, R.: Multitask learning. Machine Learning 28(1), 41–75 (1997)

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3. Evgeniou, T., Pontil, M.: Regularized multi-task learning. In: Kim, W., Kohavi, R., Gehrke, J., DuMouchel, W. (eds.) Proceedings of the 10th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, pp. 109–117. ACM (2004) 4. G¨ onen, M., Alpaydın, E.: Multiple kernel learning algorithms. Journal of Machine Learning Research 12, 2211–2268 (2011) 5. Ji, S., Sun, L., Jin, R., Ye, J.: Multi-label multiple kernel learning. In: Koller, D., Schuurmans, D., Bengio, Y., Bottou, L. (eds.) Advances in Neural Information Processing Systems, vol. 21, pp. 777–784. MIT Press (2009) 6. Obozinski, G., Taskar, B., Jordan, M.I.: Joint covariate selection and joint subspace selection for multiple classiﬁcation problems. Statistics and Computing 20(2), 231– 252 (2009) 7. Parameswaran, S., Weinberger, K.Q.: Large margin multi-task metric learning. In: Laﬀerty, J., Williams, C.K.I., Shawe-Taylor, J., Zemel, R.S., Culotta, A. (eds.) Advances in Neural Information Processing Systems, vol. 23, pp. 1867–1875. MIT (2010) 8. Rakotomamonjy, A., Bach, F.R., Canu, S., Grandvalet, Y.: SimpleMKL. Journal of Machine Learning Research 9, 2491–2521 (2008) 9. Rakotomamonjy, A., Flamary, R., Gasso, G., Canu, S.: p − q penalty for sparse linear and sparse multiple kernel multi-task learning. IEEE Transactions on Neural Networks 22(8), 1307–1320 (2011) 10. Sch¨ olkopf, B., Smola, A.J.: Learning with Kernels: Support Vector Machines, Regularization, Optimization, and Beyond. MIT Press, Cambridge (2002) 11. Shawe-Taylor, J., Cristianini, N.: Kernel Methods for Pattern Analysis. Cambridge University Press, New York (2004) 12. Tang, L., Chen, J., Ye, J.: On multiple kernel learning with multiple labels. In: Boutilier, C. (ed.) Proceedings of the 21st International Joint Conference on Artiﬁcal Intelligence, pp. 1255–1260 (2009) 13. Varma, M., Babu, B.R.: More generality in eﬃcient multiple kernel learning. In: Danyluk, A.P., Bottou, L., Littman, M.L. (eds.) Proceedings of the 26th International Conference on Machine Learning, p. 134. ACM (2009) 14. Xu, Z., Jin, R., Yang, H., King, I., Lyu, M.R.: Simple and eﬃcient multiple kernel learning by group Lasso. In: F¨ urnkranz, J., Joachims, T. (eds.) Proceedings of the 27th International Conference on Machine Learning, pp. 1175–1182. Omnipress (2010)

Solving Support Vector Machines beyond Dual Programming Xun Liang School of Information, Renmin University of China, Beijing 100872, China [email protected]

Abstract. Support vector machines (SV machines, SVMs) are solved conventionally by converting the convex primal problem into a dual problem with the aid of a Lagrangian function, during whose process the non-negative Lagrangian multipliers are mandatory. Consequently, in the typical C-SVMs, the optimal solutions are given by stationary saddle points. Nonetheless, there may still exist solutions beyond the stationary saddle points. This paper explores these new points violating Karush-Kuhn-Tucker (KKT) condition. Keywords: Support vector machines, Generalized Lagrangian function, Commonwealth SVMs, Commonwealth points, Stationary saddle points, Singular points, KKT condition.

1

Introduction

Support vector machines (SV machines, SVMs) training involves a convex optimization problem, and SVMs’ solutions are solved at stationary points. However, affiliated SVM architectures could still possibly have negative or out-of-upper-bound configurations, sometimes found at non-stationary points. However, for optimal solutions at non-stationary points and/or outside the first quadrant or beyond the upper bound, most literature neither provided any justification nor furnished techniques to approach to optimal and equally applicable solutions for SVMs. For a purpose of safer applications, the geometrical structure of optimal solutions needs to be identified further. We show that optimal solutions at singular points outside the first quadrant or out of the upper bound universally allows for more prospective candidates to produce different topologies of SVMs. The training data are labeled as { Xi , yi } ∈ R d × { -1, +1 }, i = 1, …, l. In a typical SVM architecture, the outputs of the units established by SVs are formed by the kernel K(Xi , X). This could be written as K(Xi , X) = , where X = (x1, …, xd)T, Φ is a mapping from R d to high-dimensional feature space H, denotes the inner product, and (•)T stands for the transpose of •. Without loss of generality, we assume that the first s vectors in the feature space are SVs. In this paper, we study C-SVMs. The primal problem is LP = ||W||2/2 + C il=1ξi,

(1)

1 - ξi ≤ yi [WTΦ(Xi) + b], i = 1, … , l,

(2)

min W,b,ξ1 ,..., ξl s.t.

B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 510–518, 2011. © Springer-Verlag Berlin Heidelberg 2011

Solving Support Vector Machines beyond Dual Programming

0 ≤ ξi, i = 1, … , l,

511

(3)

where 0 < C is a constant. The Lagrangian function is L = ||W||2/2 + C il=1 ξi - il=1 αi { yi [WTΦ(Xi) + b] - 1 + ξi } - il=1 λi ξi,

(4)

where 0 ≤ αi (i = 1, …, s). After taking differentials with respect to W and b, setting them to zero, and finally substituting the obtained equations back into L, the dual problem of (1) to (3) is built as max α1 , ..., αl s.t.

LD = il=1 αi - (1/2) il=1 jl=1 αiαj yi yj K(Xi, Xj), il=1 αi yi = 0,

(5) (6)

0 ≤ αi ≤ C, i = 1, … , l.

(7)

The reason that people set the restriction of 0 ≤ αi (i = 1, …, s) is that positivity of αi (i = 1, …, s) supports the Karush- Kuhn-Tucker (KKT) condition and the Saddle Point Theorem [1][2]. Eliminating 0 ≤ αi leads to invalidation of the derived dual programming. The research on non-positive Lagrangian multipliers is still developing [1][2]. In this paper, we first solve the dual problem with restricting 0 ≤ αi, and then remove the positive requirement for αi’s. In linear programming, negative multipliers may retain their practical significance. For example, a negative shadow price or negative Lagrangian multiplier in economics reflects greater spending resulting in lower utility [4][6][8]. SVM provides a decision function f(X) = sgn [ is=1 αi*yi K(Xi, X) + b* ]

(8)

where sgn is the indicator function with values -1 and +1; α is the optimal Lagrange multiplier; and b* is the optimal threshold. * i

Definition 1. A kernel row vector is defined by Λi = [ K(Xi, X1), …, K(Xi, Xl) ] ∈ R1×l, i = 1, ..., l. The kernel matrix is written as

Λ1 K( X1, X1 ) K − # # Λs K(X s , X1) K = Λs+1 = = Λs+1 K(X s+1, X1) # # # Λl Λl K(Xl , X1 )

" K(X1, Xl ) # # " K(X s , Xl ) ∈R s×l. " K(X s+1, Xl ) # # " K(Xl , Xl )

(9)

The remainder of the paper is organized in three sections. In Section 2, we define commonwealth points and singular points by allowing non-stationary points, as well as negative and out-of-upper-bound Lagrangian multipliers, in Lagrangian functions. We also study the geometrical structure of optimal solutions for primal and dual problems,

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as well as multiple SVM architectures supported by commonwealth, including singular points. Section 3 gives two examples. Section 4 concludes the paper.

2

SVMs Supported by Commonwealth Points

The work by [3] (p. 144) has presented an approach to obtain multiple optimal solutions αi* + αi′ of the dual problem by restricting α ′ such that (I) 0 ≤ αi* + αi′ ≤ C, (II) is=1αi′yi = 0, (III) α ′ ∈ N (Hij) with N (•) as the null space of •, and (IV) 1Tα ′ = 0 with 1 = (1, …, 1)T. This is simplified by (LD*)′ = il=1 (αi* + αi′) - (1/2) il=1 jl=1 (αi*+αi′) { yi yj K(Xi, Xj) (αj*+αj′) } = LD*.

(10)

Three weaknesses exist in this argument. First, the requirement of 0 ≤ αi′ results in the only-zero solution for 1Tα ′ = 0. Second, due to non-zero differentials, (LD*)′ is not a dual problem after artificially adding α ′,

∂L ∂W

l

W = (W * ) '

?

= W * − i=1 (α i* + α i' ) yiΦ ( X i ) = − i=1α i' yiΦ ( X i ) = 0 . l

(11)

As a result, verifying the no-change of non-dual problem (LD*)′ does not disclose anything meaningful. Third, to examine the no-change in optimal solution for the primal problem, it is more important to justify the unaltered separating hyperplane. Unfortunately, (W*)′ = is=1 (αi* + αi′) yiΦ(Xi) = W* + is=1 αi′yiΦ(Xi) ≠ W*, and (b*)′ = 1/yi - [(W*)′]TΦ(Xi) ≠ b*. In this paper, we remove restrictions (I) to (IV), as suggested in [3] (p. 144). Next, we define more terms used by this paper. Definition 2. Assume that 0 ≤ (α1*, …, αl*) ≤ C is obtained from solving dual problem (5) to (7). If ((α1*)′, …, (αl*)′) (≠ (α1*, …, αl*)) ∈ R1×l preserves W* and b* with (W*)′= W* and (b*)′= b*, then (α1*)′, …, (αl*)′ are termed as generalized Lagrangian multipliers, whereas ((α1*)′, …, (αl*)′) is called a commonwealth point. Accordingly, the two SVM architectures with ((α1*)′, …, (αl*)′) and (α1*, …, αl*) are named commonwealth SVMs. The allowance of (αi*)′ < 0 or C < (αi*)′ extends the limitation of 0 ≤ αi ≤ C in [3] (p. 144). Therefore, the optimal point could be located at any place in the coordinate system. In the inclusion of singular points, conditions (I) and (II) are eliminated in this paper, and we therefore have more solutions compared to those suggested in [3] (p. 144). Definition 3. A Lagrangian function with generalized Lagrangian multipliers is called a generalized Lagrangian function. A generalized Lagrangian function has a special case as the conventional Lagrangian function. Definition 4. In the dual problem (5) to (7), if (α1*, …, αl*) ∈ R1×l, then the dual space is called a generalized dual space.

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For convenience, the objective function of the generalized dual problem is still labeled LD* for formality purposes. The generalized Lagrangian function may not lead to definite programming, as it is a type of indefinite programming in SVMs. Another type of indefinite programming is a dual problem with indefinite kernels. Clearly, indefinite kernels are not generalized Lagrangian functions with generalized Lagrangian multipliers in this paper. In [5], a rule for pruning one SV was given as follows, if s Λi’s are linearly dependent, Lemma 1. Assume that s Λi’s are linearly dependent, is=1 βiΛi = 0, βi ∈ R , i = 1, …, s, ∃ k, 1 ≤ k ≤ s, βk ≠ 0,

(12)

then the kth SV can be removed and αi* should be updated by (αi*)′ = αi* - (β i /βk) αk* (yk /yi), i = 1, …, s.

(13)

Lemma 1 can serve as a tool to relocate commonwealth point (α1*, …, αl*) to ((α1*)′, …, (αl*)′) (see Fig. 1). According to Definition 2, (13) is just one of the methods that can generate commonwealth points. If a nonlinear dependency among Λi, i = 1, …, s, f(Λ1, …, Λs) = 0 can be found, we may also remove some SVs following a similar rule in (13). As nonlinearity incurs more complex scenarios for solutions of f(Λ1, …, Λs) = 0, we only consider the linear dependence among Λi’s in this paper. Theorem 1. The pruning rule (13) does not change LP* and L*, (LP*)′ = (L*)′ = LP* = L*, but changes LD*, (LD*)′ ≠ LD*. Proof: (LP*)′ = ||(W*)′||2/2 + C il=1 ξi* = (1/2) || is=1, i≠k (αi*)′yiΦ(Xi) ||2 + C il=1 ξi* = (1/2) is=1, i≠k [ αi* - (βi /βk)αk*(yk /yi) ] yiΦT(Xi) js=1, j≠k [ αj* - (βj /βk)αk*(yk /yj) ] yjΦ(Xj) + C il=1 ξi* = (1/2) [ is=1, i≠k αi*yiΦT(Xi)+αk* yk is=1, i≠k (-β i /βk)ΦT(Xi) ] [js=1, j≠kαj*yjΦ(Xj) + αk*yk js=1, j≠k(-βj /βk) Φ(Xj)] + C il=1ξi* = (1/2) [ is=1αi*yiΦT(Xi) ] [ js=1αj*yjΦ(Xj) ] + C il=1 ξi* = (1/2) || is=1αi*yiΦ(Xi) ||2 + C il=1 ξi* = LP*. (14) Also, (L*)′ = ||(W*)′||2/2 + C il=1ξi* - is=1, i≠k (αi*)′ { yi [((W*)′)TΦ(Xi)+(b*)′]-1+ξi*} - il=1λi*ξi*. (15) As yi [((W*)′)TΦ(Xi) + (b*)′] - 1 + ξi* = 0, for 0 < (α i*)′, i = 1, …, s,

(16)

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and

ξi* = 0, for 0 < λi*, i = 1, …, l,

(17)

the same must be true for (L*)′ = (LP*)′ = LP* = ||W*||2/2 + C il=1 ξi* - is=1 αi*{yi [(W*)TΦ(Xi) + b*] - 1 + ξi*} - il=1λi*ξi* = L*.

(18)

Additionally, (LD*)′ = is=1, i≠k [ αi* - (β i /βk)αk*(yk /yi) ] - (1/2) is=1, i≠k js=1, j≠k [ αi* - (βi /βk)αk*(yk /yi) ] [αj* - (β j /βk)αk*(yk /yj) ] yi yj K(Xi, Xj) s = i =1, i≠k αi* - is=1, i≠k (βi /βk)αk*(yk /yi)-(1/2) is=1, i≠k js=1, j≠k [ αi*-(β i /βk)αk*(yk /yi) ] [αj* - (β j /βk)αk*(yk /yj) ] yi yj K(Xi, Xj) * ≠ LD . (19) As mentioned earlier, (LD*)′ in Theorem 1 is only written superficially, as general (LD*)′ is not a dual problem after the update of (αi*)’s. Fig. 1 illustrates the geometrical structure for different scenarios of LP* and L*. As optimal solution αi* (i = 1, …, l) changes, LP* and L* retain the same values, LP*(Q) = LP*(R) = LP*(S) = L*(Q) = L*(R) = L*(S) = (LP*)′(Q) = (LP*)′(R) = (LP*)′(S) = (L*)′(Q) = (L*)′(R) = (L*)′(S). In Fig. 1(b), point Q represents the solution at the stationary

(a)

(b)

Fig. 1. (a) Stationary point Q, and (b) geometrical structure of commonwealth points in generalized dual space. In (b), points Q, R, and S are associated with commonwealth SVMs and can be located anywhere in the coordinate system. Q denotes stationary point (α1*(Q), …, αl*(Q)), while R and S stand for possibly non-stationary points (α1*(R), …, αl*(R)) and (α1*(S), …, αl*(S)), respectively. R is not in the first quadrant, and S is not in the C-cube. The shadow area in (b) illustrates the multiple optimal solutions in the generalized dual space corresponding to the multiple optimal solutions in the primal problem, or the dark line in (a). If only a unique solution exists for the primal problem, the dark line in (a) shrinks to a dot, while the shadow area in (b) might not generally. After finding an optimal solution for the dual problem, multiple optimal solutions can be applied, as indicated by the hollow arrows.

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point. Points R and S, possibly not in the first quadrant or in the C-cube, denote commonwealth points, often seen at non-stationary points with non-zero differentials, (∂L/∂W)|W=(W*)′ = W*- is=1, i≠k [ αi* - (β i /βk)αk*(yk /yi) ] yiΦT(Xi) = W*- is=1 αi*yiΦT(Xi) = 0, (∂L/∂b)|b=(b*)′ = -

s i =1, i≠k

[ αi - (βi /βk)α *

* k (yk

(20)

/yi) ] yi ?

= - is=1, i≠k αi*yi + αk*yk is=1, i≠k (βi /βk) = 0.

(21)

In many cases, at ((α1*)′, …, (αl*)′) ∈ R1×l, the corresponding (∂L/∂b)|b=(b*)′ ≠ 0. However, setting an extra condition of is=1 β i = 0 enables (21) to vanish. Theorem 2. If is=1 βiΛi = 0, βi ∈ R , i = 1, …, s, ∃ k, 1 ≤ k ≤ s, βk ≠ 0, and is=1 βi = 0, then (21) vanishes. Proof: is=1 β i = 0 implies is=1, i≠k (βi /βk) = -1. It follows that (21) is zero. As Theorem 2 does not preclude singular points, we do not elaborately evade singular points with the aid of Theorem 2. We list Lemmas 2 and 3; the proofs can be accomplished directly by KKT [7]. Lemma 2. Assume that (α1*, …, αl*) is a solution of the dual problem. If there exists an i ∈ {1, …, l}, such that αi*∈ (0, C), then the solution of primal problem is unique for W* = il=1 αi*yiΦ(Xi) and b* = 1/yj - il=1 αi*yi K(Xi, X). Lemma 3. Assume that (α1*, …, αl*) is a solution of the dual problem. If for all i ∈ { 1, …, l }, αi* = 0, or C, then the solution of the primal problem is unique for W* = l * * i =1 αi yiΦ(Xi), but may not be unique for b. Specifically, b ∈ [ b1, b2 ] with b1 = max { max j∈S- [ -1 - il=1 αi*yi K(Xi, Xj)], max j∈V+ [ 1 - il=1 αi*yi K(Xi, Xj)] },

(22)

b2 = min { min j∈S+ [ 1 -

Editorial Board David Hutchison Lancaster University, UK Takeo Kanade Carnegie Mellon University, Pittsburgh, PA, USA Josef Kittler University of Surrey, Guildford, UK Jon M. Kleinberg Cornell University, Ithaca, NY, USA Alfred Kobsa University of California, Irvine, CA, USA Friedemann Mattern ETH Zurich, Switzerland John C. Mitchell Stanford University, CA, USA Moni Naor Weizmann Institute of Science, Rehovot, Israel Oscar Nierstrasz University of Bern, Switzerland C. Pandu Rangan Indian Institute of Technology, Madras, India Bernhard Steffen TU Dortmund University, Germany Madhu Sudan Microsoft Research, Cambridge, MA, USA Demetri Terzopoulos University of California, Los Angeles, CA, USA Doug Tygar University of California, Berkeley, CA, USA Gerhard Weikum Max Planck Institute for Informatics, Saarbruecken, Germany

7063

Bao-Liang Lu Liqing Zhang James Kwok (Eds.)

Neural Information Processing 18th International Conference, ICONIP 2011 Shanghai, China, November 13-17, 2011 Proceedings, Part II

13

Volume Editors Bao-Liang Lu Shanghai Jiao Tong University Department of Computer Science and Engineering 800, Dongchuan Road, Shanghai 200240, China E-mail: [email protected] Liqing Zhang Shanghai Jiao Tong University Department of Computer Science and Engineering 800, Dongchuan Road, Shanghai 200240, China E-mail: [email protected] James Kwok The Hong Kong University of Science and Technology Department of Computer Science and Engineering Clear Water Bay, Kowloon, Hong Kong, China E-mail: [email protected]

ISSN 0302-9743 e-ISSN 1611-3349 ISBN 978-3-642-24957-0 e-ISBN 978-3-642-24958-7 DOI 10.1007/978-3-642-24958-7 Springer Heidelberg Dordrecht London New York Library of Congress Control Number: 2011939737 CR Subject Classification (1998): F.1, I.2, I.4-5, H.3-4, G.3, J.3, C.1.3, C.3 LNCS Sublibrary: SL 1 – Theoretical Computer Science and General Issues © Springer-Verlag Berlin Heidelberg 2011 This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, re-use of illustrations, recitation, broadcasting, reproduction on microfilms or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer. Violations are liable to prosecution under the German Copyright Law. The use of general descriptive names, registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. Typesetting: Camera-ready by author, data conversion by Scientific Publishing Services, Chennai, India Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)

Preface

This book and its sister volumes constitute the proceedings of the 18th International Conference on Neural Information Processing (ICONIP 2011) held in Shanghai, China, during November 13–17, 2011. ICONIP is the annual conference of the Asia Paciﬁc Neural Network Assembly (APNNA). ICONIP aims to provide a high-level international forum for scientists, engineers, educators, and students to address new challenges, share solutions, and discuss future research directions in neural information processing and real-world applications. The scientiﬁc program of ICONIP 2011 presented an outstanding spectrum of over 260 research papers from 42 countries and regions, emerging from multidisciplinary areas such as computational neuroscience, cognitive science, computer science, neural engineering, computer vision, machine learning, pattern recognition, natural language processing, and many more to focus on the challenges of developing future technologies for neural information processing. In addition to the contributed papers, we were particularly pleased to have 10 plenary speeches by world-renowned scholars: Shun-ichi Amari, Kunihiko Fukushima, Aike Guo, Lei Xu, Jun Wang, DeLiang Wang, Derong Liu, Xin Yao, Soo-Young Lee, and Nikola Kasabov. The program also includes six excellent tutorials by David Cai, Irwin King, Pei-Ji Liang, Hiroshi Mamitsuka, Ming Zhou, Hang Li, and Shanfeng Zhu. The conference was followed by three post-conference workshops held in Hangzhou, on November 18, 2011: “ICONIP2011Workshop on Brain – Computer Interface and Applications,” organized by Bao-Liang Lu, Liqing Zhang, and Chin-Teng Lin; “The 4th International Workshop on Data Mining and Cybersecurity,” organized by Paul S. Pang, Tao Ban, Youki Kadobayashi, and Jungsuk Song; and “ICONIP 2011 Workshop on Recent Advances in Nature-Inspired Computation and Its Applications,” organized by Xin Yao and Shan He. The ICONIP 2011 organizers would like to thank all special session organizers for their eﬀort and time high enriched the topics and program of the conference. The program included the following 13 special sessions: “Advances in Computational Intelligence Methods-Based Pattern Recognition,” organized by Kai-Zhu Huang and Jun Sun; “Biologically Inspired Vision and Recognition,” organized by Jun Miao, Libo Ma, Liming Zhang, Juyang Weng and Xilin Chen; “Biomedical Data Analysis,” organized by Jie Yang and Guo-Zheng Li; “Brain Signal Processing,” organized by Jian-Ting Cao, Tomasz M. Rutkowski, Toshihisa Tanaka, and Liqing Zhang; “Brain-Realistic Models for Learning, Memory and Embodied Cognition,” organized by Huajin Tang and Jun Tani; “Cliﬀord Algebraic Neural Networks,” organized by Tohru Nitta and Yasuaki Kuroe; “Combining Multiple Learners,” organized by Youn`es Bennani, Nistor Grozavu, Mohamed Nadif, and Nicoleta Rogovschi; “Computational Advances in Bioinformatics,” organized by Jonathan H. Chan; “Computational-Intelligent Human–Computer Interaction,” organized by Chin-Teng Lin, Jyh-Yeong Chang,

VI

Preface

John Kar-Kin Zao, Yong-Sheng Chen, and Li-Wei Ko; “Evolutionary Design and Optimization,” organized by Ruhul Sarker and Mao-Lin Tang; “HumanOriginated Data Analysis and Implementation,” organized by Hyeyoung Park and Sang-Woo Ban; “Natural Language Processing and Intelligent Web Information Processing,” organized by Xiao-Long Wang, Rui-Feng Xu, and Hai Zhao; and “Integrating Multiple Nature-Inspired Approaches,” organized by Shan He and Xin Yao. The ICONIP 2011 conference and post-conference workshops would not have achieved their success without the generous contributions of many organizations and volunteers. The organizers would also like to express sincere thanks to APNNA for the sponsorship, to the China Neural Networks Council, International Neural Network Society, and Japanese Neural Network Society for their technical co-sponsorship, to Shanghai Jiao Tong University for its ﬁnancial and logistic supports, and to the National Natural Science Foundation of China, Shanghai Hyron Software Co., Ltd., Microsoft Research Asia, Hitachi (China) Research & Development Corporation, and Fujitsu Research and Development Center, Co., Ltd. for their ﬁnancial support. We are very pleased to acknowledge the support of the conference Advisory Committee, the APNNA Governing Board and Past Presidents for their guidance, and the members of the International Program Committee and additional reviewers for reviewing the papers. Particularly, the organizers would like to thank the proceedings publisher, Springer, for publishing the proceedings in the Lecture Notes in Computer Science Series. We want to give special thanks to the Web managers, Haoyu Cai and Dong Li, and the publication team comprising Li-Chen Shi, Yong Peng, Cong Hui, Bing Li, Dan Nie, Ren-Jie Liu, Tian-Xiang Wu, Xue-Zhe Ma, Shao-Hua Yang, Yuan-Jian Zhou and Cong Xie for checking the accepted papers in a short period of time. Last but not least, the organizers would like to thank all the authors, speakers, audience, and volunteers. November 2011

Bao-Liang Lu Liqing Zhang James Kwok

ICONIP 2011 Organization

Organizer Shanghai Jiao Tong University

Sponsor Asia Paciﬁc Neural Network Assembly

Financial Co-sponsors Shanghai Jiao Tong University National Natural Science Foundation of China Shanghai Hyron Software Co., Ltd. Microsoft Research Asia Hitachi (China) Research & Development Corporation Fujitsu Research and Development Center, Co., Ltd.

Technical Co-sponsors China Neural Networks Council International Neural Network Society Japanese Neural Network Society

Honorary Chair Shun-ichi Amari

Brain Science Institute, RIKEN, Japan

Advisory Committee Chairs Shoujue Wang Aike Guo Liming Zhang

Institute of Semiconductors, Chinese Academy of Sciences, China Institute of Neuroscience, Chinese Academy of Sciences, China Fudan University, China

VIII

ICONIP 2011 Organization

Advisory Committee Members Sabri Arik Jonathan H. Chan Wlodzislaw Duch Tom Gedeon Yuzo Hirai Ting-Wen Huang Akira Hirose Nik Kasabov Irwin King Weng-Kin Lai Min-Ho Lee Soo-Young Lee Andrew Chi-Sing Leung Chin-Teng Lin Derong Liu Noboru Ohnishi Nikhil R. Pal John Sum DeLiang Wang Jun Wang Kevin Wong Lipo Wang Xin Yao Liqing Zhang

Istanbul University, Turkey King Mongkut’s University of Technology, Thailand Nicolaus Copernicus University, Poland Australian National University, Australia University of Tsukuba, Japan Texas A&M University, Qatar University of Tokyo, Japan Auckland University of Technology, New Zealand The Chinese University of Hong Kong, Hong Kong MIMOS, Malaysia Kyungpoor National University, Korea Korea Advanced Institute of Science and Technology, Korea City University of Hong Kong, Hong Kong National Chiao Tung University, Taiwan University of Illinois at Chicago, USA Nagoya University, Japan Indian Statistical Institute, India National Chung Hsing University, Taiwan Ohio State University, USA The Chinese University of Hong Kong, Hong Kong Murdoch University, Australia Nanyang Technological University, Singapore University of Birmingham, UK Shanghai Jiao Tong University, China

General Chair Bao-Liang Lu

Shanghai Jiao Tong University, China

Program Chairs Liqing Zhang James T.Y. Kwok

Shanghai Jiao Tong University, China Hong Kong University of Science and Technology, Hong Kong

Organizing Chair Hongtao Lu

Shanghai Jiao Tong University, China

ICONIP 2011 Organization

IX

Workshop Chairs Guangbin Huang Jie Yang Xiaorong Gao

Nanyang Technological University, Singapore Shanghai Jiao Tong University, China Tsinghua University, China

Special Sessions Chairs Changshui Zhang Akira Hirose Minho Lee

Tsinghua University, China University of Tokyo, Japan Kyungpoor National University, Korea

Tutorials Chair Si Wu

Institute of Neuroscience, Chinese Academy of Sciences, China

Publications Chairs Yuan Luo Tianfang Yao Yun Li

Shanghai Jiao Tong University, China Shanghai Jiao Tong University, China Nanjing University of Posts and Telecommunications, China

Publicity Chairs Kazushi Ikeda Shaoning Pang Chi-Sing Leung

Nara Institute of Science and Technology, Japan Unitec Institute of Technology, New Zealand City University of Hong Kong, China

Registration Chair Hai Zhao

Shanghai Jiao Tong University, China

Financial Chair Yang Yang

Shanghai Maritime University, China

Local Arrangements Chairs Guang Li Fang Li

Zhejiang University, China Shanghai Jiao Tong University, China

X

ICONIP 2011 Organization

Secretary Xun Liu

Shanghai Jiao Tong University, China

Program Committee Shigeo Abe Bruno Apolloni Sabri Arik Sang-Woo Ban Jianting Cao Jonathan Chan Songcan Chen Xilin Chen Yen-Wei Chen Yiqiang Chen Siu-Yeung David Cho Sung-Bae Cho Seungjin Choi Andrzej Cichocki Jose Alfredo Ferreira Costa Sergio Cruces Ke-Lin Du Simone Fiori John Qiang Gan Junbin Gao Xiaorong Gao Nistor Grozavu Ping Guo Qing-Long Han Shan He Akira Hirose Jinglu Hu Guang-Bin Huang Kaizhu Huang Amir Hussain Danchi Jiang Tianzi Jiang Tani Jun Joarder Kamruzzaman Shunshoku Kanae Okyay Kaynak John Keane Sungshin Kim Li-Wei Ko

Takio Kurita Minho Lee Chi Sing Leung Chunshien Li Guo-Zheng Li Junhua Li Wujun Li Yuanqing Li Yun Li Huicheng Lian Peiji Liang Chin-Teng Lin Hsuan-Tien Lin Hongtao Lu Libo Ma Malik Magdon-Ismail Robert(Bob) McKay Duoqian Miao Jun Miao Vinh Nguyen Tohru Nitta Toshiaki Omori Hassab Elgawi Osman Seiichi Ozawa Paul Pang Hyeyoung Park Alain Rakotomamonjy Sarker Ruhul Naoyuki Sato Lichen Shi Jochen J. Steil John Sum Jun Sun Toshihisa Tanaka Huajin Tang Maolin Tang Dacheng Tao Qing Tao Peter Tino

ICONIP 2011 Organization

Ivor Tsang Michel Verleysen Bin Wang Rubin Wang Xiao-Long Wang Yimin Wen Young-Gul Won Yao Xin Rui-Feng Xu Haixuan Yang Jie Yang

XI

Yang Yang Yingjie Yang Zhirong Yang Dit-Yan Yeung Jian Yu Zhigang Zeng Jie Zhang Kun Zhang Hai Zhao Zhihua Zhou

Reviewers Pablo Aguilera Lifeng Ai Elliot Anshelevich Bruno Apolloni Sansanee Auephanwiriyakul Hongliang Bai Rakesh Kr Bajaj Tao Ban Gang Bao Simone Bassis Anna Belardinelli Yoshua Bengio Sergei Bezobrazov Yinzhou Bi Alberto Borghese Tony Brabazon Guenael Cabanes Faicel Chamroukhi Feng-Tse Chan Hong Chang Liang Chang Aaron Chen Caikou Chen Huangqiong Chen Huanhuan Chen Kejia Chen Lei Chen Qingcai Chen Yin-Ju Chen

Yuepeng Chen Jian Cheng Wei-Chen Cheng Yu Cheng Seong-Pyo Cheon Minkook Cho Heeyoul Choi Yong-Sun Choi Shihchieh Chou Angelo Ciaramella Sanmay Das Satchidananda Dehuri Ivan Duran Diaz Tom Diethe Ke Ding Lijuan Duan Chunjiang Duanmu Sergio Escalera Aiming Feng Remi Flamary Gustavo Fontoura Zhenyong Fu Zhouyu Fu Xiaohua Ge Alexander Gepperth M. Mohamad Ghassany Adilson Gonzaga Alexandre Gravier Jianfeng Gu Lei Gu

Zhong-Lei Gu Naiyang Guan Pedro Antonio Guti´errez Jing-Yu Han Xianhua Han Ross Hayward Hanlin He Akinori Hidaka Hiroshi Higashi Arie Hiroaki Eckhard Hitzer Gray Ho Kevin Ho Xia Hua Mao Lin Huang Qinghua Huang Sheng-Jun Huang Tan Ah Hwee Kim Min Hyeok Teijiro Isokawa Wei Ji Zheng Ji Caiyan Jia Nanlin Jin Liping Jing Yoonseop Kang Chul Su Kim Kyung-Joong Kim Saehoon Kim Yong-Deok Kim

XII

ICONIP 2011 Organization

Irwin King Jun Kitazono Masaki Kobayashi Yasuaki Kuroe Hiroaki Kurokawa Chee Keong Kwoh James Kwok Lazhar Labiod Darong Lai Yuan Lan Kittichai Lavangnananda John Lee Maylor Leung Peter Lewis Fuxin Li Gang Li Hualiang Li Jie Li Ming Li Sujian Li Xiaosong Li Yu-feng Li Yujian Li Sheng-Fu Liang Shu-Hsien Liao Chee Peng Lim Bingquan Liu Caihui Liu Jun Liu Xuying Liu Zhiyong Liu Hung-Yi Lo Huma Lodhi Gabriele Lombardi Qiang Lu Cuiju Luan Abdelouahid Lyhyaoui Bingpeng Ma Zhiguo Ma Laurens Van Der Maaten Singo Mabu Shue-Kwan Mak Asawin Meechai Limin Meng

Komatsu Misako Alberto Moraglio Morten Morup Mohamed Nadif Kenji Nagata Quang Long Ngo Phuong Nguyen Dan Nie Kenji Nishida Chakarida Nukoolkit Robert Oates Takehiko Ogawa Zeynep Orman Jonathan Ortigosa-Hernandez Mourad Oussalah Takashi J. Ozaki Neyir Ozcan Pan Pan Paul S. Pang Shaoning Pang Seong-Bae Park Sunho Park Sakrapee Paul Helton Maia Peixoto Yong Peng Jonas Peters Somnuk Phon-Amnuaisuk J.A. Fernandez Del Pozo Santitham Prom-on Lishan Qiao Yuanhua Qiao Laiyun Qing Yihong Qiu Shah Atiqur Rahman Alain Rakotomamonjy Leon Reznik Nicoleta Rogovschi Alfonso E. Romero Fabrice Rossi Gain Paolo Rossi Alessandro Rozza Tomasz Rutkowski Nishimoto Ryunosuke

Murat Saglam Treenut Saithong Chunwei Seah Lei Shi Katsunari Shibata A. Soltoggio Bo Song Guozhi Song Lei Song Ong Yew Soon Liang Sun Yoshinori Takei Xiaoyang Tan Chaoying Tang Lei Tang Le-Tian Tao Jon Timmis Yohei Tomita Ming-Feng Tsai George Tsatsaronis Grigorios Tsoumakas Thomas Villmann Deng Wang Frank Wang Jia Wang Jing Wang Jinlong Wang Lei Wang Lu Wang Ronglong Wang Shitong Wang Shuo Wang Weihua Wang Weiqiang Wang Xiaohua Wang Xiaolin Wang Yuanlong Wang Yunyun Wang Zhikun Wang Yoshikazu Washizawa Bi Wei Kong Wei Yodchanan Wongsawat Ailong Wu Jiagao Wu

ICONIP 2011 Organization

Jianxin Wu Qiang Wu Si Wu Wei Wu Wen Wu Bin Xia Chen Xie Zhihua Xiong Bingxin Xu Weizhi Xu Yang Xu Xiaobing Xue Dong Yang Wei Yang Wenjie Yang Zi-Jiang Yang Tianfang Yao Nguwi Yok Yen Florian Yger Chen Yiming Jie Yin Lijun Yin Xucheng Yin Xuesong Yin

Jiho Yoo Washizawa Yoshikazu Motohide Yoshimura Hongbin Yu Qiao Yu Weiwei Yu Ying Yu Jeong-Min Yun Zeratul Mohd Yusoh Yiteng Zhai Biaobiao Zhang Danke Zhang Dawei Zhang Junping Zhang Kai Zhang Lei Zhang Liming Zhang Liqing Zhang Lumin Zhang Puming Zhang Qing Zhang Rui Zhang Tao Zhang Tengfei Zhang

XIII

Wenhao Zhang Xianming Zhang Yu Zhang Zehua Zhang Zhifei Zhang Jiayuan Zhao Liang Zhao Qi Zhao Qibin Zhao Xu Zhao Haitao Zheng Guoqiang Zhong Wenliang Zhong Dong-Zhuo Zhou Guoxu Zhou Hongming Zhou Rong Zhou Tianyi Zhou Xiuling Zhou Wenjun Zhu Zhanxing Zhu Fernando Jos´e Von Zube

Table of Contents – Part II

Cybersecurity and Data Mining Workshop Agent Personalized Call Center Traﬃc Prediction and Call Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Raﬁq A. Mohammed and Paul Pang

1

Mapping from Student Domain into Website Category . . . . . . . . . . . . . . . . Xiaosong Li

11

Entropy Based Discriminators for P2P Teletraﬃc Characterization . . . . . Tao Ban, Shanqing Guo, Masashi Eto, Daisuke Inoue, and Koji Nakao

18

Faster Log Analysis and Integration of Security Incidents Using Knuth-Bendix Completion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ruo Ando and Shinsuke Miwa

28

Fast Protocol Recognition by Network Packet Inspection . . . . . . . . . . . . . . Chuantong Chen, Fengyu Wang, Fengbo Lin, Shanqing Guo, and Bin Gong

37

Network Flow Classiﬁcation Based on the Rhythm of Packets . . . . . . . . . . Liangxiong Li, Fengyu Wang, Tao Ban, Shanqing Guo, and Bin Gong

45

Data Mining and Knowledge Discovery Energy-Based Feature Selection and Its Ensemble Version . . . . . . . . . . . . . Yun Li and Su-Yan Gao

53

The Rough Set-Based Algorithm for Two Steps . . . . . . . . . . . . . . . . . . . . . . Shu-Hsien Liao, Yin-Ju Chen, and Shiu-Hwei Ho

63

An Inﬁnite Mixture of Inverted Dirichlet Distributions . . . . . . . . . . . . . . . . Taouﬁk Bdiri and Nizar Bouguila

71

Multi-Label Weighted k -Nearest Neighbor Classiﬁer with Adaptive Weight Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Jianhua Xu

79

Emotiono: An Ontology with Rule-Based Reasoning for Emotion Recognition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Xiaowei Zhang, Bin Hu, Philip Moore, Jing Chen, and Lin Zhou

89

XVI

Table of Contents – Part II

Parallel Rough Set: Dimensionality Reduction and Feature Discovery of Multi-dimensional Data in Visualization . . . . . . . . . . . . . . . . . . . . . . . . . . Tze-Haw Huang, Mao Lin Huang, and Jesse S. Jin

99

Feature Extraction via Balanced Average Neighborhood Margin Maximization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Xiaoming Chen, Wanquan Liu, Jianhuang Lai, and Ke Fan

109

The Relationship between the Newborn Rats’ Hypoxic-Ischemic Brain Damage and Heart Beat Interval Information . . . . . . . . . . . . . . . . . . . . . . . . Xiaomin Jiang, Hiroki Tamura, Koichi Tanno, Li Yang, Hiroshi Sameshima, and Tsuyomu Ikenoue

117

A Robust Approach for Multivariate Binary Vectors Clustering and Feature Selection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Mohamed Al Mashrgy, Nizar Bouguila, and Khalid Daoudi

125

The Self-Organizing Map Tree (SOMT) for Nonlinear Data Causality Prediction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Younjin Chung and Masahiro Takatsuka

133

Document Classiﬁcation on Relevance: A Study on Eye Gaze Patterns for Reading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Daniel Fahey, Tom Gedeon, and Dingyun Zhu

143

Multi-Task Low-Rank Metric Learning Based on Common Subspace . . . . Peipei Yang, Kaizhu Huang, and Cheng-Lin Liu Reservoir-Based Evolving Spiking Neural Network for Spatio-temporal Pattern Recognition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stefan Schliebs, Haza Nuzly Abdull Hamed, and Nikola Kasabov An Adaptive Approach to Chinese Semantic Advertising . . . . . . . . . . . . . . Jin-Yuan Chen, Hai-Tao Zheng, Yong Jiang, and Shu-Tao Xia A Lightweight Ontology Learning Method for Chinese Government Documents . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Xing Zhao, Hai-Tao Zheng, Yong Jiang, and Shu-Tao Xia Relative Association Rules Based on Rough Set Theory . . . . . . . . . . . . . . . Shu-Hsien Liao, Yin-Ju Chen, and Shiu-Hwei Ho

151

160 169

177 185

Scalable Data Clustering: A Sammon’s Projection Based Technique for Merging GSOMs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hiran Ganegedara and Damminda Alahakoon

193

A Generalized Subspace Projection Approach for Sparse Representation Classiﬁcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bingxin Xu and Ping Guo

203

Table of Contents – Part II

XVII

Evolutionary Design and Optimisation Macro Features Based Text Categorization . . . . . . . . . . . . . . . . . . . . . . . . . . Dandan Wang, Qingcai Chen, Xiaolong Wang, and Buzhou Tang

211

Univariate Marginal Distribution Algorithm in Combination with Extremal Optimization (EO, GEO) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Mitra Hashemi and Mohammad Reza Meybodi

220

Promoting Diversity in Particle Swarm Optimization to Solve Multimodal Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Shi Cheng, Yuhui Shi, and Quande Qin

228

Analysis of Feature Weighting Methods Based on Feature Ranking Methods for Classiﬁcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Norbert Jankowski and Krzysztof Usowicz

238

Simultaneous Learning of Instantaneous and Time-Delayed Genetic Interactions Using Novel Information Theoretic Scoring Technique . . . . . Nizamul Morshed, Madhu Chetty, and Nguyen Xuan Vinh

248

Resource Allocation and Scheduling of Multiple Composite Web Services in Cloud Computing Using Cooperative Coevolution Genetic Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Lifeng Ai, Maolin Tang, and Colin Fidge

258

Graphical Models Image Classiﬁcation Based on Weighted Topics . . . . . . . . . . . . . . . . . . . . . . Yunqiang Liu and Vicent Caselles

268

A Variational Statistical Framework for Object Detection . . . . . . . . . . . . . Wentao Fan, Nizar Bouguila, and Djemel Ziou

276

Performances Evaluation of GMM-UBM and GMM-SVM for Speaker Recognition in Realistic World . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nassim Asbai, Abderrahmane Amrouche, and Mohamed Debyeche SVM and Greedy GMM Applied on Target Identiﬁcation . . . . . . . . . . . . . Dalila Yessad, Abderrahmane Amrouche, and Mohamed Debyeche Speaker Identiﬁcation Using Discriminative Learning of Large Margin GMM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Khalid Daoudi, Reda Jourani, R´egine Andr´e-Obrecht, and Driss Aboutajdine Sparse Coding Image Denoising Based on Saliency Map Weight . . . . . . . . Haohua Zhao and Liqing Zhang

284 292

300

308

XVIII

Table of Contents – Part II

Human-Originated Data Analysis and Implementation Expanding Knowledge Source with Ontology Alignment for Augmented Cognition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Jeong-Woo Son, Seongtaek Kim, Seong-Bae Park, Yunseok Noh, and Jun-Ho Go

316

Nystr¨ om Approximations for Scalable Face Recognition: A Comparative Study . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Jeong-Min Yun and Seungjin Choi

325

A Robust Face Recognition through Statistical Learning of Local Features . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Jeongin Seo and Hyeyoung Park

335

Development of Visualizing Earphone and Hearing Glasses for Human Augmented Cognition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Byunghun Hwang, Cheol-Su Kim, Hyung-Min Park, Yun-Jung Lee, Min-Young Kim, and Minho Lee Facial Image Analysis Using Subspace Segregation Based on Class Information . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Minkook Cho and Hyeyoung Park An Online Human Activity Recognizer for Mobile Phones with Accelerometer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Yuki Maruno, Kenta Cho, Yuzo Okamoto, Hisao Setoguchi, and Kazushi Ikeda Preprocessing of Independent Vector Analysis Using Feed-Forward Network for Robust Speech Recognition . . . . . . . . . . . . . . . . . . . . . . . . . . . . Myungwoo Oh and Hyung-Min Park

342

350

358

366

Information Retrieval Learning to Rank Documents Using Similarity Information between Objects . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Di Zhou, Yuxin Ding, Qingzhen You, and Min Xiao

374

Eﬃcient Semantic Kernel-Based Text Classiﬁcation Using Matching Pursuit KFDA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Qing Zhang, Jianwu Li, and Zhiping Zhang

382

Introducing a Novel Data Management Approach for Distributed Large Scale Data Processing in Future Computer Clouds . . . . . . . . . . . . . . . . . . . Amir H. Basirat and Asad I. Khan

391

Table of Contents – Part II

XIX

PatentRank: An Ontology-Based Approach to Patent Search . . . . . . . . . . Ming Li, Hai-Tao Zheng, Yong Jiang, and Shu-Tao Xia

399

Fast Growing Self Organizing Map for Text Clustering . . . . . . . . . . . . . . . . Sumith Matharage, Damminda Alahakoon, Jayantha Rajapakse, and Pin Huang

406

News Thread Extraction Based on Topical N-Gram Model with a Background Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Zehua Yan and Fang Li

416

Integrating Multiple Nature-Inspired Approaches Alleviate the Hypervolume Degeneration Problem of NSGA-II . . . . . . . . . Fei Peng and Ke Tang A Hybrid Dynamic Multi-objective Immune Optimization Algorithm Using Prediction Strategy and Improved Diﬀerential Evolution Crossover Operator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Yajuan Ma, Ruochen Liu, and Ronghua Shang

425

435

Optimizing Interval Multi-objective Problems Using IEAs with Preference Direction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Jing Sun, Dunwei Gong, and Xiaoyan Sun

445

Fitness Landscape-Based Parameter Tuning Method for Evolutionary Algorithms for Computing Unique Input Output Sequences . . . . . . . . . . . Jinlong Li, Guanzhou Lu, and Xin Yao

453

Introducing the Mallows Model on Estimation of Distribution Algorithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Josu Ceberio, Alexander Mendiburu, and Jose A. Lozano

461

Kernel Methods and Support Vector Machines Support Vector Machines with Weighted Regularization . . . . . . . . . . . . . . . Tatsuya Yokota and Yukihiko Yamashita

471

Relational Extensions of Learning Vector Quantization . . . . . . . . . . . . . . . Barbara Hammer, Frank-Michael Schleif, and Xibin Zhu

481

On Low-Rank Regularized Least Squares for Scalable Nonlinear Classiﬁcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Zhouyu Fu, Guojun Lu, Kai-Ming Ting, and Dengsheng Zhang Multitask Learning Using Regularized Multiple Kernel Learning . . . . . . . Mehmet G¨ onen, Melih Kandemir, and Samuel Kaski

490 500

XX

Table of Contents – Part II

Solving Support Vector Machines beyond Dual Programming . . . . . . . . . . Xun Liang

510

Learning with Box Kernels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stefano Melacci and Marco Gori

519

A Novel Parameter Reﬁnement Approach to One Class Support Vector Machine . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Trung Le, Dat Tran, Wanli Ma, and Dharmendra Sharma Multi-Sphere Support Vector Clustering . . . . . . . . . . . . . . . . . . . . . . . . . . . . Trung Le, Dat Tran, Phuoc Nguyen, Wanli Ma, and Dharmendra Sharma Testing Predictive Properties of Eﬃcient Coding Models with Synthetic Signals Modulated in Frequency . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fausto Lucena, Mauricio Kugler, Allan Kardec Barros, and Noboru Ohnishi

529

537

545

Learning and Memory A Novel Neural Network for Solving Singular Nonlinear Convex Optimization Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Lijun Liu, Rendong Ge, and Pengyuan Gao

554

An Extended TopoART Network for the Stable On-line Learning of Regression Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Marko Tscherepanow

562

Introducing Reordering Algorithms to Classic Well-Known Ensembles to Improve Their Performance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Joaqu´ın Torres-Sospedra, Carlos Hern´ andez-Espinosa, and Mercedes Fern´ andez-Redondo Improving Boosting Methods by Generating Speciﬁc Training and Validation Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Joaqu´ın Torres-Sospedra, Carlos Hern´ andez-Espinosa, and Mercedes Fern´ andez-Redondo Using Bagging and Cross-Validation to Improve Ensembles Based on Penalty Terms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Joaqu´ın Torres-Sospedra, Carlos Hern´ andez-Espinosa, and Mercedes Fern´ andez-Redondo A New Algorithm for Learning Mahalanobis Discriminant Functions by a Neural Network . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Yoshifusa Ito, Hiroyuki Izumi, and Cidambi Srinivasan

572

580

588

596

Table of Contents – Part II

Learning of Dynamic BNN toward Storing-and-Stabilizing Periodic Patterns . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ryo Ito, Yuta Nakayama, and Toshimichi Saito

XXI

606

Self-organizing Digital Spike Interval Maps . . . . . . . . . . . . . . . . . . . . . . . . . . Takashi Ogawa and Toshimichi Saito

612

Shape Space Estimation by SOM2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sho Yakushiji and Tetsuo Furukawa

618

Neocognitron Trained by Winner-Kill-Loser with Triple Threshold . . . . . Kunihiko Fukushima, Isao Hayashi, and Jasmin L´eveill´e

628

Nonlinear Nearest Subspace Classiﬁer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Li Zhang, Wei-Da Zhou, and Bing Liu

638

A Novel Framework Based on Trace Norm Minimization for Audio Event Detection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ziqiang Shi, Jiqing Han, and Tieran Zheng A Modiﬁed Multiplicative Update Algorithm for Euclidean Distance-Based Nonnegative Matrix Factorization and Its Global Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ryota Hibi and Norikazu Takahashi A Two Stage Algorithm for K -Mode Convolutive Nonnegative Tucker Decomposition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Qiang Wu, Liqing Zhang, and Andrzej Cichocki

646

655

663

Making Image to Class Distance Comparable . . . . . . . . . . . . . . . . . . . . . . . . Deyuan Zhang, Bingquan Liu, Chengjie Sun, and Xiaolong Wang

671

Margin Preserving Projection for Image Set Based Face Recognition . . . . Ke Fan, Wanquan Liu, Senjian An, and Xiaoming Chen

681

An Incremental Class Boundary Preserving Hypersphere Classiﬁer . . . . . Noel Lopes and Bernardete Ribeiro

690

Co-clustering for Binary Data with Maximum Modularity . . . . . . . . . . . . . Lazhar Labiod and Mohamed Nadif

700

Co-clustering under Nonnegative Matrix Tri-Factorization . . . . . . . . . . . . . Lazhar Labiod and Mohamed Nadif

709

SPAN: A Neuron for Precise-Time Spike Pattern Association . . . . . . . . . . Ammar Mohemmed, Stefan Schliebs, and Nikola Kasabov

718

Induction of the Common-Sense Hierarchies in Lexical Data . . . . . . . . . . . Julian Szyma´ nski and Wlodzislaw Duch

726

XXII

Table of Contents – Part II

A Novel Synthetic Minority Oversampling Technique for Imbalanced Data Set Learning . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sukarna Barua, Md. Monirul Islam, and Kazuyuki Murase

735

A New Simultaneous Two-Levels Coclustering Algorithm for Behavioural Data-Mining . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Gu´ena¨el Cabanes, Youn`es Bennani, and Dominique Fresneau

745

An Evolutionary Fuzzy Clustering with Minkowski Distances . . . . . . . . . . Vivek Srivastava, Bipin K. Tripathi, and Vinay K. Pathak

753

A Dynamic Unsupervised Laterally Connected Neural Network Architecture for Integrative Pattern Discovery . . . . . . . . . . . . . . . . . . . . . . . Asanka Fonseka, Damminda Alahakoon, and Jayantha Rajapakse

761

Author Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

771

Agent Personalized Call Center Traﬃc Prediction and Call Distribution Raﬁq A. Mohammed and Paul Pang Department of Computing, Unitec Institute of Technology, Private Bag 92025, New Zealand [email protected]

Abstract. A call center operates with customers calls directed to agents for service based on online call traﬃc prediction. Existing methods for call prediction implement exclusively inductive machine learning, which gives often under accurate prediction for call center abnormal traﬃc jam. This paper proposes an agent personalized call prediction method that encodes agent skill information as the prior knowledge to call prediction and distribution. The developed call broker system is tested on handling a telecom call center traﬃc jam happened in 2008. The results show that the proposed method predicts the occurrence of traﬃc jam earlier than existing depersonalized call prediction methods. The conducted cost-return calculation indicates that the ROI (return on investment) is enormously positive for any call center to implement such an agent personalized call broker system. Keywords: Call Center Management, Call Traﬃc Prediction, Call Trafﬁc Jam, Agent Personalized Call Broker.

1

Introduction

Call centers are the backbone of any service industry. A recent McKin-sey study revealed that for credit card companies generate up to 25% of new revenue from inbound calls center’s [13]. The telecommunication industry is improving at a very high speed [8], the total number of mobile phone users has exceeded 400 million by September 2006; and this immense market growth has generated a cutthroat competition among the service providers. These scenarios have brought up the need of call center’s, which can oﬀer quality services over the phone to stay in a competitive environment. A call center handles calls from several queues and mainly consists of residential, mobile, business and broadband customers. The faults call center queues operates 24 hours a day and 7 days a week. Fig. 1 gives the diagram of call center call processing. The Interactive Voice Response (IVR) system, initially takes up the call from the customer, and performs a diagnosis conversation of the problem with the customer, such that the problem can be resolved on-line with the process of self-check with the customer. If the problem is not resolved, the system will divert the call to the software broker, which actually understands the problem by looking at the paraphrased B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 1–10, 2011. c Springer-Verlag Berlin Heidelberg 2011

2

R.A. Mohammed and P. Pang

problem description. The broker is going to request for a list of available agents to a search engine, such that it can link the path of the call to an agent queue with the help of Automatic Call Distributor (ACD). From the available list, the broker requests supervisor to assist in selection criteria. The supervisor monitors agent performance from the agent and customer databases (DB) and evaluates when it is required to select a better agent for a customer in queue. The search engine list the most appropriate agent based on agent database and supervisor recommendations.

Attributes Value Pairs

NLP Voice-to Text

Voice-to Text

Pop-Up (problem Desc) Agent 1001

Customer

Problem Conversation

I V R

Agent 1002

Broker

t es t qu en Re r Ag fo Human Superviosr

Call Records DB

Agent 1003

Agent DB

Search Engine

Performance Evaluations

Fig. 1. Diagram of call center call processing

For the broker system in Fig. 1, calls are routed based on the availability of the skilled agent for which the call was made for. If the primary skilled agent is not available, the call will be routed to the secondary skilled agent. However, if ’m’ number of primary skilled or ’n’, number of secondary skilled agents are available to answer the calls; the ACD will allocate the calls giving priority to the agents who have been waiting for the longest time. Obviously, this is not an eﬃcient call broke approach because the skill of each agent actually is diﬀerent from one another. Nevertheless, such call broker systems have been widely used in call centers for automatic call distribution and they are working well to handle normal traﬃc call ﬂows. However, traﬃc jam occurs sometime in a call center, even if the above call broker systems are used. While traﬃc jam, the call arrival pattern displays for a certain period an unusual size of call volume per day, as well as an abnormal call distribution. Analyzing the facts for these unusual call distributions, it is found that they are often caused by some technical accident, for example a major telecom exchange system was down and it caused an increase in the number of calls coming to the call center. This paper studies a new IT solution to such call

Agent Personalized Call Center Traﬃc Prediction and Call Distribution

3

center traﬃc jam, and proposes an agent personalized call prediction and call distribution model.

2

Call Center Management

A call center is a dedicated operation with employees focus entirely on oﬀering customer service [1]. While performing business tasks there raise a question, how can we perform trade-oﬀ between customer service quality (CSQ) and eﬀciency of business operations (EBO)? A better customer service will bring beneﬁts for customers such as service quality [4], satisfaction [2, 3] for eﬃcient resolutions of their problems. This will in-turn generate customer loyalty, eﬀective business solutions, revenue producer and competitive market share for organization and ﬁnally bring a sort of job satisfaction to the agents for oﬀering eﬃcient customer solutions. 2.1

CSQ Measurements

Telephone Service Factor (TSF) is a quality measure in a call center, which tells us the percentage of incoming calls answered or abandoned within the customer deﬁned threshold time. The quickness of calls answered or abandoned would be a usual measure of TSF. The customer speciﬁes the time (in seconds) in the programming of the telephone system. The usual result would be a percentage of calls that falls with in that threshold time. AverageWork Time (AWT) measures the eﬃciency of agent performance in a call center. AWT is computed as (Login time-wait time)/(No of calls Answered). Login time denotes the state, in which agents have signed on to a system to make their presence known, but may or may not be ready to receive calls. Wait time denotes the availability of agents to receive calls. For example, Telecom NewZealand (TNZ) assures AWT of 6 minutes as an eﬀective benchmark to calculate agent’s eﬃciency. In addition to TSF and AWT, other CSQ measurements include Average Speed of Answer (ASA) [8], Call Abundances (CA), Recall/First Call Resolution (FCR) [8], and Average Handling Time (AHT). 2.2

EBO and Trade-Oﬀ between CSQ and EBO

On the other side, call center measures eﬃciency of business operations based on a) staﬀ eﬃciency and b) cost eﬃciency. Bringing out some of the approaches of organizations, an airline industry has chosen to allow some loss of service to the customer reservations system such that they can save large costs of staﬃng during heavy traﬃc periods and thus deviated TSF norm deliberately in favor of economic considerations. Looking at aspects for resolving trade-oﬀ between CSQ and EBO, organizations attempt to meet both monetary and service priorities and are often leading to conﬄicts such as “hard versus soft goals”, “intangible versus tangible outcomes” [3], “Taylorism versus tailorism” while managing call center. The

4

R.A. Mohammed and P. Pang

organization has to maintain a balance between customer service quality and eﬃciency of business operations, as loss of service to eﬃciency can inﬂuence its future. In [4], this idea has been supported that who perceived customer loyalty to the organization has a positive relation with service quality of the call center. The call center is no more a cost center, as a good customer service generates loyalty and revenue to the organization. Many businesses are coming out of dilemma to consider call centers as a strategic revenue generating units rather than purely as a cost center while oﬀering customer service [2].

3

Review of Call-Center IT Solutions

According to [2], researchers develop several types of optimization, queuing and simulations models, heuristics and algorithms to help decrease customer wait times, increase throughput, and increase customer satisfaction. Such research eﬀorts have led to several real-time scheduling techniques and optimization models that enable call center to manage capacity more eﬃciently, even when faced with highly ﬂuctuating demand. Erlang C: The Erlang-C queuing model M/M/n assumes calls arrive at Poisson arrival rate, the service time is exponentially distributed and there are n agents with identical statistical details. However, it is deﬁcient as an accurate depiction of a call center in some major respects: it does not include priorities of customers; it assumes that skills of agents and their service-time distributions are identical, it ignores customers’ recalls, etc. [5] and ignores call abandonment’s as well. Erlang A: Bringing in the defects of Erlang C model for ignoring call abandonment’s [6] analyzed the simplest abandonment model M/M/n+M (Erlang-A), in which customers’ patience is exponentially distributed; such that customer satisfaction and call abandonment’s are calculated. In addition, ”Rules of thumb” for the design and staﬃng of medium to large call centers were then derived [5]. Erlang B: It is widely used to determine the number of trunks required to handle a known calling load during a one-hour period. The formula assumes that if callers get busy signals, they go away forever, never to retry (lost calls cleared). Since some callers retry, Erlang B can underestimate trunks required. However, Erlang B is generally accurate in situations with few busy signals as it incorporates blocking of customers. Telecommunication call center often uses the queuing model like Erlang A & Erlang C for the operations of optimization [8]. As observed from the TNZ case study, the call center uses Erlang C to predict agent requirements based on forecasted call volumes & handle times with the use of excel spreadsheets. TNZ also use a workforce management tool called ”ResourcePro” that does the scheduling of agents. Data Warehousing (DWH): Looking at the works of researcher [8] use of OLAP (On-Line Analytical Processing) and data mining manage to mine service quality metrics such as ASA, recall, IVR optimization to improve the service quality. However, if we include agent DB with in the DWH, it is possible to monitor and evaluate the performance of agents, such that to improve call quality and customer service satisfaction.

Agent Personalized Call Center Traﬃc Prediction and Call Distribution

5

Data Mining: Looking at some of the advancements of CIT, with Predictive modelling such as decision-tree or neural network based techniques it is possible to predict customer behavior, and the analysis of customer behavior with data mining aims to improve customer satisfaction [7].

Agent 1001 Agent 1002 Agent 1003

1 stream of calls

Agent 1004

Broker

Agent 1005 Agent 1006 Agent 1007 Agent 1008 Agent 1009 Agent 1010

Fig. 2. Diagram of call center broker system with depersonalized call prediction model

4

Existing Call Prediction Methods

In literature, several inductive machine learning methods has been investigated and used for call volume prediction of call center. This includes, (1) DENFIS (Dynamic Evolving Neural-Fuzzy Inference System), a method of fuzzy interface systems for online and/or oﬄine adaptive learning [9]. DENFIS adapts new features from the dynamic change of data, thus is capable of predicting the dynamic time series prediction eﬃciently; (2) MLR (Multiple Linear regressions), a statistical multivariate least squares regression method. This method takes a dataset with one output but multiple input variables, seeking a formula that approximates the data samples that can in linear regression. The obtained regression formula is used as a prediction model for any new input vectors; (3) MLP (Multilayer Perceptrons), a standard neural network model for learning from data as a non-linear function that discriminates (or approximates) data according to output labels (values). Additionally, it is worth noting that the experience-based prediction is popularly used for call prediction. Such methods use an estimator drawn from past experience and expectations to forecast future call traﬃc parameters. Fig. 2 illustrates the scenario of de-personalized broker, where the stream of calls is allocated by an automatic call distributor (broker) to the available agents irrespective of the skills of the agents. In other words, call is equally distributed to agents, regardless of the skill diﬀerences amongst agents. In practice, such de-personalized model could be suitable for a call center of 5-6 agents. However for a call center

6

R.A. Mohammed and P. Pang

greater than 50 agents, such de-personalized call prediction/distribution actually deducts the eﬃciency of business operations, as well as the customer service quality of the call center. In the scenario of handling large number of agents, an alternative approach is to introduce an agent personalized call prediction method at the automatic call distributor (broker) software system.

5

Proposed Call Prediction Method

The idea of personalized call broker is from Fig. 3. With agent personalized call prediction, the broker system works virtually having a number of brokers personalized to each agent, rather than a single generalist broker for all the agents. This makes the problem simpler to predict the appropriate calls to the each individual agent of the whole agent team [10]. Implementing such system at ACD is expected to improve the functionality of broker and will bring us real time approaches to automatic call distribution. Brokers

Agent 1001 Agent 1002 Agent 1003

1 stream of calls

Agent 1004 Agent 1005 Agent 1006 Agent 1007 Agent 1008 Agent 1009 Agent 1010

Fig. 3. Diagram of agent personalized call center broker system

5.1

Agent Personalized Prediction

Assume that a call center has total m agents, traditional broker system maintains as in Fig. 2 one general call volume prediction, and distribute calls equally to m agents. Obviously, this is not an eﬃcient approach as the skill of each agent is diﬀerent from one another. Given a data stream D = {y(i), y(i + 1), . . . , y(i + t)}, representing a certain period of historical call volume confronted by the call center, depersonalized call prediction can be formulated as, y(i + t + 1) = f (y(i), y(i + 1), . . . , y(i + t))

(1)

Agent Personalized Call Center Traﬃc Prediction and Call Distribution

7

where y(i) represents the number of calls at a certain time point i, f is the base prediction function, which could be a Multivariate Linear Regressions (MLR), Neural Network, or any other type of prediction method described above. Introducing the skill grade of each agent S = {s1 , s2 , . . . , sm } as the prior knowledge to the predictor, we have the call volume decomposed into m data streams accordingly. Then, the number of call on each agent is calculated as, y(t)sj z (j) (t) = , j ∈ [1; m]. i=1 Si

(2)

Partitioning data stream D by (2) and applying (1) to each individual data stream obtained from (2), we have, z (1) (i + t + 1) = f (1)(z (1) (i), z (1) (i + 1), . . . , z (1) (i + t)) z (2) (i + t + 1) = f (2)(z (2) (i), z (2) (i + 1), . . . , z (2) (i + t))) ... ... ... z (m) (i + t + 1) = f (m)(z (m) (i), z (m)(i + 1), . . . , z (m) (i + t)).

(3)

m Since y(t + 1) = j=1 z(j)(t + 1), a personalized prediction model for call traﬃc prediction can be formulated as, (1) (2) (m) y(i + t + 1) = Ω(f m, f (j), . . . , f , S) 1 = m j=1 z (i + t + 1)

(4)

where Ω is the personalized prediction model based on the prior knowledge from agent skill information.

6

Experiments and Discussion

The datasets originated from a New Zealand telecommunication industry call center. The call data consists of detailed call-by-call histories obtained from the faults resolve department. The call data to the system arrives regularly at 15 minutes intervals and for the entire day. The queues are busy mostly between the operating hours of 7 AM and 11 PM. In order to bring a legitimate comparison, data from 07:00 to 23:00 hours will be considered for data analysis and practical investigation. For traﬃc jam call prediction, the dataset consists of 40 days of call volume data between dates of 22/01/2008 till 01/03/2008. The ﬁrst 30 days have a normal distribution and the last 10 days depict a traﬃc jam. A sliding window approach is implemented to predict the next day’s call volume, whereby for each subsequent day of prediction the window will be moved one day ahead. This approach will predict the call volume for 10 days of traﬃc jam period. To exhibit the advantages of our method, we use a standard MLR as the base prediction function, and evaluate prediction performance by both call volume in terms of the number of calls, and the root mean squared error (RMSE).

8

R.A. Mohammed and P. Pang

Table 1. Call volume in terms of the number of calls, and the root mean squared error (RMSE) Methods T r (days) T p (days) St (days) Cost Saving (%) De-personalized 3.60 8.60 1.40 (52,700-38,419)/52,700=27% Personalized 3.48 8.487 1.52 (52,700-45,308)/52,700=14%

6.1

Traﬃc Jam Call Prediction

Fig. 4 gives a comparison between the proposed agent personalized method versus the depersonalized prediction method for call forecasting within the period of traﬃc jam. As seen from the experimental results, utilizing agent skills as the prior knowledge to personalized prediction gives us a superior call volume prediction accuracy and lower RMSE than the typical prediction method. Assuming that the 10 days traﬃc jam follows generally a Gaussian distribution, then the traﬃc jam reaches its peak on the 5th day, which is the midpoint of the traﬃc jam period. Consider 5 days as the constant parameter, we calculate the predicted traﬃc jam period as T p = T s + T r. Here, T s is the starting point of traﬃc jam, which is normally determined by, if current 5-day average traﬃc volume is greater than the threshold of traﬃc jam average daily call volume. T r is the time to release the traﬃc jam calculated by (A−N = P ), where A is actual calls during the traﬃc jam period; N is calls for the period in the case of normal traﬃc; and P is average daily predicted calls by each method during traﬃc jam period. The time saving due to call prediction St is calculated by subtracting the total time of prediction from traﬃc jam period, which is 10 − T p. Table 1 presents the traﬃc jam release time and time savings due to call prediction. It is evident that personalized call predictions save us 1.52 days, which is better than the 1.40 days from typical de-personalized call predictions. 6.2

Cost & Return Evaluation

According to [11], the operating cost in a call center includes, agents salaries, network cost, and management cost, where agents salaries typically account for 60% to 70 % of the total operating costs. Considering an additional cost of $52,700 for the 10 days traﬃc jam, introducing traﬃc jam problem solving, the de-personalized call prediction release the traﬃc jam in 8.60 days with a total cost of $45,308. This is in contrast to the agent personalized prediction that releases the same traﬃc jam in 8.48 days with a total cost of $38,419 and a saving of 27%. Table. 1 records the traﬃc jam cost saving due to call prediction by diﬀerent methods. On the other hand, while computing the cost of single supervisor, it will incur an additional cost of $1151 for a 10-day period to hire a new supervisor to manage the call center. According to [12], the cost of hiring additional supervisor amounts to $42,000 per year to manage a call center. Thus from the cost and

Agent Personalized Call Center Traﬃc Prediction and Call Distribution

9

(a)

(b) Fig. 4. Comparisons of personalized versus de-personalized methods for traﬃc jam period call prediction, (a) call volume predictions and (b) root mean square error (RMSE)

return calculation, it is beneﬁcial for any call center to implement personalized call broker model, as there is a minimum net saving of $20,666 as return on investment.

7

Conclusions

This paper develops a new call broker model that implements an agent personalized call prediction approach towards enhancing the call distribution capability of existing call broker. In our traﬃc jam problem investigation, the proposed personalized call broker model is demonstrated capable of releasing traﬃc jam earlier than the existing depersonalized system. Addressing telecommunication industry call center management, the presented research brings the awareness of call center traﬃc jam, appealing for change in call prediction models to foresee and avoid future call center traﬃc jams.

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R.A. Mohammed and P. Pang

References 1. Taylor, P., Bain, P.: An assembly line in the head’: work and employee relations in the call centre. Industrial Relations Journal 30(2), 101–117 (1999) 2. Jack, E.P., Bedics, T.A., McCary, C.E.: Operational challenges in the call center industry: a case study and resource-based framework. Managing Service Quality 16(5), 477–500 (2006) 3. Gilmore, A., Moreland, L.: Call centres: How can service quality be managed. Irish Marketing Review 13(1), 3–11 (2000) 4. Dean, A.M.: Service quality in call centres: implications for customer loyalty. Managing Service Quality 12(6), 414–423 (2002) 5. Mandelbaum, A., Zeltyn, S.: The impact of customers’ patience on delay and abandonment: some empirically-driven experiments with the M/M/n+ G queue. OR Spectrum 26(3), 377–411 (2004) 6. Garnet, O., Mandelbaum, A., Reiman, M.: Designing a Call Center with Impatient Customers. Manufacturing and Service Operations Management 4(3), 208–227 (2002) 7. Paprzycki, M., Abraham, A., Guo, R.: Data Mining Approach for Analyzing Call Center Performance. Arxiv preprint cs.AI/0405017 (2004) 8. Shu-guang, H., Li, L., Er-shi, Q.: Study on the Continuous Quality Improvement of Telecommunication Call Centers Based on Data Mining. In: Proc. of International Conference on Service Systems and Service Management, pp. 1–5 (2007) 9. Kasabov, N.K., Song, Q.: DENFIS: dynamic evolving neural-fuzzy inference system and its application for time-series prediction. IEEE Transactions on Fuzzy Systems 10(2), 144–154 (2002) 10. Pang, S., Ban, T., Kadobayashi, Y., Kasabov, N.: Tansductive Mode Personalized Support Vector Machine Classiﬁcation Tree. Information Science 181(11), 2071– 2085 (2010) 11. Gans, N., Koole, G., Mandelbaum, A.: Telephone call centers: Tutorial, review, and research prospects. Manufacturing and Service Operations Management 5(2), 79–141 (2003) 12. Hillmer, S., Hillmer, B., McRoberts, G.: The Real Costs of Turnover: Lessons from a Call Center. Human Resource Planning 27(3), 34–42 (2004) 13. Eichfeld, A., Morse, T.D., Scott, K.W.: Using Call Centers to Boost Revenue. McKinsey Quarterly (May 2006)

Mapping from Student Domain into Website Category Xiaosong Li Department of Computing and IT, Unitec Institute of Technology, Auckland, New Zealand xli[email protected]

Abstract. The existing e-learning environments focus on the reusability of learning resources not adaptable to suit learners’ needs [1]. Previous research shows that users’ personalities have impact on their Internet behaviours and preferences. This study investigates the relationship between user attributes and their website preferences by using a practical case which suggested that there seemed to be relationships between a student’s gender, age, mark and the type of the website he/she has chosen aiming to identify valuable information which can be utilised to provide adaptive e-learning environment for each student. This study builds ontology taxonomy in the student domain first, and then builds ontology taxonomy in the website category domain. Mapping probabilities are defined and used to generate the similarity measures between the two domains. This study uses two data sets. The second data set was used to learn similarity measures and the first data set was used to test the similarity formula. The scope of this study is not limited to e-learning system. The similar approach may be used to identify potential sources of Internet security issues. Keywords: ontology, taxonomy, student, website category, Internet security.

1 Introduction The existing e-learning environments are certainly helpful for student learning. However, they focus on the reusability of learning resources not adaptable to suit learners’ needs [1]. To encourage student centred learning and help student actively engaged in the learning process, we need to promote student self-regulated learning (SRL), in which the learner has to use specified strategies for attaining his or her goals and all this has to be based self-efficacy perceptions. Learner oriented environments claim a greater extent of self-regulated learning skills [2]. A learner oriented e-learning environment should provide adaptive instruction, guideline and feedback to the specific learner. Creation of the educational Semantic Web provides more opportunity in this area [3]. Previous research shows that users’ personalities have impact on their Internet behaviours and preferences [4]. For example, people have a need for closure are motivated to avoid uncertainties; people who are conformists are likely to prefer a website with many constant components and find it stressful if the website is changed frequently; whereas people who are innovators will be stimulated with a website that changes [4]. This study investigates the relationship between user attributes and their website preferences by using a practical case. In our first year website and multimedia B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 11–17, 2011. © Springer-Verlag Berlin Heidelberg 2011

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course, there is an assignment which requires the students to choose an existing website to critique. The selection is mutually exclusive, which means as long as a website has been chosen by a student, the others can not choose the same website anymore. After two semesters’ observation, it was found that the websites chosen by the students have fallen into certain categories, such as news websites, sports websites and etc. And there seemed to be relationships between a student’s gender, age, mark and the type of the website he/she had chosen. For example, all the students who had chosen a sports website are male students. This paper reports a pilot investigation on this phenomena aiming to identify valuable information which can be utilised to provide adaptive contents, services, instructions, guidelines and feedbacks in an elearning environment for each student. For example, when a student input their personal data such as gender, age, and etc., the system could identify a couple of categories of website or the actual websites he/she might be interested. This study builds ontology taxonomy on students’ personal attributes in student domain first, and then builds ontology taxonomy in website category domain. Mapping probabilities are defined and used to generate the similarity measures between the two domains. This study uses two data sets. The second data set was used to learn similarity measures and the first data set was used to test the similarity formula. In the following sections, the data used in this study is described first, followed by ontology taxonomy definitions, and then similarity measures and their testing are described, finally the results and the possible future work are discussed.

2 The Data The data from two semesters were used, each generated one data set. Initially, the categories for the chosen websites were identified. Only those categories selected by more than one student for both of the semesters were considered. Nine categories were identified. Table 1 shows the name, a short description and the given code for each category which will be used in the rest of the paper. Table 1. The identified website categories Name Finance Game

Sports Computing/IT Market Knowledge

Short Description Bank or finance organization Game or game shopping Sports or sports related shopping Computing technology or shopping E Commerce or online store Library or Wikipedia ……

Telecommunication

Telecommunication business

Travel/Holiday News

Travel or holiday related …… News related ……

Code FI GA SP CO MA KN TE TR NE

The students who didn’t complete the assignment or the selected website was not active were eliminated from the data set. For the students who made multiple selections, their last selection was included in the data. As a result, each student is

Mapping from Student Domain into Website Category

13

associated with one and only one website in the data set. Each student is also associated with an assessment factor, which is their assignment mark divided by the average mark of that data set. The purpose of this is to minimize external factors which might impact the marks in a particular semester. Two data sets are presented; each is grouped according to the website category. Table 2 shows the summary of the first data set; and Table 3 second data set. Table 2. The first data set. AV Age = average age in the group; Number = instance number in the group; M:F = Male : Female; AV Ass = average assessment factor in the group. The data size = 31. Code FI GA SP CO MA KN TE TR NE

AV Age

M:F

AV Ass

27.50 22.75 24.67 21.50 19.50 21.00 22.33 33.00 24.33

3:1 3:1 3:0 2:0 3:0 2:1 4:0 4:1 1:2

1.13 0.93 1.01 0.84 1.01 1.13 0.85 1.09 0.93

Number

4 4 3 2 3 3 4 5 3

Table 3. The second data set. AV Age = average age in the group; Number = instance number in the group; M:F = Male : Female; AV Ass = average assessment factor in the group. The data size = 32. Code FI GA SP CO MA KN TE TR NE

AV Age

M:F

AV Ass

23.50 20.00 21.67 21.60 21.25 20.00 23.00 24.75 22.00

1:1 4:1 6:0 3:2 4:0 2:0 1:1 2:2 0:2

1.09 1.00 1.04 1.02 1.04 0.89 1.07 1.07 0.87

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2 5 6 5 4 2 2 4 2

3 The Concepts Two ontology taxonomies were built in this pilot study. One is Student, another is Website Categories. Fig 1. shows the outlines of the two ontologies. The similar specification in [5] is adopted, where each node represents a concept which may be associated with a set of attributes or instances. The first ontology depicted in part A contains two concepts: Student and Selected Website. The attributes for Student include name, gender, assessment factor and age. The attribute for Selected Website include a url. The

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instances of Student are all the data in the two data sets described in Section 2. The second ontology depicted in part B contains ten concepts, Website Categories and the subsets of the websites in each different category, namely, Finance, Game, Sports, Computing/IT, Market, Knowledge, Telecommunication, Travel/holiday and News. These are disjoints sets. The instances are those websites selected by the students in each category.

Fig. 1. Shows the outlines of the two ontologies. Unlike most of the cases, these two ontologies are for two completely different domains.

4 The Matching Matching was made between a student and a website category. Unlike most of the cases, for example [5], these two concepts are completely different. Given two ontologies, the ontology-matching problem is to find semantic mappings between them. A mapping may be specified as a query that transforms instances in one ontology into instances in the other [5]. There is a one-to-one mapping between a website selected by a student and a website in one of those categories. The matching was used to build a relationship between a student and a website category. Similarity is used to measure the closeness of the relationship. The attributes of a student was analyzed. Age was divided into three ranges: High (>24), Middle (in between 20-24) and Low (1.05), Middle (in between 0.90-1.05) and Low ( xφ(yφz) Right side could be translated according to demodulation, xφ(yφz)− > (xφy)φz As is now clear, Knuth-Bendix completion is compound strategy such as lrpo and dynamic demodulation.

4

Experiment I

For validation of the improvement of proposed system using Knuth-Bendix completion, we show two kinds of experimental results: detection and log integration. First, we represent the attack detection in strings logged by two kinds of exploitation: internet explorer (MS979352) and ftp server attack (CVE-1999-0256). 4.1

Internet Explorer Aurora Attack: MS979352

In this paper we cope with an exploitation of the vulnerability of Internet explorer which is called Aurora attack [7]. Aurora attack, described in Microsoft

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Security Advisory (979352), is implemented for the vulnerability in Internet explorer which could allow remote code execution. Reproduction of aurora attack is done by Java script with attack vector on server side and Internet explorer connecting port 8080, resulting in the shell code operation with port 4444. In detail, authors are encouraged to check the article such as [8]. 4.2

FTP Server Attack

FTP server attack we cope with in this paper is exploitation of buﬀer overﬂow included in warFTPD with CVE-1999-0256. This exploitation of WarFTPD is caused by the buﬀer overﬂow vulnerability allowing remote execution of arbitrary commands. Once the malicious host send payloads for warFTPD and exploitation is succeeded, attacker can browse / delete / copy arbitrary ﬁles in the remote computer. In detail, authors are encouraged to check the site such as [9]. Table 1. Attack log detction in IE and FTPD exploitation inference rule hyper resolution hyper resolution with KBC binary resolution binary resolution with KBC UR resolution UR resolution with KBC

4.3

aurora attack 6293 723 ∇ 6760 1628 ∇ 6281 723 ∇

ftp server exploit 44716 1497 ∇ 71963 2372 ∇ 71963 4095 ∇

Results

In experiment, we use three kinds of inference rules: hyper resolution, binary resolution and UR (Unit Resulting) resolution. Table 1 shows the result of applying Knuth-Bendix Completion for six cases. In all cases, a number of generated clauses are reduced. In two cases, hyper resolution has best performance with 6293/723 and 44716/1497. Compared with aurora attack, ftp server attack has more impact of Knuth Bendix Completion Algorithm with reduce rate 97%, 97% and 95%.

5

Experiment II

In experiment II, we apply our method for integrating event log generated by Malware and extract information of ﬁne-grained traﬃc analysis. We use MARS dataset proposed by Miwa. MARS dataset is generated and composed in starBED which is large scale emulation environment presented in [10]. MARS partly utilize Volatility framework to analyze memory dump for retrieving information of process. Also, we track packet dump using tcpdump for malware log.

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33

Malware Log Analysis

Malware log is composed of two items: packet dump of each node and process behavior in each node.

Log format: 1: socket(pid(4),port(0),proto(47)). 2: packet(src(sip1(0),sip2(0),sip3(0),sip4(0),sport(bootpc)), dst(dip1(255),dip2(255),dip3(255),sip4(255),dport(bootps))). 3: library(pid(1728),dll(_windows_0_system32_comctl32_dll)) 4: file(pid(1616),file(_documentsandsettings_dic)). Notes: 1: Socket information: which process X opens port number Y with protocol Z. 2: Packet information: what kind of packet is sent to this host X with port Y from address Z. 3: Library information: which process X loads library Y. 4: File information; which process X reads file X.

It is important to point out that the integration of [1] and [2] retrieves information about traﬃc log with process ID. Usually, packet information is dumped based on host-based, which result in the requirement of ﬁne-grained process based traﬃc log. Resulting [1] and [2] with pid enables which process X generates traﬃc from Y to Z. 5.2

Results of Integration

In this section we present the experimental result of integrating log string generated by malware. We have tested proposed algorithm with Knuth-Bendix completion for 9 malwares. Table 2 shows the number of generated clauses in integrating malware logs. From malware #1 to #9, the average reduction rate Table 2. The number of generated clause in integrating malware logs malware ID hyper res hyper res with KBC demod inf demod inf with KBC 09ee 40729 16546 ∇ 19180 12269 ∇ 0ef2 39478 15947 ∇ 14560 11754 ∇ 102f 35076 11966 ∇ 16356 10376 ∇ 1c16 40114 15463 ∇ 18950 4172 ∇ 2aa1 40116 15944 ∇ 19025 4194 ∇ 38e3 40083 16062 ∇ 14594 4237 ∇ 58e5 39260 16059 ∇ 14847 4217 ∇ 79cq 40759 15662 ∇ 14633 4061 ∇ d679 35290 16650 ∇ 14462 1577 ∇

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Fig. 2. The number of clauses generated in hyper resolution. In avarage, Knuth- Bendix completion algorithm reduces the automated reasoning cost about by 60%.

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Fig. 3. The number of clauses generated in demodulation. Compared with hyper resolution, the eﬀectiveness of Knuth-Bendix completion is heterogeneous from about 40% (#1) to 90% (#9).

is about 60%. Figure 2 and 3 dipicts the number of generated clauses in hyper resolution and demodulation. The number of clauses generated in demodulation. Compared with hyper resolution, the eﬀectiveness of Knuth-Bendix completion is heterogeneous from about 40% (#1) to 90% (#9).

6

Discussion

In experiment, we have better performance when the Knuth-Bendix completion algorithm is applied for our term rewriting system. In the case of detecting attack logs of vulnerability exploitation, the eﬀectiveness of Knuth-Bendix completion

Faster Log Analysis Using Knuth-Bendix Completion

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changes according to the attacks and inference rules. Also, the reduction rate of generated clauses are various to nine kinds of malwares, particularly concerning demodulation which play a important role. Proposed method has been improved from our previous system in [11]. In general, we did not ﬁnd the case where Knuth-Bendix completion increases the number of generated clauses. Ensuring termination and conﬂuent are fundamental and key factor when we construct automated deduction system. It is not the case when we apply inference engine for integrating malware logs.

7

Conclusion

In this paper we have proposed the method for integrating many kinds of log strings such as process, memory, ﬁle and packet dump. With the rapid popularization of cloud computing, mobile devices high speed Internet, recent security incidents have become more complicated which imposes a great burden on network administrators. We should obtain large scale of log and analyze many ﬁles to detect security incident. Log integration is important to retrieve information from large and diversiﬁed log strings. We cannot ﬁnd evidence and root cause of security incidents from one kind of event logs. For example, even if we can obtain ﬁne grained memory dumps, we cannot see which direction the malware infecting our system sends packets. In this paper we have presented the method for integrating (and simplifying) method of log strings obtained by many devices. In constructing term rewriting system, ensuring termination and conﬂuency is important to make reasoning process safe and faster. For this purpose, we have applied reasoning strategy for term rewriting called as Knuth -Bendix completion algorithm for ensuring termination and conﬂuent. Knuth bendix completion includes some inference rules such as lrpo (the lexicographic recursive path ordering) and dynamic demodulation. As a result, we can achieve the reduction of generated clauses which result in faster integration of log strings. In experiment, we present the eﬀectiveness of proposed method by showing the result of exploitation of vulnerability and malware’s behavior log. In experiment, we have achieved the reduction rate about 95% for detecting attack logs of vulnerability exploitation. Also, we have reduced the number of generated clauses by about 60% in the case of resolution and about 40% for demodulation. For further work, we are planning to generalize our method for system logs proposed in [12].

References 1. Wos, L.: The Problem of Self-Analytically Choosing the Weights. J. Autom. Reasoning 4(4), 463–464 (1988) 2. Wos, L., Robinson, G.A., Carson, D.F., Shalla, L.: The Concept of Demodulation in Theorem Proving. Journal of Automated Reasoning (1967) 3. Wos, L., Robinson, G.A., Carsonmh, D.F.: Eﬃciency Completeness of the Set of Support Strategy in Theorem Provingh. Journal of Automated Reasoning (1965) 4. Wos, L.: The Problem of Explaining the Disparate Performance of Hyperresolution and Paramodulation. J. Autom. Reasoning 4(2), 215–217 (1988)

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5. Wos, L.: The Problem of Choosing the Type of Subsumption to Use. J. Autom. Reasoning 7(3), 435–438 (1991) 6. Knuth, D., Bendix, P.: Simple word problems in universal algebras. In: Leech, J. (ed.) Computational Problems in Abstract Algebra, pp. 263–297 (1970) 7. Microsoft Security Advisory, http://www.microsoft.com/technet/security/advisory/979352.mspx 8. Operation Aurora Hit Google, Others. McAfee, Inc. (January 14, 2010) 9. CVE-1999-0256, http://web.nvd.nist.gov/view/vuln/detail?vulnId=CVE-1999-0256 10. Miyachi, T., Basuki, A., Mikawa, S., Miwa, S., Chinen, K.-i., Shinoda, Y.: Educational Environment on StarBED —Case Study of SOI. In: Asia 2008 Spring Global E-Workshop–, Asian Internet Engineering Conference (AINTEC) 2008, Bangkok, Thailand, pp. 27–36. ACM (November 2008) ISBN: 978-1-60558-127-9 11. Ando, R.: Automated Log Analysis of Infected Windows OS Using Mechanized Reasoning. In: 16th International Conference on Neural Information Processing ICONIP 2009, Bangkok, Thailand, December 1-5 (2009) 12. Schneider, S., Beschastnikh, I., Chernyak, S., Ernst, M.D., Brun, Y.: Synoptic: Summarizing system logs with reﬁnement. Appeared at the Workshop on Managing Systems via Log Analysis and Machine Learning Techniques, SLAML (2010)

Fast Protocol Recognition by Network Packet Inspection Chuantong Chen, Fengyu Wang, Fengbo Lin, Shanqing Guo, and Bin Gong School of Computer Science and Technology, Shandong University, Jinan, P.R. China [email protected], {wangfengyu,linfb,guoshanqing,gb}@sdu.edu.cn

Abstract. Deep packet inspection at high speed has become extremely important due to its applications in network services. In deep packet inspection applications, regular expressions have gradually taken the place of explicit string patterns for its powerful expression ability. Unfortunately, the requirements of memory space and bandwidth using traditional methods are prohibitively high. In this paper, we propose a novel scheme of deep packet inspection based on non-uniform distribution of network traffic. The new scheme separates a set of regular expressions into several groups with different priorities and compiles the groups attaching different priorities with different methods. When matching, the scanning sequence of rules is consistent with their priorities. The experiment results show that the proposed protocol recognition performs 10 to 30 times faster than the traditional NFA-based approach and hold a reasonable memory requirement. Keywords: Distribution of network traffic, Matching priority, Hybrid-FA, DPI.

1 Introduction Nowadays, identification of network streams is an important technology in network security. Due to the reason that the traditional port-based application-level protocol identification method is becoming much more inaccurate, signature-based deep packet inspection has take root as a useful traffic scanning mechanism in networking devices. In recent years, regular expressions are chosen as the pattern matching language in packet scanning applications for their increased expressiveness. Many content inspection engines have recently migrated to regular expressions. Finite automata are a natural formalism for regular expressions. There are two main categories: Deterministic Finite Automaton (DFA) and Nondeterministic Finite Automaton (NFA). DFAs have tempting advantages. Firstly, DFAs have a foreseeable memory bandwidth requirement. As is well known, matching an input string involves only one DFA state scanning per character. However, DFAs corresponding to large sets of regular expressions can be prohibitively large. As an alternative, we can try non-deterministic finite automata (NFA) [1]. While the NFA-based representation can reduce the demand of the memory, it may result in a variable, maybe very large, memory bandwidth requirement. Unfortunately, the requirement, reasonable memory space and bandwidth, cannot be met in many existing payload scanning implementations. To meet the requirement, B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 37–44, 2011. © Springer-Verlag Berlin Heidelberg 2011

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in this paper we introduce an algorithm to speed up the scanning of stream payload and hold a reasonable memory requirement based on the network character below. a)

The distribution of network traffic is not the same in every network. In a network, the distribution of application-layer protocol concentration is highly non-uniform, a very small number of protocols have a very high concentration of streams and packets, whereas the majority of protocols carry few packets.

According to the non uniform distribution of network traffic, we segregate the regular expressions into multiple groups and assign different priorities to these groups. We translate the regular expressions in different priority groups into different Finite Automata forms. This way proposed can achieve good matching effect.

2 Background and Relate Work It is imperative that regular expression matching over the packet payload keep up with the line-speed packet header processing. However, this can’t be met in the exiting deep packet matching implementations. For example, in Linux L7-filter, when 70 protocol filters are enabled, the throughput drops to less than 10Mbps, seriously below the backbone network speed. Moreover, over 90% of the CPU time is spent in regular expression matching, leaving little time for other intrusion detection [4]. While the matching speeds of DFAs are fast, the DFAs corresponding to large sets of regular expressions can be prohibitively large in terms of numbers of states and transitions [3]. For this many attentions are attracted to reduce the DFA’s memory size. Since a explosion of states can occur when a large set of rules are grouped together into a single DFA, Yu et al. [4] have proposed segregating rules into multiple groups and building the corresponding Finite Automates respectively. Kumar et al. [2] observed that in DFAs many states have similar sets of outgoing transitions. Then they introduced Delayed Input DFA (D2FA). The D2FA is constructed by transforming a DFA via incrementally replacing several transitions of the automaton with a single default transition. Michela Becchi [9] proposed a hybrid DFA-NFA Finite Automaton (Hybrid-FA), a solution bringing together the strengths of both DFAs and NFAs. When constructing a hybrid-FA, any nodes that would contribute to state explosion retain an NFA encoding, while the rest are transformed into DFA nodes. The result is a data structure with size nearly that of an NFA, but with the predictable and small memory bandwidth requirements of a DFA. In this paper we will adopt this method in our algorithm to realize some regular expressions. The methods above just only about how to realize the regular expressions in forms. They didn’t analyze the application domain features of the regular expressions. There is no single truth what its application feature looks like. It depends on where it used. We can make use of these application characteristics when matching. We found that non-uniform distribution of packets or streams among application-layer protocols is a widespread phenomenon at various locations of the Internet. This suggests that a high-speed matching engine with small-scale storage requirement just as cache in memory system can be employed to improve performance. In this paper we propose

Fast Protocol Recognition by Network Packet Inspection

39

an algorithm to speed up the packet payload matching based on the non-uniform distribution characteristics of network streams.

3 Motivation As is well known, the distribution of application-layer data streams is highly nonuniform; very few application layer protocols account for most of the network flows. This is called the mice and elephant phenomenon.

Fig. 1. Distribution of Protocol streams in different time

In Fig.1, four datasets are sampled from the same network in different time. The Figure 1 shows that the distribution of each protocol streams in a network doesn’t keep stabile all the time. For example, the ratio of edonkey streams in dataset_1 is about 2% while it rises near to 7% in dataset_2. But the distribution characteristics of network streams are obvious that large fraction of the transport layer streams are occupied by very little application layer protocols. We can see that the four main application layer protocols (Myhttp, BitTorrent, edonkey, http) almost account for 70% transport layer streams in dataset_1 and even about 80% in dataset_2, the majority of infrequently used protocols (“others” in the figure 1) account for small fraction in the network. Fortunately, the non-uniform traffic distribution suggests that when matching, if we assign high-priority to the protocols which are used heavily in the network and low-priority to the lightly ones, the matching speed would be accelerated. Therefore, when we inspecting network packets, we have no excuse to ignore distribution features of the network streams scanned. However, in many existing payload scanning implementations they did not focus on the characteristics of traffic distributions in a network. In these implementations, so many unnecessary matches are tried that the matching speech is very low. In this paper we will speed up the matching based on the non-uniform characteristics of the network. We assign different priorities to protocols according to the ratio of each in network traffic and compile different priority protocol rules with different methods.

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4 Proposed Method While the distribution characteristics of network streams are useful in deep packet inspection, we introduced an algorithm to accelerate the matching speed based on the non-uniform distribution characteristics of network streams. According to the algorithm we sample network traffic datasets firstly. These datasets can reflect the distribution of network traffic. Then we calculate the traffic ratio of every protocol in the sample dataset. We match the heavy protocol regular expressions firstly and the light ones lastly. Just as the Maximum likelihood theory, when matching we will consider the unknown network stream transmit the traffic of maximum ratio protocol, and then match it against the maximum ratio protocol rules firstly. To the few protocol rules with high priority, a high-speed matching engine of small-scale storage requirement just as cache can improve performance. Complete description of algorithm (1) INPUT: choose regular expressions → set A; (2) sort the rules in set A according to the ratio → set B; (3) For (i=0;i 0. Substituting the transformation matrix of task-t with Lt = Rt L0 and the loss t in (6) with (7), we have (xti − xtj )(xti − xtj ) + Δt =(1 − μ) μ

i,ji

(1 − yt,ik ) (xti − xtj )(xti − xtj ) − (xti − xtk )(xti − xtk ) .

(i,j,k)∈Tt

Using Δt , the gradient can be calculated with Eq. (5).

3

Experiments

In this section, we ﬁrst illustrate our proposed multi-task method on a synthetic data set. We then conduct extensive evaluations on three real data sets in comparison with four competitive methods. 3.1

Illustration on Synthetic Data

In this section, we take the example of concentric circles in [6] to illustrate the eﬀect of our multi-task framework. Assume there are T classiﬁcation tasks where the samples are distributed in the 3-dimensional space and there are ct classes in the t-th task. For all the tasks, there exists a common 2-dimensional subspace (plane) in which the samples of each class are distributed in an elliptical ring centered at zero. The third dimension orthogonal to this plane is merely Gaussian noise. The samples of randomly generated 4 tasks were shown in the ﬁrst column of Fig. 1. In this example, there are 2, 3, 3, 2 classes in the 4 tasks respectively and each color corresponds to one class. The circle points and the dot points are respectively training samples and test samples with the same distribution. Moreover, as the Gaussian noise will largely degrade the distance calculation

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in the original space, we should try to search a low-rank metric deﬁned in a low-dimensional subspace. We apply our proposed mtLMCA on the synthetic data and try to ﬁnd a reasonable metric by unitizing the correlation information across all the tasks. We project all the points to the subspace which is deﬁned by the learned metric. We visualize the results in Fig. 1. For comparison, we also show the results obtained by the traditional PCA, the individual LMCA (applied individually on each task). Clearly, we can see that for task 1 and task 4, PCA (column 3) found improper metrics due to the large Gaussian noise. For individual LMCA (column 4), the samples are mixed in task 2 because the training samples are not enough. This leads to an improper metric in task 2. In comparison, our proposed mtLMCA (column 5) perfectly found the best metric for each task by exploiting the shared information across all the tasks. Task 1, PCA

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We evaluate our proposal mtLMCA method on three multi-task data sets. (1). Wine Quality data 3 is about wine quality including 1, 599 red samples and 4, 898 white wine samples. The labels are given by experts with grades between 0 and 10. (2). Handwritten Letter Classiﬁcation data contain handwritten words. It consists of 8 binary classiﬁcation problems: c/e, g/y, m/n, a/g, i/j, a/o, f/t, h/n. The features are the bitmap of the images of written letters. (3). USPS data4 consist of 7,291 16 × 16 grayscale images of digits 0 ∼ 9 automatically scanned from 3 4

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envelopes by the U.S. Postal Service. The features are then the 256 grayscale values. For each digit, we can get a two-class classiﬁcation task in which the samples of this digit represent the positive patterns and the others negative patterns. Therefore, there are 10 tasks in total. For the label-compatible dataset, i.e., the Wine Quality data set, we compare our proposed model with PCA, single-task LMCA (stLMCA), uniform-task LMCA (utLMCA)5 , and mtLMNN [9]. For the remaining two label-incompatible tasks, since the output space is diﬀerent depending on diﬀerent tasks, the uniform metric can not be learned and the other 3 approaches are then compared with mtLMCA. Following many previous work, we use the category information to generate relative similarity pairs. For each sample, the nearest 2 neighbors in terms of Euclidean distance are chosen as target neighbors, while the samples sharing diﬀerent labels and staying closer than any target neighbor are chosen as imposers. For each data set, we apply these algorithms to learn a metric of diﬀerent ranks with the training samples and then compare the classiﬁcation error rate on the test samples using the nearest neighbor method. Since mtLMNN is unable to learn a low-rank metric directly, we implement an eigenvalue decomposition on the learned Mahalanobis matrix and use the eigenvectors corresponding to the d largest eigenvalues to generate a low-rank transformation matrix. The parameter μ in the objective function is set to 0.5 empirically in our experiment. The optimization is initialized with L0 = Id×D and Rt = Id , t = 1, . . . , T , where Id×D is a matrix with all the diagonal elements set to 1 and other elements set to 0. The optimization process is terminated if the relative diﬀerence of the objective function is less than η, which is set to 10−5 in our experiment. We choose 5

The uniform-task approach gathers the samples in all tasks together and learns a uniform metric for all tasks.

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randomly 5% and 10% of samples respectively for each data set as training data while leaving the remaining data as test samples. We run the experiments 5 times and plot the average error, the maximum error, and the minimum error for each data set. The results are plotted in Fig. 2 for the three data sets. Obviously, in all the dimensionality, our proposed mtLMCA model performs the best across all the data sets whenever we use 5% or 10% training samples. The performance diﬀerence is even more distinct in Handwritten Character and USPS data. This clearly demonstrates the superiority of our proposed multi-task framework.

4

Conclusion

In this paper, we proposed a new framework capable of extending metric learning to the multi-task scenario. Based on the assumption that the discriminative information across all the tasks can be retained in a low-dimensional common subspace, our proposed framework can be easily solved via the standard gradient descend method. In particular, we applied our framework on a popular metric learning method called Large Margin Component Analysis (LMCA) and developed a new model called multi-task LMCA (mtLMCA). In addition to learning an appropriate metric, this model optimized directly on a low-rank transformation matrix and demonstrated surprisingly good performance compared to many competitive approaches. We conducted extensive experiments on one synthetic and three real multi-task data sets. Experiments results showed that our proposed mtLMCA model can always outperform the other four comparison algorithms. Acknowledgements. This work was supported by the National Natural Science Foundation of China (NSFC) under grants No. 61075052 and No. 60825301.

References 1. Argyriou, A., Evgeniou, T.: Convex multi-task feature learning. Machine Learning 73(3), 243–272 (2008) 2. Caruana, R.: Multitask learning. Machine Learning 28(1), 41–75 (1997) 3. Davis, J.V., Kulis, B., Jain, P., Sra, S., Dhillon, I.S.: Information-theoretic metric learning. In: Proceedings of the 24th International Conference on Machine Learning, pp. 209–216 (2007) 4. Evgeniou, T., Pontil, M.: Regularized multi-task learning. In: Proceedings of the Tenth ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, pp. 109–117 (2004) 5. Fanty, M.A., Cole, R.: Spoken letter recognition. In: Advances in Neural Information Processing Systems, p. 220 (1990) 6. Goldberger, J., Roweis, S., Hinton, G., Salakhutdinov, R.: Neighbourhood component analysis. In: Advances in Neural Information Processing Systems (2004) 7. Huang, K., Ying, Y., Campbell, C.: Gsml: A uniﬁed framework for sparse metric learning. In: Ninth IEEE International Conference on Data Mining, pp. 189–198 (2009)

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8. Micchelli, C.A., Ponti, M.: Kernels for multi-task learning. In: Advances in Neural Information Processing, pp. 921–928 (2004) 9. Parameswaran, S., Weinberger, K.Q.: Large margin multi-task metric learning. In: Advances in Neural Information Processing Systems (2010) 10. Rosales, R., Fung, G.: Learning sparse metrics via linear programming. In: Proceedings of the 12th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, pp. 367–373 (2006) 11. Torresani, L., Lee, K.: Large margin component analysis. In: Advances in Neural Information Processing, pp. 505–512 (2007) 12. Weinberger, K.Q., Saul, L.K.: Distance metric learning for large margin nearest neighbor classiﬁcation. The Journal of Machine Learning Research 10 (2009) 13. Xing, E.P., Ng, A.Y., Jordan, M.I., Russell, S.: Distance metric learning, with application to clustering with side-information. In: Advances in Neural Information Processing Systems, vol. 15, pp. 505–512 (2003) 14. Zhang, Y., Yeung, D.Y., Xu, Q.: Probabilistic multi-task feature selection. In: Advances in Neural Information Processing Systems, pp. 2559–2567 (2010)

Reservoir-Based Evolving Spiking Neural Network for Spatio-temporal Pattern Recognition Stefan Schliebs1 , Haza Nuzly Abdull Hamed1,2 , and Nikola Kasabov1,3 1

3

KEDRI, Auckland University of Technology, New Zealand {sschlieb,hnuzly,nkasabov}@aut.ac.nz www.kedri.info 2 Soft Computing Research Group, Universiti Teknologi Malaysia 81310 UTM Johor Bahru, Johor, Malaysia [email protected] Institute for Neuroinformatics, ETH and University of Zurich, Switzerland

Abstract. Evolving spiking neural networks (eSNN) are computational models that are trained in an one-pass mode from streams of data. They evolve their structure and functionality from incoming data. The paper presents an extension of eSNN called reservoir-based eSNN (reSNN) that allows efficient processing of spatio-temporal data. By classifying the response of a recurrent spiking neural network that is stimulated by a spatio-temporal input signal, the eSNN acts as a readout function for a Liquid State Machine. The classification characteristics of the extended eSNN are illustrated and investigated using the LIBRAS sign language dataset. The paper provides some practical guidelines for configuring the proposed model and shows a competitive classification performance in the obtained experimental results. Keywords: Spiking Neural Networks, Evolving Systems, Spatio-Temporal Patterns.

1 Introduction The desire to better understand the remarkable information processing capabilities of the mammalian brain has led to the development of more complex and biologically plausible connectionist models, namely spiking neural networks (SNN). See [3] for a comprehensive standard text on the material. These models use trains of spikes as internal information representation rather than continuous variables. Nowadays, many studies attempt to use SNN for practical applications, some of them demonstrating very promising results in solving complex real world problems. An evolving spiking neural network (eSNN) architecture was proposed in [18]. The eSNN belongs to the family of Evolving Connectionist Systems (ECoS), which was first introduced in [9]. ECoS based methods represent a class of constructive ANN algorithms that modify both the structure and connection weights of the network as part of the training process. Due to the evolving nature of the network and the employed fast one-pass learning algorithm, the method is able to accumulate information as it becomes available, without the requirement of retraining the network with previously B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 160–168, 2011. c Springer-Verlag Berlin Heidelberg 2011

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Fig. 1. Architecture of the extended eSNN capable of processing spatio-temporal data. The colored (dashed) boxes indicate novel parts in the original eSNN architecture.

presented data. The review in [17] summarises the latest developments on ECoS related research; we refer to [13] for a comprehensive discussion of the eSNN classification method. The eSNN classifier learns the mapping from a single data vector to a specified class label. It is mainly suitable for the classification of time-invariant data. However, many data volumes are continuously updated adding an additional time dimension to the data sets. In [14], the authors outlined an extension of eSNN to reSNN which principally enables the method to process spatio-temporal information. Following the principle of a Liquid State Machine (LSM) [10], the extension includes an additional layer into the network architecture, i.e. a recurrent SNN acting as a reservoir. The reservoir transforms a spatio-temporal input pattern into a single high-dimensional network state which in turn can be mapped into a desired class label by the one-pass learning algorithm of eSNN. In this paper, the reSNN extension presented in [14] is implemented and its suitability as a classification method is analyzed in computer simulations. We use a well-known real-world data set, i.e. the LIBRAS sign language data set [2], in order to allow an independent comparison with related techniques. The goal of the study is to gain some general insights into the working of the reservoir based eSNN classification and to deliver a proof of concept of its feasibility.

2 Spatio-temporal Pattern Recognition with reSNN The reSNN classification method is built upon a simplified integrate-and-fire neural model first introduced in [16] that mimics the information processing of the human eye. We refer to [13] for a comprehensive description and analysis of the method. The proposed reSNN is illustrated in Figure 1. The novel parts in the architecture are indicated by the highlighted boxes. We outline the working of the method by explaining the diagram from left to right. Spatio-temporal data patterns are presented to the reSNN system in form of an ordered sequence of real-valued data vectors. In the first step, each real-value of a data

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vector is transformed into a spike train using a population encoding. This encoding distributes a single input value to multiple neurons. Our implementation is based on arrays of receptive fields as described in [1]. Receptive fields allow the encoding of continuous values by using a collection of neurons with overlapping sensitivity profiles. As a result of the encoding, input neurons spike at predefined times according to the presented data vectors. The input spike trains are then fed into a spatio-temporal filter which accumulates the temporal information of all input signals into a single highdimensional intermediate liquid state. The filter is implemented in form of a liquid or a reservoir [10], i.e. a recurrent SNN, for which the eSNN acts as a readout function. The one-pass learning algorithm of eSNN is able to learn the mapping of the liquid state into a desired class label. The learning process successively creates a repository of trained output neurons during the presentation of training samples. For each training sample a new neuron is trained and then compared to the ones already stored in the repository of the same class. If a trained neuron is considered to be too similar (in terms of its weight vector) to the ones in the repository (according to a specified similarity threshold), the neuron will be merged with the most similar one. Otherwise the trained neuron is added to the repository as a new output neuron for this class. The merging is implemented as the (running) average of the connection weights, and the (running) average of the two firing threshold. Because of the incremental evolution of output neurons, it is possible to accumulate information and knowledge as they become available from the input data stream. Hence a trained network is able to learn new data and new classes without the need of re-training already learned samples. We refer to [13] for a more detailed description of the employed learning in eSNN. 2.1 Reservoir The reservoir is constructed of Leaky Integrate-and-Fire (LIF) neurons with exponential synaptic currents. This neural model is based on the idea of an electrical circuit containing a capacitor with capacitance C and a resistor with a resistance R, where both C and R are assumed to be constant. The dynamics of a neuron i are then described by the following differential equations: dui = −ui (t) + R Iisyn (t) (1) dt dI syn τs i = −Iisyn (t) (2) dt The constant τm = RC is called the membrane time constant of the neuron. Whenever the membrane potential ui crosses a threshold ϑ from below, the neuron fires a spike and its potential is reset to a reset potential ur . We use an exponential synaptic current Iisyn for a neuron i modeled by Eq. 2 with τs being a synaptic time constant. In our experiments we construct a liquid having a small-world inter-connectivity pattern as described in [10]. A recurrent SNN is generated by aligning 100 neurons in a three-dimensional grid of size 4×5×5. Two neurons A and B in this grid are connected with a connection probability τm

P (A, B) = C × e

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where d(A, B) denotes the Euclidean distance between two neurons and λ corresponds to the density of connections which was set to λ = 2 in all simulations. Parameter C depends on the type of the neurons. We discriminate into excitatory (ex) and inhibitory (inh) neurons resulting in the following parameters for C: Cex−ex = 0.3, Cex−inh = 0.2, Cinh−ex = 0.5 and Cinh−inh = 0.1. The network contained 80% excitatory and 20% inhibitory neurons. The connections weights were randomly selected by a uniform distribution and scaled in the interval [−8, 8]nA. The neural parameters were set to τm = 30ms, τs = 10ms, ϑ = 5mV, ur = 0mV. Furthermore, a refractory period of 5ms and a synaptic transmission delay of 1ms was used. Using this configuration, the recorded liquid states did not exhibit the undesired behavior of over-stratification and pathological synchrony – effects that are common for randomly generated liquids [11]. For the simulation of the reservoir we used the SNN simulator Brian [4].

3 Experiments In order to investigate the suitability of the reservoir based eSNN classification method, we have studied its behavior on a spatio-temporal real-world data set. In the next sections, we present the LIBRAS sign-language data, explain the experimental setup and discuss the obtained results. 3.1 Data Set LIBRAS is the acronym for LIngua BRAsileira de Sinais, which is the official Brazilian sign language. There are 15 hand movements (signs) in the dataset to be learned and classified. The movements are obtained from recorded video of four different people performing the movements in two sessions. In total 360 videos have been recorded, each video showing one movement lasting for about seven seconds. From the videos 45 frames uniformly distributed over the seven seconds have then been extracted. In each frame, the centroid pixels of the hand are used to determine the movement. All samples have been organized in ten sub-datasets, each representing a different classification scenario. More comprehensive details about the dataset can be found in [2]. The data can be obtained from the UCI machine learning repository. In our experiment, we used Dataset 10 which contains the hand movements recorded from three different people. This dataset is balanced consisting of 270 videos with 18 samples for each of the 15 classes. An illustration of the dataset is given in Figure 2. The diagrams show a single sample of each class. 3.2 Setup As described in Section 2, a population encoding has been applied to transform the data into spike trains. This method is characterized by the number of receptive fields used for the encoding along with the width β of the Gaussian receptive fields. After some initial experiments, we decided to use 30 receptive fields and a width of β = 1.5. More details of the method can be found in [1].

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In order to perform a classification of the input sample, the state of the liquid at a given time t has to be read out from the reservoir. The way how such a liquid state is defined is critical for the working of the method. We investigate in this study three different types of readouts. We call the first type a cluster readout. The neurons in the reservoir are first grouped into clusters and then the population activity of the neurons belonging to the same cluster is determined. The population activity was defined in [3] and is the ratio of neurons being active in a given time interval [t − Δc t, t]. Initial experiments suggested to use 25 clusters collected in a time window of Δc t = 10ms. Since our reservoir contains 100 neurons simulated over a time period of T = 300ms, T /Δc t = 30 readouts for a specific input data sample can be extracted, each of them corresponding to a single vector with 25 continuous elements. Similar readouts have also been employed in related studies [12]. The second readout is principally very similar to the first one. In the interval [t − Δf t, t] we determine the firing frequency of all neurons in the reservoir. According to our reservoir setup, this frequency readout produces a single vector with 100 continuous elements. We used a time window of Δf t = 30 resulting in the extraction of T /Δf t = 10 readouts for a specific input data sample. Finally, in the analog readout, every spike is convolved by a kernel function that transforms the spike train of each neuron in the reservoir into a continuous analog signal. Many possibilities for such a kernel function exist, such as Gaussian and exponential kernels. In this study, we use the alpha kernel α(t) = e τ −1 t e−t/τ Θ(t) where Θ(t) refers to the Heaviside function and parameter τ = 10ms is a time constant. The

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convolved spike trains are then sampled using a time step of Δa t = 10ms resulting in 100 time series – one for each neuron in the reservoir. In these series, the data points at time t represent the readout for the presented input sample. A very similar readout was used in [15] for a speech recognition problem. Due to the sampling interval Δa , T /Δa t = 30 different readouts for a specific input data sample can be extracted during the simulation of the reservoir. All readouts extracted at a given time have been fed to the standard eSNN for classification. Based on preliminary experiments, some initial eSNN parameters were chosen. We set the modulation factor m = 0.99, the proportion factor c = 0.46 and the similarity threshold s = 0.01. Using this setup we classified the extracted liquid states over all possible readout times. 3.3 Results The evolution of the accuracy over time for each of the three readout methods is presented in Figure 3. Clearly, the cluster readout is the least suitable readout among the tested ones. The best accuracy found is 60.37% for the readout extracted at time 40ms, cf. the marked time point in the upper left diagram of the figure1 . The readouts extracted at time 40ms are presented in the lower left diagram. A row in this diagram is the readout vector of one of the 270 samples, the color indicating the real value of the elements in that vector. The samples are ordered to allow a visual discrimination of the 15 classes. The first 18 rows belong to class 1 (curved swing), the next 18 rows to 1

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class 2 (horizontal swing) and so on. Given the extracted readout vector, it is possible to even visually distinguish between certain classes of samples. However, there are also significant similarities between classes of readout vectors visible which clearly have a negative impact on the classification accuracy. The situation improves when the frequency readout is used resulting in a maximum classification accuracy of 78.51% for the readout vector extracted at time 120ms, cf. middle top diagram in Figure 3. We also note the visibly better discrimination ability of the classes of readout vectors in the middle lower diagram: The intra-class distance between samples belonging to the same class is small, but inter-class distance between samples of other classes is large. However, the best accuracy was achieved using the analog readout extracted at time 130ms (right diagrams in Figure 3). Patterns of different classes are clearly distinguishable in the readout vectors resulting in a good classification accuracy of 82.22%. 3.4 Parameter and Feature Optimization of reSNN The previous section already demonstrated that many parameters of the reSNN need to be optimized in order to achieve satisfactory results (the results shown in Figure 3 are as good as the suitability of the chosen parameters is). Here, in order to further improve the classification accuracy of the analog readout vector classification, we have optimized the parameters of the eSNN classifier along with the input features (the vector elements that represent the state of the reservoir) using the Dynamic Quantum inspired Particle swarm optimization (DQiPSO) [5]. The readout vectors are extracted at time 130ms, since this time point has reported the most promising classification accuracy. For the DQiPSO, 20 particles were used, consisting of eight update, three filter, three random, three embed-in and three embed-out particles. Parameter c1 and c2 which control the exploration corresponding to the global best (gbest) and the personal best (pbest) respectively, were both set to 0.05. The inertia weight was set to w = 2. See [5] for further details on these parameters and the working of DQiPSO. We used 18-fold cross validations and results were averaged in 500 iterations in order to estimate the classification accuracy of the model. The evolution of the accuracy obtained from the global best particle during the PSO optimization process is presented in Figure 4a. The optimization clearly improves the classification abilities of eSNN. After the DQiPSO optimization an accuracy of 88.59% (±2.34%) is achieved. In comparison to our previous experiments [6] on that dataset, the time delay eSNN performs very similarly reporting an accuracy of 88.15% (±6.26%). The test accuracy of an MLP under the same conditions of training and testing was found to be 82.96% (±5.39%). Figure 4b presents the evolution of the selected features during the optimization process. The color of a point in this diagram reflects how often a specific feature was selected at a certain generation. The lighter the color the more often the corresponding feature was selected at the given generation. It can clearly be seen that a large number of features have been discarded during the evolutionary process. The pattern of relevant features matches the elements of the readout vector having larger values, cf. the dark points in Figure 3 and compare to the selected features in Figure 4.

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4 Conclusion and Future Directions This study has proposed an extension of the eSNN architecture, called reSNN, that enables the method to process spatio-temporal data. Using a reservoir computing approach, a spatio-temporal signal is projected into a single high-dimensional network state that can be learned by the eSNN training algorithm. We conclude from the experimental analysis that the suitable setup of the reservoir is not an easy task and future studies should identify ways to automate or simplify that procedure. However, once the reservoir is configured properly, the eSNN is shown to be an efficient classifier of the liquid states extracted from the reservoir. Satisfying classification results could be achieved that compare well with related machine learning techniques applied to the same data set in previous studies. Future directions include the development of new learning algorithms for the reservoir of the reSNN and the application of the method on other spatio-temporal real-world problems such as video or audio pattern recognition tasks. Furthermore, we intend to develop a implementation on specialised SNN hardware [7,8] to allow the classification of spatio-temporal data streams in real time. Acknowledgements. The work on this paper has been supported by the Knowledge Engineering and Discovery Research Institute (KEDRI, www.kedri.info). One of the authors, NK, has been supported by a Marie Curie International Incoming Fellowship with the FP7 European Framework Programme under the project “EvoSpike”, hosted by the Neuromorphic Cognitive Systems Group of the Institute for Neuroinformatics of the ETH and the University of Z¨urich.

References 1. Bohte, S.M., Kok, J.N., Poutr´e, J.A.L.: Error-backpropagation in temporally encoded networks of spiking neurons. Neurocomputing 48(1-4), 17–37 (2002) 2. Dias, D., Madeo, R., Rocha, T., Biscaro, H., Peres, S.: Hand movement recognition for brazilian sign language: A study using distance-based neural networks. In: International Joint Conference on Neural Networks IJCNN 2009, pp. 697–704 (2009)

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3. Gerstner, W., Kistler, W.M.: Spiking Neuron Models: Single Neurons, Populations, Plasticity. Cambridge University Press, Cambridge (2002) 4. Goodman, D., Brette, R.: Brian: a simulator for spiking neural networks in python. BMC Neuroscience 9(Suppl 1), 92 (2008) 5. Hamed, H., Kasabov, N., Shamsuddin, S.: Probabilistic evolving spiking neural network optimization using dynamic quantum-inspired particle swarm optimization. Australian Journal of Intelligent Information Processing Systems 11(01), 23–28 (2010) 6. Hamed, H., Kasabov, N., Shamsuddin, S., Widiputra, H., Dhoble, K.: An extended evolving spiking neural network model for spatio-temporal pattern classification. In: 2011 International Joint Conference on Neural Networks, pp. 2653–2656 (2011) 7. Indiveri, G., Chicca, E., Douglas, R.: Artificial cognitive systems: From VLSI networks of spiking neurons to neuromorphic cognition. Cognitive Computation 1, 119–127 (2009) 8. Indiveri, G., Stefanini, F., Chicca, E.: Spike-based learning with a generalized integrate and fire silicon neuron. In: International Symposium on Circuits and Systems, ISCAS 2010, pp. 1951–1954. IEEE (2010) 9. Kasabov, N.: The ECOS framework and the ECO learning method for evolving connectionist systems. JACIII 2(6), 195–202 (1998) 10. Maass, W., Natschl¨ager, T., Markram, H.: Real-time computing without stable states: A new framework for neural computation based on perturbations. Neural Computation 14(11), 2531–2560 (2002) 11. Norton, D., Ventura, D.: Preparing more effective liquid state machines using hebbian learning. In: International Joint Conference on Neural Networks, IJCNN 2006, pp. 4243–4248. IEEE, Vancouver (2006) 12. Norton, D., Ventura, D.: Improving liquid state machines through iterative refinement of the reservoir. Neurocomputing 73(16-18), 2893–2904 (2010) 13. Schliebs, S., Defoin-Platel, M., Worner, S., Kasabov, N.: Integrated feature and parameter optimization for an evolving spiking neural network: Exploring heterogeneous probabilistic models. Neural Networks 22(5-6), 623–632 (2009) 14. Schliebs, S., Nuntalid, N., Kasabov, N.: Towards Spatio-Temporal Pattern Recognition Using Evolving Spiking Neural Networks. In: Wong, K.W., Mendis, B.S.U., Bouzerdoum, A. (eds.) ICONIP 2010, Part I. LNCS, vol. 6443, pp. 163–170. Springer, Heidelberg (2010) 15. Schrauwen, B., D’Haene, M., Verstraeten, D., Campenhout, J.V.: Compact hardware liquid state machines on fpga for real-time speech recognition. Neural Networks 21(2-3), 511–523 (2008) 16. Thorpe, S.J.: How can the human visual system process a natural scene in under 150ms? On the role of asynchronous spike propagation. In: ESANN. D-Facto public (1997) 17. Watts, M.: A decade of Kasabov’s evolving connectionist systems: A review. IEEE Transactions on Systems, Man, and Cybernetics, Part C: Applications and Reviews 39(3), 253–269 (2009) 18. Wysoski, S.G., Benuskova, L., Kasabov, N.K.: Adaptive Learning Procedure for a Network of Spiking Neurons and Visual Pattern Recognition. In: Blanc-Talon, J., Philips, W., Popescu, D., Scheunders, P. (eds.) ACIVS 2006. LNCS, vol. 4179, pp. 1133–1142. Springer, Heidelberg (2006)

An Adaptive Approach to Chinese Semantic Advertising Jin-Yuan Chen, Hai-Tao Zheng*, Yong Jiang, and Shu-Tao Xia Tsinghua-Southampton Web Science Laboratory, Graduate School at Shenzhen, Tsinghua University, China [email protected], {zheng.haitao,jiangy,xiast}@sz.tsinghua.edu.cn

Abstract. Semantic Advertising is a new kind of web advertising to find the most related advertisements for web pages semantically. In this way, users are more likely to be interest in the related advertisements when browsing the web pages. A big challenge for semantic advertising is to match advertisements and web pages in a conceptual level. Especially, there are few studies proposed for Chinese semantic advertising. To address this issue, we proposed an adaptive method to construct an ontology automatically for matching Chinese advertisements and web pages semantically. Seven distance functions are exploited to measure the similarity between advertisements and web pages. Based on the empirical experiments, we found the proposed method shows a promising result in terms of precision, and among the distance functions, the Tanimoto distance function outperforms the other six distance functions. Keywords: Semantic advertising, Chinese, Ontology, Distance function.

1

Introduction

With the development of the World Wide Web, advertising on the web is getting more and more important for companies. However, although users can see advertisements everywhere on the web, these advertisements on web pages may not attract users’ attention, or even make them boring. Previous research [1] has shown that the more the advertisement is related to the page on which it displays, the more likely users will be interested on the advertisement and click it. Sponsored Search (SS) [2] and Contextual Advertising (CA) [3],[4],[5],[6],[7],[8],[9] are the two main methods to display related advertisements on web pages. A main challenge for CA is to match advertisements and web pages based on semantics. Given a web page, it is hard to find an advertisement which is related to the web page on a conceptual level. Although A. Broder [3] has presented a method for match web pages and advertisements semantically using a taxonomic tree, the taxonomic tree is constructed by human experts, which costs much human effort and time-consuming. In addition, as the Chinese is different from English, semantic advertising based on Chinese is still very difficult. There are few methods proposed to address the Chinese semantic advertising. In the study, we focus on processing web pages and advertisements in Chinese. Especially, we develop an algorithm to *

Corresponding author.

B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 169–176, 2011. © Springer-Verlag Berlin Heidelberg 2011

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construct an ontology automatically. Based on the ontology, our method utilizes various distance functions to measure the similarities between web pages and advertisements. Finally, the proposed method is able to match web pages and advertisements on a conceptual level. In summary, our main contributions are listed as follows: 1. A systematic method is proposed to process Chinese semantic advertising. 2. Developing an algorithm to construct the ontology automatically for semantic advertising. 3. Seven distance functions are utilized to measure the similarities between web pages and advertisements based on the constructed ontology. We have found that the taminoto distance has best performance for Chinese semantic advertising. The paper proceeds as follows. In the next section, we review the related works in the web advertising domain. Section 3 articulates the Chinese semantic advertising architecture. Section 5 shows the experiment results for evaluation. The final section presents the conclusion and future work.

2

Related Work

In 2002, C.-N. Wang’s research [1] presented that the advertisements in the pages should be relevant to the user’s interest to avoid degrading the user’s experience and increase the probability of reaction. In 2005 B. Ribeiro-Neto [4] proposes a method for contextual advertising. They use Bayesian network to generate a redefined document vector, and so the vocabulary impedance between web page and advertisement is much smaller. This network is composed by the k nearest documents (using traditional bag-of-word model), the target page or advertisement and all the terms in the k+1 documents. For each term in the network, the weight of the term is.

(

)

ρ (1 − α ) ωi 0 + α j =1 ωij sim ( d0 , d j ) In this way the document vector is extended to k

k+1 documents, and the system is able to find more related ads with a simple cosine similarity. M. Ciaramita [8] and T.-K. Fan [9] also solved this vocabulary impedance but using different hypothesis. In 2007, A. Broder [3] makes a semantic approach to contextual advertising. They classify both the ads and the target page into a big taxonomic tree. The final score of the advertisement is the combination of the TaxScore and the vector distance score. A. Anagnostopoulos [7] tested the contribution of different page parts for the match result based on this model. After that, Vanessa Murdock [5] uses statistical machine translation models to match ad and pages. They treat the vocabulary used in pages and ads as different language and then using translation methods to determine the relativity between the ad and page. Tao Mei [6] proposed a method that not just simply displays the ad in the place provided by the page, but displays in the image of the page.

3

Chinese Semantic Advertising Architecture

Semantic advertising is a process to advertise based on the context of the current page with a third-part ontology. The whole architecture is described in Figure 1.

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match Ad Network

Ads

(Advertiser)

Web Page + AD

Web Page

171

(Publisher)

Browse

(User)

Fig. 1. The semantic advertising architecture

As discussed in [3], the main idea is to classify both page and advertisement to one or more concepts in ontology. With this classification information the algorithm calculates a score between the page and advertisement. This idea of the algorithm is described below: (1) GetDocumentVector(page/advertisement d) return the top n terms and their tf-idf weight as a vector (2) Classify(page/advertisement d) vector dv = GetDocumentVector(d) foreach(concept c in the ontology) vector cv = tf-idf of all the related phrases in c double score = distancemethod(cv,dv) put cv, score into the result vector return filtered concepts and their weight in the vector (3) CalculateScore(page p, advertisement ad) vector pv = GetDocumentVector(p), av= GetDocumentVector(ad) vector pc= Classify(p), ac = Classify(ad) double ontoScore = conceptdistance(pc,ac)[3] double termScore = cosinedistance(pv,av) return ontoScore * alpha + (1-alpha) * termScore

There are still some problems need to be solved, they are listed below: 1. 2. 3. 4.

How to process Chinese web pages and advertisements? How to build a comprehensive ontology for semantic advertising? How to generate the related phrases for the ontology? Which distance function is the best for similarity measurement?

The problems and corresponding solution are discussed in the following sections. 3.1

Preprocessing Chinese Web Pages and Advertisements

As Chinese articles do not contain blank chars between words, the first step to process a Chinese document must be word segmentation. We found a package called ICTCLAS [10] (Institute of Computing Technology, Chinese Lexical Analysis System) to solve this problem. This algorithm is developed by the Institute of Computing Technology, Chinese Academy of Science. Evaluation on ICTCLAS shows that its performance is competitive Compared with other systems: ICTCLAS has ranked top both in CTB and PK closed track. In PK open track, it ranks second position [11]. D. Yin [12], Y.-Q. Xia [13] and some other researchers use this system to finish their work.

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The output format of this system is ({word}/{part of speech} )+. For example, the result of “ ” (“hello everyone”) is “ /rr /a”, separated by blank space. In this result there are two words in the sentence, the first one is “ ” and the second one is “ ”. The parts of speech of them are “rr” and “a” meaning “personal pronoun” and “adjective”. For more detailed document, please refer to [10]. Based on this result, we only process nouns and “Character Strings” in our algorithm because the words with other part of speech usually have little meaning. “Character String” is the word that combined by pure English characters and Arabic numerals, for example, “NBA”, “ATP”,” WTA2010” etc. And also, we build a stop list to filter some common words. Besides that, the system maintains a dictionary for the names of the concepts in the ontology. All the words start with these words is translated to the class name. For example, “ ”(Badminton racket) is one word in Chinese while “ ”(Badminton) is a class name, then “ ” is translated to “ ”.

好

大家好

羽毛球拍

3.2

大家 好

羽毛球拍

大家

羽毛球

羽毛球

The Ontology

Ontology is a formal explicit description of concepts in a domain of discourse [14], we build an ontology to describe the topics of web pages and advertisements. The ontology is also used to classify advertisements and pages based on the related phrases in its concepts. In a real system, there must be a huge ontology to match all the advertisements and pages. But for test, we build a small ontology focus on sports. The structure of the ontology is extracted from the trading platform in China called TaoBao [15], which is the biggest online trading platform in China. There are totally 25 concepts in the first level, and five of them have second level concepts. The average size of second level concepts is about ten. Figure 2 shows the ontology we used in our system.

Fig. 2. The ontology (Left side is the Chinese version and right side English)

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Extracting Related Phrases for Ontology

Related phrases are used to match web pages and advertisements in a conceptual level. These phrases must be highly relevant to the class, and help the system to decide if the target document is related to this class. A. Broder [3] suggested that for each class about a hundred related phrases should be added. The system then calculates a centroid for each class which is used to measure the distance to the ad or page. But to build such ontology, it may cost several person years. Another problem is the imagination of one person is limited, he or she cannot add all the needed words into the system even with the help of some suggestion tools. In our experiment, we develop another method using training method. We first select a number of web pages for training. For each page, we align it to a suitable concept in the constructed ontology manually (the page witch matches with more than one concept is filtered). Based on the alignment results, our method extracts ten keywords from each web page and treats them as a related phrase of the aligned concept. The keyword extraction algorithm is the traditional TF-IDF method. Consequently, each concept in the constructed ontology has a group of related phrases. 3.4

The Distance Function

In this paper, we utilize seven distance functions to measure the similarity between web pages or advertisements with the ontology concepts. Assuming that c =(c1,…,cm), c ′ =( c1′ ,…, c′m ) are the two term vector, the weight of each term is the tf-idf value of it, these seven distance are:

i =1 (ci − ci′ )2 m

Euclidean distance:

d EUC (c, c′) =

Canberra distance:

d CAN (c, c′) = i =1 m

ci − ci′ ci + ci′

(1) (2)

When divide by zero occurs, this distance is defined as zero. In our experiment, this distance may be very close to the dimension of the vectors (For most cases, there are only a small number of words in a concept’s related phrases also appears in the page). In this situation the concepts with more related phrases tend to be further even if they are the right class. Finally we use 1 /(dimension − dCAN ) for this distance.

(ci * ci′ ) (c, c ′) = i =1

(3)

Chebyshev distance:

d EUC (c, c′) = max ci − ci′

(4)

Hamming distance:

d HAM (c, c′) = i =1 isDiff (ci , ci′ )

(5)

Cosine distance

m

d COS

c * c′

1≤ i ≤ m m

Where isDiff (ci , ci′ ) is 1 if ci and ci′ are different, and 0 if they’re equal. As same as Canberra distance, we finally use 1 /( dimension − d HAM ) for this distance.

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Manhattan distance:

d MAN (c, c′) = i =1 ci − ci′ m

i =1 (ci * ci′ ) 2 2 m c + c′ − i =1 (ci * ci′ )

(6)

m

dTAN (c, c′) =

Tanimoto distance:

(7)

The definitions of the first six distances are from V. Martinez’s work [16]. And the definition of Tanimoto distance can be found in [17], the WikiPedia.

4 4.1

Evaluation Experiment Setup

To test the algorithm, we find 400 pages and 500 ads in the area sport. And then we choose 200 as training set, the other 200 as the test set. The pages in the test set are mapped to a number of related ads artificially, while the pages in the training set have its ontology information. A simple result trained by all the pages in the training set is not enough, we also need to know the training result with different training set size (from 0 to 200). In order to ensure all the classes have the similar size of training pages, we iterator over all the classes and randomly select one unused page that belongs to this class for training until the total page selected reaches the expected size. To make sure there is no bias while choosing the pages, for each training size, we run our experiment for max(200/size + 1, 10) times, the final result is the average of the experiments. We use the precision measurement in our experiment because users only care about the relevance between the advertisement and the page: Precision(n) =

4.2

The number of relevant ads in the first n results n

(8)

Experiment Results

In order to find out the best distance function, we draw Figure 3 to compare the results. The values of each method in the figure are the average number of the results with different training set size.

Fig. 3. The average precision of the seven distance functions

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From Figure 3, we found that Canberra, Cosine and Tanimoto perform much better than the other four methods. Averagely, precisions for the three methods are Canberra 59%, cosine 58% and Tanimoto 65%. The precision of cosine similarity is much lower than Canberra and Tanimoto in P70 and P80. We conclude that Canberra distance and Tanimoto distance is better than cosine distance. In order to find out which of the two methods is better, we draw the detailed training result view. Figure 4 shows the training result of these two methods.

Fig. 4. The training result, C refers to Canberra, and T for Tanimoto

From Figure 4, we find that the maximum precision of Tanimoto and Canberra are almost the same (80% for P10 and 65%for others) while Tanimoto is a litter higher than Canberra. The training result shows that the performance falls down obviously while training set size reaches 80 for Canberra distance. This phenomenon is not suitable for our system, as a concept is expected to have about 100 related phrases, while a training size 80 means about ten related phrases for each class. And for Tanimoto distance, the performance falls only a little while training size increases. From these analyze, we conclude that the tanimoto distance is best for our system.

5

Conclusion and Future Work

In this paper, we proposed a semantic advertising method for Chinese. Focusing on processing web pages and advertisements in Chinese, we develop an algorithm to automatically construct an ontology. Based on the ontology, our method exploits seven distance functions to measure the similarities between web pages and advertisements. A main difference between Chinese and English processing is that Chinese documents needs to be segmented into words first, which contributes a big influence to the final matching results. The empirical experiment results indicate that our method is able to match web pages and advertisements with a relative high precision (80%). Among the seven distance functions, Tanimoto distance shows best performance. In the future, we will focus on the optimization of the distance algorithm and the training method. For the distance algorithm, there still remains some problem. That is a node with especially huge related phrases will seems further than a smaller one. As the related phrases increases, it is harder to separate the right classes from noisy classes, because the distances of these classes are all very big. For training algorithm,

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we need to optimize the extraction method for related phrases by using a better keyword extraction method, such as [18], [19], and [20]. Acknowledgments. This research is supported by National Natural Science Foundation of China (Grant No. 61003100) and Research Fund for the Doctoral Program of Higher Education of China (Grant No. 20100002120018).

Reference 1. Wang, C.-N., Zhang, P., Choi, R., Eredita, M.D.: Understanding consumers attitude toward advertising. In: Eighth Americas Conference on Information System, pp. 1143– 1148 (2002) 2. Fain, D., Pedersen, J.: Sponsored search: A brief history. In: Proc. of the Second Workshop on Sponsored Search Auctions, 2006. Web publication (2006) 3. Broder, A., Fontoura, M., Josifovski, V., Riedel, L.: A semantic approach to contextual advertising. In: SIGIR 2007. ACM Press (2007) 4. Ribeiro-Neto, B., Cristo, M., Golgher, P.B., de Moura, E.S.: Impedance coupling in content-targeted advertising. In: SIGIR 2005, pp. 496–503. ACM Press (2005) 5. Murdock, V., Ciaramita, M., Plachouras, V.: A Noisy-Channel Approach to Contextual Advertising. In: ADKDD 2007 (2007) 6. Mei, T., Hua, X.-S., Li, S.-P.: Contextual In-Image Advertising. In: MM 2008 (2008) 7. Anagnostopoulos, A., Broder, A.Z., Gabrilovich, E., Josifovski, V., Riedel, L.: Just-inTime Contextual Advertising. In: CIKM 2007 (2007) 8. Ciaramita, M., Murdock, V., Plachouras, V.: Semantic Associations for Contextual Advertising. Journal of Electronic Commerce Research 9(1) (2008) 9. Fan, T.-K., Chang, C.-H.: Sentiment-oriented contextual advertising. Knowledge and Information Systems (2010) 10. The ICTCLAS Web Site, http://www.ictclas.org 11. Zhang, H.-P., Yu, H.-K., Xiong, D.Y., Liu, Q.: HHMM-based Chinese lexical analyzer ICTCLAS. In: SIGHAN 2003, Proceedings of the Second SIGHAN Workshop on Chinese Language Processing, vol. 17 (2003) 12. Yin, D., Shao, M., Jiang, P.-L., Ren, F.-J., Kuroiwa, S.: Treatment of Quantifiers in Chinese-Japanese Machine Translation. In: Huang, D.-S., Li, K., Irwin, G.W. (eds.) ICIC 2006. LNCS (LNAI), vol. 4114, pp. 930–935. Springer, Heidelberg (2006) 13. Xia, Y.-Q., Wong, K.-F., Gao, W.: NIL Is Not Nothing: Recognition of Chinese Network Informal Language Expressions. In: 4th SIGHAN Workshop at IJCNLP 2005 (2005) 14. Noy, N.F., McGuinness, D.L.: Ontology development 101: A guide to creating your first ontology. Technical Report SMI-2001-0880, Stanford Medical Informatics (2001) 15. TaoBao, http://www.taobao.com 16. Martinez, V., Simari, G.I., Sliva, A., Subrahmanian, V.S.: Convex: Similarity-Based Algorithms for Forecasting Group Behavior. IEEE Intelligent Systems 23, 51–57 (2008) 17. Jaccard index, http://en.wikipedia.org/wiki/Jaccard_index 18. Yih, W.-T., Goodman, J., Carvalho, V.R.: Finding Advertising Keywords on Web Pages. In: WWW (2006) 19. Zhang, C.-Z.: Automatic Keyword Extraction from Documents Using Conditional Random Fields. Journal of Computational Information Systems (2008) 20. Chien, L.F.: PAT-tree-based keyword extraction for Chinese information retrieva. In: SIGIR 1997. ACM, New York (1997)

A Lightweight Ontology Learning Method for Chinese Government Documents Xing Zhao, Hai-Tao Zheng*, Yong Jiang, and Shu-Tao Xia Tsinghua-Southampton Web Science Laboratory, Graduate School at Shenzhen, Tsinghua University. 518055 Shenzhen, P.R. China [email protected], {zheng.haitao,jiangy,xiast}@sz.tsinghua.edu.cn

Abstract. Ontology learning is a way to extract structure data from natural documents. Recently, Data-government is becoming a new trend for governments to open their data as linked data. However, there are few methods proposed to generate linked data based on Chinese government documents. To address this issue, we propose a lightweight ontology learning approach for Chinese government documents. Our method automatically extracts linked data from Chinese government documents that consist of government rules. Regular Expression is utilized to discover the semantic relationship between concepts. This is a lightweight ontology learning approach, though cheap and simple, it is proved in our experiment that it has a relative high precision value (average 85%) and a relative good recall value (average 75.7%). Keywords: Ontology Learning, Chinese government documents, Semantic Web.

1

Introduction

Recent years, with the development of E-Government [1], governments begin to publish information onto the web, in order to improve transparency and interactivity with citizens. However, most governments now just provide simple search tools such as keyword search to the citizens. Since there is huge number of government documents covering almost every area of the life, keyword search often returns great number of results. Looking though all the results to find appropriate result is actually a tedious task. Data-government [2] [3], which uses Semantic Web technologies, aims to provide a linked government data sharing platform. It is based on linked-data, which is presented as the machine readable data formats instead of the original text format that can be only read by human. It provides powerful semantic search, with that citizens can easily find what concepts they need and the relationship of the concepts. However, before we use linked-data to provide semantic search functions, we need to generate linked data from documents. Most of the existing techniques for ontology learning from text require human effort to complete one or more steps of the whole *

Corresponding author.

B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 177–184, 2011. © Springer-Verlag Berlin Heidelberg 2011

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process. For Chinese documents, since NLP (Nature Language Process) for Chinese is much more difficult than English, automatic ontology learning from Chinese text presents a great challenge. To address this issue, we present an unsupervised approach that automatically extracts linked data from Chinese government document which consists of government rules. The extraction approach is based on regular expression (Regex, in short) matching, and finally we use the extracted linked data to create RDF files. This is a lightweight ontology learning approach, though cheap and simple, it is proved in our experiment that it has a high precision rate (average 85%) and a good recall rate (average 75.7%). The remaining sections in this paper are organized as follows. Section 2 discusses the related work of the ontology learning from text. We then introduce our approach fully in Section 3. In Section 4, we provide the evaluation methods and our experiment, with some briefly analysis. Finally, we make concluding remarks and discuss future work in Section 5.

2

Related Work

Existing approaches for ontology learning from structured data sources and semistructured data sources have been proposed a lot and presented good results [4]. However, for unstructured data, such as text documents, web pages, there is little approach presenting good results in a completely automated fashion [5]. According to the main technique used for discovering knowledge relevant, traditional methods for ontology learning from texts can be grouped into three classes: Approaches based on linguistic techniques [6] [7]; Approaches based on statistical techniques [8] [9]; Approaches based on machine learning algorithms [10] [11]. Although some of these approaches present good results, human effort is necessary to complete one or more steps of the whole process in almost all of them. Since it is much more difficult to do NLP with Chinese text than English text, there is little automatic approach to do ontology learning for Chinese text until recently. In [12], an ontology learning process that based on chi-square statistics is proposed for automatic learning an Ontology Graph from Chinese texts for different domains.

3

Ontology Learning for Chinese Government Documents

Most of the Chinese government documents are mainly composed of government rules and have the similar form like the one that Fig. 1 provides.

Fig. 1. An example of Chinese government document

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Government rules are basic function unit of a government document. Fig. 2 shows an example of government rule.

Fig. 2. An example of government rule

The ontology learning steps of our approach include preprocess, term extraction, government rule classification, triple creation, and RDF generation. 3.1

Preprocess

Government Rule Extraction with Regular Expression. We extract government rules from the original documents with Regular Expression (Regex) [13] as pattern matching method. The Regex of the pattern of government rules is

第[一二三四五六七八九十]+条[\\s]+[^。]+。 .

(1)

We traverse the whole document and find all government rules matching the Regex, then create a set of all government rules in the document. Chinese Word Segmentation and Filtering. Compared to English, Chinese sentence is always without any blanks to segment words. We use ICTCLAS [14] as our Chinese lexical analyzer to segment Chinese text into words and tag each word with their part of speech. For instance, the government rule in Fig. 2 is segmented and tagged to words sequence in Fig. 3.

Fig. 3. Segmentation and Filtering

In this sequence, words are followed by their part of speech. For example, “有限责 任公司 /nz”, where symbol “/nz” represents that word “ 有限 责任公司 ”(limited liability company) is a proper noun. According to our statistics, substantive words usually contain much more important information than other words in government rules. As Fig. 3 shows, after segmentation and tagging, we do a filtering to filter substantive words and remove duplicate words in a government rule.

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By preprocessing, we convert original government documents into sets of government rules. For each government rule in the set, there is a related set of words. Each set holds the substantive words of the government rule. 3.2

Term Extraction

To extract key concept of government documents, we use TF-IDF measure to extract keywords from the substantive words set of each government rule. For each document, we create a term set consists of the keywords, which represent the key concept of the document. The number of keywords extracted from each document will make great effect to the results and more discussion is in Section 4. 3.3

Government Rule Classification

In this step, we find out the relationship of key concept and government rules. According to our statistics, most of the Chinese government documents are mainly composed of three types of government rules: Definition Rule. Definition Rule is a government rule which defines one or more concepts. Fig. 2 provides an example of Definition Rule. According to our statistics, its most obvious signature is that it is a declarative sentence with one or more judgment word, such as “ ”, “ ” (It is approximately equal to “be” in English, but in Chinese, judgment word has very little grammatical function, almost only appears in declarative sentence).

是 为

Obligation Rule. Obligation Rule is a government rule which provides obligations. Fig. 4 provides an example of Obligation Rule.

Fig. 4. An example of Obligation Rule

According to our statistics, its most obvious signature is including one or more modal verb, such as “ (shall)”, “ (must)”, “ (shall not)”.

应当

必须

不应

Requirement Rule. Requirement Rule is a government rule which claims the requirement of government formalities. Fig. 5 provides an example of Requirment Rule.

Fig. 5. An example of Requirment Rule

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According to our statistics, its most obvious signature is including one or more special words , such as “ (have)”, “ (following orders)”, following by a list of requirements. We use Regex as our pattern matching approach to match the special signature of government rules in rule set. For Definition Rule, the Regex is:

具备

下列条件

第[^条]+条\\s+（[^。]+term[^。]+（是|为）[^。]+。） .

(2)

For Obligation Rule, it is:

第[^条]+条\\s+（[^。]+term[^。]+（应当|必须|不应）[^。]+。） .

(3)

And for Requirement Rule, it is:

第[^条]+条\\s+([^。]+term [^。]+(具备|下列条件|（[^）]+）)[^。]+。) .

(4)

Where the “term” represents the term we extract from each document. We traverse the whole government rule set created in Step 1; find all government rules with the given term and matching the Regex. Thus, we classify the government rule set into three classes, which includes definition rules, obligation rules, requirement rules separately. 3.4

Triple Creation

RDF graphs are made up of collections of triples. Triples are made up of a subject, a predicate, and an object. In Step 3 (rule classification), the relationship of key concept and government rules is established. To create triples, we traverse the whole government rule set and get term as subject, class as predicate, and content of the rule as object. For example, the triple of the government rule in Fig. 2 is shown in Fig. 6:

Fig. 6. Triple of the government rule

3.5

RDF Generation

We use Jena [15] to merge triples to a whole RDF graph and finally generate RDF files.

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Fig. 7. RDF graph generation process

4 4.1

Evaluation Experiment Setup

We use government documents from Shenzhen Nanshan Government Online [16] as data set. There are 302 government documents with about 15000 government rules. For evaluation, we random choose 41 of all the documents as test set, which contains 2010 government rules. We make two evaluation experiments to evaluate our method. The first experiment aims at measuring the precision and recall of our method. The main steps of the experiment are as follows: (a) Domain experts are requested to classify government rules in the test set, and tag them with “Definition Rule”, “Obligation Rule”, “Requirement Rule” and “Unknown Rule”. Thus, we get a benchmark. (b) We use our approach to process government rules in the same test set and compare results with the benchmark. Finally, we calculate precision and recall of our approach. In Step 2(Term Extraction), we mention that the number of keywords extracted from a document will make great effect to the results. We make an experiment with different number of keywords (from 3 to 15), the results are provided in Fig. 8. The second experiment compares semantic search with the linked data created by our approach to keyword search. Domain experts are asked to use two search methods to search same concepts. Then we analyze the precision of them. This experiment aims at evaluating the accuracy of the linked data. The results are provided in Fig. 9.

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Results

Fig. 8 provides the precision and recall for different number of keywords. It is clear that more keywords yield high recall, but precision is almost no difference. When number of keywords is more than 10, there is little increase if we add more keywords. It is mainly because there are no related government rules with new added in keywords. The results also prove that our approach is trustable, with high precision (above 80%) whenever keywords set are small or large. And if we take enough keywords number (>10), recall will surpass 75%.

Fig. 8. Precision and Recall based on different number of keywords

Fig. 9. Precision value for two search methods

Fig. 9 provides the precision value of different search methods, Semantic Search and Keyword Search. Keyword Search application is implemented based on Apache Lucene [17]. Linked data created by our approach provides good accuracy, for p10, that is 68%. This is very meaningful for users, since they often look though the first page of search results only.

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Conclusion and Future Work

In this paper, a lightweight ontology learning approach is proposed for Chinese government document. The approach automatically extracts linked data from Chinese government document which consists of government rules. Experiment results demonstrate that it has a relatively high precision rate (average 85%) and a good recall rate (average 75.7%). In future work, we will extract more types of relationship of the term and government rules. The concept extraction method may be changed in order to deal with multi-word concept. Acknowledgments. This research is supported by National Natural Science Foundation of China (Grant No. 61003100 and No. 60972011) and Research Fund for the Doctoral Program of Higher Education of China (Grant No. 20100002120018 and No. 2010000211033).

References 1. 2. 3. 4.

5. 6. 7. 8. 9. 10. 11. 12.

13. 14. 15. 16. 17.

e-Government, http://en.wikipedia.org/wiki/E-Government DATA.GOV, http://www.data.gov/ data.gov.uk, http://data.gov.uk/ Lehmann, J., Hitzler, P.: A Refinement Operator Based Learning Algorithm for the ALC Description Logic. In: Blockeel, H., Ramon, J., Shavlik, J., Tadepalli, P. (eds.) ILP 2007. LNCS (LNAI), vol. 4894, pp. 147–160. Springer, Heidelberg (2008) Drumond, L., Girardi, R.: A survey of ontology learning procedures. In: WONTO 2008, pp. 13–25 (2008) Hearst, M.A.: Automatic acquisition of hyponyms from large text corpora. In: COLING 1992, pp. 539–545 (1992) Hahn, U., Schnattinger, K.: Towards text knowledge engineering. In: AAAI/IAAI 1998, pp. 524–531. The MIT Press (1998) Agirre, E., Ansa, O., Hovy, E.H., Martinez, D.: Enriching very large ontologies using the www. In: ECAI Workshop on Ontology Learning, pp. 26–31 (2000) Faatz, A., Steinmetz, R.: Ontology enrichment with texts from the WWW. In: Semantic Web Mining, p. 20 (2002) Hwang, C.H.: Incompletely and imprecisely speaking: Using dynamic ontologies for representing and retrieving information. In: KRDB 1999, pp. 14–20 (1999) Khan, L., Luo, F.: Ontology construction for information selection. In: ICTAI 2002, pp. 122–127 (2002) Lim, E.H.Y., Liu, J.N.K., Lee, R.S.T.: Knowledge Seeker - Ontology Modelling for Information Search and Management. Intelligent Systems Reference Library, vol. 8, pp. 145–164. Springer, Heidelberg (2011) Regular expression, http://en.wikipedia.org/wiki/Regular_expression ICTCLAS, http://www.ictclas.org/ Jena, http://jena.sourceforge.net/ Nanshan Government Online, http://www.szns.gov.cn/ Apache Lucene, http://lucene.apache.org/

Relative Association Rules Based on Rough Set Theory Shu-Hsien Liao1, Yin-Ju Chen2, and Shiu-Hwei Ho3 1

Department of Management Sciences, Tamkang University, No.151 Yingzhuan Rd., Danshui Dist., New Taipei City 25137, Taiwan R.O.C 2 Graduate Institute of Management Sciences, Tamkang University, No.151 Yingzhuan Rd., Danshui Dist., New Taipei City 25137, Taiwan R.O.C 3 Department of Business Administration, Technology and Science Institute of Northern Taiwan, No. 2, Xueyuan Rd., Peitou, 112 Taipei, Taiwan, R.O.C [email protected], [email protected], [email protected]

Abstract. The traditional association rule that should be fixed in order to avoid the following: only trivial rules are retained and interesting rules are not discarded. In fact, the situations that use the relative comparison to express are more complete than those that use the absolute comparison. Through relative comparison, we proposes a new approach for mining association rule, which has the ability to handle uncertainty in the classing process, so that we can reduce information loss and enhance the result of data mining. In this paper, the new approach can be applied for finding association rules, which have the ability to handle uncertainty in the classing process, is suitable for interval data types, and help the decision to try to find the relative association rules within the ranking data. Keywords: Rough set, Data mining, Relative association rule, Ordinal data.

1

Introduction

Many algorithms have been proposed for mining Boolean association rules. However, very little work has been done in mining quantitative association rules. Although we can transform quantitative attributes into Boolean attributes, this approach is not effective, is difficult to scale up for high-dimensional cases, and may also result in many imprecise association rules [2]. In addition, the rules express the relation between pairs of items and are defined in two measures: support and confidence. Most of the techniques used for finding association rule scan the whole data set, evaluate all possible rules, and retain only those rules that have support and confidence greater than thresholds. It’s mean that the situations that use the absolute comparison [3]. The remainder of this paper is organized as follows. Section 2 reviews relevant literature in correlation with research and the problem statement. Section 3 incorporation of rough set for classification processing. Closing remarks and future work are presented in Section 4. B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 185–192, 2011. © Springer-Verlag Berlin Heidelberg 2011

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Literature Review and Problem Statement

In the traditional design, Likert Scale uses a checklist for answering and asks the subject to choose only one best answer for each item. The quantification of the data is equal intervals of integer. For example, age is the most common type for the quantification data that have to transform into an interval of integer. Table 1 and Table 2 present the same data. The difference is due to the decision maker’s background. One can see that the same data of the results has changed after the decision maker transformation of the interval of integer. An alternative is the qualitative description of process states, for example by means of the discretization of continuous variable spaces in intervals [6]. Table 1. A decision maker

No t1 t2 t3 t4 t5

Age 20 23 17 30 22

Interval of integer 20–25 26–30 Under 20 26–30 20–25

Table 2. B decision maker

No t1 t2 t3 t4 t5

Age 20 23 17 30 22

Interval of integer Under 25 Under 25 Under 25 Above 25 Under 25

Furthermore, in this research, we incorporate association rules with rough sets and promote a new point of view in applications. In fact, there is no rule for the choice of the “right” connective, so this choice is always arbitrary to some extent.

3

Incorporation of Rough Set for Classification Processing

The traditional association rule, which pays no attention to finding rules from ordinal data. Furthermore, in this research, we incorporate association rules with rough sets and promote a new point of view in interval data type applications. The data processing of interval scale data is described as below. First: Data processing—Definition 1—Information system: Transform the questionnaire answers into information system IS = (U , Q ) , where U = {x1 , x 2 , x n }

is a finite set of objects. Q is usually divided into two parts, G = {g 1 , g 2 , g i } is a finite set of general attributes/criteria, and D = {d1 , d 2 , d k } is a set of decision attributes. f g = U × G → V g is called the information function, V g is the domain of

the attribute/criterion g , and f g is a total function such that f (x , g ) ∈ V g for each

g ∈ Q ; x ∈ U . f d = U × D → Vd is called the sorting decision-making information function, Vd is the domain of the decision attributes/criterion d , and f d is a total

function such that f (x , d ) ∈ V d for each d ∈ Q ; x ∈ U .

Example: According to Tables 3 and 4, x1 is a male who is thirty years old and has an income of 35,000. He ranks beer brands from one to eight as follows: Heineken,

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Miller, Taiwan light beer, Taiwan beer, Taiwan draft beer, Tsingtao, Kirin, and Budweiser. Then:

f d1 = {4 ,3,1}

f d 2 = {4 ,3,2 ,1}

f d 3 = {6,3}

f d 4 = {7 ,2}

Table 3. Information system Q

U

General attributes G Item1: Age g 1 Item2: Income g 2

Decision-making D Item3: Beer brand recall

x1

30 g 11

35,000 g 21

As shown in Table 4.

x2

40 g 12

60,000 g 2 2

As shown in Table 4.

x3

45 g 13

80,000 g 2 4

As shown in Table 4.

x4

30 g 11

35,000 g 21

As shown in Table 4.

x5

40 g 12

70,000 g 23

As shown in Table 4.

Table 4. Beer brand recall ranking table

D the sorting decision-making set of beer brand recall U

Taiwan beer d1

Heineken d2

light beer d3

Miller d4

draft beer d5

Tsingtao d6

Kirin d7

Budweiser d8

x1

4

1

3

2

5

6

7

8

x2

1

2

3

7

5

6

4

8

x3

1

4

3

2

5

6

7

8

x4

3

1

6

2

5

4

8

7

x5

1

3

6

2

5

4

8

7

Definition 2: The Information system is a quantity attribute, such as g 1 and g 2 , in Table 3; therefore, between the two attributes will have a covariance, denoted by

σ G = Cov(g i , g j ) . ρ G =

σG

( )

Var (g i ) Var g j

denote the population correlation

coefficient and −1 ≤ ρ G ≤ 1 . Then:

ρ G+ = {g ij 0 < ρ G ≤ 1}

ρ G− = {g ij − 1 ≤ ρ G < 0}

ρ G0 = {g ij ρ G = 0}

Definition 3—Similarity relation: According to the specific universe of discourse classification, a similarity relation of the decision attributes d ∈ D is denoted as U D

{

S (D ) = U D = [x i ]D x i ∈ U ,V d k > V d l

}

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Example:

S (d 1 ) = U d 1 = {{x1 },{x 4 }, {x 2 x 3 , x 5 }} S (d 2 ) = U d 2 = {{x 3 }, {x 5 },{x 2 }, {x1 , x 4 }} Definition 4—Potential relation between general attribute and decision attributes: The decision attributes in the information system are an ordered set, therefore, the attribute values will have an ordinal relation defined as follows:

σ GD = Cov(g i , d k )

ρ GD =

σ GD

Var (g i ) Var (d k )

Then: + ρ GD : 0 < ρ GD ≤ 1 − F (G , D ) = ρ GD : − 1 ≤ ρ GD < 0 0 ρ GD : ρ GD = 0

Second: Generated rough associational rule—Definition 1: The first step in this study, we have found the potential relation between general attribute and decision attributes, hence in the step, the object is to generated rough associational rule. To consider other attributes and the core attribute of ordinal-scale data as the highest decision-making attributes is hereby to establish the decision table and the ease to generate rules, as shown in Table 5. DT = (U , Q ) , where U = {x1 , x 2 , x n } is a

finite set of objects, Q is usually divides into two parts, G = {g 1 , g 2 , g m } is a finite set of general attributes/criteria, D = {d 1 , d 2 , d l } is a set of decision

attributes. f g = U × G → V g is called the information function, V g is the domain of the attribute/criterion g , and f g is a total function such that f (x , g ) ∈ V g for

each g ∈ Q ; x ∈ U . f d = U × D → V d is called the sorting decision-making information function, Vd is the domain of the decision attributes/criterion d , and f d is a total function such that f (x , d ) ∈ V d for each d ∈ Q ; x ∈ U .

Then: f g1 = {Price , Brand}

f g 2 = {Seen on shelves, Advertising}

f g 3 = {purchase by promotions, will not purchase by promotions} f g 4 = {Convenience Stores, Hypermarkets}

Definition 2: According to the specific universe of discourse classification, a similarity relation of the general attributes is denoted by U G . All of the similarity relation is denoted by K = (U , R1 , R 2 R m −1 ) .

U G = {[x i ]G xi ∈ U }

Relative Association Rules Based on Rough Set Theory

Example: U R1 = = {{x1 , x 2 , x5 },{x3 , x 4 }} g1

R5 =

R6 =

U = {{x1 , x 2 , x 5 }, {x 3 , x 4 }} g1 g 3

189

U = {{x1 , x3 , x 4 },{x 2 , x5 }} g2 g4

R m −1 =

U = {{x1 }, {x 2 , x 5 },{x 3 , x 4 }} G

Table 5. Decision-making Q

Decision attributes

General attributes Product Features

Product Information Source g 2

U

g1

x1

Price

Seen on shelves

x2

Price

Advertising

x3

Brand

x4

Brand

x5

Price

Seen on shelves Seen on shelves Advertising

Consumer Behavior g 3 purchase by promotions purchase by promotions will not purchase by promotions will not purchase by promotions purchase by promotions

Channels g 4

Rank

Brand

Convenience Stores

4

d1

Hypermarkets

1

d1

1

d1

3

d1

1

d1

Convenience Stores Convenience Stores Hypermarkets

Definition 3: According to the similarity relation, and then finding the reduct and core. If the attribute g which were ignored from G , the set G will not be affected; thereby, g is an unnecessary attribute, we can reduct it. R ⊆ G and ∀ g ∈ R . A similarity relation of the general attributes from the decision table is

denoted by ind (G ) . If ind (G ) = ind (G − g 1 ) , then g 1 is the reduct attribute, and if ind (G ) ≠ ind (G − g1 ) , then g 1 is the core attribute.

Example:

U ind (G ) = {{x1 }, {x 2 , x 5 }, {x 3 , x 4 }} U ind (G − g 1 ) = U ({g 2 , g 3 , g 4 }) = {{x1 }, {x 2 , x 5 },{x 3 , x 4 }} = U ind (G ) U ind (G − g 1 g 3 ) = U ({g 2 , g 4 }) = {{x1 , x 3 , x 4 },{x 2 , x 5 }} ≠ U ind (G )

When g1 is considered alone, g1 is the reduct attribute, but when g 1 and g 3

are considered simultaneously, g 1 and g 3 are the core attributes.

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Definition 4: The lower approximation, denoted as G ( X ) , is defined as the union of

all these elementary sets, which are contained in [xi ]G . More formally,

U G ( X ) = ∪[x i ]G ∈ [x i ]G ⊆ X G The upper approximation, denoted as G ( X ) , is the union of these elementary sets,

which have a non-empty intersection with [xi ]G . More formally:

U G ( X ) = ∪[xi ]G ⊆ [xi ]G ∩ X ≠ φ G The difference BnG ( X ) = G ( X ) − G ( X ) is called the boundary of [xi ]G .

{x1 , x 2 , x 4 } are those customers G ( X ) = {x1 } , G ( X ) = {x1 , x 2 , x 3 , x 4 , x 5 } and

that we are interested in, thereby

Example:

Bn G ( X ) = {x 2 , x 3 , x 4 , x 5 } .

Definition 5: Rough set-based association rules.

{x1 } : g ∩ g d 1 = 4 11 31 d1 g1 g 3

{x1 } : g ∩ g ∩ g ∩ g d 1 = 4 11 21 31 41 d1 g1 g 2 g 3 g 4

Algorithm-Step1 Input: Information System (IS); Output: {Potential relation}; Method: 1. Begin 2. IS = (U ,Q ) ; 3. x1 , x 2 , , x n ∈ U ; /* where x1 , x 2 , , x n are the objects of set U */ 4. G , D ⊂ Q ; /* Q is divided into two parts G and D */ g 1 , g 2 , , g i ∈ G ; /* where g 1 , g 2 , , g i are the elements 5. of set G */ 6. d 1 , d 2 , , d k ∈ D ; /* where d 1 , d 2 , , d k are the elements of set D */ 7. For each g i and d k do; 8. compute f (x , g ) and f (x , d ) ; /* compute the information function in IS as described in definition1*/ 9. compute σ G ; /* compute the quantity attribute covariance in IS as described in definition2*/

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compute ρ G ; /* compute the quantity attribute correlation coefficient in IS as described in definition2*/ 11. compute S (D ) and S (D ) ; /* compute the similarity relation in IS as described in definition3*/ 12. compute F (G , D ) ; /* compute the potential relation as described in definition4*/ 13. Endfor; 14. Output {Potential relation}; 15.End; 10.

Algorithm-Step2 Input: Decision Table (DT); Output: {Classification Rules}; Method: 1. Begin 2. DT = (U ,Q ) ; x1 , x 2 , x n ∈ U ; /* where x1 , x 2 , x n are the objects of 3. set U */ 4. Q = (G , D ) ; g1 , g 2 , , g m ∈ G ; /* where g1 , g 2 , , g m are the 5. elements of set G */ 6. d 1 , d 2 , , d l ∈ D ; /* where d1 , d 2 , , d l are the “trust value” generated in Step1*/ 7. For each d l do; 8. compute f (x , g ) ; /* compute the information function in DT as described in definition1*/ 9. compute Rm ; /* compute the similarity relation in DT as described in definition2*/ 10. compute ind (G ) ; /* compute the relative reduct of DT as described in definition3*/ 11. compute ind (G − g m ) ; /* compute the relative reduct of the elements for element m as described in definition3*/ 12. compute G( X ) ; /* compute the lower-approximation of DT as described in definition4*/ 13. compute G( X ) ; /* compute the upper-approximation of DT as described in definition4*/ 14. compute BnG ( X ) ; /* compute the bound of DT as described in definition4*/ 15. Endfor; 16. Output {Association Rules}; 17.End;

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Conclusion and Future Works

The quantitative data are popular in practical databases; a natural extension is finding association rules from quantitative data. To solve this problem, previous research partitioned the value of a quantitative attribute into a set of intervals so that the traditional algorithms for nominal data could be applied [1]. In addition, most of the techniques used for finding association rule scan the whole data set, evaluate all possible rules, and retain only the rules that have support and confidence greater than thresholds [3]. The new association rule algorithm, which tries to combine with rough set theory to provide more easily explained rules for the user. In the research, we use a two-step algorithm to find the relative association rules. It will be easier for the user to find the association. Because, in the first step, we find out the relationship between the two quantities attribute data, and then we find whether the ordinal scale data has a potential relationship with those quantities attribute data. It can avoid human error caused by lack of experience in the process that quantities attribute data transform to categorical data. At the same time, we known the potential relationship between the quantities attribute data and ordinal-scale data. In the second step, we use the rough set theory benefit, which has the ability to handle uncertainty in the classing process, and find out the relative association rules. The user in mining association rules does not have to set a threshold and generate all association rules that have support and confidence greater than the user-specified thresholds. In this way, the association rules will be a relative association rules. The new association rule algorithm, which tries to combine with the rough set theory to provide more easily explained rules for the user. For the convenience of the users, to design an expert support system will help to improve the efficiency of the user. Acknowledgements. This research was funded by the National Science Council, Taiwan, Republic of China, under contract NSC 100-2410-H-032 -018-MY3.

References 1. Chen, Y.L., Weng, C.H.: Mining association rules from imprecise ordinal data. Fuzzy Sets and Systems 159, 460–474 (2008) 2. Lian, W., Cheung, D.W., Yiu, S.M.: An efficient algorithm for finding dense regions for mining quantitative association rules. Computers and Mathematics with Applications 50(34), 471–490 (2005) 3. Liao, S.H., Chen, Y.J.: A rough association rule is applicable for knowledge discovery. In: IEEE International Conference on Intelligent Computing and Intelligent Systems (ICIS 2009), ShangHai, China (2009) 4. Liu, G., Zhu, Y.: Credit Assessment of Contractors: A Rough Set Method. Tsinghua Science & Technology 11, 357–363 (2006) 5. Pawlak, Z.: Rough sets, decision algorithms and Bayes’ theorem. European Journal of Operational Research 136, 181–189 (2002) 6. Rebolledo, M.: Rough intervals—enhancing intervals for qualitative modeling of technical systems. Artificial Intelligence 170(8-9), 667–668 (2006)

Scalable Data Clustering: A Sammon’s Projection Based Technique for Merging GSOMs Hiran Ganegedara and Damminda Alahakoon Cognitive and Connectionist Systems Laboratory, Faculty of Information Technology, Monash University, Australia 3800 {hiran.ganegedara,damminda.alahakoon}@monash.edu http://infotech.monash.edu/research/groups/ccsl/

Abstract. Self-Organizing Map (SOM) and Growing Self-Organizing Map (GSOM) are widely used techniques for exploratory data analysis. The key desirable features of these techniques are applicability to real world data sets and the ability to visualize high dimensional data in low dimensional output space. One of the core problems of using SOM/GSOM based techniques on large datasets is the high processing time requirement. A possible solution is the generation of multiple maps for subsets of data where the subsets consist of the entire dataset. However the advantage of topographic organization of a single map is lost in the above process. This paper proposes a new technique where Sammon’s projection is used to merge an array of GSOMs generated on subsets of a large dataset. We demonstrate that the accuracy of clustering is preserved after the merging process. This technique utilizes the advantages of parallel computing resources. Keywords: Sammon’s projection, growing self organizing map, scalable data mining, parallel computing.

1

Introduction

Exploratory data analysis is used to extract meaningful relationships in data when there is very less or no priori knowledge about its semantics. As the volume of data increases, analysis becomes increasingly diﬃcult due to the high computational power requirement. In this paper we propose an algorithm for exploratory data analysis of high volume datasets. The Self-Organizing Map (SOM)[12] is an unsupervised learning technique to visualize high dimensional data in a low dimensional output spacel. SOM has been successfully used in a number of exploratory data analysis applications including high volume data such as climate data analysis[11], text clustering[16] and gene expression data[18]. The key issue with increasing data volume is the high computational time requirement since the time complexity of the SOM is in the order of O(n2 ) in terms of the number of input vectors n[16]. Another challenge is the determination of the shape and size of the map. Due to the high B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 193–202, 2011. c Springer-Verlag Berlin Heidelberg 2011

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volume of the input, identifying suitable map size by trial and error may become impractical. A number of algorithms have been developed to improve the performance of SOM on large datasets. The Growing Self-Organizing Map (GSOM)[2] is an extension to the SOM algorithm where the map is trained by starting with only four nodes and new nodes are grown to accommodate the dataset as required. The degree of spread of the map can be controlled by the parameter spread f actor. GSOM is particularly useful for exploratory data analysis due to its ability to adapt to the structure of data so that the size and the shape of the map need not be determined in advance. Due to the initial small number of nodes and the ability to generate nodes only when required, the GSOM demonstrates faster performance over SOM[3]. Thus we considered GSOM more suited for exploratory data analysis. Emergence of parallel computing platforms has the potential to provide the massive computing resources for large scale data analysis. Although several serial algorithms have been proposed for large scale data analysis using SOM[15][8], such algorithms tend to perform less eﬃciently as the input data volume increases. Thus several parallel algorithms for SOM and GSOM have been proposed in [16][13] and [20]. [16] and [13] are developed to operate on sparse datasets, with the principal application area being textual classiﬁcation. In addition, [13] needs access to shared memory during the SOM training phase. Both [16] and [20] rely on an expensive initial clustering phase to distribute data to parallel computing nodes. In [20], a merging technique is not suggested for the maps generated in parallel. In this paper, we develop a generic scalable GSOM data clustering algorithm which can be trained in parallel and merged using Sammon’s projection[17]. Sammon’s projection is a nonlinear mapping technique from high dimensional space to low dimensional space. GSOM training phase can be made parallel by partitioning the dataset and training a GSOM on each data partition. Sammon’s projection is used to merge the separately generated maps. The algorithm can be scaled to work on several computing resources in parallel and therefore can utilize the processing power of parallel computing platforms. The resulting merged map is reﬁned to remove redundant nodes that may occur due to the data partitioning method. This paper is organized as follows. Section 2 describes SOM, GSOM and Sammon’s Projection algorithms, the literature related to the work presented in this paper. Section 3 describes the proposed algorithm in detail and Section 4 describes the results and comparisons. The paper is concluded with Section 5, stating the implications of this work and possible future enhancements.

2 2.1

Background Self-Organizing Map

The SOM is an unsupervised learning technique which maps high dimensional input space to a low dimensional output lattice. Nodes are arranged in the

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low dimensional lattice such that the distance relationships in high dimensional space are preserved. This topology preservation property can be used to identify similar records and to cluster the input data. Euclidean distance is commonly used for distance calculation using dij = |xi − xj | .

(1)

where dij is the distance between vectors xi and xj . For each input vector, the Best Matching Unit (BMU) xk is found using Eq. (5) such that dik is minimum when xi is the input vector and k is any node in the map. Neighborhood weight vectors of the BMU are adjusted towards the input vector using wk∗ = wk + αhck [xi − wk ] .

(2)

where wk∗ is the new weight vector of node k, wk is the current weight, α is the learning rate, hck is the neighborhood function and xi is the input vector. This process is repeated for a number of iterations. 2.2

Growing Self-Organizing Map

A key decision in SOM is the determination of the size and the shape of the map. In order to determine these parameters, some knowledge about the structure of the input is required. Otherwise trial and error based parameter selection can be applied. SOM parameter determination could become a challenge in exploratory data analysis since structure and nature of input data may not be known. The GSOM algorithm is an extension to SOM which addresses this limitation. The GSOM starts with four nodes and has two phases, a growing phase and a smoothing phase. In the growing phase, each input vector is presented to the network for a number of iterations. During this process, each node accumulates an error value determined by the distance between the BMU and the input vector. When the accumulated error is greater than the growth threshold, nodes are grown if the BMU is a boundary node. The growth threshold GT is determined by the spread factor SF and the number of dimensions D. GT is calculated using GT = −D × ln SF .

(3)

For every input vector, the BMU is found and the neighborhood is adapted using Eq. (2). The smoothing phase is similar to the growing phase, except for the absence of node growth. This phase distributes the weights from the boundary nodes of the map to reduce the concentration of hit nodes along the boundary. 2.3

Sammon’s Projection

Sammon’s projection is a nonlinear mapping algorithm from high dimensional space onto a low dimensional space such that topology of data is preserved. The

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Sammon’s projection algorithm attempts to minimize Sammon’s stress E over a number of iterations given by E = n−1 n µ=1

1

v=µ+1

d ∗ (μ, v)

×

n−1

n [d ∗ (μ, v) − d(μ, v)]2 . d ∗ (μ, v) µ=1 v=µ+1

(4)

Sammon’s projection cannot be used on high volume input datasets due to its time complexity being O(n2 ). Therefore as the number of input vectors, n increases, the computational requirement grows exponentially. This limitation has been addressed by integrating Sammon’s projection with neural networks[14].

3

The Parallel GSOM Algorithm

In this paper we propose an algorithm which can be scaled to suit the number of parallel computing resources. The computational load on the GSOM primarily depends on the size of the input dataset, the number of dimensions and the spread factor. However the number of dimensions is ﬁxed and the spread factor depends on the required granularity of the resulting map. Therefore the only parameter that can be controlled is the size of the input, which is the most signiﬁcant contributor to time complexity of the GSOM algorithm. The algorithm consists of four stages, data partitioning, parallel GSOM training, merging and reﬁning. Fig. (3) shows the high level view of the algorithm.

Fig. 1. The Algorithm

3.1

Data Partitioning

The input dataset has to be partitioned according to the number of parallel computing resources available. Two possible partitioning techniques are considered in the paper. First is random partitioning where the dataset is partitioned randomly without considering any property in the dataset. Random splitting could be used if the dataset needs to be distributed evenly across the GSOMs. Random partitioning has the advantage of lower computational load although even spread is not always guaranteed.

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The second technique is splitting based on very high level clustering[19][20]. Using this technique, possible clusters in data can be identiﬁed and SOMs or GSOMs are trained on each cluster. These techniques help in decreasing the number of redundant neurons in the merged map. However the initial clustering process requires considerable computational time for very large datasets. 3.2

Parallel GSOM Training

After the data partitioning process, a GSOM is trained on each partition in a parallel computing environment. The spread factor and the number of growing phase and smoothing phase iterations should be consistent across all the GSOMs. If random splitting is used, partitions could be of equal size if each computing unit in the parallel environment has the same processing power. 3.3

Merging Process

Once the training phase is complete, output GSOMs are merged to create a single map representing the entire dataset. Sammon’s projection is used as the merging technique due to the following reasons. a. Sammon’s projection does not include learning. Therefore the merged map will preserve the accumulated knowledge in the neurons of the already trained maps. In contrast, using SOM or GSOM to merge would result in a map that is biased towards clustering of the separate maps instead of the input dataset. b. Sammon’s projection will better preserve topology of the map compared to GSOM as shown in results. c. Due to absence of learning, Sammon’s projection performs faster than techniques with learning. Neurons generated in maps resulting from the GSOMs trained in parallel are used as input for the Sammon’s projection algorithm which is run over a number of iterations to organize the neurons in topological order. This enables the representation of the entire input dataset in the merged map with topology preserved. 3.4

Refining Process

After merging, the resulting map is reﬁned to remove any redundant neurons. In the reﬁning process, nearest neighbor based distance measure is used to merge any redundant neurons. The reﬁning algorithm is similar to [6] where, for each node in the merged map, the distance between the nearest neighbor coming from the same source map, d1 , and the distance between the nearest neighbor from the other maps, d2 , as described Eq. (5). Neurons are merged if d1 ≥ βeSF d2

(5)

where β is the scaling factor and SF is the spread factor used for the GSOMs.

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Results

We used the proposed algorithm on several datasets and compared the results with a single GSOM trained on the same datasets as a whole. A multi core computer was used as the parallel computing environment where each core is considered a computing node. Topology of the input data is better preserved in Sammon’s projection than GSOM. Therefore in order to compensate for the eﬀect of Sammon’s projection, the map generated by the GSOM trained on the whole dataset was projected using Sammon’s projection and included in the comparison. 4.1

Accuracy

Accuracy of the proposed algorithm was evaluated using breast cancer Wisconsin dataset from UCI Machine Learning Repository[9]. Although this dataset may not be considered as large, it provides a good basis for cluster evaluation[5]. The dataset has 699 records each having 9 numeric attributes and 16 records with missing attribute values were removed. The parallel run was done on two computing nodes. Records in the dataset are classiﬁed as 65.5% benign and 34.5% malignant. The dataset was randomly partitioned to two segments containing 341 and 342 records. Two GSOMs were trained in parallel using the proposed algorithm and another GSOM was trained on the whole dataset. All the GSOM algorithms were trained using a spread factor of 0.1, 50 growing iterations and 100 smoothing iterations. Results were evaluated using three measures for accuracy, DB index, cross cluster analysis and topology preservation. DB Index. DB Index[1] was used to evaluate the clustering of the map for diﬀerent numbers of clusters. √ K-means[10] algorithm was used to cluster the map for k values from 2 to n, n being the number of nodes in the map. For exploratory data analysis, DB Index is calculated for each k and the value of k for which DB Index is minimum, is the optimum number of clusters. Table 1 shows that the DB Index values are similar for diﬀerent k values across the three maps. It indicates similar weight distributions across the maps. Table 1. DB index comparison k

GSOM

GSOM with Sammon’s Projection

Parallel GSOM

2 3 4 5 6

0.400 0.448 0.422 0.532 0.545

0.285 0.495 0.374 0.381 0.336

0.279 0.530 0.404 0.450 0.366

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Cross Cluster Analysis. Cross cluster analysis was performed between two sets of maps. Table 2 shows how the input vectors are mapped to clusters of GSOM and the parallel GSOM. It can be seen that 97.49% of the data items mapped to cluster 1 of the GSOM are mapped to cluster 1 of the parallel GSOM, similarly 90.64% of the data items in cluster 2 of the GSOM are mapped to the corresponding cluster in the parallel GSOM. Table 2. Cross cluster comparison of parallel GSOM and GSOM Parallel GSOM

Cluster 1 Cluster 2

GSOM

Cluster 1

Cluster 2

97.49% 9.36%

2.51% 90.64%

Table 3 shows the comparison between GSOM with Sammon’s projection and the parallel GSOM. Due to better topology preservation, the results are slightly better for the proposed algorithm. Table 3. Cross cluster comparison of parallel GSOM and GSOM with Sammon’s projection Parallel GSOM

GSOM with Sammon’s Projection

Cluster 1 Cluster 2

Cluster 1

Cluster 2

98.09% 8.1%

1.91% 91.9%

Topology Preservation. A comparison of the degree of topology preservation of the three maps are shown in Table 4. Topographic product[4] is used as the measure of topology preservation. It is evident that maps generated using Sammon’s projection have better topology preservation leading to better results in terms of accuracy. However the topographic product scales nonlinearly with the number of neurons. Although it may lead to inconsistencies, the topographic product provides a reasonable measure to compare topology preservation in the maps. Table 4. Topographic product GSOM

GSOM with Sammon’s Projection

Parallel GSOM

-0.01529

0.00050

0.00022

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Similar results were obtained for other datasets, for which results are not shown due to space constraint. Fig. 2 shows clustering of GSOM, GSOM with Sammon’s projection and the parallel GSOM. It is clear that the map generated by the proposed algorithm is similar in topology to the GSOM and the GSOM with Sammon’s projection.

Fig. 2. Clustering of maps for breast cancer dataset

4.2

Performance

The key advantage of a parallel algorithm over a serial algorithm is better performance. We used a dual core computer as a the parallel computing environment where two threads can simultaneously execute in the two cores. The execution time decreases exponentially with the number of computing nodes available. Execution time of the algorithm was compared using three datasets, breast cancer dataset used for accuracy analysis, the mushroom dataset from[9] and muscle regeneration dataset (9GDS234) from [7]. The mushroom dataset has 8124 records and 22 categorical attributes which resulted in 123 attributes when converted to binary. The muscle regeneration dataset contains 12488 records with 54 attributes. The mushroom and muscle regeneration datasets provided a better view of the algorithms performance for large datasets. Table 5 summarizes Table 5. Execution Time

GSOM Parallel GSOM

Breast cancer

Mushroom

Microarray

4.69 2.89

1141 328

1824 424

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Fig. 3. Execution time graph

the results for performance n terms of execution time. Fig. 3 shows the results in a graph.

5

Discussion

We propose a scalable algorithm for exploratory data analysis using GSOM. The proposed algorithm can make use of the high computing power provided by parallel computing technologies. This algorithm can be used on any real-life dataset without any knowledge about the structure of the data. When using SOM to cluster large datasets, two parameters should be speciﬁed, width and hight of the map. User speciﬁed width and height may or may not suite the dataset for optimum clustering. This is especially the case with the proposed technique due to the user having to specify suitable SOM size and shape for selected data subsets. In the case for large scale datasets, using a trial and error based width and hight selection may not be possible. GSOM has the ability to grow the map according to the structure of the data. Since the same spread f actor is used across all subsets, comparable GSOMs will be self generated with data driven size and shape. As a result, although it it possible to use this technique on SOM, it is more appropriate for GSOM. It can be seen that the proposed algorithm is several times eﬃcient than the GSOM and gives the similar results in terms of accuracy. The eﬃciency of the algorithm grows exponentially with the number of parallel computing nodes available. As a future development, the reﬁning method will be ﬁne tuned and the algorithm will be tested on a distributed grid computing environment.

References 1. Ahmad, N., Alahakoon, D., Chau, R.: Cluster identification and separation in the growing self-organizing map: application in protein sequence classification. Neural Computing & Applications 19(4), 531–542 (2010) 2. Alahakoon, D., Halgamuge, S., Srinivasan, B.: Dynamic self-organizing maps with controlled growth for knowledge discovery. IEEE Transactions on Neural Networks 11(3), 601–614 (2000)

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3. Amarasiri, R., Alahakoon, D., Smith-Miles, K.: Clustering massive high dimensional data with dynamic feature maps, pp. 814–823. Springer, Heidelberg 4. Bauer, H., Pawelzik, K.: Quantifying the neighborhood preservation of selforganizing feature maps. IEEE Transactions on Neural Networks 3(4), 570–579 (1992) 5. Bennett, K., Mangasarian, O.: Robust linear programming discrimination of two linearly inseparable sets. Optimization methods and software 1(1), 23–34 (1992) 6. Chang, C.: Finding prototypes for nearest neighbor classifiers. IEEE Transactions on Computers 100(11), 1179–1184 (1974) 7. Edgar, R., Domrachev, M., Lash, A.: Gene expression omnibus: Ncbi gene expression and hybridization array data repository. Nucleic acids research 30(1), 207 (2002) 8. Feng, Z., Bao, J., Shen, J.: Dynamic and adaptive self organizing maps applied to high dimensional large scale text clustering, pp. 348–351. IEEE (2010) 9. Frank, A., Asuncion, A.: UCI machine learning repository (2010), http://archive.ics.uci.edu/ml 10. Hartigan, J.: Clustering algorithms. John Wiley & Sons, Inc. (1975) 11. Hewitson, B., Crane, R.: Self-organizing maps: applications to synoptic climatology. Climate Research 22(1), 13–26 (2002) 12. Kohonen, T.: The self-organizing map. Proceedings of the IEEE 78(9), 1464–1480 (1990) 13. Lawrence, R., Almasi, G., Rushmeier, H.: A scalable parallel algorithm for selforganizing maps with applications to sparse data mining problems. Data Mining and Knowledge Discovery 3(2), 171–195 (1999) 14. Lerner, B., Guterman, H., Aladjem, M., Dinsteint, I., Romem, Y.: On pattern classification with sammon’s nonlinear mapping an experimental study* 1. Pattern Recognition 31(4), 371–381 (1998) 15. Ontrup, J., Ritter, H.: Large-scale data exploration with the hierarchically growing hyperbolic som. Neural networks 19(6-7), 751–761 (2006) 16. Roussinov, D., Chen, H.: A scalable self-organizing map algorithm for textual classification: A neural network approach to thesaurus generation. Communication Cognition and Artificial Intelligence 15(1-2), 81–111 (1998) 17. Sammon Jr., J.: A nonlinear mapping for data structure analysis. IEEE Transactions on Computers 100(5), 401–409 (1969) 18. Sherlock, G.: Analysis of large-scale gene expression data. Current Opinion in Immunology 12(2), 201–205 (2000) 19. Yang, M., Ahuja, N.: A data partition method for parallel self-organizing map, vol. 3, pp. 1929–1933. IEEE 20. Zhai, Y., Hsu, A., Halgamuge, S.: Scalable dynamic self-organising maps for mining massive textual data, pp. 260–267. Springer, Heidelberg

A Generalized Subspace Projection Approach for Sparse Representation Classification Bingxin Xu and Ping Guo Image Processing and Pattern Recognition Laboratory Beijing Normal University, Beijing 100875, China [email protected], [email protected]

Abstract. In this paper, we propose a subspace projection approach for sparse representation classiﬁcation (SRC), which is based on Principal Component Analysis (PCA) and Maximal Linearly Independent Set (MLIS). In the projected subspace, each new vector of this space can be represented by a linear combination of MLIS. Substantial experiments on Scene15 and CalTech101 image datasets have been conducted to investigate the performance of proposed approach in multi-class image classiﬁcation. The statistical results show that using proposed subspace projection approach in SRC can reach higher eﬃciency and accuracy. Keywords: Sparse representation classiﬁcation, subspace projection, multi-class image classiﬁcation.

1

Introduction

Sparse representation has been proved an extremely powerful tool for acquiring, representing, and compressing high-dimensional signals [1]. Moreover, the theory of compressive sensing proves that sparse or compressible signals can be accurately reconstructed from a small set of incoherent projections by solving a convex optimization problem [6]. While these successes in classical signal processing application are inspiring, in computer vision we are often more interested in the content or semantics of an image rather than a compact, high-ﬁdelity representation [1]. In literatures, sparse representation has been applied to many computer vision tasks, including face recognition [2], image super-resolution [3], data clustering [4] and image annotation [5]. In the application of sparse representation in computer vision, sparse representation classiﬁcation framework [2] is a novel idea which cast the recognition problem as one of classifying among multiple linear regression models and applied in face recognition successfully. However, to successfully apply sparse representation to computer vision tasks, an important problem is how to correctly choose the basis for representing the data. While in the previous research, there is little study of this problem. In reference [2], the authors just emphasize the training samples must be suﬃcient and there is no speciﬁc instruction for how to choose them can achieve well results. They only use the entire training samples of face images and the number of training samples is decided by diﬀerent image datasets. In this paper, we try B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 203–210, 2011. c Springer-Verlag Berlin Heidelberg 2011

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to solve this problem by proposing a subspace projection approach, which can guide the selection of training data for each class and explain the rationality of sparse representation classiﬁcation in vector space. The ability of sparse representation to uncover semantic information derives in part from a simple but important property of the data. That is although the images or their features are naturally very high dimensional , in many applications images belonging to the same class exhibit degenerate structure which means they lie on or near low dimensional subspaces [1]. The proposed approach in this paper is based on this property of data and applied in multi-class image classiﬁcation. The motivation is to ﬁnd a collection of representative samples in each class’s subspace which is embedded in the original high dimensional feature space. The main contribution of this paper can be summarized as follows: 1. Using a simple linear method to search the subspace of each class data is proposed, the original feature space is divided into several subspaces and each category belongs to a subspace. 2. A basis construction method by applying the theory of Maximal Linearly Independent Set is proposed. Based on linear algebra knowledge, for a ﬁxed vector space, only a portion of vectors are suﬃcient to represent any others which belong to the same space. 3. Experiments are conducted for multi-class image classiﬁcation with two standard bench marks, which are Scene15 and CalTech101 datasets. The performance of proposed method (subspace projection sparse representation classiﬁcation, SP SRC) is compared with sparse representation classiﬁcation (SRC), nearest neighbor (NN) and support vector machine (SVM).

2

Sparse Representation Classification

Sparse representation classiﬁcation assumes that training samples from a single class do lie on a subspace [2]. Therefore, any test sample from one class can be represented by a linear combination of training samples in the same class. If we arrange the whole training data from all the classes in a matrix, the test data can be seen as a sparse linear combination of all the training samples. Speciﬁcally, given N i training samples from the i-th class, the samples are stacked as columns of a matrix Fi = [fi,1 , fi,2 , . . . , fi,Ni ] ∈ Rm×Ni . Any new test sample y∈ Rm from the same class will approximately lie in the linear subspace of the training samples associated with class i [2]: y = xi,1 fi,1 + xi,2 fi,2 + . . . + xi,Ni fi,Ni ,

(1)

where xi,j is the coeﬃcient of linear combination, j = 1, 2, ..., Ni . y is the test sample’s feature vector which is extracted by the same method with training samples. Since the class i of the sample is unknown, a new matrix F is deﬁned by test c concatenation the N = i=1 Ni training samples of all c classes: F = [F1 , F2 , ..., Fc ] = [f1,1 , f1,2 , ..., fc,Nc ].

(2)

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Then the linear representation of y can be rewritten in terms of all the training samples as y = Fx ∈ Rm , (3) where x = [0, ..., 0, xi,1 , xi,2 , ..., xi,Ni , 0, ...0]T ∈ RN is the coeﬃcient vector whose entries are zero except those associated with i-th class. In the practical application, the dimension m of feature vector is far less than the number of training samples N . Therefore, equation (3) is an underdetermined equation. However, the additional assumption of sparsity makes solve this problem possible and practical [6]. A classical approach of solving x consists in solving the 0 norm minimization problem: min y-Fx2 + λx0 , (4) where λ is the regularization parameter and 0 norm counts the number of nonzero entries in x [7]. However, the above approach is not reasonable in practice because it is a NP-hard problem [8]. Fortunately, the theory of compressive sensing proves that 1 -minimization can instead of the 0 norm minimization in solving the above problem. Therefore, equation (4) can be rewritten as: min y-Fx2 + λx1 ,

(5)

This is a convex optimization problem which can be solved via classical approaches such as basis pursuit [7]. After computing the coeﬃcient vector x, the identity of y is deﬁned: min ri (y) = y − Fi δi (x)2 ,

(6)

where δi (x) is the part coeﬃcients of x which associated with the i-th class.

3

Subspace Projection for Sparse Representation Classification

In the sparse representation classiﬁcation (SRC) method, the key problem is whether and why the training samples are appropriate to represent the test data linearly. In reference [2], the authors said that given suﬃcient training samples of the i-th object class, any new test sample can be as a linear combination of the entire training data in this class. However, is that the more the better? Undoubtedly, through the increase of the training samples, the computation cost will also increase greatly. In the experiments of reference [2], the number of training data for each class is 7 and 32. These number of images are suﬃcient for face datasets but small for natural image classes due to the complexity of natural images. Actually, it is hard to estimate whether the number of training data of each class is suﬃcient quantitatively. What’s more, in ﬁxed vector space, the number of elements in maximal linearly independent set is also ﬁxed. By adding more training samples will not inﬂuence the linear representation of test sample but increase the computing time. The proposed approach is trying to generate the appropriate training samples of each class for SRC.

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Subspace of Each Class

For the application of SRC in multi-class image classiﬁcation, feature vectors are extracted to represent the original images in feature space. For the entire image data, they are in a huge feature vector space which determined by the feature extraction method. In previous application methods, all the images are in the same feature space[17][2]. However, diﬀerent classes of images should lie on diﬀerent subspaces which embedded in the original space. In the proposed approach, a simple linear principal component analysis (PCA) is used to ﬁnd these subspaces for each class. PCA is a mathematical procedure that uses an orthogonal transformation to convert a set of observations of possibly correlated variables into a set of values of uncorrelated variables called principal components [9]. In order to not destroy the linear relationship of each class, PCA is a better choice because it computes a linear transformation that maps data from a high dimensional space to a lower dimensional space. Speciﬁcally, Fi is an m × ni matrix in the original feature space for i-th class where m is the dimension of feature vector and ni is the number of training samples. After PCA processing, Fi is transformed into a p × ni matrix Fi which lie on the subspace of i-th class and p is the dimension of subspace. 3.2

Maximal Linearly Independent Set of Each Class

In the SRC, a test sample is assumed to be represented by a linear combination of the training samples in the same class. As mentioned in 3.1, after ﬁnding the subspace of each class, a vector subset is computed by MLIS in order to span the whole subspace. In linear algebra, a maximal linearly independent set is a set of linearly independent vectors that, in a linear combination, can represent every vector in a given vector space [10]. Given a maximal linearly independent set of vector space, every element of the vector space can be expressed uniquely as a ﬁnite linear combination of basis vectors. Speciﬁcally, in the subspace of Fi , if p < ni , the number of elements in maximal linearly independent set is p [11]. Therefore, in the subspace of i-th class, only need p vectors to span the entire subspace. In proposed approach, the original training samples are substituted by the maximal linearly independent set. The retaining samples are redundant in the process of linear combination. The proposed multi-class image classiﬁcation procedure is described as following Algorithm 1. The implementation of minimizing the 1 norm is based on the method in reference [12]. Algorithm 1: Image classiﬁcation via subspace projection SRC (SP SRC) 1. Input: feature space formed by training samples. F = [F1 , F2 , . . . , Fc ] ∈ Rm×N for c classes and a test image feature vector I. 2. For each Fi , using PCA to form the subspace Fi of i-th class. 3. For each subspace Fi , computing the maximal linearly independent set Fi . These subspaces form the new feature space F = [F1 , F2 , . . . , Fc ]. 4. Computing x according to equation (5). 5. Output: identify the class number of test sample I with equation (6).

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4

207

Experiments

In this section, experiments are conducted on publicly available datasets which are Scene15 [18] and CalTech101 [13] for image classiﬁcation in order to evaluate the performance of proposed approach SP SRC. 4.1

Parameters Setting

In the experiments, local binary pattern (LBP) [14] feature extraction method is used because of its eﬀectiveness and ease of computation. The original LBP feature is used with dimension of 256. We compare our method with simple SRC and two classical algorithms, namely, nearest neighbor (NN) [15] and one-vs-one support vector machine (SVM) [16] which using the same feature vectors. In the proposed method, the most important two parameters are (i): the regularization parameter λ in equation (5). In the experiments, the performance is best when it is 0.1. (ii): the subspace dimension p. According to our observation, along with the increase of p, the performance is improved dramatically and then keep stable. Therefore, p is set to 30 in the experiments. 4.2

Experimental Results

In order to illustrate the subspace projection approach proposed in this paper has better linear regression result, we compare the linear combination result between subspace projection SRC and original feature space SRC for a test sample. Figure 1(a) illustrates the linear representation result in the original LBP feature space. The blue line is the LBP feature vector for a test image and the red line is linear representation result by the training samples in the original LBP feature space. Figure 1(b) illustrates the linear representation result in projected subspace using the same method. The classiﬁcation experiments are conducted on two datasets to compare the performance of proposed method SP SRC, SRC, NN and SVM classiﬁer. To avoid contingency, each experiment is performed 10 times. At each time, we randomly selected a percentage of images from the datasets to be used as training samples. The remaining images are used for testing. The results presented represent the average of 10 times. Scene15 Datasets. Scene15 contains totally 4485 images falling into 15 categories, with the number of images each category ranging from 200 to 400. The image content is diverse, containing not only indoor scene, such as bedroom, kitchen, but also outdoor scene, such as building and country. To compare with others’ work, we randomly select 100 images per class as training data and use the rest as test data. The performance based on diﬀerent methods is presented in Table 1. Moreover, the confusion matrix for scene is shown in Figure 2. From Table 1, we can ﬁnd that in the LBP feature space, the SP SRC has better results than the simple SRC, and outperforms other classical methods. Figure 2 shows the classiﬁcation and misclassiﬁcation status for each individual class. Our method performs outstanding for most classes.

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0.1 original LBP feature vector represented by original samples

0.09 0.08 0.07

value

0.06 0.05 0.04 0.03 0.02 0.01 0

0

50

100

150 diminsion

200

250

300

(a) 0.06 feature vector projected with PCA represented by subspace samples

0.05 0.04 0.03

value

0.02 0.01 0 −0.01 −0.02 −0.03 −0.04

0

5

10

15

20

25 30 dimension

35

40

45

50

(b) Fig. 1. Regression results between diﬀerent feature space. (a) linear regression in original feature space; (b) linear regression in the projected subspace.

Fig. 2. Confusion Matrix on Scene15 datasets. In confusion matrix, the entry in the i−th row and j−th column is the percentage of images from class i that are misidentiﬁed as class j. Average classiﬁcation rates for individual classes are presented along the diagonal.

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Table 1. Precision rates of diﬀerent classiﬁcation method in Scene15 datasets Classiﬁer

SP SRC

SRC

NN

SVM

Scene15

99.62%

55.96%

51.46%

71.64%

Table 2. Precision rates of diﬀerent classiﬁcation method in CalTech101 datasets Classiﬁer

SP SRC

SRC

NN

SVM

CalTech101

99.74%

43.2%

27.65%

40.13%

CalTech101 Datasets. Another experiment is conducted on the popular caltech101 datasets, which consists of 101 classes. In this dataset, the numbers of images in diﬀerent classes are varying greatly which range from several decades to hundreds. Therefore, in order to avoid data bias problem, a portion classes of dataset is selected which have similar number of samples. For demonstration the performance of SP SRC, we select 30 categories from image datasets. The precision rates are represented in Table 2. From Table 2, we notice that our proposed method performs amazingly better than other methods for 30 categories. Comparing with Scene15 datasets, most methods’ performance will decline for the increase of category number except the proposed method. This is due to that SP SRC does not classify according to the inter-class diﬀerences, and it only depends on the intra-class representation degree.

5

Conclusion and Future Work

In this paper, a subspace projection approach is proposed which used in sparse representation classiﬁcation framework. The proposed approach lays the theory foundation for the application of sparse representation classiﬁcation. In the proposed method, each class samples are transformed into a subspace of the original feature space by PCA, and then computing the maximal linearly independent set of each subspace as basis to represent any other vector which in the same space. The basis of each class is just satisﬁed the precondition of sparse representation classiﬁcation. The experimental results demonstrate that using the proposed subspace projection approach in SRC can achieve better classiﬁcation precision rates than using all the training samples in original feature space. What is more, the computing time is also reduced because our method only use the maximal linearly independent set as basis instead of the entire training samples. It should be noted that the subspace of each class is diﬀerent for diﬀerent feature space. The relationship between a speciﬁed feature space and the subspaces of diﬀerent classes still need to be investigated in the future. In addition, more accurate and fast computing way of 1 -minimization is also a problem deserved to study.

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Acknowledgment. The research work described in this paper was fully supported by the grants from the National Natural Science Foundation of China (Project No. 90820010, 60911130513). Prof. Ping Guo is the author to whom all correspondence should be addressed.

References 1. Wright, J., Ma, Y.: Sparse Representation for Computer Vision and Pattern Recoginition. Proceedings of the IEEE 98(6), 1031–1044 (2009) 2. Wright, J., Yang, A.Y., Granesh, A.: Robust Face Recognition via Sparse Representation. IEEE Trans. on PAMI 31(2), 210–227 (2008) 3. Yang, J.C., Wright, J., Huang, T., Ma, Y.: Image superresolution as sparse representation of raw patches. In: Proceedings of IEEE International Conference on Computer Vision and Pattern Recognition, pp. 1–8 (2008) 4. Elhamifar, E., Vidal, R.: Sparse subspace clustering. In: Proceedings of IEEE International Conference on Computer Vision and Pattern Recognition (2009) 5. Teng, L., Tao, M., Yan, S., Kweon, I., Chiwoo, L.: Contextual Decomposition of Multi-Label Image. In: Proceedings of IEEE International Conference on Computer Vision and Pattern Recognition (2009) 6. Baraniuk, R.: Compressive sensing. IEEE Signal Processing Magazine 24(4), 118–124 (2007) 7. Candes, E.: Compressive sampling. In: Proceedings of the International Congress of Mathematicians, Madrid, Spain, pp. 1433–1452 (2006) AB2006 8. Donoho, D.: Compressed Sensing. IEEE Trans. on Information Theory 52(4), 1289–1306 (2006) 9. Jolliﬀe, I.T.: Principal Component Analysis, p. 487. Springer, Heidelberg (1986) 10. Blass, A.: Existence of bases implies the axiom of choice. Axiomatic set theory. Contemporary Mathematics 31, 31–33 (1984) 11. David, C.L.: Linear Algebra And It’s Application, pp. 211–215 (2000) 12. Candes, E., Romberg, J.: 1 -magic:Recovery of sparse signals via convex programming, http://www.acm.calltech.edu/l1magic/ 13. Fei-fei, L., Fergus, R., Perona, P.: Learning generative visual models from few training examples: An incremental Bayesian approach tested on 101 object categories. In: Proceedings of IEEE International Conference on Computer Vision and Pattern Recognition (2004) 14. Ojala, T., Pietikainen, M.: Multiresolution Gray-Scale and Rotation Invariant Texture Classiﬁcation with Local Binary Patterns. IEEE Trans.on PAMI 24(7), 971–987 (2002) 15. Duda, R., Hart, P., Stork, D.: Pattern Classiﬁcation, 2nd edn. John Wiley and Sons (2001) 16. Hsu, C.W., Lin, C.J.: A Comparison of Methods for Multiclass Support Vector Machines. IEEE Trans. on Neural Networks 13(2), 415–425 (2002) 17. Yuan, Z., Bo, Z.: General Image Classiﬁcations based on sparse representaion. In: Proceedings of IEEE International Conference on Cognitive Informatics, pp. 223–229 (2010) 18. Lazebnik, S., Schmid, C., Ponce, J.: Beyond bags of features: Spatial Pyramid Matching for Recognizing Natural Scene Categories. In: Proceedings of IEEE International Conference on Computer Vision and Pattern Recognition (2006)

Macro Features Based Text Categorization Dandan Wang, Qingcai Chen, Xiaolong Wang, and Buzhou Tang MOS-MS Key lab of NLP & Speech Harbin Institute of Technology Shenzhen Graduate School Shenzhen 518055, P.R. China {wangdandanhit,qingcai.chen,tangbuzhou}@gmail.com, [email protected]

Abstract. Text Categorization (TC) is one of the key techniques in web information processing. A lot of approaches have been proposed to do TC; most of them are based on the text representation using the distributions and relationships of terms, few of them take the document level relationships into account. In this paper, the document level distributions and relationships are used as a novel type features for TC. We called them macro features to differentiate from term based features. Two methods are proposed for macro features extraction. The first one is semi-supervised method based on document clustering technique. The second one constructs the macro feature vector of a text using the centroid of each text category. Experiments conducted on standard corpora Reuters-21578 and 20-newsgroup, show that the proposed methods can bring great performance improvement by simply combining macro features with classical term based features. Keywords: text categorization, text clustering, centroid-based classification, macro features.

1

Introduction

Text categorization (TC) is one of the key techniques in web information organization and processing [1]. The task of TC is to assign texts to predefined categories based on their contents automatically [2]. This process is generally divided into five parts: preprocessing, feature selection, feature weighting, classification and evaluation. Among them, feature selection is the key step for classifiers. In recent years, many popular feature selection approaches have been proposed, such as Document Frequency (DF), Information Gain (IG), Mutual Information (MI), χ2 Statistic (CHI) [1], Weighted Log Likelihood Ratio (WLLR) [3], Expected Cross Entropy (ECE) [4] etc. Meanwhile, feature clustering, a dimensionality reduction technique, has also been widely used to extract more sophisticated features [5-6]. It extracts new features of one type from auto-clustering results for basic text features. Baker (1998) and Slonim (2001) have proved that feature clustering is more efficient than traditional feature selection methods [5-6]. Feature clustering can be classified into supervised, semisupervised and unsupervised feature clustering. Zheng (2005) has shown that the semi-supervised feature clustering can outperform other two type techniques [7]. However, once the performance of feature clustering is not very good, it may yield even worse results in TC. B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 211–219, 2011. © Springer-Verlag Berlin Heidelberg 2011

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While the above techniques take term level text features into account, centroid-based classification explored text level relationships [8-9]. By this centroid-based classification method, each class is represented by a centroid vector. Guan (2009) had shown good performance of this method [8]. He also pointed out that the performance of this method is greatly affected by the weighting adjustment method. However, current centroid based classification methods do not use the text level relationship as a new type of text feature rather than treat the exploring of such relationship as a step of classification. Inspired by the term clustering and centroid-based classification techniques, this paper introduces a new type of text features based on the mining of text level relationship. To differentiate from term level features, we call the text level features as macro features, and the term level features as micro features respectively. Two methods are proposed to mining text relationships. One is based on text clustering, the probability distribution of text classes in each cluster is calculated by the labeled class information of each sampled text, which is finally used to compose the macro features of each test text. Another way is the same technique as centroid based classification, but for a quite different purpose. After we get the centroid of each text category through labeled training texts, the macro features of a given testing text are extracted through the centroid vector of its nearest text category. For convenience, the macro feature extraction methods based on clustering and centroid are denoted as MFCl and MFCe respectively in the following content. For both macro feature extraction methods, the extracted features are finally combined with traditional micro features to form a unified feature vector, which is further input into the state of the art text classifiers to get text categorization result. It means that our centroid based macro feature extraction method is one part of feature extraction step, which is different from existing centroid based classification techniques. This paper is organized as follows. Section 2 introduces macro feature extraction techniques used in this paper. Section 3 introduces the experimental setting and datasets used. Section 4 presents experimental results and performance analysis. The paper is closed with conclusion.

2 2.1

Macro Feature Extraction Clustering Based Method MFCl

In this paper, we extract macro features by K-means clustering algorithm [10] which is used to find cluster centers iteratively. Fig 1 gives a simple sketch to demonstrate the main principle. In Fig 1, there are three categories denoted by different shapes: rotundity, triangle and square, while unlabeled documents are denoted by another shape. The unlabeled documents are distributed randomly. Cluster 1, Cluster 2, Cluster 3 are the cluster centers after clustering. For each test document ti , we calculate the Euclidean distance between the test document r and each cluster center to get the nearest cluster. It is demonstrated that the Euclidean distance is 0.5, 0.7 and 0.9 respectively. ti is nearest to Cluster 3. The class probability vector of the nearest cluster is selected as the macro feature of the test document. In Cluster 3, there are 2 squares, 2 rotundities and 7 triangles together. Therefore, we can know the macro feature vector of ti equals to (7/11, 2/11, 2/11).

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Fig. 1. Sketch of the MFCl

Algorithm 1. MFCl (Macro Features based on Clustering) Consider an m-class classification problem with m ≥ 2 . There are n training samples {( x1 , y1 ), ( x2 , y2 ), ( x3 , y3 )...( xn , yn )} with d dimensional feature vector xi ∈ ℜ n and corresponding class yi ∈ (1,2,3,..., m ) . MFCl can be shown as follows. Input: The training data n Output: Macro features Procedure: (1) K-means clustering. We set k as the predefined number of classes, that is m . (2) Extraction of macro features. For each cluster, we obtain two vectors, one is the centroid vector CV which is the average of feature vectors of the documents belonging to the cluster, and the other is the class probability vector CPV which represents the probability of the clusters belonging to each class. For example, suppose cluster CL j contains N i labeled documents belonging to class yi , then the class probability vector of the cluster CL j can be described as:

CPV jc = (

N1

,

m

N2

,

m

N3

N N N i =1

i

i =1

i

,...,

m

i =1

i

Nm

)

m

N i =1

(1)

i

Where CPVi d represents the class probability vector of the cluster CL j . For each document Di , we calculate the Euclidean distance between the document feature vector and the CV of each cluster. The class probability vector of the nearest cluster is selected as the macro features of the document if their distance metric reaches to a predefined minimal value of similarity, otherwise the macro features of the document will be set to a default value. As we have no prior information about the document, the default value is set based on the equal probability of belonging to each class, which is:

CPVi d = (

1 1 1 1 , , ,..., ) m m m m

(2)

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Where CPVi d represents the class probability vector of the document Di . After obtaining the macro features of each document, we add those macro features to the micro feature vector space. Finally, each document is represented by a d + m dimensional feature vector.

FFVi = ( xi , CPVi d )

(3)

Where FFVi represents the final feature vector of document Di

2.2

Centroid Based Method MFCe

In this paper, we extract macro features by Rocchio approach which assigns a centroid to each category by training set [11]. Fig 2 gives a simple sketch to demonstrate the main principle. In Fig 2, there are three categories denoted by different shapes: rotundity, triangle and square, while unlabeled documents are denoted by another shape. The unlabeled documents are distributed randomly. Cluster 1, Cluster 2, Cluster 3 are the cluster centers after clustering. For each test document ti , we calculate the Euclidean distance between the test document and each cluster center to get the nearest cluster. It is demonstrated that the Euclidean distance is 0.5, 0.7 and 0.9 respectively. ti is nearest to Cluster 3. The class probability vector of the nearest cluster is selected as the macro feature of the test document. In Cluster 3, there are 2 squares, 2 rotundities and 7 triangles together. Therefore, we can know the macro feature vector of ti equals to (7/11, 2/11, 2/11).

Fig. 2. Illustration of MFCe basic idea Algorithm 2. MFCe (Macro Features based on Centroid Classification)

Here, the variables are the same as approach MFCl proposed in section 2.1. Input: The training data Output: Macro features Procedure:

n

(1) Partition the training corpus into two parts P1 and P2 . P1 is used for the centroidbased classification, P2 is used for Neural Network or SVM classification. Here, both P1 and P2 use the entire training corpus.

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(2) Centroid-based classification. Rocchio algorithm is used for the centroid-based classification. After performing Rocchio algorithm, each centroid j in P1 obtains a corresponding centroid vector CV j (3) Extraction of macro features. For each document Di in P2 , we calculate the Euclidean distance between document Di and each centroid in P1 , the vector of the nearest centroid is selected as the macro feature of document Di . The macro feature is added to the micro feature vector of the document Di for classification.

3

Databases and Experimental Setting

3.1

Databases

Reuters-215781. There are 21578 documents in this 52-category corpus after removing all unlabeled documents and documents with more than one class labels. Since the distribution of documents over the 52 categories is highly unbalanced, we only use the most populous 10 categories in our experiment [8]. A dataset containing 7289 documents with 10 categories are constructed. This dataset is randomly split into two parts: training set and testing set. The training set contains 5230 documents and the testing set contains 2059 documents. Clustering is performed only on the training set. 20-newsgroup 2 . The 20-newsgroup dataset is composed of 19997 articles single almost over 20 different Usenet discussion groups. This corpus is highly balanced. It is also randomly divided into two parts: 13296 documents for training and 6667 documents for testing. Clustering is also performed only on the training set. For both corpora, Lemur is used for etyma extraction. IDF scores for feature weighting are extracted from the whole corpus. Stemming and stopping-word removal are applied. 3.2

Experimental Setting

Feature Selection. ECE is selected as the feature selection method in our experiment. 3000 dimensional features are selected out by this method. Clustering. K-means method is used for clustering. K is set to be the number of class. In this paper, we have 10 and 20 classes for Reuters-21578 and 20-newsgroup respectively. When judging the nearest cluster of some document, the threshold of similarity is set to different values between 0 and 1 as needed. The best threshold of similarity for cluster judging is set to 0.45 and 0.54 for Reuters-21578 and 20newsgroup respectively by a four-fold cross validation. Classification. The parameters in Rocchio are set as follows:

α = 0.5 , β = 0.3 ,

γ = 0.2 . SVM and Neural Network are used as classifiers. LibSVM3 is used as the 1 2 3

http://ronaldo.tcd.ie/esslli07/sw/step01.tgz http://people.csail.mit.edu/jrennie/20Newsgroups/ LIBLINEAR:http://www.csie.ntu.edu.tw/~cjlin/liblinear/

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tool of SVM classification where the linear kernel and the default settings are applied. For Neural Network in short for NN, three-layer structure with 50 hidden units and cross-entropy loss function is used. The inspiring function is sigmoid and linear, respectively, for the second and third layer. In this paper, we use “MFCl+SVM” to denote the TC task conducted by inputting the combination of MFCl with traditional features into the SVM classifier. By the same way, we get four types of TC methods based on macro features, i.e., MFCl+SVM, MFCl+NN, MFCe+SVM and MFCe+NN. Moreover, macro and micro averaging F-measure denoted as macro-F1 and micro-F1 respectively are used for performance evaluation in our experiment.

4 4.1

Experimental Results Performance Comparison of Different Methods

Several experiments are conducted with MFCl and MFCe. To provide a baseline for comparison, experiments are also conducted on Rocchio, SVM, Neural Network without using macro features. They are denoted as Rocchio, SVM and NN respectively. All these methods are using the same traditional features as those combined with MFCl and MFCe in macro features based experiments. The overall categorization results of these methods on both Reuters-21578 and 20-newsgroup are shown in Table 1. Table 1. Overall TC Performance of MFC1 and MFCe Classifier SVM NN MFCl+SVM MFCl+NN Rocchio MFCe+SVM MFCe+NN

Reuters-21578 20-newsgroup macro-F1 micro-F1 macro-F1 micro-F1 0.8654 0.9184 0.8153 0.8155 0.8498 0.9027 0.7963 0.8056 0.8722 0.9271 0.8213 0.8217 0.8570 0.9125 0.8028 0.8140 0.8226 0.8893 0.7806 0.7997 0.8754 0.9340 0.8241 0.8239 0.8634 0.9199 0.8067 0.8161

Table 1 shows that both the MFCl+SVM and MFCl+NN outperform the SVM and NN respectively on two datasets. On Reuters-21578, The improvement of macro-F1 and micro-F1 achieves about 0.79% and 0.95% respectively compared to SVM, and the improvement achieves about 0.85% and 1.09% respectively compared to Neural Network. On 20-newsgroup, the improvement of macro-F1 and micro-F1 achieves about 0.74% and 0.76% respectively compared to SVM, and the improvement achieves about 0.82% and 1.04% respectively compared to Neural Network. Furthermore, Table 1 demonstrates that SVM with MFCe and NN with MFCe outperform the separated SVM and NN respectively on both two standard datasets. They all perform better than separated centroid-based classification Rocchio. Thereinto NN with MFCe can achieve the most about 1.91% and 1.60% improvement respectively comparing with separated NN on micro-F1 and macro-F1 on Reuters21578. Both the training set for centroid-based classification and for SVM or NN classification use all of the training set.

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Effectiveness of Labeled Data in MFCl

In Fig 3 and 4, we demonstrate the effect of different sizes of labeled set on micro-F1 for Reuters-21578 and 20-newsgroup using MFCl on SVM and NN.

Fig. 3. Performance of different sizes of labeled data using for MFCl training on Reuters-21578

Fig. 4. Performance of different sizes of labeled data using for MFCl training on 20newsgroup

These figures show that the performance gain drops as the size of the labeled set increases on both two standard datasets. But it still gets some performance gain as the proportion of the labeled set reaches up to 100%. On Reuters-21578, it gets approximately 0.95% and 1.09% gain respectively for SVM and NN, and the performance gain is 0.76% and 0.84% respectively for SVM and NN on 20newsgroup. 4.3

Effectiveness of Labeled Data in MFCe

In Table 2 and 3, we demonstrate the effect of different sizes of labeled set on microF1 for the Reuters-21578 and 20-newsgroup dataset. Table 2. Micro-F1 of using different sizes of labeled set for MFCe training on Reuters-21578

labeled set (%) 10 20 30 40 50 60 70 80 90 100

Reuters-21578 SVM+MFCe SVM 0.8107 0.8055 0.8253 0.8182 0.8785 0.8696 0.8870 0.8758 0.8946 0.8818 0.9109 0.8967 0.9178 0.9032 0.9283 0.913 0.9316 0.9162 0.9340 0.9184

NN+MFCe 0.7899 0.7992 0.8455 0.8620 0.8725 0.8879 0.8991 0.9087 0.9150 0.9199

NN 0.7841 0.7911 0.8358 0.8498 0.8594 0.8735 0.8831 0.8919 0.8979 0.9027

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Table 3. Micro-F1 of using different sizes of labeled set for MFCe training on 20-newsgroup

labeled set (%) 10 20 30 40 50 60 70 80 90 100

20-newsgroup SVM+MFCe SVM NN+MFCe 0.6795 0.6774 0.6712 0.7369 0.7334 0.7302 0.7562 0.7519 0.7478 0.7792 0.7742 0.7713 0.7842 0.7788 0.7768 0.7965 0.7905 0.7856 0.8031 0.7967 0.7953 0.8131 0.8058 0.8034 0.8197 0.8118 0.8105 0.8239 0.8155 0.8161

NN 0.6663 0.7241 0.7407 0.7635 0.7686 0.7768 0.7857 0.7935 0.8003 0.8056

These tables show that the gain rises as the size of the labeled set increases on both two standard datasets. On Reuters-21578, it gets approximately 1.70% and 1.90% gain respectively for SVM and NN when the proportion of the size of the labeled set reaches up to 100%. On 20-newsgroup, the gain is about 1.03% and 1.30% respectively for SVM and NN. 4.4

Comparison of MFCl and MFCe

In Fig 5 and 6, we demonstrate the differences of performance between SVM+MFCe (NN+MFCe) and SVM+MFCl (NN+MFCl) on Reuters-21578 and 20-newsgroup.

Fig. 5. Comparison of MFCl and MFCe with proportions of labeled data on Reuters21578

Fig. 6. Comparison of MFCl and MFCe with proportions of labeled data on 20-newsgroup

These graphs show that SVM+MFCl (NN+MFCl) outperforms SVM+MFCe (NN+MFCe) when the proportion of the labeled set is less than approximately 70% for Reuters-21578, and 80% for 20-newgroup. As the proportion increasingly reaches up to this point, SVM+MFCe (NN+MFCe) gets better than SVM+MFCl (NN+MFCl).

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It can be explained the MFCl algorithm is dependent on labeled set and the unlabeled set, while the MFCe algorithm is dependent only on the labeled set. When the proportion of the labeled set is small, the MFCl algorithm can benefit more from the unlabeled set than the MFCe algorithm. As the proportion of the labeled set increases, the benefits of unlabeled data for MFCl algorithm drop. Finally MFCl performs worse than MFCe after the proportion of labeled data greater than 70%.

5

Conclusion

In this paper, two macro feature extraction methods, i.e., MFCl and MFCe are proposed to enhance text categorization performance. The MFCl uses the probability of clusters belonging to each class as the macro features, while the MFCe combines the centroid-based classification with traditional classifiers like SVM or Neural Network. Experiments conducted on Reuters-21578 and 20-newsgroup show that combining macro features with traditional micro features achieved promising improvement on micro-F1 and macro-F1 for both macro feature extraction methods. Acknowledgments. This work is supported in part by the National Natural Science Foundation of China (No. 60973076).

References 1. Yang, Y., Pedersen, J.O.: A Comparative Study on Feature Selection in Text Categorization. In: International Conference on Machine Learning (1997) 2. Yang, Y.: An Evaluation of Statistical Approaches to Text Categorization. Journal of Information Retrieval 1, 69–90 (1999) 3. Li, S., Xia, R., Zong, C., Huang, C.-R.: A Framework of Feature Selection Methods for Text Categorization. In: International Joint Conference on Natural Language Processing of the Asian Federation of Natural Language Processing, pp. 692–700 (2009) 4. How, B.C., Narayanan, K.: An Empirical Study of Feature Selection for Text Categorization based on Term Weightage. In: International Conference on Web Intelligence, pp. 599–602 (2004) 5. Baker, L.D., McCallumlt, A.K.: Distributional Clustering of Words for Text Classification. In: ACM Special Inspector General for Iraq Reconstruction Conference on Research and Development in Information Retrieval, pp. 96–103 (1998) 6. Slonim, N., Tishby, N.: The Power of Word Clusters for Text Classification. In: European Conference on Information Retrieval (2001) 7. Niu, Z.-Y., Ji, D.-H., Tan, C.L.: A Semi-Supervised Feature Clustering Algorithm with Application toWord Sense Disambiguation. In: Human Language Technology Conference and Conference on Empirical Methods in Natural Language, pp. 907–914 (2005) 8. Guan, H., Zhou, J., Guo, M.: A Class-Feature-Centroid Classifier for Text Categorization. In: World Wide Web Conference, pp. 201–210 (2009) 9. Tan, S., Cheng, X.: Using Hypothesis Margin to Boost Centroid Text Classifier. In: ACM Symposium on Applied Computing, pp. 398–403 (2007) 10. Khan, S.S., Ahmad, A.: Cluster center initialization algorithm for K-means clustering. Pattern Recognition Letters 25, 1293–1302 (2004) 11. Sebastiani, F.: Machine Learning in Automated Text Categorization. ACM Computing Surveys 34(1), 1–47 (2002)

Univariate Marginal Distribution Algorithm in Combination with Extremal Optimization (EO, GEO) Mitra Hashemi1 and Mohammad Reza Meybodi2 1

Department of Computer Engineering and Information Technology, Islamic Azad University Qazvin Branch, Qazvin, Iran [email protected] 2 Department of Computer Engineering and Information Technology, Amirkabir University of Technology, Tehran, Iran [email protected]

Abstract. The UMDA algorithm is a type of Estimation of Distribution Algorithms. This algorithm has better performance compared to others such as genetic algorithm in terms of speed, memory consumption and accuracy of solutions. It can explore unknown parts of search space well. It uses a probability vector and individuals of the population are created through the sampling. Furthermore, EO algorithm is suitable for local search of near global best solution in search space, and it dose not stuck in local optimum. Hence, combining these two algorithms is able to create interaction between two fundamental concepts in evolutionary algorithms, exploration and exploitation, and achieve better results of this paper represent the performance of the proposed algorithm on two NP-hard problems, multi processor scheduling problem and graph bi-partitioning problem. Keywords: Univariate Marginal Distribution Algorithm, Extremal Optimization, Generalized Extremal Optimization, Estimation of Distribution Algorithm.

1 Introduction During the ninetieth century, Genetic Algorithms (GAs) helped us solve many real combinatorial optimization problems. But the deceptive problem where performance of GAs is very poor has encouraged research on new optimization algorithms. To combat these dilemma some researches have recently suggested Estimation of Distribution Algorithms (EDAs) as a family of new algorithms [1, 2, 3]. Introduced by Muhlenbein and Paaβ, EDAs constitute an example of stochastic heuristics based on populations of individuals each of which encodes a possible solution of the optimization problem. These populations evolve in successive generations as the search progresses–organized in the same way as most evolutionary computation heuristics. This method has many advantages which can be illustrated by avoiding premature convergence and use of a compact and short representation. In 1996, Muhlenbein and PaaB [1, 2] have proposed the Univariate Marginal Distributions Algorithm (UMDA), which approximates the simple genetic algorithm. B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 220–227, 2011. © Springer-Verlag Berlin Heidelberg 2011

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One problem of GA is that it is very difficult to quantify and thus analyze these effects. UMDA is based on probability theory, and its behavior can be analyzed mathematically. Self-organized criticality has been used to explain behavior of complex systems in such different areas as geology, economy and biology. To show that SOC [5,6] could explain features of systems like the natural evolution, Bak and Sneepen developed a simplified model of an ecosystem to each species, a fitness number is assigned randomly, with uniform distribution, in the range [0,1]. The least adapted species, one with the least fitness, is then forced to mutate, and a new random number assigned to it. In order to make the Extremal Optimization (EO) [8,9] method applicable to a broad class of design optimization problems, without concern to how fitness of the design variables would be assigned, a generalization of the EO, called Generalized Extremal Optimization (GEO), was devised. In this new algorithm, the fitness assignment is not done directly to the design variables, but to a “population of species” that encodes the variables. The ability of EO in exploring search space was not as well as its ability in exploiting whole search space; therefore combination of two methods, UMDA and EO/GEO(UMDA-EO, UMDA-GEO) , could be very useful in exploring unknown area of search space and also for exploiting the area of near global optimum. This paper has been organized in five major sections: section 2 briefly introduces UMDA algorithm; in section 3, EO and GEO algorithms will be discussed; in section 4 suggested algorithms will be introduced; section 5 contains experimental results; finally, section 6 which is the conclusion

2

Univariate Marginal Distribution Algorithm

The Muhlenbein introduced UMDA [1,2,12] as the simplest version of estimation of distribution algorithms (EDAs). SUMDA starts from the central probability vector that has value of 0.5 for each locus and falls in the central point of the search space. Sampling this probability vector creates random solutions because the probability of creating a 1 or 0 on each locus is equal. Without loss of generality, a binary-encoded

solution x=( x1 ,..., xl )∈ {0,1}l is sampled from a probability vector p(t). At iteration t, a population S(t) of n individuals are sampled from the probability vector p(t). The samples are evaluated and an interim population D(t) is formed by selecting µ (µ 0.5 p ′(i, t ) = p(i, t ), p(i, t ) = 0.5 p (i, t ) * (1.0 − δ ) + δ , p (i, t ) < 0.5 m m

(2)

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Where δ m is mutation shift. After the mutation operation, a new set of samples is generated by the new probability vector and this cycle is repeated. As the search progresses, the elements in the probability vector move away from their initial settings of 0.5 towards either 0.0 or 1.0, representing samples of height fitness. The search stops when some termination condition holds, e.g., the maximum allowable number of iterations t max is reached.

3

Extremal Optimization Algorithm

Extremal optimization [4,8,9] was recently proposed by Boettcher and Percus. The search process of EO eliminates components having extremely undesirable (worst) performance in sub-optimal solution, and replaces them with randomly selected new components iteratively. The basic algorithm operates on a single solution S, which usually consists of a number of variables xi (1 ≤ i ≤ n) . At each update step, the variable xi with worst fitness is identified to alter. To improve the results and avoid the possible dead ends, Boettcher and Percus subsequently proposed τ -EO that is regarded as a general modification of EO by introducing a parameter. All variables xi are ranked according to the relevant fitness. Then each independent variable xi to be moved is selected according to the probability distribution (3). i

p = k −τ

(3)

Sousa and Ramos have proposed a generalization of the EO that was named the Generalized Extremal Optimization (GEO) [10] method. To each species (bit) is assigned a fitness number that is proportional to the gain (or loss) the objective function value has in mutating (flipping) the bit. All bits are then ranked. A bit is then chosen to mutate according to the probability distribution. This process is repeated until a given stopping criteria is reached .

4

Suggested Algorithm

We combined UMDA with EO for better performance. Power EO is less in comparison with other algorithms like UMDA in exploring whole search space thus with combination we use exploring power of UMDA and exploiting power of EO in order to find the best global solution, accurately. We select the best individual in part of the search space, and try to optimize the best solution on the population and apply a local search in landscape, most qualified person earns and we use it in probability vector learning process. According to the subjects described, the overall shape of proposed algorithms (UMDA-EO, UMDA-GEO) will be as follow: 1. Initialization 2. Initialize probability vector with 0.5 3. Sampling of population with probability vector

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4. Matching each individual with the issue conditions (equal number of nodes in both parts) a. Calculate the difference between internal and external (D) cost for all nodes b. If A> B transport nodes with more D from part A to part B c. If B> A transport nodes with more D from part A to part B d. Repeat steps until achieve an equal number of nodes in both 5. Evaluation of population individuals 6. Replace the worst individual with the best individual population (elite) of the previous population 7. Improve the best individual in the population using internal EO (internal GEO), and injecting to the population 8. Select μ best individuals to form a temporary population 9. Making a probability vector based on temporary population according (1) 10. Mutate in probability vector according (2) 11. Repeat steps from step 3 until the algorithm stops Internal EO: 1. Calculate fitness of solution components 2. Sort solution components based on fitness as ascent 3. Choose one of components using the (3) 4. Select the new value for exchange component according to the problem 5. Replace new value in exchange component and produce a new solution 6. Repeat from step1 until there are improvements. Internal GEO: 1. Produce children of current solution and calculate their fitness 2. Sort solution components based on fitness as ascent 3. Choose one of the children as a current solution according to (3) 4. Repeat the steps until there are improvements. Results on both benchmark problems represent performance of proposed algorithms.

5

Experiments and Results

To evaluate the efficiency of the suggested algorithm and in order to compare it with other methods two NP-hard problem, Multi Processor Scheduling problem and Graph Bi-partitioning problem are used. The objective of scheduling is usually to minimize the completion time of a parallel application consisted of a number of tasks executed in a parallel system. Samples of problems that the algorithms used to compare the performance can be found in reference [11]. Graph bi-partitioning problem consists of dividing the set of its nodes into two disjoint subsets containing equal number of nodes in such a way that the number of graph edges connecting nodes belonging to different subsets (i.e., the cut size of the partition) are minimized. Samples of problems that the algorithms used to compare the performance can be found in reference [7].

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5.1

Graph Bi-partitioning Problem

We use bit string representation to solve this problem. 0 and 1 in this string represent two separate part of graph. Also in order to implement EO for this problem, we use [8] and [9]. These references use initial clustering. In this method to compute fitness of each component, we use ratio of neighboring nodes in each node for matching each individual with the issue conditions (equal number of nodes in both parts), using KL algorithm [12]. In the present study, we set parameters using calculate relative error in different runs. Suitable values for this parameters are as follow: mutation probability (0.02), mutation shift (0.2), population size (60), temporary population size (20) and maximum iteration number is 100. In order to compare performance of methods, UMDA-EO, EO-LA and EO, We set τ =1.8 that is best value for EO algorithm based on calculating mean relative error in 10 runs. Fig.1 shows the results and best value for τ parameter. The algorithms compare UMDA-EO, EO-LA and τ-EO and see the change effects; the parameter value τ for all experiments is 1.8.

Fig. 1. Select best value for τ parameter

Table 3 shows results of comparing algorithms for this problem. We observe the proposed algorithm in most of instances has minimum and best value in comparing with other algorithms. Comparative study of algorithms for solving the graph bi-partitioning problem is used instances that stated in the previous section. Statistical analysis solutions produced by these algorithms are shown in Table 3. As can be UMDA-EO algorithm in almost all cases are better than rest of the algorithms. Compared with EO-LA (EO combined with learning automata) can be able to improve act of exploiting near areas of suboptimal solutions but do not explore whole search space well. Fig.2 also indicates that average error in samples of graph bi-partitioning problem in suggested algorithm is less than other algorithms. Good results of the algorithm are because of the benefits of both algorithms and elimination of the defects. UMDA algorithm emphasizes at searching unknown areas in space, and the EO algorithm using previous experiences and the search near the global optimum locations and find optimal solution.

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Fig. 2. Comparison mean error in UMDA-EO with other methods

5.2

Multiprocessor Scheduling Problems

We use [10] for implementation of UMDA-GEO in multiprocessor scheduling problem. Samples of problems that the algorithms used to compare the performance have been addressed in reference [11]. In this paper multiprocessor scheduling with priority and without priority is discussed. We assume 50 and 100 task in parallel system with 2,4,8 and 16 processor. Complete description about representation and etc. are discussed by P. Switalski and F. Seredynski [10]. We set parameter using calculate relative error in different runs; suitable values for this parameter are as follow: mutation probability (0.02), mutation shift (0.05), pop size (60), temporary pop size (20) and maximum iteration number is 100. To compare performance of methods, UMDA-GEO, GEO, We set τ =1.2; this is best value for EO algorithm based on calculating mean relative error in 10 runs. In order to compare the algorithms in solving scheduling problem, each of these algorithms runs 10 numbers and minimum values of results are presented in Tables 1 and 2. In this comparison, value of τ parameter is 1.2. Results are in two style of implementation, with and without priority. Results in Tables 1 and 2 represent in almost all cases proposed algorithm (UMDA-GEO) had better performance and shortest possible response time. When number of processor is few most of algorithms achieve the best response time, but when numbers of processors are more advantages of proposed algorithm are considerable. Table 1. Results of scheduling with 50 tasks

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Table 3. Experimental results of graph bi-partitioning problem

6

Conclusion

Findings of the present study implies that, the suggested algorithm (UMDA-EO and UMDA-GEO) has a good performance in real-world problems, multiprocessor scheduling problem and graph bi-partitioning problem. They combine the two methods and both benefits that were discussed in the paper and create a balance between two concepts of evolutionary algorithms, exploration and exploitation. UMDA acts in the discovery of unknown parts of search space and EO search near optimal parts of landscape to find global optimal solution; therefore, with combination of two methods can find global optimal solution accurately.

References 1. Yang, S.: Explicit Memory scheme for Evolutionary Algorithms in Dynamic Environments. SCI, vol. 51, pp. 3–28. Springer, Heidelberg (2007) 2. Tianshi, C., Tang, K., Guoliang, C., Yao, X.: Analysis of Computational Time of Simple Estimation of Distribution Algorithms. IEEE Trans. Evolutionary Computation 14(1) (2010)

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3. Hons, R.: Estimation of Distribution Algorithms and Minimum Relative Entropy, phd. Thesis. university of Bonn (2005) 4. Boettcher, S., Percus, A.G.: Extremal Optimization: An Evolutionary Local-Search Algorithm, http://arxiv.org/abs/cs.NE/0209030 5. http://en.wikipedia.org/wiki/Self-organized_criticality 6. Bak, P., Tang, C., Wiesenfeld, K.: Self-organized Criticality. Physical Review A 38(1) (1988) 7. http://staffweb.cms.gre.ac.uk/~c.walshaw/partition 8. Boettcher, S.: Extremal Optimization of Graph Partitioning at the Percolation Threshold. Physics A 32(28), 5201–5211 (1999) 9. Boettcher, S., Percus, A.G.: Extremal Optimization for Graph Partitioning. Physical Review E 64, 21114 (2001) 10. Switalski, P., Seredynski, F.: Solving multiprocessor scheduling problem with GEO metaheuristic. In: IEEE International Symposium on Parallel&Distributed Processing (2009) 11. http://www.kasahara.elec.waseda.ac.jp 12. Mühlenbein, H., Mahnig, T.: Evolutionary Optimization and the Estimation of Search Distributions with Applications to Graph Bipartitioning. Journal of Approximate Reasoning 31 (2002)

Promoting Diversity in Particle Swarm Optimization to Solve Multimodal Problems Shi Cheng1,2 , Yuhui Shi2 , and Quande Qin3 1

3

Department of Electrical Engineering and Electronics, University of Liverpool, Liverpool, UK [email protected] 2 Department of Electrical & Electronic Engineering, Xi’an Jiaotong-Liverpool University, Suzhou, China [email protected] College of Management, Shenzhen University, Shenzhen, China [email protected]

Abstract. Promoting diversity is an eﬀective way to prevent premature converge in solving multimodal problems using Particle Swarm Optimization (PSO). Based on the idea of increasing possibility of particles “jump out” of local optima, while keeping the ability of algorithm ﬁnding “good enough” solution, two methods are utilized to promote PSO’s diversity in this paper. PSO population diversity measurements, which include position diversity, velocity diversity and cognitive diversity on standard PSO and PSO with diversity promotion, are discussed and compared. Through this measurement, useful information of search in exploration or exploitation state can be obtained. Keywords: Particle swarm optimization, population diversity, diversity promotion, exploration/exploitation, multimodal problems.

1

Introduction

Particle Swarm Optimization (PSO) was introduced by Eberhart and Kennedy in 1995 [6,9]. It is a population-based stochastic algorithm modeled on the social behaviors observed in ﬂocking birds. Each particle, which represents a solution, ﬂies through the search space with a velocity that is dynamically adjusted according to its own and its companion’s historical behaviors. The particles tend to ﬂy toward better search areas over the course of the search process [7]. Optimization, in general, is concerned with ﬁnding “best available” solution(s) for a given problem. For optimization problems, it can be simply divided into unimodal problem and multimodal problem. As the name indicated, a unimodal problem has only one optimum solution; on the contrary, multimodal problems have several or numerous optimum solutions, of which many are local optimal

The authors’ work was supported by National Natural Science Foundation of China under grant No. 60975080, and Suzhou Science and Technology Project under Grant No. SYJG0919.

B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 228–237, 2011. c Springer-Verlag Berlin Heidelberg 2011

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solutions. Evolutionary optimization algorithms are generally diﬃcult to ﬁnd the global optimum solutions for multimodal problems due to premature converge. Avoiding premature converge is important in multimodal problem optimization, i.e., an algorithm should have a balance between fast converge speed and the ability of “jump out” of local optima. Many approaches have been introduced to avoid premature convergence [1]. However, these methods did not incorporate an eﬀective way to measure the exploration/exploitation of particles. PSO with re-initialization, which is an effective way to promoting diversity, is utilized in this study to increase possibility for particles to “jump out” of local optima, and to keep the ability for algorithm to ﬁnd “good enough” solution. The results show that PSO with elitist re-initialization has better performance than standard PSO. PSO population diversity measurements, which include position diversity, velocity diversity and cognitive diversity on standard PSO and PSO with diversity promotion, are discussed and compared. Through this measurement, useful information of search in exploration or exploitation state can be obtained. In this paper, the basic PSO algorithm, and the deﬁnition of population diversity are reviewed in Section 2. In Section 3, two mechanisms for promoting diversity are utilized and described. The experiments are conducted in Section 4, which includes the test functions used, optimizer conﬁgurations, and results. Section 5 analyzes the population diversity of standard PSO and PSO with diversity promotion. Finally, Section 6 concludes with some remarks and future research directions.

2 2.1

Preliminaries Particle Swarm Optimization

The original PSO algorithm is simple in concept and easy in implementation [10, 8]. The basic equations are as follow: vij = wvij + c1 rand()(pi − xij ) + c2 Rand()(pn − xij ) xij = xij + vij

(1) (2)

where w denotes the inertia weight and is less than 1, c1 and c2 are two positive acceleration constants, rand() and Rand() are functions to generate uniformly distributed random numbers in the range [0, 1], vij and xij represent the velocity and position of the ith particle at the jth dimension, pi refers to the best position found by the ith particle, and pn refers to the position found by the member of its neighborhood that had the best ﬁtness evaluation value so far. Diﬀerent topology structure can be utilized in PSO, which will have diﬀerent strategy to share search information for every particle. Global star and local ring are two most commonly used structures. A PSO with global star structure, where all particles are connected to each other, has the smallest average distance in swarm, and on the contrary, a PSO with local ring structure, where every particle is connected to two near particles, has the biggest average distance in swarm [11].

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Population Diversity Definition

The most important factor aﬀecting an optimization algorithm’s performance is its ability of “exploration” and “exploitation”. Exploration means the ability of a search algorithm to explore diﬀerent areas of the search space in order to have high probability to ﬁnd good optimum. Exploitation, on the other hand, means the ability to concentrate the search around a promising region in order to reﬁne a candidate solution. A good optimization algorithm should optimally balance the two conﬂicted objectives. Population diversity of PSO is useful for measuring and dynamically adjusting algorithm’s ability of exploration or exploitation accordingly. Shi and Eberhart gave three deﬁnitions on population diversity, which are position diversity, velocity diversity, and cognitive diversity [12, 13]. Position, velocity, and cognitive diversity is used to measure the distribution of particles’ current positions, current velocities, and pbest s (the best position found so far for each particles), respectively. Cheng and Shi introduced the modiﬁed deﬁnitions of the three diversity measures based on L1 norm [3, 4]. From diversity measurements, the useful information can be obtained. For the purpose of generality and clarity, m represents the number of particles and n the number of dimensions. Each particle is represented as xij , i represents the ith particle, i = 1, · · · , m, and j is the jth dimension, j = 1, · · · , n. The detailed deﬁnitions of PSO population diversities are as follow: Position Diversity. Position diversity measures distribution of particles’ current positions. Particles going to diverge or converge, i.e., swarm dynamics can be reﬂected from this measurement. Position diversity gives the current position distribution information of particles. Deﬁnition of position diversity, which based on the L1 norm, is as follows m

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diversity of all particles on each dimension. Dv represents the whole swarm’s velocity diversity. Cognitive Diversity. Cognitive diversity measures the distribution of pbest s for all particles. The measurement deﬁnition of cognitive diversity is the same as that of the position diversity except that it utilizes each particle’s current personal best position instead of current position. The deﬁnition of PSO cognitive diversity is as follows m

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3

Diversity Promotion

Population diversity is a measurement of population state in exploration or exploitation. It illustrates the information of particles’ position, velocity, and cognitive. Particles diverging means that the search is in an exploration state, on the contrary, particles clustering tightly means that the search is in an exploitation state. Particles re-initialization is an eﬀective way to promote diversity. The idea behind the re-initialization is to increase possibility for particles “jump out” of local optima, and to keep the ability for algorithm to ﬁnd “good enough” solution. Algorithm 1 below gives the pseudocode of the PSO with re-initialization. After several iterations, part of particles re-initialized its position and velocity in whole search space, which increased the possibility of particles “jump out” of local optima [5]. According to the way of keeping some particles, this mechanism can be divided into two kinds. Random Re-initialize Particles. As its name indicates, random re-initialization means reserves particles by random. This approach can obtain a great ability of exploration due to the possibility that most of particles will have the chance to be re-initialized. Elitist Re-initialize Particles. On the contrary, elitist re-initialization keeps particles with better ﬁtness value. Algorithm increases the ability of exploration due to the re-initialization of worse preferred particles in whole search space, and at the same time, the attraction to particles with better ﬁtness values. The number of reserved particles can be a constant or a fuzzy increasing number, diﬀerent parameter settings are tested in next section.

4

Experimental Study

Wolpert and Macerady have proved that under certain assumptions no algorithm is better than other one on average for all problems [14]. The aim of the

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Algorithm 1. Diversity promotion in particle swarm optimization 1: Initialize velocity and position randomly for each particle in every dimension 2: while not found the “good” solution or not reaches the maximum iteration do 3: Calculate each particle’s ﬁtness value 4: Compare ﬁtness value between current value and best position in history (personal best, termed as pbest). For each particle, if ﬁtness value of current position is better than pbest, then update pbest as current position. 5: Selection a particle which has the best ﬁtness value from current particle’s neighborhood, this particle is called the neighborhood best (termed as nbest). 6: for each particle do 7: Update particle’s velocity according equation (1) 8: Update particle’s position according equation (2) 9: Keep some particles’ (α percent) position and velocity, re-initialize others randomly after each β iteration. 10: end for 11: end while

experiment is not to compare the ability or the eﬃcacy of PSO algorithm with diﬀerent parameter setting or structure, but the ability to “jump out” of local optima, i.e., the ability of exploration. 4.1

Benchmark Test Functions and Parameter Setting

The experiments have been conducted on testing the benchmark functions listed in Table 1. Without loss of generality, seven standard multimodal test functions were selected, namely Generalized Rosenbrock, Generalized Schwefel’s Problem 2.26, Generalized Rastrigin, Noncontinuous Rastrigin, Ackley, Griewank, and Generalized Penalized [15]. All functions are run 50 times to ensure a reasonable statistical result necessary to compare the diﬀerent approaches, and random shift of the location of optimum is utilized in dimensions at each time. In all experiments, PSO has 50 particles, and parameters are set as the standard PSO, let w = 0.72984, and c1 = c2 = 1.496172 [2]. Each algorithm runs 50 times, 10000 iterations in every run. Due to the limit of space, the simulation results of three representative benchmark functions are reported here, which are Generalized Rosenbrock (f1 ), Noncontinuous Rastrigin(f4 ), and Generalized Penalized(f7 ). 4.2

Experimental Results

As we are interested in ﬁnding an optimizer that will not be easily deceived by local optima, we use three measures of performance. The ﬁrst is the best ﬁtness value attained after a ﬁxed number of iterations. In our case, we report the best result found after 10, 000 iterations. The second and the last are the middle and mean value of best ﬁtness values in each run. It is possible that an algorithm will rapidly reach a relatively good result while become trapped onto a local optimum. These two values give a measure of the ability of exploration.

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Table 1. The benchmark functions used in our experimental study, where n is the dimension of each problem, z = (x − o), oi is an randomly generated number in problem’s search space S and it is diﬀerent in each dimension, global optimum x∗ = o, fmin is the minimum value of the function, and S ⊆ Rn Test Function n n−1 2 2 2 Rosenbrock f1 (x) = i=1 [100(zi+1 − zi ) + (zi − 1) ] 100 Schwefel f2 (x) = n −zi sin( |zi |) + 418.9829n 100 i=1 Rastrigin f3 (x) = n [zi2 − 10 cos(2πzi ) + 10] 100 i=1 n f4 (x) = i=1 [yi2 − 10 cos(2πyi ) + 10] Noncontinuous 100 zi |zi | < 12 Rastrigin yi = round(2zi ) 1 |zi | ≥ 2 2 f5 (x) = −20 exp −0.2 n1 n zi2 i=1 Ackley 100

− exp n1 n i ) + 20 + e i=1 cos(2πz n n z 2 1 √i Griewank f6 (x) = 4000 100 i=1 zi − i=1 cos( i ) + 1 n−1 2 π f7 (x) = n {10 sin (πy1 ) + i=1 (yi − 1)2 100 Generalized ×[1 + 10 sin2 (πyi+1 )] + (yn − 1)2 } Penalized + n u(z , 10, 100, 4) i i=1 yi = 1 + 14 (zi + 1) ⎧ zi > a, ⎨ k(zi − a)m u(zi , a, k, m) = 0 −a < zi < a ⎩ k(−zi − a)m zi < −a Function

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Random Re-initialize Particles. Table 2 gives results of PSO with random re-initialization. A PSO with global star structure, initializing most particles randomly can promote diversity; particles have great ability of exploration. The middle and mean ﬁtness value of every run has a reduction, which indicates that most ﬁtness values are better than standard PSO. Elitist Re-initialize Particles. Table 3 gives results of PSO with elitist reinitialization. A PSO with global star structure, re-initializing most particles can promote diversity; particles have great ability of exploration. The mean ﬁtness value of every run also has a reduction at most times. Moreover, the ability of exploitation is increased than standard PSO, most ﬁtness values, including best, middle, and mean ﬁtness value are better than standard PSO. A PSO with local ring structure, which has elitist re-initialization strategy, can also obtain some improvement. From the above results, we can see that an original PSO with local ring structure almost always has a better mean ﬁtness value than PSO with global star structure. This illustrates that PSO with global star structure is easily deceived by local optima. Moreover, conclusion could be made that PSO with random or elitist re-initialization can promote PSO population diversity, i.e., increase ability of exploration, and not decrease ability of exploitation at the same time. Algorithms can get a better performance by utilizing this approach on multimodal problems.

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Table 2. Representative results of PSO with random re-initialization. All algorithms have been run over 50 times, where “best”, “middle”, and“mean” indicate the best, middle, and mean of best ﬁtness values for each run, respectively. Let β = 500, which means re-initialized part of particles after each 500 iterations, α ∼ [0.05, 0.95] indicates that α fuzzy increased from 0.05 to 0.95 with step 0.05. Global Star Structure best middle mean standard 287611.6 4252906.2 4553692.6 α ∼ [0.05, 0.95] 13989.0 145398.5 170280.5 f1 α = 0.1 132262.8 969897.7 1174106.2 α = 0.2 195901.5 875352.4 1061923.2 α = 0.4 117105.5 815643.1 855340.9 standard 322.257 533.522 544.945 α ∼ [0.05, 0.95] 269.576 486.614 487.587 f4 α = 0.1 313.285 552.014 546.634 α = 0.2 285.430 557.045 545.824 α = 0.4 339.408 547.350 554.546 standard 36601631.0 890725077.1 914028295.8 α ∼ [0.05, 0.95] 45810.66 2469089.3 5163181.2 f7 α = 0.1 706383.80 77906145.5 85608026.9 α = 0.2 4792310.46 60052595.2 82674776.8 α = 0.4 238773.48 55449064.2 61673439.2 Result

Local Ring Structure best middle mean -342.524 -177.704 -150.219 -322.104 -188.030 -169.959 -321.646 -205.407 -128.998 -319.060 -180.141 -142.367 -310.040 -179.187 -52.594 590.314 790.389 790.548 451.003 621.250 622.361 490.468 664.804 659.658 520.750 654.771 659.538 547.007 677.322 685.026 -329.924 -327.990 -322.012 -329.999 -329.266 -311.412 -329.999 -329.892 -329.812 -329.994 -329.540 -328.364 -329.991 -329.485 -329.435

Table 3. Representative results of PSO with elitist re-initialization. All algorithms have been run over 50 times, where “best”, “middle”, and“mean” indicate the best, middle, and mean of best ﬁtness values for each run, respectively. Let β = 500, which means re-initialized part of particles after each 500 iterations, α ∼ [0.05, 0.95] indicates that α fuzzy increased from 0.05 to 0.95 with step 0.05. Global Star Structure best middle mean standard 287611.6 4252906.2 4553692.6 α ∼ [0.05, 0.95] 23522.99 1715351.9 1743334.3 f1 α = 0.1 53275.75 1092218.4 1326184.6 α = 0.2 102246.12 1472480.7 1680220.1 α = 0.4 69310.34 1627393.6 1529647.2 standard 322.257 533.522 544.945 570.658 579.559 α ∼ [0.05, 0.95] 374.757 f4 α = 0.1 371.050 564.467 579.968 α = 0.2 314.637 501.197 527.120 α = 0.4 352.850 532.293 533.687 standard 36601631.0 890725077 914028295 α ∼ [0.05, 0.95] 1179304.9 149747096 160016318 f7 α = 0.1 1213988.7 102300029 121051169 α = 0.2 1393266.07 94717037 102467785 α = 0.4 587299.33 107998150 134572199 Result

Local Ring Structure best middle mean -342.524 -177.704 -150.219 306.371 -191.636 -163.183 -348.058 -211.097 -138.435 -340.859 -190.943 -90.192 -296.670 -176.790 -87.723 590.314 790.389 790.548 559.809 760.007 755.820 538.227 707.433 710.502 534.501 746.500 749.459 579.000 773.282 764.739 -329.924 -327.990 -322.012 -329.889 -328.765 -328.707 -329.998 -329.784 289.698 -329.998 -329.442 -329.251 -329.999 -329.002 -328.911

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Diversity Analysis and Discussion

Compared with other evolutionary algorithm, e.g., Genetic Algorithm, PSO has more search information, not only the solution (position), but also the velocity and cognitive. More information can be utilized to lead to a fast convergence; however, it also easily to be trapped to “local optima.” Many approaches have been introduced based on the idea that prevents particles clustering too tightly in a region of the search space to achieve great possibility to “jump out” of local optima. However, these methods did not incorporate an eﬀective way to measure the exploration/exploitation of particles. Figure 1 displays the deﬁnitions of population diversities for variants of PSO. Firstly, the standard PSO: Fig.1 (a) and (b) display the population diversities of function f1 and f4 . Secondly, PSO with random re-initialization: (c) and (d) display the diversities of function f7 and f1 . The last is PSO with elitist reinitialization: (e) and (f) display the diversities of f4 and f9 , respectively. Fig. 1 (a), (c), and (e) are for PSOs with global star structure, and others are PSO with local ring structure. 1

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Figure 2 displays the comparison of population diversities for variants of PSO. Firstly, the PSO with global star structure: Fig.2 (a), (b) and (c) display function f1 position diversity, f4 velocity diversity, and f7 cognitive diversity, respectively. Secondly, the PSO with local ring structure: (d), (e), and (f) display function f1 velocity diversity, f4 cognitive diversity, and f7 position diversity, respectively.

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By looking at the shapes of the curves in all ﬁgures, it is easy to see that PSO with global star structure have more vibration than local ring structure. This is due to search information sharing in whole swarm, if a particle ﬁnd a good solution, other particles will be inﬂuenced immediately. From the ﬁgures, it is also clear that PSO with random or elitist re-initialization can eﬀectively increase diversity; hence, the PSO with re-initialization has more ability to “jump out” of local optima. Population diversities in PSO with re-initialization are promoted to avoid particles clustering too tightly in a region, and the ability of exploitation are kept to ﬁnd “good enough” solution.

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Low diversity, which particles clustering too tight, is often regarded as the main cause of premature convergence. This paper proposed two mechanisms to promote diversity in particle swarm optimization. PSO with random or elitist reinitialization can eﬀectively increase population diversity, i.e., increase the ability of exploration, and at the same time, it can also slightly increase the ability of exploitation. To solve multimodal problem, great exploration ability means that algorithm has great possibility to “jump out” of local optima. By examining the simulation results, it is clear that re-initialization has a deﬁnite impact on performance of PSO algorithm. PSO with elitist re-initialization, which increases the ability of exploration and keeps ability of exploitation at a same time, can achieve better results on performance. It is still imperative

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to verify the conclusions found in this study in diﬀerent problems. Parameters tuning for diﬀerent problems are also needed to be researched. The idea of diversity promoting can also be applied to other population-based algorithms, e.g., genetic algorithm. Population-based algorithms have the same concepts of population solutions. Through the population diversity measurement, useful information of search in exploration or exploitation state can be obtained. Increasing the ability of exploration, and keeping the ability of exploitation are beneﬁcial for algorithm to “jump out” of local optima, especially when the problem to be solved is a computationally expensive problem.

References 1. Blackwell, T.M., Bentley, P.: Don’t push me! collision-avoiding swarms. In: Proceedings of The Fourth Congress on Evolutionary Computation (CEC 2002), pp. 1691–1696 (May 2002) 2. Bratton, D., Kennedy, J.: Deﬁning a standard for particle swarm optimization. In: Proceedings of the 2007 IEEE Swarm Intelligence Symposium, pp. 120–127 (2007) 3. Cheng, S., Shi, Y.: Diversity control in particle swarm optimization. In: Proceedings of the 2011 IEEE Swarm Intelligence Symposium, pp. 110–118 (April 2011) 4. Cheng, S., Shi, Y.: Normalized Population Diversity in Particle Swarm Optimization. In: Tan, Y., Shi, Y., Chai, Y., Wang, G. (eds.) ICSI 2011, Part I. LNCS, vol. 6728, pp. 38–45. Springer, Heidelberg (2011) 5. Clerc, M.: The swarm and the queen: Towards a deterministic and adaptive particle swarm optimization. In: Proceedings of the 1999 Congress on Evolutionary Computation, pp. 1951–1957 (July 1999) 6. Eberhart, R., Kennedy, J.: A new optimizer using particle swarm theory. In: Processings of the Sixth International Symposium on Micro Machine and Human Science, pp. 39–43 (1995) 7. Eberhart, R., Shi, Y.: Particle swarm optimization: Developments, applications and resources. In: Proceedings of the 2001 Congress on Evolutionary Computation, pp. 81–86 (2001) 8. Eberhart, R., Shi, Y.: Computational Intelligence: Concepts to Implementations. Morgan Kaufmann Publisher (2007) 9. Kennedy, J., Eberhart, R.: Particle swarm optimization. In: Processings of IEEE International Conference on Neural Networks, pp. 1942–1948 (1995) 10. Kennedy, J., Eberhart, R., Shi, Y.: Swarm Intelligence. Morgan Kaufmann Publisher (2001) 11. Mendes, R., Kennedy, J., Neves, J.: The fully informed particle swarm: Simpler, maybe better. IEEE Transactions on Evolutionary Computation 8(3), 204–210 (2004) 12. Shi, Y., Eberhart, R.: Population diversity of particle swarms. In: Proceedings of the 2008 Congress on Evolutionary Computation, pp. 1063–1067 (2008) 13. Shi, Y., Eberhart, R.: Monitoring of particle swarm optimization. Frontiers of Computer Science 3(1), 31–37 (2009) 14. Wolpert, D., Macready, W.: No free lunch theorems for optimization. IEEE Transactions on Evolutionary Computation 1(1), 67–82 (1997) 15. Yao, X., Liu, Y., Lin, G.: Evolutionary programming made faster. IEEE Transactions on Evolutionary Computation 3(2), 82–102 (1999)

Analysis of Feature Weighting Methods Based on Feature Ranking Methods for Classification Norbert Jankowski and Krzysztof Usowicz Department of Informatics, Nicolaus Copernicus University, Toru´n, Poland

Abstract. We propose and analyze new fast feature weighting algorithms based on different types of feature ranking. Feature weighting may be much faster than feature selection because there is no need to find cut-threshold in the raking. Presented weighting schemes may be combined with several distance based classifiers like SVM, kNN or RBF network (and not only). Results shows that such method can be successfully used with classifiers. Keywords: Feature weighting, feature selection, computational intelligence.

1 Introduction Data used in classification problems consists of instances which typically are described by features (sometimes called attributes). The feature relevance (or irrelevance) differs between data benchmarks. Sometimes the relevance depends even on the classifier model, not only on data. Also the magnitude of feature may provide stronger or weaker influence on the usage of a given metric. What’s more the values of feature may be represented in different units (keeping theoretically the same information) what may provide another source of problems (for example milligrams, kilograms, erythrocytes) for classifier learning process. This shows that feature selection must not be enough to solve a hidden problem. Obligatory usage of data standardization also must not be equivalent to the best way which can be done at all. It may happen that subset of features are for example counters of word frequencies. Then in case of normal data standardization will loose (almost) completely the information which was in a subset of features. This is why we propose and investigate several methods of automated weighting of features instead of feature selection. Additional advantage of feature weighting over feature selection is that in case of feature selection there is not only the problem of choosing the ranking method but also of choosing the cut-threshold which must be validated what generates computational costs which are not in case of feature weighting. But not all feature weighting algorithms are really fast. The feature weightings which are wrappers (so adjust weights and validate in a long loop) [21,18,1,19,17] are rather slow (even slower than feature selection), however may be accurate. This provided us to propose several feature weighting methods based on feature ranking methods. Previously rankings were used to build feature weighting in [9] were values of mutual information were used directly as weights and in [24] used χ 2 distribution values for weighting. In this article we also present selection of appropriate weighting schemes which are used on values of rankings. B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 238–247, 2011. c Springer-Verlag Berlin Heidelberg 2011

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Below section presents chosen feature ranking methods which will be combined with designed weighting schemes that are described in the next section (3). Testing methodology and results of analysis of weighting methods are presented in section 4.

2 Selection of Rankings The feature ranking selection is composed of methods which computation costs are relatively small. The computation costs of ranking should never exceed the computation costs of training and testing of final classifier (the kNN, SVM or another one) on average data stream. To make the tests more trustful we have selected ranking methods of different types as in [7]: based on correlation, based on information theory, based on decision trees and based on distance between probability distributions. Some of the ranking methods are supervised and some are not. However all of them shown here are supervised. Computation of ranking values for features may be independent or dependent. What means that computation of next rank value may (but must not) depend on previously computed ranking values. For example Pearson correlation coefficient is independent while ranking based on decision trees or Battiti ranking are dependant. Feature ranking may assign high values for relevant features and small for irrelevant ones or vice versa. First type will be called positive feature ranking and second negative feature ranking. Depending on this type the method of weighting will change its tactic. For further descriptions assume that the data is represented by a matrix X which has m rows (the instances or vectors) and n columns called features. Let the x mean a single instance, xi being i-th instance of X. And let’s X j means the j-th feature of X. In addition to X we have vector c of class labels. Below we describe shortly selected ranking methods. Pearson correlation coefficient ranking (CC): The Pearson’s correlation coefficient: m CC(X j , c) = ∑ (xij − X¯ j )(ci − c) ¯ (1) (σX j · σc ) i=1

is really useful as feature selection [14,12]. X¯ j and σX j means average value and standard deviation of j-th feature (and the same for vector c of class labels). Indeed the ranking values are absolute values of CC: JCC (X j ) = |CC(X j , c)|

(2)

because correlation equal to −1 is indeed as informative as value 1. This ranking is simple to implement and its complexity is low O(mn). However some difficulties arise when used for nominal features (with more then 2 values). Fisher coefficient: Next ranking is based on the idea of Fisher linear discriminant and is represented as coefficient: JFSC (X j ) = X¯ j,1 − X¯ j,2 / [σX j,1 + σX j,2 ] , (3) where indices j, 1 and j, 2 mean that average (or standard deviation) is defined for jth feature but only for either vectors of first or second class respectively. Performance

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of feature selection using Fisher coefficient was studied in [11]. This criterion may be simply extended to multiclass problems.

χ 2 coefficient: The last ranking in the group of correlation based method is the χ 2 coefficient: 2 m l p(X j = xij ,C = ck ) − p(X j = xij )p(C = ck ) Jχ 2 (X j ) = ∑ ∑ . (4) p(X j = xij )p(C = ck ) i=1 k=1 Using this method in context of feature selection was discussed in [8]. This method was also proposed for feature weighting with the kNN classifier in [24]. 2.1 Information Theory Based Feature Rankings Mutual Information Ranking (MI): Shannon [23] described the concept of entropy and mutual information. Now the concept of entropy and mutual information is widely used in several domains. The entropy in context of feature may be defined by: m

H(X j ) = − ∑ p(X j = xi ) log2 p(X j = xi ) j

j

(5)

i=1

and in similar way for class vector: H(c) = − ∑m i=1 p(C = ci ) log2 p(C = ci ). The mutual information (MI) may be used as a base of feature ranking: JMI (X j ) = I(X j , c) = H(X j ) + H(c) − H(X j , c),

(6)

where H(X j , c) is joint entropy. Mutual information was investigated as ranking method several times [3,14,8,13,16]. The MI was also used for feature weighting in [9]. Asymmetric Dependency Coefficient (ADC) is defined as mutual information normalized by entropy of classes: JADC (X j ) = I(X j , c)/H(c).

(7)

These and next criterions which base on MI were investigated in context of feature ranking in [8,7]. Normalized Information Gain (US) proposed in [22] is defined by the MI normalized by the entropy of feature: JADC (X j ) = I(X j , c)/H(X j ).

(8)

Normalized Information Gain (UH) is the third possibility of normalizing, this time by the joint entropy of feature and class: JUH (X j ) = I(X j , c)/H(X j , c).

(9)

Symmetrical Uncertainty Coefficient (SUC): This time the MI is normalized by the sum of entropies [15]: JSUC (X j ) = I(X j , c)/(H(X j , c) + H(c)).

(10)

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It can be simply seen that the normalization is like weight modification factor which has influence in the order of ranking and in pre-weights for further weighting calculation. Except the DML all above MI-based coefficients compose positive rankings. 2.2 Decision Tree Rankings Decision trees may be used in a few ways for feature selection or ranking building. The simplest way of feature selection is to select features which were used to build the given decision tree to play the role of the classifier. But it is possible to compose not only a binary ranking, the criterion used for the tree node selection can be used to build the ranking. The selected decision trees are: CART [4], C4.5 [20] and SSV [10]. Each of those decision trees uses its own split criterion, for example CART use the GINI or SSV use the separability split value. For using SSV in feature selection please see [11]. The feature ranking is constructed basing on the nodes of decision tree and features used to build this tree. Each node is assigned to a split point on a given feature which has appropriate value of the split criterion. These values will be used to compute ranking according to: J(X j ) = ∑ split(n), (11) n∈Q j

where Q j is a set of nodes which split point uses feature j, and split(n) is the value of given split criterion for the node n (depend on tree type). Note that features not used in tree are not in the ranking and in consequence will have weight 0. 2.3 Feature Rankings Based on Probability Distribution Distance Kolmogorov distribution distance (KOL) based ranking was presented in [7]: m l JKOL (X j ) = ∑ ∑ p(X j = xij ,C = ck ) − p(X j = xij )p(C = ck )

(12)

i=1 k=1

Jeffreys-Matusita Distance (JM) is defined similarly to the above ranking: 2

m l

j j JJM (X j ) = ∑ ∑ p(X j = xi ,C = ck ) − p(X j = xi )p(C = ck )

(13)

i=1 k=1

MIFS ranking. Battiti [3] proposed another ranking which bases on MI. In general it is defined by: JMIFS (X j |S) = I((X j , c)|S) = I(X j , c) − β · ∑ I(X j , Xs ).

(14)

s∈S

This ranking is computed iteratively basing on previously established ranking values. First, as the best feature, the j-th feature which maximizes I(XJ , c) (for empty S) is chosen. Next the set S consists of index of first feature. Now the second winner feature has to maximize right side of Eq. 14 with the sum over non-empty S. Next ranking values are computer in the same way.

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To eliminate the parameter β Huang et. al [16] proposed a changed version of Eq.14: I(X j , Xs ) 1 I(X j , Xs ) I(Xs , Xs ) − JSMI (X j |S) = I(X j , c) − ∑ ∑ H(Xs ) · H(Xs ) · I(Xs, c). H(Xs ) 2 s ∈S,s s∈S =s (15) The computation of JSMI is done in the same way as JMIF S . Please note that computation of JMIF S and JSMI is more complex then computation of previously presented rankings that base on MI. Fusion Ranking (FUS). Resulting feature rankings may be combined to another ranking in fusion [25]. In experiments we combine six rankings (NMF, NRF, NLF, NSF, MDF, SRW1 ) as their sum. However an different operator may replace the sum (median, max, min). Before calculation of fusion ranking each ranking used in fusion has to be normalized.

3 Methods of Feature Weighting for Ranking Vectors Direct use of ranking values to feature weighting is sometimes even impossible because we have positive and negative rankings. However in case of some rankings it is possible [9,6,5]. Also the character of magnitude of ranking values may change significantly between kinds of ranking methods2 . This is why we decided to check performance of a few weighting schemes while using every single one with each feature ranking method. Below we propose methods which work in one of two types of weighting schemes: first use the ranking values to construct the weight vector while second scheme uses the order of features to compose weight vector. Let’s assume that we have to weight vector of feature ranking J = [ j1 , . . . , Jn ]. Additionally define Jmin = mini=1,...,n Ji and Jmax = maxi=1,...,n Ji . Normalized Max Filter (NMF) is Defined by |J|/Jmax WNMF (J) = [Jmax + Jmin − |J|]/Jmax

for J+ , for J−

(16)

where J is ranking element of J. J+ means that the feature ranking is positive and J− means negative ranking. After such transformation the weights lie in [Jmin , Jmax , 1]. Normalizing Range Filter (NRF) is a bit similar to previous weighting function: (|J| + Jmin )/(Jmax + Jmin ) for J+ WNRF (J) = . (17) (Jmax + 2Jmin − |J|)/(Jmax + Jmin ) for J− In such case weights will lie in [2Jmin /(Jmax + Jmin ), 1]. Normalizing Linear Filter (NLF) is another a linear transformation defined by: [1−ε ]J+[ε −1]J max for J+ Jmax −Jmin , (18) WNLF (J) = [ε −1]J+[1− ε ]Jmax for J− Jmax −Jmin 1 2

See Eq. 21. Compare sequence 1, 2, 3, 4 with 11, 12, 13, 14 further influence in metric is significantly different

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where ε = −(εmax − εmin )v p + εmax depends on feature. Parameters has typically values: εmin = 0.1 and εmax = 0.9, and p may be 0.25 or 0.5. And v = σJ /J¯ is a variability index. Normalizing Sigmoid Filter (NSF) is a nonlinear transformation of ranking values: 2 −1 + ε (19) WNSF (J) = 1 + e−[W (J)−0.5] log((1−ε )/ε ) where ε = ε /2. This weighting function increases the strength of strong features and decreases weak features. Monotonically Decreasing Function (MDF) defines weights basing on the order of the features, not on the ranking values: log(n −1)/(n−1) logε τ s

WMDF ( j) = elog ε ·[( j−1)/(n−1)]

(20)

where j is the position of the given feature in order. τ may be 0.5. Roughly it means the ns /n fraction of features will have weights not greater than tau. Sequential Ranking Weighting (SRW) is a simple threshold weighting via feature order: (21) WSRW ( j) = [n + 1 − j]/n, where j is again the position in the order.

4 Testing Methodology and Results Analysis The test were done on several benchmarks from UCI machine learning repository [2]: appendicitis, Australian credit approval, balance scale, Wisconsin breast cancer, car evaluation, churn, flags, glass identification, heart disease, congressional voting records, ionosphere, iris flowers, sonar, thyroid disease, Telugu vowel, wine. Each single test configuration of a weighting scheme and a ranking method was tested using 10 times repeater 10 fold cross-validation (CV). Only the accuracies from testing parts of CV were used in further test processing. In place of presenting averaged accuracies over several benchmarks the paired t-tests were used to count how many times had the given test configuration won, defeated or drawn. t-test is used to compare efficiency of a classifiers without weighting and with weighting (a selected ranking method plus selected weighting scheme). For example efficiency of 1NNE classifier (one nearest neighbour with Euclidean metric) is compared to 1NNE with weighting by CC ranking and NMF weighting scheme. And this is repeated for each combination of rankings and weighting schemes. CV tests of different configurations were using the same random seed to make the test more trustful (it enables the use of paired t-test). Table 1 presents results averaged for different configurations of k nearest neighbors kNN and SVM: 1NNE, 5NNE, AutoNNE, SVME, AutoSVME, 1NNM, 5NNM, AutoNNM, SVMM, AutoSVMM. Were suffix ‘E’ or ‘M’ means Euclidean or Manhattan respectively. Prefix ‘auto’ means that kNN chose the ‘k’ automatically or SVM chose the ‘C’ and spread of Gaussian function automatically. Tables 1(a)–(c) presents counts of winnings, defeats and draws. Is can be seen that the best choice of ranking method were US, UH and SUC while the best weighting schemes

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Table 1. Cumulative counts over feature ranking methods and feature weighting schemes (averaged over kNN’s and SVM’s configurations)

(c)

(b)

(d)

1536 1336 1136 936 Defeats 736

Draws Winnings

536 336 136 -64

Classifier Configuration

Counts

(a)

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Table 2. Cumulative counts over feature ranking methods and feature weighting schemes for SVM classifier

!

(d)

(b)

(c)

120

100

80 Counts

(a)

Defeats

60

Draws Winnings

40

20

0

Feature Ranking

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were NSF and MDF in average. Smaller number of defeats were obtained for KOL and FUS rankings and for NSF and MDF weighting schemes. Over all best configuration is combination of US ranking with NSF weighting scheme. The worst performance characterize feature rankings based on decision trees. Note that the weighting with a classifier must not be used obligatory. With a help of CV validation it may be simply verified whether the using of feature weighting method for given problem (data) can be recommended or not. Table 1(d) presents counts of winnings, defeats and draws per classification configuration. The highest number of winnings were obtained for SVME, 1NNE, 5NNE. The weighting turned out useless for AutoSVM[E|M]. This means that weighting does not help in case of internally optimized configurations of SVM. But note that optimization of SVM is much more costly (around 100 times—costs of grid validation) than SVM with feature weighting! Tables 2(a)–(d) describe results for SVME classifier used with all combinations of weighting as before. Weighting for SVM is very effective even with different rankings (JM, MI, ADC, US,CHI, SUC or SMI) and with weighting schemes: NSF, NMF, NRF.

5 Summary Presented feature weighting methods are fast and accurate. In most cases performance of the classifier may be increased without significant growth of computational costs. The best weighting methods are not difficult to implement. Some combinations of ranking and weighting schemes are often better than other, for example combination of normalized information gain (US) and NSF. Presented feature weighting methods may compete with slower feature selection or adjustment methods of classifier metaparameters (AutokNN or AutoSVM which needs slow parameters tuning). By simple validation we may decide whether to weight or not to weight features before using the chosen classifier for given data (problem) keeping the final decision model more accurate.

References 1. Aha, D.W., Goldstone, R.: Concept learning and flexible weighting. In: Proceedings of the 14th Annual Conference of the Cognitive Science Society, pp. 534–539 (1992) 2. Asuncion, A., Newman, D.: UCI machine learning repository (2007), 3. Battiti, R.: Using mutual information for selecting features in supervised neural net learning. IEEE Transactions on Neural Networks 5(4), 537–550 (1994) 4. Breiman, L., Friedman, J.H., Olshen, A., Stone, C.J.: Classification and regression trees. Wadsworth, Belmont (1984) 5. Creecy, R.H., Masand, B.M., Smith, S.J., Waltz, D.L.: Trading mips and memory for knowledge engineering. Communications of the ACM 35, 48–64 (1992) 6. Daelemans, W., van den Bosch, A.: Generalization performance of backpropagation learning on a syllabification task. In: Proceedings of TWLT3: Connectionism and Natural Language Processing, pp. 27–37 (1992) 7. Duch, W.: Filter methods. In: Guyon, I., Gunn, S., Nikravesh, M., Zadeh, L. (eds.) Feature Extraction, Foundations and Applications. Studies in fuzziness and soft computing, pp. 89– 117. Springer, Heidelberg (2006)

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8. Duch, W., Biesiada, T.W.J., Blachnik, M.: Comparison of feature ranking methods based on information entropy. In: Proceedings of International Joint Conference on Neural Networks, pp. 1415–1419. IEEE Press (2004) 9. Wettschereck, D., Aha, D., Mohri, T.: A review of empirical evaluation of feature weighting methods for a class of lazy learning algorithms. Artificial Intelligence Review Journal 11, 273–314 (1997) 10. Grabczewski, ˛ K., Duch, W.: The separability of split value criterion. In: Rutkowski, L., Tadeusiewicz, R. (eds.) Neural Networks and Soft Computing, Zakopane, Poland, pp. 202– 208 (June 2000) 11. Grabczewski, ˛ K., Jankowski, N.: Feature selection with decision tree criterion. In: Nedjah, N., Mourelle, L., Vellasco, M., Abraham, A., Köppen, M. (eds.) Fifth International conference on Hybrid Intelligent Systems, pp. 212–217. IEEE Computer Society, Brasil (2005) 12. Grabczewski, ˛ K., Jankowski, N.: Mining for complex models comprising feature selection and classification. In: Guyon, I., Gunn, S., Nikravesh, M., Zadeh, L. (eds.) Feature Extraction, Foundations and Applications. Studies in fuzziness and soft computing, pp. 473–489. Springer, Heidelberg (2006) 13. Guyon, I.: Practical feature selection: from correlation to causality. 955 Creston Road, Berkeley, CA 94708, USA (2008), !" #$ % 14. Guyon, I., Elisseef, A.: An introduction to variable and feature selection. Journal of Machine Learning Research, 1157–1182 (2003) 15. Hall, M.A.: Correlation-based feature subset selection for machine learning. Ph.D. thesis, Department of Computer Science, University of Waikato, Waikato, New Zealand (1999) 16. Huang, J.J., Cai, Y.Z., Xu, X.M.: A parameterless feature ranking algorithm based on MI. Neurocomputing 71, 1656–1668 (2007) 17. Jankowski, N.: Discrete quasi-gradient features weighting algorithm. In: Rutkowski, L., Kacprzyk, J. (eds.) Neural Networks and Soft Computing. Advances in Soft Computing, pp. 194–199. Springer, Zakopane (2002) 18. Kelly, J.D., Davis, L.: A hybrid genetic algorithm for classification. In: Proceedings of the 12th International Joint Conference on Artificial Intelligence, pp. 645–650 (1991) 19. Kira, K., Rendell, L.A.: The feature selection problem: Traditional methods and a new algorithm. In: Proceedings of the 10th International Joint Conference on Artificial Intelligence, pp. 129–134 (1992) 20. Quinlan, J.R.: C4.5: Programs for machine learning. Morgan Kaufmann, San Mateo (1993) 21. Salzberg, S.L.: A nearest hyperrectangle learning method. Machine Learning Journal 6(3), 251–276 (1991) 22. Setiono, R., Liu, H.: Improving backpropagation learning with feature selection. Applied Intelligence 6, 129–139 (1996) 23. Shannon, C.E.: A mathematical theory of communication. The Bell System Technical Journal 27, 379–423, 623–656 (1948) 24. Vivencio, D.P., Hruschka Jr., E.R., Nicoletti, M., Santos, E., Galvao, S.: Feature-weighted k-nearest neigbor classifier. In: Proceedings of IEEE Symposium on Foundations of Computational Intelligence (2007) 25. Yan, W.: Fusion in multi-criterion feature ranking. In: 10th International Conference on Information Fusion, pp. 1–6 (2007)

Simultaneous Learning of Instantaneous and Time-Delayed Genetic Interactions Using Novel Information Theoretic Scoring Technique Nizamul Morshed, Madhu Chetty, and Nguyen Xuan Vinh Monash University, Australia {nizamul.morshed,madhu.chetty,vinh.nguyen}@monash.edu

Abstract. Understanding gene interactions is a fundamental question in systems biology. Currently, modeling of gene regulations assumes that genes interact either instantaneously or with time delay. In this paper, we introduce a framework based on the Bayesian Network (BN) formalism that can represent both instantaneous and time-delayed interactions between genes simultaneously. Also, a novel scoring metric having ﬁrm mathematical underpinnings is then proposed that, unlike other recent methods, can score both interactions concurrently and takes into account the biological fact that multiple regulators may regulate a gene jointly, rather than in an isolated pair-wise manner. Further, a gene regulatory network inference method employing evolutionary search that makes use of the framework and the scoring metric is also presented. Experiments carried out using synthetic data as well as the well known Saccharomyces cerevisiae gene expression data show the eﬀectiveness of our approach. Keywords: Information theory, Bayesian network, Gene regulatory network.

1

Introduction

In any biological system, various genetic interactions occur amongst diﬀerent genes concurrently. Some of these genes would interact almost instantaneously while interactions amongst some other genes could be time delayed. From biological perspective, instantaneous regulations represent the scenarios where the eﬀect of a change in the expression level of a regulator gene is carried on to the regulated gene (almost) instantaneously. In these cases, the eﬀect will be reﬂected almost immediately in the regulated gene’s expression level1 . On the other hand, in cases where regulatory interactions are time-delayed in nature, the eﬀect may be seen on the regulated gene after some time. Bayesian networks and its extension, dynamic Bayesian networks (DBN) have found signiﬁcant applications in the modeling of genetic interactions [1,2]. To the 1

The time-delay will always be greater than zero. However, if the delay is small enough so that the regulated gene is eﬀected before the next data sample is taken, it can be considered as an instantaneous interaction.

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best of our knowledge, barring few exceptions (to be discussed in Section 2), all the currently existing gene regulatory network (GRN) reconstruction techniques that use time series data assume that the eﬀect of changes in the expression level of a regulator gene is either instantaneous or maintains a d-th order Markov relation with its regulated gene (i.e., regulations occur between genes in two time slices, which can be at most d time steps apart, d = 1, 2, . . . ). In this paper, we introduce a framework (see Fig. 1) that captures both types of interactions. We also propose a novel scoring metric that takes into account the biological fact that multiple genes may regulate a single gene in a combined manner, rather than in an individual pair-wise manner. Finally, we present a GRN inference algorithm employing evolutionary search strategy that makes use of the framework and the scoring metric. The rest of the paper is organized as follows. In Section 2, we explain the framework that allows us to represent both instantaneous and time-delayed interactions simultaneously. This section also contains the related literature review and explains how these methods relate to our approach. Section 3 formalizes the proposed scoring metric and explains some of its theoretical properties. Section 4 describes the employed search strategy. Section 5 discusses the synthetic and real-life networks used for assessing our approach and also its comparison with other techniques. Section 6 provides concluding observations and remarks.

Fig. 1. Example of network structure with both instantaneous and time-delayed interactions

2

The Representational Framework

Let us model a gene network containing n genes (denoted by X1 , X2 . . . , Xn ) with a corresponding microarray dataset having N time points. A DBN-based GRN reconstruction method would try to ﬁnd associations between genes Xi and Xj by taking into consideration the data xi1 , . . . , xi(N −δ) and xj(1+δ) , . . . , xjN or vice versa (small case letters mean data values in the microarray), where 1 ≤ δ ≤ d. This will eﬀectively enable it to capture d-step time delayed interactions (at most). Conversely, a BN-based strategy would use the whole N time points and it will capture regulations that are eﬀective instantaneously. Now, to model both instantaneous and multiple step time-delayed interactions, we double the number of nodes as shown in Fig. 2. The zero entries in the ﬁgure denote no regulation. For the ﬁrst n columns, the entries marked by 1 correspond to instantaneous regulations whereas for the last n columns non-zero entries denote the order of regulation.

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Prior works on inter and intra-slice connections in dynamic probabilistic network formalism [3,4] have modelled a DBN using an initial network and a transition network employing the 1st-order Markov assumption, where the initial network exists only during the initial period of time and afterwards the dynamics is expressed using only the transition network. Realising that a d-th order DBN has variables replicated d times, a 1st-order DBN for this task2 is therefore usually limited to, around 10 variables or a 2nd-order DBN can mostly deal with 6-7 variables [5]. Thus, prior works on DBNs either could not discover these two interactions simultaneously or were unable to fully exploit its potential restricting studies to simpler network conﬁgurations. However, since our proposed approach does not replicate variables, we can study any complex network conﬁgurations without limitations on the number of nodes. Zou et al. [2], while highlighting existence of both instantaneous and time-delayed interactions among genes while considering parent-child relationships of a particular order, did not account for the regulatory eﬀects of other parents having diﬀerent order. Our proposed method supports that multiples parents may regulate a child simultaneously, with diﬀerent orders of regulation. Moreover, the limitation of detecting basic genetic interactions like A ↔ B is also overcome with the proposed method. Complications in the alignment of data samples can arise if the parents have diﬀerent order of regulation with the child node. We elucidate this using an example, where we have already assessed the degree of interest (in terms of Mutual Information) in adding two parents (gene B and C, having third and ﬁrst order regulations, respectively) to a gene under consideration, X. Now, we want to assess the degree of interest in adding gene A as a parent of X with a second order regulatory relationship (i.e., M I(X, A2 |{B 3 , C 1 }), where superscripts on the parent variables denote the order of regulation it has with the child node). There are two possibilities: the ﬁrst one corresponds to the scenario where the data is not periodic. In this case, we have to use (N − δ) samples where δ is the maximum order of regulation that the gene under consideration has, with its parent nodes (3 in this example). Fig. 3 shows √ how the alignment of the samples can be done for the current example. The symbol inside a cell denotes that this data sample will be used during MI computation, whereas empty cells denote that these data samples will not be considered. Similar alignments will need to be done for the other case, where the data is periodic (e.g., datasets of yeast compiled by [6] show such behavior [7]). However, we can use all the N data samples in this case. Finally, the interpretation of the results obtained from an algorithm that uses this framework can be done in a straightforward manner. So, using this framework and the aligned data samples, if we construct a network where we observe, for example, arc X1 → Xn having order δ, we conclude that the interslice arc between X1 and Xn is inferred and X1 regulates Xn with a δ-step time-delay. Similarly, if we ﬁnd arc X2 → Xn , we say that the intra-slice arc between X2 and Xn is inferred and a change in the expression level of X2 will 2

A tutorial can be found in http://www.cs.ubc.ca/~ murphyk/Software/BDAGL/dbnDemo_hus.htm

Learning Gene Interactions Using Novel Scoring Technique

X1 X2 ... Xn

X1 0 0 ... 1

X2 1 0 ... 0

... ... ... ... ...

Xn 0 1 ... 0

X1 2 d ... 0

X2 0 0 ... 1

... ... ... ... ...

Xn 1 0 ... d

1 2 3 4 ... √√√ A ... √ X ... √√√√ B ... √√ C ...

N -3 √ √ √ √

251

N -2 N -1 N √ √ √ √ √

√

Fig. 2. Conceptual view of proposed ap- Fig. 3. Calculation of Mutual Information (MI) proach

almost immediately eﬀect the expression level of Xn . The following 3 conditions must also be satisﬁed in any resulting network: 1. The network must be a directed acyclic graph. 2. The inter-slice arcs must go in the correct direction (no backward arc). 3. Interactions remain existent independent of time (Stationarity assumption).

3

Our Proposed Scoring Metric, CCIT

The proposed CCIT (Combined Conditional Independence Tests) score, when applied to a graph G containing n genes (denoted by X1 , X2 . . . , Xn ), with a corresponding microarray dataset D, is shown in (1). The score relies on the decomposition property of MI and a theorem of Kullback [8]. SCCIT (G:D)= n

{ i=1 P a(Xi )=φ

δi sk i 2Nδi .MI(Xi ,P a(Xi ))− k=0 (max j=1 χα,l σk i

) k i σi (j)

}

(1)

Here ski denotes the number of parents of gene Xi having a k step time-delayed regulation and δi is the maximum time-delay that gene Xi has with its parents. The parent set of gene Xi , P a(Xi ) is the union of the parent sets of Xi having zero time-delay (denoted by P a0 (Xi )), single-step time-delay (P a1 (Xi )) and up to parents having the maximum time-delay (δi ) and deﬁned as follows: P a(Xi ) = P a0 (Xi ) ∪ P a1 (Xi ) · · · ∪ P aδi (Xi )

(2)

The number of eﬀective data points, Nδi , depends on whether the data can be considered to be showing periodic behavior or not (e.g., datasets compiled by [6] can be considered as showing periodic behavior [7]), and it is deﬁned as follows: N if data is periodic Nδi = (3) N − δi otherwise Finally, σik = (σik (1), . . . , σik (ski )) denote any permutation of the index set (1, . . . , ski ) of the variables P ak (Xi ) and liσik (j) , the degrees of freedom, is deﬁned as follows: j−1 (ri − 1)(rσik (j) − 1) m=1 rσik (m) , for 2 ≤ j ≤ ski liσik (j) = (4) (ri − 1)(rσik (1) − 1), for j = 1

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where rp denotes the number of possible values that gene Xp can take (after discretization, if the data is continuous). If the number of possible values that the genes can take is not the same for all the genes, the quantity σik denotes the permutation of the parent set P ak (Xi ) where the ﬁrst parent gene has the highest number of possible values, the second gene has the second highest number of possible values and so on. The CCIT score is similar to those metrics which are based on maximizing a penalized version of the log-likelihood, such as BIC/MDL/MIT. However, unlike BIC/MDL, the penalty part in this case is local for each variable and its parents, and takes into account both the complexity and reliability of the structure. Also, both CCIT and MIT have the additional strength that the tests quantify the extent to which the genes are independent. Finally, unlike MIT [9], CCIT scores both intra and inter-slice interactions simultaneously, rather than considering these two types of interactions in an isolated manner, making it specially suitable for problems like reconstructing GRNs, where joint regulation is a common phenomenon. 3.1

Some Properties of CCIT Score

In this section we study several useful properties of the proposed scoring metric. The ﬁrst among these is the decomposability property, which is especially useful for local search algorithms: Proposition 1. CCIT is a decomposable scoring metric. Proof. This result is evident as the scoring function is, by deﬁnition, a sum of local scores. Next, we show in Theorem 1 that CCIT takes joint regulation into account while scoring and it is diﬀerent than three related approaches, namely MIT [9] applied to: a Bayesian Network (which we call M IT0 ); a dynamic Bayesian Network (called M IT1 ); and also a naive combination of these two, where the intra and inter-slice networks are scored independently (called M IT0+1 ). For this, we make use of the decomposition property of MI, deﬁned next: Property 1. (Decomposition Property of MI) In a BN, if P a(Xi ) is the parent set of a node Xi (Xik ∈ P a(Xi ), k = 1, . . . si ), and the cardinality of the set is si , the following identity holds [9]: MI (Xi ,P a(Xi ))=MI(Xi ,Xi1 )+

si

j=2

MI (Xi ,Xij |{Xi1 ,...,Xi(j−1) })

(5)

Theorem 1. CCIT scores intra and inter-slice arcs concurrently, and is different from M IT0 , M IT1 and M IT0+1 since it takes into account the fact that multiple regulators may regulate a gene simultaneously, rather than in an isolated manner. Proof. We prove by showing a counterexample, using the network in Fig. 4(A). We apply our metric along with the three other techniques on the network,

Learning Gene Interactions Using Novel Scoring Technique

A

A

253

1. Application of MIT in a BN based framework: S MIT0

2 N .MI ( B,{ A0 , D 0}) ( FD ,4 FD ,12 )

(6)

2. Application of MIT in a DBN based framework:

B

S MIT1

B

2 N{MI ( B, C1) MI ( A, D1)} 2 FD ,4

(7)

3. A naive application of MIT in a combined BN and DBN based framework:

C

C

D

D

t = t0

t = t0 + 1

S MIT01

2 N{MI ( B,{ A0 , D 0}) MI ( B, C1)

MI ( A, D1)} (3FD ,4 FD ,12 )

(8)

4. Our proposed scoring metric:

(A)

SCCIT

2 N {MI ( B,{ A0 , D 0} {C1}) MI ( A, D1)}

(3FD ,4 FD ,12 )

(9)

(B)

Fig. 4. (A) Network used for the proof (rolled representation). (B) equations depicting how each approach will score the network in 4(A).

describe the working procedure in all these cases to show that the proposed metric indeed scores them concurrently, and ﬁnally show the diﬀerence with the other three approaches. We assume the non-trivial case where the data is supposed to be periodic (the proof is trivial otherwise). Also, we assume that all the gene expressions were discretized to 3 quantization levels. The concurrent scoring behavior of CCIT is evident from the ﬁrst term in RHS of (9), as shown in Fig. 4(B). Also, inclusion of C in the parent set in the ﬁrst term of the RHS of the equation exhibits the way how it achieves the objective of taking into account the biological fact that multiple regulators may regulate a gene jointly. Considering (6) to (8) in Fig. 4(B), it is also obvious that CCIT is diﬀerent from both M IT0 and M IT1 . To show that CCIT is diﬀerent from M IT0+1 , we consider (8) and (9). It suﬃces to consider whether M I(B, {A0 , D 0 }) + M I(B, C 1 ) is diﬀerent from M I(B, {A0 , D0 } ∪ {C 1 }). Using (5), this becomes equivalent to considering whether M I(B, {A0 , D 0 }|C 1 ) is the same as M I(B, {A0 , D0 }), which are clearly inequal. This completes the proof.

4

The Search Strategy

A genetic algorithm (GA), applied to explore this structure space, begins with a sample population of randomly selected network structures and their ﬁtness calculated. Iteratively, crossovers and mutations of networks within a population are performed and the best ﬁtting individuals are kept for future generations. During crossover, random edges from diﬀerent networks are chosen and swapped. Mutation is applied on a subset of edges of every network. For our study, we incorporate the following three types of mutations: (i) Deleting a random edge from the network, (ii) Creating a random edge in the network, and (iii) Changing direction of a randomly selected edge. The overall algorithm that includes the modeling of the GRN and the stochastic search of the network space using GA is shown in Table 1.

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N. Morshed, M. Chetty, and N.X. Vinh Table 1. Genetic Algorithm

1. Create initial population of network structures (100 in our case). For each individual, genes and set of parent genes are selected based on a Poisson distribution and edges are created such that the resulting network complies with the conditions listed in Section 2. 2. Evaluate each network and sort the chromosomes based on the fitness score. (a) Generate new population by applying crossover and mutation on the previous population. Check to see if any conditions listed in Section 2 is violated. (b) Evaluate each individual using the fitness function and use it to sort the individual networks. (c) If the best individual score has not increased for consecutive 5 times, aggregate the 5 best individuals using a majority voting scheme. Check to see if any conditions listed in Section 2 is violated. (d) Take best individuals from the two populations and create the population of elite individuals for next generation. 3. Repeat steps a) - d) until the stopping criteria (400 generations/no improvement in fitness for 10 consecutive generations) is reached. When the GA stops, take the best chromosome and reconstruct the final genetic network.

5

Experimental Evaluation

We evaluate our method using both: synthetic network and a real-life biological network of Saccharomyces cerevisiae (yeast).We used the Persist Algorithm [10] to discretize continuous data into 3 levels. The value of the conﬁdence level (α) used was 0.90. We applied four widely known performance measures, namely Sensitivity (Se), Speciﬁcity (Sp), Precision (Pr) and F-Score (F) and compared our method with other recent as well as traditional methods. 5.1

Synthetic Network

Synthetic Network having both Instantaneous and Time-Delayed Interactions. As a ﬁrst step towards evaluating our approach, we employ a 9 node network shown in Fig. 5. We used N = 30, 50, 100 and 200 samples and generated 5 datasets in each case using random multinomial CPDs sampled from a Dirichlet, with hyper-parameters chosen using the method of [11]. The results are shown in Table 2. It is observed that both DBN(DP) [5] and our method outperform M IT0+1 , although our method is less data intensive, and performs better than DBN(DP) [5] when the number of samples is low.

Fig. 5. 9-node synthetic network

Fig. 6. Yeast cell cycle subnetwork [12]

Probabilistic Network from Yeast. We use a subnetwork from the yeast cell cycle, shown in Fig. 6, taken from Husmeier et al. [12]. The network consists of 12 genes and 11 interactions. For each interaction, we randomly assigned a

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Table 2. Performance comparison of proposed method with, DBN(DP) and M IT0+1 on the 9-node synthetic network Se

N=30 Sp

F

Se

N=50 Sp

F

Se

N=100 Sp

F

Se

N=200 Sp

F

Proposed 0.18 ± 0.99± 0.28± 0.50± 0.91± 0.36± 0.54± 0.93± 0.42± 0.56± 0.99± 0.65± Method 0.1 0.0 0.15 0.14 0.04 0.13 0.05 0.02 0.05 0.11 0.01 0.14 DBN 0.16± 0.99± 0.25± 0.22± 0.99± 0.32± 0.52± 1.0± 0.67± 0.58± 1.0± 0.72± (DP) 0.08 0.01 0.13 0.2 0.0 0.2 0.04 0.0 0.05 0.08 0.0 0.06 MIT0+1 0.18± 0.89± 0.17± 0.26± 0.90± 0.19± 0.36± 0.88± 0.25± 0.48± 0.95± 0.45± 0.08 0.07 0.1 0.16 0.03 0.1 0.13 0.04 0.15 0.04 0.03 0.08

regulation order of 0-3. We used two diﬀerent conditional probabilities for the interactions between the genes (see [12] for details about the parameters). Eight confounder nodes were also added, making the total number of nodes 20. We used 30, 50 and 100 samples, generated 5 datasets in each case and compared our approach with two other DBN based methods, namely BANJO [13] and BNFinder [14]. While calculating performance measures for these methods, we ignored the exact orders for the time-delayed interactions in the target network. Due to scalability issues, we did not apply DBN(DP) [5] to this network. The results are shown in Table 3, where we observe that our method outperforms the other two. This points to the strength of our method in discovering complex interaction scenarios where multiple regulators may jointly regulate target genes with varying time-delays. Table 3. Performance comparison of proposed method with, BANJO and BNFinder on the yeast subnetwork Se

N=30 Sp Pr

Proposed 0.73± 0.998± 0.82± Method 0.22 0.0007 0.09 BANJO 0.51± 0.987± 0.49± 0.08 0.01 0.2 BNFinder 0.51± 0.996± 0.63± +MDL 0.08 0.0006 0.07 BNFinder 0.53± 0.996± 0.68± +BDe 0.04 0.0006 0.02

5.2

F

Se

0.75± 0.1 0.46± 0.15 0.56± 0.08 0.59± 0.02

0.82± 0.1 0.55± 0.09 0.60± 0.05 0.62± 0.04

N=50 Sp Pr 0.999± 0.0010 0.993± 0.0049 0.996± 0.0022 0.997± 0.0019

0.85± 0.08 0.57± 0.23 0.68± 0.15 0.74± 0.13

F

Se

0.83± 0.09 0.55± 0.16 0.63± 0.09 0.67± 0.06

0.86± 0.08 0.60± 0.08 0.65± 0.0 0.69± 0.08

N=100 Sp Pr 0.999± 0.0010 0.995± 0.0014 0.996± 0.0 0.997± 0.0007

0.87± 0.06 0.61± 0.09 0.69± 0.04 0.74± 0.06

F 0.86± 0.06 0.61± 0.08 0.67± 0.02 0.72± 0.07

Real-Life Biological Data

To validate our method with a real-life biological gene regulatory network, we investigate a recent network, called IRMA, of the yeast Saccharomyces cerevisiae [15]. The network is composed of ﬁve genes regulating each other; it is also negligibly aﬀected by endogenous genes. There are two sets of gene proﬁles called Switch ON and Switch OFF for this network, each containing 16 and 21 time points, respectively. A ’simpliﬁed’ network, ignoring some internal protein level interactions, is also reported in [15]. To compare our reconstruction method, we consider 4 recent methods, namely, TDARACNE [16], NIR & TSNI [17], BANJO [13] and ARACNE [18]. IRMA ON Dataset. The performance comparison amongst various method based on the ON dataset is shown in Table 4. The average and standard deviation

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correspond to ﬁve diﬀerent runs of the GA. We observe that our method achieves good precision value as well as very high speciﬁcity. The Se and F-score measures are also comparable with the other methods. Table 4. Performance comparison based on IRMA ON dataset Original Network Se Sp Pr F Proposed Method TDARACNE NIR & TSNI BANJO ARACNE

0.53± 0.1 0.63 0.50 0.25 0.60

0.90± 0.05 0.88 0.94 0.76 -

0.73± 0.09 0.71 0.80 0.33 0.50

0.61± 0.09 0.67 0.62 0.27 0.54

Simplified Network Se Sp Pr F 0.60± 0.1 0.67 0.67 0.50 0.50

0.95± 0.03 0.90 1 0.70 -

0.71± 0.13 0.80 1 0.50 0.50

0.65± 0.14 0.73 0.80 0.50 0.50

IRMA OFF Dataset. Due to the lack of ’stimulus’, it is comparatively diﬃcult to reconstruct the exact network from the OFF dataset [16]. As a result, the overall performances of all the algorithms suﬀer to some extent. The comparison is shown in Table 5. Again we observe that our method reconstructs the gene network with very high precision. Speciﬁcity is also quite high, implying that the inference of false positives is low. Table 5. Performance comparison based on IRMA OFF dataset Original Network Se Sp Pr F Proposed Method TDARACNE NIR & TSNI BANJO ARACNE

6

0.50± 0.0 0.60 0.38 0.38 0.33

0.89± 0.03 0.88 0.88 -

0.70± 0.05 0.37 0.60 0.60 0.25

0.58± 0.02 0.46 0.47 0.46 0.28

Simplified Network Se Sp Pr F 0.33± 0.0 0.75 0.50 0.33 0.60

0.94± 0.03 0.90 0.90 -

0.64± 0.08 0.50 0.75 0.67 0.50

0.40± 0.0 0.60 0.60 0.44 0.54

Conclusion

In this paper, we introduce a framework that can simultaneously represent instantaneous and time-delayed genetic interactions. Incorporating this framework, we implement a score+search based GRN reconstruction algorithm using a novel scoring metric that supports the biological truth that some genes may co-regulate other genes with diﬀerent orders of regulation. Experiments have been performed on diﬀerent synthetic networks of varying complexities and also on real-life biological networks. Our method shows improved performance compared to other recent methods, both in terms of reconstruction accuracy and number of false predictions, at the same time maintaining comparable or better true predictions. Currently we are focusing our research on increasing the computational eﬃciency of the approach and its application for inferring large gene networks.

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Acknowledgments. This research is a part of the larger project on genetic network modeling supported by Monash University and Australia-India Strategic Research Fund.

References 1. Ram, R., Chetty, M., Dix, T.: Causal Modeling of Gene Regulatory Network. In: Proc. IEEE CIBCB (CIBCB 2006), pp. 1–8. IEEE (2006) 2. Zou, M., Conzen, S.: A new dynamic bayesian network (DBN) approach for identifying gene regulatory networks from time course microarray data. Bioinformatics 21(1), 71 (2005) 3. de Campos, C., Ji, Q.: Eﬃcient Structure Learning of Bayesian Networks using Constraints. Journal of Machine Learning Research 12, 663–689 (2011) 4. Friedman, N., Murphy, K., Russell, S.: Learning the structure of dynamic probabilistic networks. In: Proc. UAI (UAI 1998), pp. 139–147. Citeseer (1998) 5. Eaton, D., Murphy, K.: Bayesian structure learning using dynamic programming and MCMC. In: Proc. UAI (UAI 2007) (2007) 6. Cho, R., Campbell, M., et al.: A genome-wide transcriptional analysis of the mitotic cell cycle. Molecular cell 2(1), 65–73 (1998) 7. Xing, Z., Wu, D.: Modeling multiple time units delayed gene regulatory network using dynamic Bayesian network. In: Proc. ICDM- Workshops, pp. 190–195. IEEE (2006) 8. Kullback, S.: Information theory and statistics. Wiley (1968) 9. de Campos, L.: A scoring function for learning Bayesian networks based on mutual information and conditional independence tests. The Journal of Machine Learning Research 7, 2149–2187 (2006) 10. Morchen, F., Ultsch, A.: Optimizing time series discretization for knowledge discovery. In: Proc. ACM SIGKDD, pp. 660–665. ACM (2005) 11. Chickering, D., Meek, C.: Finding optimal bayesian networks. In: Proc. UAI (2002) 12. Husmeier, D.: Sensitivity and speciﬁcity of inferring genetic regulatory interactions from microarray experiments with dynamic Bayesian networks. Bioinformatics 19(17), 2271 (2003) 13. Yu, J., Smith, V., Wang, P., Hartemink, A., Jarvis, E.: Advances to Bayesian network inference for generating causal networks from observational biological data. Bioinformatics 20(18), 3594 (2004) 14. Wilczy´ nski, B., Dojer, N.: BNFinder: exact and eﬃcient method for learning Bayesian networks. Bioinformatics 25(2), 286 (2009) 15. Cantone, I., Marucci, L., et al.: A yeast synthetic network for in vivo assessment of reverse-engineering and modeling approaches. Cell 137(1), 172–181 (2009) 16. Zoppoli, P., Morganella, S., Ceccarelli, M.: TimeDelay-ARACNE: Reverse engineering of gene networks from time-course data by an information theoretic approach. BMC Bioinformatics 11(1), 154 (2010) 17. Della Gatta, G., Bansal, M., et al.: Direct targets of the TRP63 transcription factor revealed by a combination of gene expression proﬁling and reverse engineering. Genome Research 18(6), 939 (2008) 18. Margolin, A., Nemenman, I., et al.: ARACNE: an algorithm for the reconstruction of gene regulatory networks in a mammalian cellular context. BMC Bioinformatics 7(suppl. 1), S7 (2006)

Resource Allocation and Scheduling of Multiple Composite Web Services in Cloud Computing Using Cooperative Coevolution Genetic Algorithm Lifeng Ai1,2 , Maolin Tang1 , and Colin Fidge1 1 2

Queensland University of Technology, 2 George Street, Brisbane, 4001, Australia Vancl Research Laboratory, 59 Middle East 3rd Ring Road, Beijing, 100022, China {l.ai,m.tang,c.fidge}@qut.edu.au

Abstract. In cloud computing, resource allocation and scheduling of multiple composite web services is an important and challenging problem. This is especially so in a hybrid cloud where there may be some lowcost resources available from private clouds and some high-cost resources from public clouds. Meeting this challenge involves two classical computational problems: one is assigning resources to each of the tasks in the composite web services; the other is scheduling the allocated resources when each resource may be used by multiple tasks at diﬀerent points of time. In addition, Quality-of-Service (QoS) issues, such as execution time and running costs, must be considered in the resource allocation and scheduling problem. Here we present a Cooperative Coevolutionary Genetic Algorithm (CCGA) to solve the deadline-constrained resource allocation and scheduling problem for multiple composite web services. Experimental results show that our CCGA is both eﬃcient and scalable. Keywords: Cooperative coevolution, web service, cloud computing.

1

Introduction

Cloud computing is a new Internet-based computing paradigm whereby a pool of computational resources, deployed as web services, are provided on demand over the Internet, in the same manner as public utilities. Recently, cloud computing has become popular because it brings many cost and eﬃciency beneﬁts to enterprises when they build their own web service-based applications. When an enterprise builds a new web service-based application, it can use published web services in both private clouds and public clouds, rather than developing them from scratch. In this paper, private clouds refer to internal data centres owned by an enterprise, and public clouds refer to public data centres that are accessible to the public. A composite web service built by an enterprise is usually composed of multiple component web services, some of which may be provided by the private cloud of the enterprise itself and others which may be provided in a public cloud maintained by an external supplier. Such a computing environment is called a hybrid cloud. B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 258–267, 2011. c Springer-Verlag Berlin Heidelberg 2011

Resource Allocation and Scheduling of Multiple Composite Web Services

259

The component web service allocation problem of interest here is based on the following assumptions. Component web services provided by private and public clouds may have the same functionality, but diﬀerent Quality-of-Service (QoS) values, such as response time and cost. In addition, in a private cloud a component web service may have a limited number of instances, each of which may have diﬀerent QoS values. In public clouds, with greater computational resources at their disposal, a component web service may have a large number of instances, with identical QoS values. However, the QoS values of service instances in diﬀerent public clouds may vary. There may be many composite web services in an enterprise. Each of the tasks comprising a composite web service needs to be allocated an instance of a component web service. A single instance of a component web service may be allocated to more than one task in a set of composite web services, as long as it is used at diﬀerent points of time. In addition, we are concerned with the component web service scheduling problem. In order to maximise the utilisation of available component web services in private clouds, and minimise the cost of using component web services in public clouds, allocated component web service instances should only be used for a short period of time. This requires scheduling the allocated component web service instances eﬃciently. There are two typical QoS-based component web service allocation and scheduling problems in cloud computing. One is the deadline-constrained resource allocation and scheduling problem, which involves ﬁnding a cloud service allocation and scheduling plan that minimises the total cost of the composite web service, while satisfying given response time constraints for each of the composite web services. The other is the cost-constrained resource allocation and scheduling problem, which requires ﬁnding a cloud service allocation and scheduling plan which minimises the total response times of all the composite web services, while satisfying a total cost constraint. In previous work [1], we presented a random-key genetic algorithm (RGA) [2] for the constrained resource allocation and scheduling problems and used experimental results to show that our RGA was scalable and could ﬁnd an acceptable, but not necessarily optimal, solution for all the problems tested. In this paper we aim to improve the quality of the solutions found by applying a cooperative coevolutionary genetic algorithm (CCGA) [3,4,5] to the deadline-constrained resource allocation and scheduling problem.

2

Problem Definition

Based on the requirements introduced in the previous section, the deadlineconstrained resource allocation and scheduling problem can be formulated as follows. Inputs 1. A set of composite web services W = {W1 , W2 , . . . , Wn }, where n is the number of composite web services. Each composite web service consists of

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several abstract web services. We deﬁne Oi = {oi,1 , oi,2 , . . . , oi,ni } as the abstract web services set for composite web service Wi , where ni is the number of abstract web services contained in composite web service Wi . 2. A set of candidate cloud services Si,j for each abstract web service oi,j , u v v v v v where Si,j = Si,j ∪ Si,j , and Si,j = {Si,j,1 , Si,j,2 , . . . , Si,j, } denotes an entire set of private cloud service candidates for abstract web service oi,j , and u u u u Si,j = {Si,j,1 , Si,j,2 , . . . , Si,j,m } denotes an entire set of m public cloud service candidates for abstract web service oi,j . u 3. A response time and price for each public cloud service Si,j,k , denoted by u u ti,j,k and ci,j,k respectively, and a response time and price for each private v cloud service Si,j,k , denoted by tvi,j,k and cvi,j,k respectively. Output 1. An allocation and scheduling planX = {Xi | i = 1, 2, . . . , n}, such that the n ni total cost of X, i.e., Cost(X) = i=1 j=1 Cost(Mi,j ), is minimal, where Xi = {(Mi,1 , Fi,1 ), (Mi,2 , Fi,2 ), . . . , (Mi,ni , Fi,ni )} denotes an allocation and scheduling plan for composite web service Wi , Mi,j represents the selected cloud service for abstract web service oi,j , and Fi,j stands for the ﬁnishing time of Mi,j . Constraints 1. All the ﬁnishing-time precedence requirements between the abstract web services are satisﬁed, that is, Fi,k ≤ Fi,j − di,j , where j = 1, . . . , ni , and k ∈ P rei,j , where P rei,j denotes the set of all abstract web services that must execute before the abstract web service oi,j . 2. All the resource limitations are respected, that is, j∈A(t) rj,m ≤ 1, where v and A(t) denotes the entire set of abstract web services being used m ∈ Si,j at time t. Let rj,m = 1 if abstract web service j requires private cloud service m in order to execute and rj,m = 0 otherwise. This constraint guarantees that each private cloud service can only serve at most one abstract web service at a time. 3. The deadline constraint for each composite web service is satisﬁed, that is, Fi,ni ≤ di , such that i = 1, . . . , n, where di denotes the deadline promised to the customer for composite web service Wi , and Fi,ni is the ﬁnishing time of the last abstract service of composite web service Wi , that is, the overall execution time of the composite web service Wi .

3

A Cooperative Coevolutionary Genetic Algorithm

Our Cooperative Coevolutionary Genetic Algorithm is based on Potter and De Jong’s model [3]. In their approach several species, or subpopulations, coevolve together. Each individual in a subpopulation constitutes a partial solution to the problem, and the combination of an individual from all the subpopulations forms a complete solution to the problem. The subpopulations of the CCGA

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evolve independently in order to improve the individuals. Periodically, they interact with each other to acquire feedback on how well they are cooperatively solving the problem. In order to use the cooperative coevolutionary model, two major issues must be addressed, problem decomposition and interaction between subpopulations, which are discussed in detail below. 3.1

Problem Decomposition

Problem composition can be either static, where the entire problem is partitioned in advance and the number of subpopulations is ﬁxed, or dynamic, where the number of subpopulations is adjusted during the calculation time. Since the problem studied here can be naturally decomposed into a ﬁxed number of subproblems beforehand, the problem decomposition adopted by our CCGA is static. Essentially our problem is to ﬁnd a resource allocation scheduling solution for multiple composite web services. Thus, we deﬁne the problem of ﬁnding a resource allocation and scheduling solution for each of the composite web services as a subproblem. Therefore, the CCGA has n subpopulations, where n is the total number of composite web services involved. Each subpopulation is responsible for solving one subproblem and the n subpopulations interact with each other as the n composite web services compete for resources. 3.2

Interaction between Subpopulations

In our Cooperative Coevolutionary Genetic Algorithm, interactions between subpopulations occur when evaluating the ﬁtness of an individual in a subpopulation. The ﬁtness value of a particular individual in a population is an estimate of how well it cooperates with other species to produce good solutions. Guided by the ﬁtness value, subpopulations work cooperatively to solve the problem. This interaction between the sub-populations involves the following two issues. 1. Collaborator selection, i.e., selecting collaborator subcomponents from each of the other subpopulations, and assembling the subcomponents with the current individual being evaluated to form a complete solution. There are many ways of selecting collaborators [6]. In our CCGA, we use the most popular one, choosing the best individuals from the other subpopulations, and combine them with the current individual to form a complete solution. This is the so-called greedy collaborator selection method [6]. 2. Credit assignment, i.e., assigning credit to the individual. This is based on the principle that the higher the ﬁtness value the complete solution has— constructed by the above collaborator selection method—the more credit the individual will obtain. The ﬁtness function is deﬁned by Equations 1 to 3 below. By doing so, in the following evolving rounds, an individual resulting in better cooperation with its collaborators will be more likely to survive. In other words, this credit assignment method can enforce the evolution of each population towards a better direction for solving the problem.

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F itness(X) =

Cost /Fobj (X), if V (X) ≤ 1; FMax 1/V (X), otherwise.

V (X) = Vi (X) =

n

(1)

(Vi (X))

(2)

Fi,ni /di , if Fi,ni > di ; 1, otherwise.

(3)

i=1

In Equation 1, condition V (X) ≤ 1 means there is no constraint violation. Conversely, V (X) > 1 means some constraints are violated, and the larger Cost is the the value of V (X), the higher the degree of constraint violation. FMax worst Fobj (X), namely the maximal total cost, among all feasible individuals Cost in a current generation. Ratio FMax /Fobj (X) is used to scale the ﬁtness value of all feasible solutions into range [1, ∞). Using Equations 1 to 3, we can guarantee that the ﬁtness of all feasible solutions in a generation are better than the ﬁtness of all infeasible solutions. In addition, the lower the total cost for a feasible solution, the better ﬁtness the solution will have. The higher number of constraints that are violated by an infeasible solution, the worse ﬁtness the solution will have. 3.3

Algorithm Description

Algorithm 1 summarises our Cooperative Coevolutionary Genetic Algorithm. Step 1 initialises all the subpopulations. Steps 2 to 7 evaluate the ﬁtness of each individual in the initial subpopulations. This is done in two steps. The ﬁrst step combines the individual indiv[i][j] (indiv[i][j] denotes the j th individual in the ith subpopulation in the CCGA) with the jth individual from each of the other subpopulations to form a complete solution c to the problem, and the second step calculates the ﬁtness value of the solution c using the ﬁtness function deﬁned by Equation 1. Steps 8 to 18 are the co-evolution rounds for the N subpopulations. In each round, the N subpopulations evolve one by one from the 1st to the N th. When evolving a subpopulation SubP op[i], where 1 ≤ i ≤ N , we use the same selection, crossover and mutation operators as used in our previously-described randomkey genetic algorithm (RGA) [1]. However, the ﬁtness evaluation used in the CCGA is diﬀerent from that used in the RGA. In the CCGA, we use the aforementioned collaborator selection strategy and the credit assignment method to evaluate the ﬁtness of an individual. The cooperative co-evolution process is repeated until certain termination criteria are satisﬁed, speciﬁc to the application (e.g., a certain number of rounds or a ﬁxed time limit).

4

Experimental Results

Experiments were conducted to evaluate the scalability and eﬀectiveness of our CCGA for the resource allocation and scheduling problem by comparing it with

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Algorithm 1. Our cooperative coevolutionary genetic algorithm 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18

Construct N sets of initial populations, SubP op[i], i = 1, 2, . . . , N for i ← 1 to N do foreach individual indiv[i][j] of the subpopulation SubP op[i] do c ← SelectPartnersBySamePosition(j ) indiv[i][j].F itness ← FitnessFunc (c) end end while termination condition is not true do for i ← 1 to N do Select ﬁt individuals in SubP op[i] for reproduction Apply the crossover operator to generate new oﬀspring for SubP op[i] apply the mutation operator to oﬀspring foreach individual indiv[i][j] of the subpopulation SubP op[i] do c ← SelectPartnersByBestFitness indiv[i][j].F itness ← FitnessFunc (c) end end end

our previous RGA [1]. Both algorithms were implemented in Microsoft Visual C , and the experiments were conducted on a desktop computer with a 2.33 GHz Intel Core 2 Duo CPU and a 1.95 GB RAM. The population sizes of the RGA and the CCGA were 200 and 100, respectively. The probabilities for crossover and mutation in both the RGA and the CCGA were 0.85 and 0.15, respectively. The termination condition used in the RGA was “no improvement in 40 consecutive generations”, while the termination condition used in the CCGA was “no improvement in 20 consecutive generations”. These parameters were obtained through trials on randomly generated test problems. The parameters that led to the best performance in the trials were selected. The scalability and eﬀectiveness of the CCGA and RGA were tested on a number of problem instances with diﬀerent sizes. Problem size is determined by three factors: the number of composite web services involved in the problem, the number of abstract web services in each composite web service, and the number of candidate cloud services for each abstract service. We constructed three types of problems, each designed to evaluate how one of the three factors aﬀects the computation time and solution quality of the algorithms. 4.1

Experiments on the Number of Composite Web Services

This experiment evaluated how the number of composite web services aﬀects the computation time and solution quality of the algorithms. In this experiment, we also compared the algorithms’ convergence speeds. Considering the stochastic nature of the two algorithms, we ran both ten times on each of the randomly generated test problems with a diﬀerent number of composite web services. In

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this experiment, the number of composite web services in the test problems ranged from 5 to 25 with an increment of 5. The deadline constraints for the ﬁve test problems were 59.4, 58.5, 58.8, 59.2 and 59.8 minutes, respectively. Because of space limitations, the ﬁve test problems are not given in this paper, but they can be found elsewhere [1]. The experimental results are presented in Table 1. It can be seen that both algorithms always found a feasible solution to each of the test problems, but that the solutions found by the CCGA are consistently better than those found by the RGA. For example, for the test problem with ﬁve composite web services, the average cost of the solutions found by the RGA of ten times run was $103, while the average cost of the solutions found by the CCGA was only $79. Thus, $24 can be saved by using the CCGA on average. Table 1. Comparison of the algorithms with diﬀerent numbers of composite web services No. of Composite RGA CCGA Web Services Feasible Solution Aver. Cost ($) Feasible Solution Ave. Cost ($) 5 Yes 103 Yes 79 10 Yes 171 Yes 129 15 Yes 326 Yes 251 20 Yes 486 Yes 311 25 Yes 557 Yes 400

The computation time of the two algorithms as the number of composite web services increases is shown in Figure 1. The computation time of the RGA increased close to linearly from 25.4 to 226.9 seconds, while the computation time of the CCGA increased super-linearly from 6.8 to 261.5 seconds as the number of composite web services increased from 5 to 25. Although the CCGA is not as scalable as the RGA there is little overall diﬀerence between the two algorithms for problems of this size, and a single web service would not normally comprise very large numbers of components. 4.2

Experiments on the Number of Abstract Web Services

This experiment evaluated how the number of abstract web services in each composite web service aﬀects the computation time and solution quality of the algorithms. In this experiment, we randomly generated ﬁve test problems. The number of abstract web services in the ﬁve test problems ranged from 5 to 25 with an increment of 5. The deadline constraints for the test problems were 26.8, 59.1, 89.8, 117.6 and 153.1 minutes, respectively. The quality of the solutions found by the two algorithms for each of the test problems is shown in Table 2. Once again both algorithms always found feasible solutions, and the CCGA always found better solutions than the RGA.

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Algorithm Convergence Time (Seconds)

400 350

RGA CCGA

300 250 200 150 100 50 0 5

10

15

20

25

# of Composite Services

Fig. 1. Number of composite web services versus computation time for both algorithms Table 2. Comparison of the algorithms with diﬀerent numbers of abstract web services No. of RGA CCGA Abstract Services Feasible Solution Ave. Cost ($) Feasible Solution Ave. Cost ($) 5 Yes 105 Yes 81 10 Yes 220 Yes 145 15 Yes 336 Yes 259 20 Yes 458 Yes 322 25 Yes 604 Yes 463

The computation times of the two algorithms as the number of abstract web services involved in each composite web service increases are displayed in Figure 2. The Random-key GA’s computation time increased linearly from 29.8 to 152.3 seconds and the Cooperative Coevolutionary GA’s computation time increased linearly from 14.8 to 72.1 seconds as the number of abstract web services involved in the each composite web service grew from 5 to 25. On this occasion the CCGA clearly outperformed the RGA. 4.3

Experiments on the Number of Candidate Cloud Services

This experiment examined how the number of candidate cloud services for each of the abstract web services aﬀects the computation time and solution quality of the algorithms. In this experiment, we randomly generated ﬁve test problems. The number of candidate cloud services in the ﬁve test problems ranged from 5 to 25 with an increment of 5, and the deadline constraints for the test problems were 26.8, 26.8, 26.8, 26.8 and 26.8 minutes, respectively. Table 3 shows that yet again both algorithms always found feasible solutions, with those produced by the CCGA being better than those produced by the RGA.

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Algorithm Convergence Time (Seconds)

180 RGA CCGA

160 140 120 100 80 60 40 20 0

5

10

15

20

25

# of Abstract Web Services

Fig. 2. Number of abstract web services versus computation time for both algorithms Table 3. Comparison of the algorithms with diﬀerent numbers of candidate cloud services for each abstract service No. of Candidate RGA CCGA Web Services Feasible Solution Ave. Cost ($) Feasible Solution Ave. Cost ($) 5 Yes 144 Yes 130 10 Yes 142 Yes 131 15 Yes 140 Yes 130 20 Yes 141 Yes 130 25 Yes 142 Yes 130

Algorithm Convergence Time (Seconds)

80 RGA CCGA

70 60 50 40 30 20 10 0

5

10

15

20

25

# of Candidate Web Services for Each Abstract Service

Fig. 3. Number of candidate cloud services versus computation time for both algorithms

Figure 3 shows the relationship between the number of candidate cloud services for each abstract web service and the algorithms’ computation times.

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Increasing the number of candidate cloud services had no signiﬁcant eﬀect on either algorithm, and the computation time of the CCGA was again much better than that of the RGA.

5

Conclusion and Future Work

We have presented a Cooperative Coevolutionary Genetic Algorithm which solves the deadline-constrained cloud service allocation and scheduling problem for multiple composite web services on hybrid clouds. To evaluate the eﬃciency and scalability of the algorithm, we implemented it and compared it with our previously-published Random-key Genetic Algorithm for the same problem. Experimental results showed that the CCGA always found better solutions than the RGA, and that the CCGA scaled up well when the problem size increased. The performance of the new algorithm depends on the collaborator selection strategy and the credit assignment method used. Therefore, in future work we will look at alternative collaborator selection and credit assignment methods to further improve the performance of the algorithm. Acknowledgement. This research was carried out as part of the activities of, and funded by, the Cooperative Research Centre for Spatial Information (CRC-SI) through the Australian Government’s CRC Programme (Department of Innovation, Industry, Science and Research).

References 1. Ai, L., Tang, M., Fidge, C.: QoS-oriented resource allocation and scheduling of multiple composite web services in a hybrid cloud using a random-key genetic algorithm. Australian Journal of Intelligent Information Processing Systems 12(1), 29–34 (2010) 2. Bean, J.C.: Genetic algorithms and random keys for sequencing and optimization. ORSA Journal on Computing 6(2), 154–160 (1994) 3. Potter, M.A., De Jong, K.A.: Cooperative coevolution: An architecture for evolving coadapted subcomponents. Evolutionary Computation 8(1), 1–29 (2000) 4. Ray, T., Yao, X.: A cooperative coevolutionary algorithm with correlation based adaptive variable partitioning. In: Proceeding of IEEE Congress on Evolutionary Computation, pp. 983–989 (2009) 5. Yang, Z., Tang, K., Yao, X.: Large scale evolutionary optimization using cooperative coevolution. Information Sciences 178(15), 2985–2999 (2008) 6. Wiegand, R.P., Liles, W.C., De Jong, K.A.: An empirical analysis of collaboration methods in cooperative coevolutionary algorithms. In: Proceedings of the Genetic and Evolutionary Computation Conference, pp. 1235–1242 (2001)

Image Classification Based on Weighted Topics Yunqiang Liu1 and Vicent Caselles2 1

Barcelona Media - Innovation Center, Barcelona, Spain [email protected] 2 Universitat Pompeu Fabra, Barcelona, Spain [email protected]

Abstract. Probabilistic topic models have been applied to image classiﬁcation and permit to obtain good results. However, these methods assumed that all topics have an equal contribution to classiﬁcation. We propose a weight learning approach for identifying the discriminative power of each topic. The weights are employed to deﬁne the similarity distance for the subsequent classiﬁer, e.g. KNN or SVM. Experiments show that the proposed method performs eﬀectively for image classiﬁcation. Keywords: Image classiﬁcation, pLSA, topics, learning weights.

1

Introduction

Image classiﬁcation, i.e. analyzing and classifying the images into semantically meaningful categories, is a challenging and interesting research topic. The bag of words (BoW) technique [1], has demonstrated remarkable performance for image classiﬁcation. Under the BoW model, the image is represented as a histogram of visual words, which are often derived by vector quantizing automatically extracted local region descriptors. The BoW approach is further improved by a probabilistic semantic topic model, e.g. probabilistic latent semantic analysis (pLSA) [2], which introduces intermediate latent topics over visual words [2,3,4]. The topic model was originally developed for topic discovery in text document analysis. When the topic model is applied to images, it is able to discover latent semantic topics in the images based on the co-occurrence distribution of visual words. Usually, the topics, which are used to represent the content of an image, are detected based on the underlying probabilistic model, and image categorization is carried out by taking the topic distribution as the input feature. Typically, the k-nearest neighbor classiﬁer (KNN) [5] or the support vector machine (SVM) [6] based on the Euclidean distance are adopted for classiﬁcation after topic discovery. In [7], continuous vocabulary models are proposed to extend the pLSA model, so that visual words are modeled as continuous feature vector distributions rather than crudely quantized high-dimensional descriptors. Considering that the Expectation Maximization algorithm in pLSA model is sensitive to the initialization, Lu et al. [8] provided a good initial estimation using rival penalized competitive learning. B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 268–275, 2011. c Springer-Verlag Berlin Heidelberg 2011

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Most of these methods assume that all semantic topics have equal importance in the task of image classiﬁcation. However, some topics can be more discriminative than others because they are more informative for classiﬁcation. The discriminative power of each topic can be estimated from a training set with labeled images. This paper tries to exploit discriminatory information of topics based on the intuition that the weighted topics representation of images in the same category should more similar than that of images from diﬀerent categories. This idea is closely related to the distance metric learning approaches which are mainly designed for clustering and KNN classiﬁcation [5]. Xing et al. [9] learn a distance metric for clustering by minimizing the distances between similarly labeled data while maximizing the distances between diﬀerently labeled data. Domeniconi et al. [10] use the decision boundaries of SVMs to induce a locally adaptive distance metric for KNN classiﬁcation. Weinberger et al. [11] propose a large margin nearest neighbor (LMNN) classiﬁcation approach by formulating the metric learning problem in a large margin setting for KNN classiﬁcation. In this paper, we introduce a weight learning approach for identifying the discriminative power of each topic. The weights are trained so that the weighted topics representations of images from diﬀerent categories are separated with a large margin. The weights are employed to deﬁne the weighted Euclidean distance for the subsequent classiﬁer, e.g. KNN or SVM. The use of a weighted Euclidean distance can equivalently be interpreted as taking a linear transformation of the input space before applying the classiﬁer using Euclidean distances. The proposed weighted topics representation of images has a higher discriminative power in classiﬁcation tasks. Experiments show that the proposed method can perform quite eﬀectively for image classiﬁcation.

2

Classification Based on Weighted Topics

We describe in this section the weighted topics method for image classiﬁcation. First, the image is represented using the bag of words model. Then we brieﬂy review the pLSA method. And ﬁnally, we introduce the method to learn the weights for the classiﬁer. 2.1

Image Representation

Dense image feature sampling is employed since comparative results have shown that using a dense set of keypoints works better than sparsely detected keypoints in many computer vision applications [2]. In this work, each image is divided into equivalent blocks on a regular grid with spacing d. The set of grid points are taken as keypoints, each with a circular support area of radius r. Each support area can be taken as a local patch. The patches are overlapped when d < 2r. Each patch is described by a descriptor like SIFT (Scale-Invariant Feature Transform) [12]. Then a visual vocabulary is built-up by vector quantizing the descriptors using a clustering algorithm such as K-means. Each resulting cluster corresponds to a visual word. With the vocabulary, each descriptor is assigned to its nearest visual word in the visual vocabulary. After mapping keypoints into visual

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words, the word occurrences are counted, and each image is then represented as a term-frequency vector whose coordinates are the counts of each visual word in the image, i.e. as a histogram of visual words. These term-frequency vectors associated to images constitute the co-occurrence matrix. 2.2

pLSA Model for Image Analysis

The pLSA model is used to discover topics in an image based on the bag of words image representation. Assume that we are given a collection of images D = {d1 , d2 , ..., dN }, with words from a visual vocabulary W = {w1 , w2 , ..., wV }. Given n(wi , dj ), the number of occurrences of word i in image dj for all the images in the training database, pLSA uses a ﬁnite number of hidden topics Z = {z1 , z2 , ..., zK } to model the co-occurrence of visual words inside and across images. Each image is characterized as a mixture of hidden topics. The probability of word wi in image dj is deﬁned by the following model: P (wi , dj ) = P (dj ) P (zk |dj )P (wi |zk ), (1) k

where P (dj ) is the prior probability of picking image dj , which is usually set as a uniform distribution, P (zk |dj ) is the probability of selecting a hidden topic depending on the current image and P (wi |zk ) is the conditional probability of a speciﬁc word wi conditioned by the unobserved topic variable zk . The model parameters P (zk |dj ) and P (wi |zk ) are estimated by maximizing the following log-likelihood objective function using the Expectation Maximization (EM) algorithm: (P ) = n(wi , dj ) log P (wi , dj ), (2) i

j

where P denotes the family of probabilities P (wi |zk ), i = 1, . . . , V , k = 1, . . . , K. The EM algorithm estimates the parameters of pLSA model as follows: E step P (zk |wi , dj ) = M step

j P (wi |zk ) = m

P (zk |dj )P (wi |zk ) m P (zm |dj )P (wi |zm )

n(wi , dj )P (zk |wi , dj ) j

n(wm , dj )P (zk |wm , dj )

i n(wi , dj )P (zk |wi , dj ) P (zk |dj ) = . m i n(wi , dj )P (zm |wi , dj )

(3)

(4) (5)

Once the model parameters are learned, we can obtain the topic distribution of each image in the training dataset. The topic distributions of test images are estimated by a fold-in technique by keeping P (wi |zk ) ﬁxed [3].

Image Classiﬁcation Based on Weighted Topics

2.3

271

Learning Weights for Topics

Most of pLSA based image classiﬁcation methods assume that all semantic topics have equally importance for the classiﬁcation task and should be equally weighted. This is implicit in the use of Euclidean distances between topics. In concrete situations, some topic may be more relevant than others and turn out to have more discriminative power for classiﬁcation. The discriminative power of each topic can be estimated from a training set with labeled images. This paper tries to exploit the discriminative information of diﬀerent topics based on the intuition that images in the same category should have a more similar weighted topics representation when compared to images in other categories. This behavior should be captured by using a weighted Euclidean distance between images xi and xj given by: dω (xi , xj ) =

K

12 ωm ||zm,i − zm,j ||2

,

(6)

m=1 K where ωm ≥ 0 are the weights to be learned, and {zm,i }K m=1 , {zm,j }m=1 are the topic representation using the pLSA model of images xi and xj . Each topic is described by a vector in Rq for some q ≥ 1 and ||z|| denotes the Euclidean norm of the vector z ∈ Rq . Thus, the complete topic space is Rq×K . The desired weights ωm are trained so that images from diﬀerent categories are separated with a large margin, while the distance between examples in the same category should be small. In this way, images from the same category move closer and those from diﬀerent categories move away in the weighted topics image representation. Thus the weights should help to increase the separability of categories. For that the learned weights should satisfy the constraints

dω (xi , xk ) > dω (xi , xj ),

∀(i, j, k) ∈ T,

(7)

where T is the index set of triples of training examples T = {(i, j, k) : yi = yj , yi = yk },

(8)

and yi and yj denote the class labels of images xi and xj . It is not easy to satisfy all these constraints simultaneously. For that reason one introduces slack variables ξijk and relax the constraints (7) by dω (xi , xk )2 − dω (xi , xj )2 ≥ 1 − ξijk ,

∀(i, j, k) ∈ T.

(9)

Finally, one expects that the distance between images of the same category is small. Based on all these observations, we formulate the following constrained optimization problem: min

ω,ξijk

(i,j)∈S

dω (xi , xj )2 + C

n

ξijk ,

i=1

subject to dω (xi , xk )2 − dω (xi , xj )2 ≥ 1 − ξijk , ξijk ≥ 0, ∀(i, j, k) ∈ D, ωm ≥ 0, m = 1, ..., K,

(10)

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where S is the set of example pairs which belong to the same class, and C is a positive constant. As usual, the slack variables ξijk allow a controlled violation of the constraints. A non-zero value of ξijk allows a triple (i, j, k) ∈ D not to meet the margin requirement at a cost proportional to ξijk . The optimization problem (10) can be solved using standard optimization software [13]. It can be noticed that the optimization can be computationally infeasible due to the eventually very large amount of constraints (9). Notice that the unknowns enter linearly in the cost functional and in the constraints and the problem is a standard linear programming problem. In order to reduce the memory and computational requirements, a subset of sample examples and constraints is selected. Thus, we deﬁne S = {(i, j) : yi = yj , ηij = 1}, T = {(i, j, k) : yi = yj , yi = yk , ηij = 1, ηik = 1},

(11)

where ηij indicates whether example j is a neighbor of image i and, at this point, neighbors are deﬁned by a distance with equal weights such as the Euclidean distance. The constraints in (11) restrict the domain of neighboring pairs. That is, only images which are neighbor and do not share the same category label will be separated using the learned weights. On the other hand, we do not pay attention to pairs which belong to diﬀerent categories and are originally separated by a large distance. This is reasonable and provides, in practice, good results for image classiﬁcation. Once the weights are learned, the new weighted distance is applied in the classiﬁcation step. 2.4

Classifiers with Weights

The k-nearest neighbor (KNN) is a simple yet appealing method for classiﬁcation. The performance of KNN classiﬁcation depends crucially on the way distances between diﬀerent images are computed. Usually, the distance used is the Euclidean distance. We try to apply the learned weights into KNN classiﬁcation in order to improve its performance. More speciﬁcally, the distance between two diﬀerent images is measured using formula (6), instead of the standard Euclidean distance. In SVM classiﬁcation, a proper choice of the kernel function is necessary to obtain good results. In general, the kernel function determines the degree of similarity between two data vectors. Many kernel functions have been proposed. A common kernel function is the radial basis function (RBF), which measures the similarity between two vectors xi and xj by: krbf (xi , xj ) = exp(−

d(xi , xj )2 ), γ

γ > 0,

(12)

where γ is the width of the Gaussian, and d(xi , xj ) is the distance between xi and xj , often deﬁned as the Euclidean distance. With the learned weights, the distance is substituted by dω (xi , xj ) given in (6). Notice in passing that we may assume that ωm > 0, otherwise we discard the corresponding topic. Then krbf is a Mercer kernel [14] (even in the topic space describing the images is taken as Rq×K ).

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3

273

Experiments

We evaluated the weighted topics method, named as pLSA-W, for an image classiﬁcation task on two public datasets: OT [15] and MSRC-2 [16]. We ﬁrst describe the implementation setup. Then we compare our method with the standard pLSA-based image classiﬁcation method using KNN and SVM classiﬁers on both datasets. For the SVM classiﬁer, the RBF kernel is applied. The parameters such as number of neighbors in KNN and the regularization parameter c in SVM are determined using k-fold (k = 5) cross validation. 3.1

Experimental Setup

For the two datasets, we use only the grey level information in all the experiments, although there may be room for further improvement by including color information. First, the keypoints of each image are obtained using dense sampling, speciﬁcally, we compute keypoints on a dense grid with spacing d = 7 both in horizontal and vertical directions. SIFT descriptors are computed at each patch over a circular support area of radius r = 5. 3.2

Experimental Results

OT Dataset OT dataset consists of a total of 2688 images from 8 diﬀerent scene categories: coast, forest, highway, insidecity, mountain, opencountry, street, tallbuilding. We divided the images randomly into two subsets of the same size to form a training set and a test set. In this experiment, we ﬁxed the number of topics to 25 and the visual vocabulary size to 1500. These parameters have been shown to give a good performance for this dataset [2,4]. Figure 1 shows the classiﬁcation accuracy when varying the parameter k using a KNN classiﬁer. We observe that the pLSAW method gives better performance than the pLSA constantly, and it achieves the best classiﬁcation result at k = 11. Table 1 shows the averaged classiﬁcation results over ﬁve experiments with diﬀerent random splits of the dataset. MSRC-2 Dataset In the experiments with MSRC-2, there are 20 classes, and 30 images per class in this dataset. We choose six classes out of them: airplane, cow, face, car, bike, sheep. Moreover, we divided randomly the images within each class into two groups of the same size to form a training set and a test set. We used k-fold (k = 5) cross validation to ﬁnd the best conﬁguration parameter for the pLSA model. In the experiment, we ﬁx the number of visual words to 100 and optimize the number of topics. We repeat each experiment ﬁve times over diﬀerent splits. Table 1 shows the averaged classiﬁcation results obtained using pLSA and pLSAW with KNN and SVM classiﬁers on the MSRC-2 dataset.

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Fig. 1. Classiﬁcation accuracy (%) varying the parameter k of KNN

Table 1. Classiﬁcation accuracy (%) DataSet OT MSRC-2 Method pLSA pLSA-W pLSA pLSA-W KNN 67.8 69.5 80.7 83.2 SVM 72.4 73.6 86.1 87.9

4

Conclusions

This paper proposed an image classiﬁcation approach based on weighted latent semantic topics. The weights are used to identify the discriminative power of each topic. We learned the weights so that the weighted topics representation of images from diﬀerent categories are separated with a large margin. The weights are then employed to deﬁne the similarity distance for the subsequent classiﬁer, such as KNN or SVM. The use of a weighted distance makes the topic representation of images have a higher discriminative power in classiﬁcation tasks than using the Euclidean distance. Experimental results demonstrated the eﬀectiveness of the proposed method for image classiﬁcation. Acknowledgements. This work was partially funded by Mediapro through the Spanish project CENIT-2007-1012 i3media and by the Centro para el Desarrollo Tecnol´ogico Industrial (CDTI). The authors acknowlege partial support by the EU project “2020 3D Media: Spatial Sound and Vision” under FP7-ICT. Y. Liu also acknowledges partial support from the Torres Quevedo Program from the Ministry of Science and Innovation in Spain (MICINN), co-funded by the European Social Fund (ESF). V. Caselles also acknowledges partial support by MICINN project, reference MTM2009-08171, by GRC reference 2009 SGR 773 and by “ICREA Acad`emia” prize for excellence in research funded both by the Generalitat de Catalunya.

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References 1. Sivic, J., Zisserman, A.: Video google: A text retrieval approach to object matching in videos. In: Proc. ICCV, vol. 2, pp. 1470–1147 (2003) 2. Bosch, A., Zisserman, A., Mu˜ noz, X.: Unsupervised Learning by Probabilistic Latent Semantic Analysis. IEEE Transactions on Pattern Analysis and Machine Intelligence 30(4), 712–727 (2008) 3. Sch¨ olkopf, B., Smola, A.J.: Unsupervised Learning by Probabilistic Latent Semantic Analysis. Machine Learning 47, 177–196 (2001) 4. Horster, E., Lienhart, R., Slaney, M.: Comparing local feature descriptors in plsabased image models. Pattern Recognition 42, 446–455 (2008) 5. Ramanan, D., Baker, S.: Local distance functions: A taxonomy, new algorithms, and an evaluation. In: Proc. ICCV, pp. 301–308 (2009) 6. Vapnik, V.N.: Statistical learning theory. Wiley Interscience (1998) 7. Horster, E., Lienhart, R., Slaney, M.: Continuous visual vocabulary models for pLSA-based scene recognition. In: Proc. CVIR 2008, New York, pp. 319–328 (2008) 8. Lu, Z., Peng, Y., Ip, H.: Image categorization via robust pLSA. Pattern Recognition Letters 31(4), 36–43 (2010) 9. Ramanan, X.E.P., Ng, A.Y., Jordan, M.I., Russell, S.: Distance metric learning with application to clustering with side-information. In: Proc. Advances in Neural Information Processing Systems, pp. 521–528 (2003) 10. Domeniconi, C., Gunopulos, D., Peng, J.: Large margin nearest neighbor classiﬁers. IEEE Transactions on Neural Networks 16(4), 899–909 (2005) 11. Weinberger, K.Q., Saul, L.K.: Distance metric learning for large margin nearest neighbor classiﬁcation. The Journal of Machine Learning Research 10, 207–244 (2009) 12. Lowe, G.: Distinctive image features from scale-invariant keypoints. International Journal of Computer Vision 60(2), 91–110 (2004) 13. Grant, M., Boyd, S.: CVX: Matlab Software for Disciplined Convex Programming, version 1.21 (2011), http://cvxr.com/cvx 14. Sch¨ olkopf, B., Smola, A.J.: Learning with kernels. The MIT Press (2002) 15. Oliva, A., Torralba, A.: Modeling the shape of the scene: a holistic representation of the spatial envelope. International Journal of Computer Vision 42(3), 145–175 (2004) 16. Winn, J., Criminisi, A., Minka, T.: Object categorization by learned universal visual dictionary. In: IEEE Proc. ICCV, vol. 2, pp. 800–1807 (2005)

A Variational Statistical Framework for Object Detection Wentao Fan1 , Nizar Bouguila1 , and Djemel Ziou2 1

Concordia University, QC, Cannada wenta [email protected], [email protected] 2 Sherbrooke University, QC, Cannada [email protected]

Abstract. In this paper, we propose a variational framework of ﬁnite Dirichlet mixture models and apply it to the challenging problem of object detection in static images. In our approach, the detection technique is based on the notion of visual keywords by learning models for object classes. Under the proposed variational framework, the parameters and the complexity of the Dirichlet mixture model can be estimated simultaneously, in a closed-form. The performance of the proposed method is tested on challenging real-world data sets. Keywords: Dirichlet mixture, variational learning, object detection.

1

Introduction

The detection of real-world objects poses challenging problems [1,2]. The main goal is to distinguish a given object class (e.g. car, face) from the rest of the world objects. It is very challenging because of changes in viewpoint and illumination conditions which can dramatically alter the appearance of a given object [3,4,5]. Since object detection is often the ﬁrst task in many computer vision applications, many research works have been done [6,7,8,9,10,11]. Recently, several researches have adopted the bag of visual words model (see, for instance, [12,13,14]). The main idea is to represent a given object by a set of local descriptors (e.g. SIFT [15]) representing local interest points or patches. These local descriptors are then quantized into a visual vocabulary which allows the representation of a given object as a histogram of visual words. The introduction of the notion of visual words has allowed signiﬁcant progress in several computer vision applications and possibility to develop models inspired by text analysis such as pLSA [16]. The goal of this paper is to propose an object detection approach using the notion of visual words by developing a variational framework of ﬁnite Dirichlet mixture models. As we shall see clearly from the experimental results, the proposed method is eﬃcient and allows simultaneously the estimation of the parameters of the mixture model and the number of mixture components. The rest of this paper is organized as follows. In section 2, we present our statistical model. A complete variational approach for its learning is presented B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 276–283, 2011. c Springer-Verlag Berlin Heidelberg 2011

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in section 3. Section 4, is devoted to the experimental results. We end the paper with a conclusion in section 5.

2

Model Specification

The Dirichlet distribution is the multivariate extension of the beta distribution. Deﬁne X = (X1 , ..., XD ) as vector of features representing a given object and D α = (α1 , ..., αD ), where l=1 Xl = 1 and 0 ≤ Xl ≤ 1 for l = 1, ..., D, the Dirichlet distribution is deﬁned as D D Γ( αl ) αl −1 Dir(X|α) = D l=1 Xl (1) l=1 Γ (αl ) l=1 ∞ where Γ (·) is the gamma function deﬁned as Γ (α) = 0 uα−1 e−u du. Note that in order to ensure the that distribution can be normalized, the constraint αl > 0 must be satisﬁed. A ﬁnite mixture of Dirichlet distributions with M comM ponents is represented by [17,18,19]: p(X|π, α) = j=1 πj Dir(X|αj ), where X = {X1 , ..., XD }, α = {α1 , ..., αM } and Dir(X|αj ) is the Dirichlet distribution of component j with its own parameters αj = {αj1 , ..., αjD }. πj are called mixing coeﬃcients and satisfy the following constraints: 0 ≤ πj ≤ 1 and M j=1 πj = 1. Consider a set of N independent identically distributed vectors X = {X 1 , . . . , X N } assumed to be generated from the mixture distribution, the likelihood function of the Dirichlet mixture model is given by p(X |π, α) =

N M i=1

πj Dir(X i |αj )

(2)

j=1

For each vector X i , we introduce a M -dimensional binary random vector Z i = {Zi1 , . . . , ZiM }, such that Zij ∈ {0, 1}, M Z = 1 and Zij = 1 if X i belongs j=1 ij to component j and 0, otherwise. For the latent variables Z = {Z 1 , . . . , Z N }, which are actually hidden variables that do not appear explicitly in the model, the conditional distribution of Z given the mixing coeﬃcients π is deﬁned as N M Z p(Z|π) = i=1 j=1 πj ij . Then, the likelihood function with latent variables, which is actually the conditional distribution N Mof data set X given the class labels Z can be written as p(X |Z, α) = i=1 j=1 Dir(X i |αj )Zij . In [17], we have proposed an approach based on maximum likelihood estimation for the learning of the ﬁnite Dirichlet mixture. However, it has been shown in recent research works that variational learning may provide better results. Thus, we propose in the following a variational approach for our mixture learning.

3

Variational Learning

In this section, we adopt the variational inference methodology proposed in [20] for ﬁnite Gaussian mixtures. Inspired from [21], we adopt a Gamma prior:

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G(αjl |ujl , vjl ) for each αjl to approximate the conjugate prior, where u = {ujl } and v = {vjl } are hyperparameters, subject to the constraints ujl > 0 and vjl > 0. Using this prior, we obtain the joint distribution of all the random variables, conditioned on the mixing coeﬃcients: D

Z M D ujl N M D Γ( αjl ) αjl −1 ij vjl u −1 p(X , Z, α|π) = πj D l=1 Xil αjljl e−vjl αjl l=1

i=1 j=1

Γ (αjl )

l=1

j=1 l=1

Γ (ujl )

The goal of the variational learning here is to ﬁnd a tractable lower bound on p(X |π). To simplify the notation without loss of generality, we deﬁne Θ = {Z, α}. By applying Jensen’s inequality, the lower bound L of the logarithm of the marginal likelihood p(X |π) can be found as p(X , Θ|π) p(X , Θ|π) ln p(X |π) = ln Q(Θ) dΘ ≥ Q(Θ) ln dΘ = L(Q) (3) Q(Θ) Q(Θ) where Q(Θ) is an approximation to the true posterior distribution p(Θ|X , π). In our work, we adopt the factorial approximation [20,22] for the variational inference. Then, Q(Θ) can be factorized into disjoint tractable distributions as follows: Q(Θ) = Q(Z)Q(α). In order to maximize the lower bound L(Q), we need to make a variational optimization of L(Q) with respect to each of the factors in turn using the general expression for its optimal solution: Qs (Θs ) =

exp ln p(X ,Θ)

=s

exp ln p(X ,Θ)

=s

dΘ

where ·=s denotes an expectation with respect to all the

factor distributions except for s. Then, we obtain the optimal solutions as Q(Z) =

N M i=1 j=1

ρ where rij = Mij j=1

ρij

Z

rijij

Q(α) =

M D

∗ G(αjl |u∗jl , vjl )

(4)

j=1 l=1

∗ j + D (¯ , ρij = exp ln πj +R α −1) ln X jl il , ujl = ujl +ϕjl l=1

∗ and vjl = vjl − ϑjl

D D

( D ¯ jl ) l=1 α j = ln Γ R Ψ ( ¯ jl + α ¯ α ¯ jl ) − Ψ (¯ αjl ) ln αjl − ln α D jl αjl ) l=1 l=1 Γ (¯ l=1 +

D

D

α ¯ jl Ψ ( α ¯ jl ) − Ψ (¯ αjl ) ln αjl − ln α ¯ jl

l=1

+

D 1

2

l=1 D

α ¯2jl Ψ ( α ¯ jl ) − Ψ (¯ αjl ) (ln αjl − ln α ¯ jl )2

l=1

l=1

D D D

1 + Ψ( α ¯ jl )( ln αja − ln α ¯ ja )( ln αjb − ln α ¯ jb ) 2 a=1 b=1,a=b

l=1

(5)

A Variational Statistical Framework for Object Detection

ϑjl =

N Zij ln Xil

279

(6)

i=1

N D D D

ϕjl = Zij α ¯ jl Ψ ( α ¯ jk ) − Ψ (¯ αjl ) + Ψ( α ¯ k )¯ αk ( ln αk − ln α ¯k) i=1

k=1

k=l

k=1

where Ψ (·) and Ψ (·) are the digamma and trigamma functions, respectively. The expected values in the above formulas are

ujl

Zij = rij , α ¯ jl = αjl = , ln αjl = Ψ (ujl ) − ln vjl vjl

(ln αjl − ln α ¯ jl )2 = [Ψ (ujl ) − ln ujl ]2 + Ψ (ujl ) j is the approximate lower bound of Rj , where Rj is deﬁned as Notice that, R D Γ ( l=1 αjl ) Rj = ln D l=1 Γ (αjl ) Unfortunately, a closed-form expression cannot be found for Rj , so the standard variational inference can not be applied directly. Thus, we apply the second j for the order Taylor series expansion to ﬁnd a lower bound approximation R variational inference. The solutions to the variational factors Q(Z) and Q(α) can be obtained by Eq. 4. Since they are coupled together through the expected values of the other factor, these solutions can be obtained iteratively as discussed above. After obtaining the functional forms for the variational factors Q(Z) and Q(α), the lower bound in Eq. 3 of the variational Dirichlet mixture can be evaluated as follows

p(X , Z, α|π) L(Q) = Q(Z, α) ln dα = ln p(X , Z, α|π) − ln Q(Z, α) Q(Z, α) Z

= ln p(X |Z, α) + ln p(Z|π) + ln p(α) − ln Q(Z) − ln Q(α) (7) where each expectation is evaluated with respect to all of the random variables in its argument. These expectations are deﬁned as

N M D

j + ln p(X |Z, α) = rij [R (¯ αjl ) ln Xil ] i=1 j=1

ln p(Z|π) =

N M i=1 j=1

l=1

rij ln πj

N M

ln Q(Z) = rij ln rij i=1 j=1

M D

ln p(α) = ujl ln vjl − ln Γ (ujl ) + (ujl − 1) ln αjl − vjl α ¯ jl j=1 l=1

M D

∗ ∗ ∗ ∗ ∗ ln Q(α) = ujl ln vjl − ln Γ (ujl ) + (ujl − 1) ln αjl − vjl α ¯ jl j=1 l=1

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At each iteration of the re-estimating step, the value of this lower bound should never decrease. The mixing coeﬃcients can be estimated by maximizing the bound L(Q) with respect to π. Setting the derivative of this lower bound with respect to π to zero gives: N 1 πj = rij (8) N i=1 Since the solutions for the variational posterior Q and the value of the lower bound depend on π, the optimization of the variational Dirichlet mixture model can be solved using an EM-like algorithm with a guaranteed convergence. The complete algorithm can be summarized as follows1 : 1. Initialization – Choose the initial number of components. and the initial values for hyperparameters {ujl } and {vjl }. – Initialize the value of rij by K-Means algorithm. 2. The variational E-step: Update the variational solutions for Q(Z) and Q(α) using Eq. 4. 3. The variational M-step: maximize lower bound L(Q) with respect to the current value of π (Eq. 8). 4. Repeat steps 2 and 3 until convergence (i.e. stabilization of the variational lower bound in (Eq. 7)). 5. Detect the correct M by eliminating the components with small mixing coeﬃcients (less than 10−5 ).

4

Experimental Results: Object Detection

In this section, we test the performance of the proposed variational Dirichlet mixture (varDM) model on four challenging real-world data sets that have been considered in several research papers in the past for diﬀerent problems (see, for instance, [7]): Weizmann horse [9], UIUC car [8], Caltech face and Caltech motorbike data sets 2 . Sample images from the diﬀerent data sets are displayed in Fig. 1. It is noteworthy that the main goal of this section, is to validate our learning algorithm and compare our approach with comparable mixture-based

Horse

Car

Face

Motorbike

Fig. 1. Sample image from each data set

1 2

The complete source code is available upon request. http://www.robots.ox.ac.uk/˜ vgg/data.html.

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techniques. Thus, comparing with the diﬀerent object detection techniques that have been proposed in the past is clearly beyond the scope of this paper. We compare the eﬃciency of our approach with four other approaches for detecting objects in static images: the deterministic Dirichlet mixture model (DM) proposed in [17], the variational Gaussian mixture model (varGM) [20] and the well-known deterministic Gaussian mixture model (GM). In order to provide broad non-informative prior distributions, the initial values of the hyperparameters {ujl } and {vjl } are set to 1 and 0.01, respectively. Our methodology for unsupervised object detection can be summarized as follows: First, SIFT descriptors are extracted from each image using the Diﬀerenceof-Gaussians (DoG) interest point detectors [23]. Next, a visual vocabulary W is constructed by quantizing these SIFT vectors into visual words w using K-means algorithm and each image is then represented as the frequency histogram over the visual words. Then, we apply the pLSA model to the bag of visual words representation which allows the description of each image as a D-dimensional vector of proportions where D is the number of learnt topics (or aspects). Finally, we employ our varDM model as a classiﬁer to detect objects by assigning the testing image to the group (object or non-object) which has the highest posterior probability according to Bayes’ decision rule. Each data set is randomly divided into two halves: the training and the testing set considered as positive examples. We evaluated the detection performance of the proposed algorithm by running it 20 times. The experimental results for all the data sets are summarized in Table 1. It clearly shows that our algorithm outperforms the other algorithms for detecting the speciﬁed objects. As expected, we notice that varGM and GM perform worse than varDM and DM. Since compared to Gaussian mixture model, recent works have shown that Dirichlet mixture model may provide better modeling capabilities in the case of non-Gaussian data in general and proportional data in particular [24]. We have also tested the eﬀect of diﬀerent sizes of visual vocabulary on detection accuracy for varDM, DM, varGM and GM, as illustrated in Fig. 2(a). As we can see, the detection rate peaks around 800. The choice of the number of aspects also inﬂuences the accuracy of detection. As shown in Fig. 2(b), the optimal accuracy can be obtained when the number of aspects is set to 30. Table 1. The detection rate (%) on diﬀerent data set using diﬀerent approaches varDM DM varGM GM Horse

87.38 85.94 82.17 80.08

Car

84.83 83.06 80.51 78.13

Face

88.56 86.43 82.24 79.38

Motorbike 90.18 86.65 85.49 81.21

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90

90

85

Accuracy (%)

Accuracy (%)

85

80

75 varDM DM varGM GM

70

65 200

400

600

800

1000

Vocabulary size

(a)

1200

80

75

varDM DM varGM GM

70

65

1400

60 10

15

20

25

30

35

Number of aspects

40

45

50

(b)

Fig. 2. (a) Detection accuracy vs. the number of aspects for the horse data set; (b) Feature saliencies for the diﬀerent aspect features over 20 runs for the horse data set

5

Conclusion

In our work, we have proposed a variational framework for ﬁnite Dirichlet mixture models. By applying the varDM model with pLSA, we built an unsupervised learning approach for object detection. Experimental results have shown that our approach is able to successfully and eﬃciently detect speciﬁc objects in static images. The proposed approach can be applied also to many other problems which involve proportional data modeling and clustering such as text mining, analysis of gene expression data and natural language processing. A promising future work could be the extension of this work to the inﬁnite case as done in [25]. Acknowledgment. The completion of this research was made possible thanks to the Natural Sciences and Engineering Research Council of Canada (NSERC).

References 1. Papageorgiou, C.P., Oren, M., Poggio, T.: A General Framework for Object Detection. In: Proc. of ICCV, pp. 555–562 (1998) 2. Viitaniemi, V., Laaksonen, J.: Techniques for Still Image Scene Classiﬁcation and Object Detection. In: Kollias, S.D., Stafylopatis, A., Duch, W., Oja, E. (eds.) ICANN 2006. LNCS, vol. 4132, pp. 35–44. Springer, Heidelberg (2006) 3. Chen, H.F., Belhumeur, P.N., Jacobs, D.W.: In Search of Illumination Invariants. In: Proc. of CVPR, pp. 254–261 (2000) 4. Cootes, T.F., Walker, K., Taylor, C.J.: View-Based Active Appearance Models. In: Proc. of FGR, pp. 227–232 (2000) 5. Gross, R., Matthews, I., Baker, S.: Eigen Light-Fields and Face Recognition Across Pose. In: Proc. of FGR, pp. 1–7 (2002) 6. Rowley, H.A., Baluja, S., Kanade, T.: Human Face Detection in Visual Scenes. In: Proc. of NIPS, pp. 875–881 (1995) 7. Shotton, J., Blake, A., Cipolla, R.: Contour-Based Learning for Object Detection. In: Proc. of ICCV, pp. 503–510 (2005)

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8. Agarwal, S., Roth, D.: Learning a Sparse Representation for Object Detection. In: Heyden, A., Sparr, G., Nielsen, M., Johansen, P. (eds.) ECCV 2002, Part IV. LNCS, vol. 2353, pp. 113–127. Springer, Heidelberg (2002) 9. Borenstein, E., Ullman, S.: Learning to segment. In: Pajdla, T., Matas, J(G.) (eds.) ECCV 2004, Part III. LNCS, vol. 3023, pp. 315–328. Springer, Heidelberg (2004) 10. Papageorgiou, C., Poggio, T.: A Trainable System for Object Detection. International Journal of Computer Vision 38(1), 15–23 (2000) 11. Fergus, R., Perona, P., Zisserman, A.: Object Class Recognition by Unsupervised Scale-Invariant Learning. In: Proc. of CVPR, pp. 264–271 (2003) 12. Bosch, A., Zisserman, A., Mu˜ noz, X.: Scene Classiﬁcation via pLSA. In: Leonardis, A., Bischof, H., Pinz, A. (eds.) ECCV 2006, Part IV. LNCS, vol. 3954, pp. 517–530. Springer, Heidelberg (2006) 13. Boutemedjet, S., Bouguila, N., Ziou, D.: A Hybrid Feature Extraction Selection Approach for High-Dimensional Non-Gaussian Data Clustering. IEEE Transactions on Pattern Analysis and Machine Intelligence 31(8), 1429–1443 (2009) 14. Boutemedjet, S., Ziou, D., Bouguila, N.: Unsupervised Feature Selection for Accurate Recommendation of High-Dimensional Image Data. In: NIPS, pp. 177–184 (2007) 15. Lowe, D.G.: Distinctive Image Features from Scale-Invariant Keypoints. International Journal of Computer Vision 60(2), 91–110 (2004) 16. Hofmann, T.: Probabilistic Latent Semantic Indexing. In: Proc. of ACM SIGIR, pp. 50–57 (1999) 17. Bouguila, N., Ziou, D., Vaillancourt, J.: Unsupervised Learning of a Finite Mixture Model Based on the Dirichlet Distribution and Its Application. IEEE Transactions on Image Processing 13(11), 1533–1543 (2004) 18. Bouguila, N., Ziou, D.: Using unsupervised learning of a ﬁnite Dirichlet mixture model to improve pattern recognition applications. Pattern Recognition Letters 26(12), 1916–1925 (2005) 19. Bouguila, N., Ziou, D.: Online Clustering via Finite Mixtures of Dirichlet and Minimum Message Length. Engineering Applications of Artiﬁcial Intelligence 19(4), 371–379 (2006) 20. Corduneanu, A., Bishop, C.M.: Variational Bayesian Model Selection for Mixture Distributions. In: Proc. of AISTAT, pp. 27–34 (2001) 21. Ma, Z., Leijon, A.: Bayesian Estimation of Beta Mixture Models with Variational Inference. In: IEEE Transactions on Pattern Analysis and Machine Intelligence (2010) (in press ) 22. Jordan, M.I., Ghahramani, Z., Jaakkola, T.S., Saul, L.K.: An introduction to variational methods for graphical models. In: Learning in Graphical Models, pp. 105– 162. Kluwer (1998) 23. Mikolajczyk, K., Schmid, C.: A Performance Evaluation of Local Descriptors. IEEE TPAMI 27(10), 1615–1630 (2005) 24. Bouguila, N., Ziou, D.: Unsupervised Selection of a Finite Dirichlet Mixture Model: An MML-Based Approach. IEEE Transactions on Knowledge and Data Eng. 18(8), 993–1009 (2006) 25. Bouguila, N., Ziou, D.: A Dirichlet Process Mixture of Dirichlet Distributions for Classiﬁcation and Prediction. In: Proc. of the IEEE Workshop on Machine Learning for Signal Processing (MLSP), pp. 297–302 (2008)

Performances Evaluation of GMM-UBM and GMM-SVM for Speaker Recognition in Realistic World Nassim Asbai, Abderrahmane Amrouche, and Mohamed Debyeche Speech Communication and Signal Processing Laboratory, Faculty of Electronics and Computer Sciences, USTHB, P.O. Box 32, El Alia, Bab Ezzouar, 16111, Algiers, Algeria {asbainassim,mdebyeche}@gmail.com, [email protected]

Abstract. In this paper, an automatic speaker recognition system for realistic environments is presented. In fact, most of the existing speaker recognition methods, which have shown to be highly eﬃcient under noise free conditions, fail drastically in noisy environments. In this work, features vectors, constituted by the Mel Frequency Cepstral Coeﬃcients (MFCC) extracted from the speech signal are used to train the Support Vector Machines (SVM) and Gaussian mixture model (GMM). To reduce the eﬀect of noisy environments the cepstral mean subtraction (CMS) are applied on the MFCC. For both, GMM-UBM and GMM-SVM systems, 2048-mixture UBM is used. The recognition phase was tested with Arabic speakers at diﬀerent Signal-to-Noise Ratio (SNR) and under three noisy conditions issued from NOISEX-92 data base. The experimental results showed that the use of appropriate kernel functions with SVM improved the global performance of the speaker recognition in noisy environments. Keywords: Speaker recognition, Noisy environment, MFCC, GMMUBM, GMM-SVM.

1

Introduction

Automatic speaker recognition (ASR) has been the subject of extensive research over the past few decades [1]. These can be attributed to the growing need for enhanced security in remote identity identiﬁcation or veriﬁcation in such applications as telebanking and online access to secure websites. Gaussian Mixture Model (GMM) was the state of the art of speaker recognition techniques [2]. The last years have witnessed the introduction of an eﬀective alternative speaker classiﬁcation approach based on the use of Support Vector Machines (SVM) [3]. The basis of the approach is that of combining the discriminative characteristics of SVMs [3],[4] with the eﬃcient and eﬀective speaker representation oﬀered by GMM-UBM [5],[6] to obtain hybrid GMM-SVM system [7],[8]. The focus of this paper is to investigate into the eﬀectiveness of the speaker recognition techniques under various mismatched noise conditions. The issue of the Arabic language, customary in more than 300 million peoples around the B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 284–291, 2011. c Springer-Verlag Berlin Heidelberg 2011

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285

world, which remains poorly endowed in language technologies, challenges us and dictates the choice of a corpus study in this work. The remainder of the paper is structured as follows. In sections 2 and 3, we discuss the GMM and SVM classiﬁcation methods and brieﬂy describe the principles of GMM-UBM at section 4. In section 5, experimental results of the speaker recognition in noisy environment using GMM, SVM and GMM-SVM systems based using ARADIGITS corpora are presented. Finally, a conclusion is given in Section 6.

2

Gaussian Mixture Model (GMM)

In GMM model [9], there exist k underlying components {ω1 , ω2 , ..., ωk } in a d-dimensional data set. Each component follows some Gaussian distribution in the space. The parameters of the component ωj include λj = {μj , Σ1 , ..., πj } , in which μj = (μj [1], ..., μj [d]) is the center of the Gaussian distribution, Σj is the covariance matrix of the distribution and πj is the probability of the component ωj . Based on the parameters, the probability of a point coming from component ωj appearing at xj = x[1], ..., x[d] can be represented by Pr(x/λj ) =

−1 1 T exp{− (x − μ ) (x − μj )} j −1 2 (2π)d/2 | j |

1

(1)

Thus, given the component parameter set {λ1 , λ2 , ..., λk } but without any component information on an observation point , the probability of observing is estimated by k Pr(x/λj ) = P r(x/λj )πj (2) j=1

The problem of learning GMM is estimating the parameter set λ of the k component to maximize the likelihood of a set of observations D = {x1 , x2 , ..., xn }, which is represented by n Pr(D/λ) = Πi=1 P r(xi /λ)

3

(3)

Support Vector Machines (SVM)

SVM is a binary classiﬁer which models the decision boundary between two classes as a separating hyperplane. In speaker veriﬁcation, one class consists of the target speaker training vectors (labeled as +1), and the other class consists of the training vectors from an ”impostor” (background) population (labeled as -1). Using the labeled training vectors, SVM optimizer ﬁnds a separating hyperplane that maximizes the margin of separation between these two classes. Formally, the discriminate function of SVM is given by [4]: f (x) = class(x) = sign[

N i=1

αi ti K(x, xi ) + d]

(4)

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N Here ti ε{+1, −1} are the ideal output values, i=1 αi ti = 0 and αi > 0 ¿ 0. The support vectors xi , their corresponding weights αi and the bias term d, are determined from a training set using an optimization process. The kernel function K(, ) is designed so that it can be expressed as K(x, y) = Φ(x)T Φ(y) where Φ(x) is a mapping from the input space to kernel feature space of high dimensionality. The kernel function allows computing inner products of two vectors in the kernel feature space. In a high-dimensional space, the two classes are easier to separate with a hyperplane. To calculate the classiﬁcation function class (x) we use the dot product in feature space that can also be expressed in the input space by the kernel [13]. Among the most widely used cores we ﬁnd: – Linear kernel: K(u, v) = u.v; – Polynomial kernel: K(u, v) = [(u.v) + 1]d ; – RBF kernel: K(u, v) = exp(−γ|u.v|2 ). SVMs were originally designed primarily for binary classiﬁcation [11]. Their extension problem of multi-class classiﬁcation is still a research topic. This problem is solved by combining several binary SVMs. One against all: This method constructs K SVMs models (one SVM for each class). The ith SVM is learned with all the examples. The ith class is indexed with positive labels and all others with negative labels. This ith classiﬁer builds hyperplane between the ith class and other K -1 class. One against one: This method constructs K(K − 1)/2 classiﬁers where each is learned on data from two classes. During the test phase and after construction of all classiﬁers, we use the proposed voting strategy.

4

GMM-UBM and GMM-SVM Systems

The GMM-UBM [2] system implemented for the purpose of this study uses MAP [12] estimation to adapt the parameters of each speaker GMM from a clean gender balanced UBM. For the purpose of consistency, a 2048-mixture UBM is used for both GMM-UBM and GMM-SVM systems. In the GMM-SVM system, the GMMs are obtained from training, testing and background utterances using the same procedure as that in the GMM-UBM system. Each client training supervector is assigned a label of +1 whereas the set of supervectors from a background dataset representing a large number of impostors is given a label of -1.The procedure used for extracting supervectors in the testing phase is exactly the same as that in the training stage (in the testing phase, no labels are given to the supervectors).

5 5.1

Results and Discussion Experimental Protocol and Data Collection

Arabic digits, which are polysyllabic, can be considered as representative elements of language, because more than half of the phonemes of the Arabic language are included in the ten digits. The speech database used in this work is

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a part of the database ARADIGITS [13]. It consists of a set of 10 digits of the Arabic language (zero to nine) spoken by 60 speakers of both genders with three repetitions for each digit. This database was recorded by speakers from diﬀerent regions Algerians aged between 18 and 50 years in a quiet environment with an ambient noise level below 35 dB, in WAV format, with a sampling frequency equal to 16 kHz. To simulate the real environment we used noises extracted from the database Noisex-92 (NATO: AC 243/RSG 10). In parameterization phase, we speciﬁed the feature space used. Indeed, as the speech signal is dynamic and variable, we presented the observation sequences of various sizes by vectors of ﬁxed size. Each vector is given by the concatenation of the coeﬃcients mel cepstrum MFCC (12 coeﬃcients), these ﬁrst and second derivatives (24 coeﬃcients), extracted from the middle window every 10 ms. A cepstral mean subtraction (CMS) is applied to these features in order to reduce the eﬀect of noise. 5.2

Speaker Recognition in Quiet Environment Using GMM and SVM

The experimental results, given in Fig.1, show that the performances are better for males speakers (98, 33%) than females (96, 88%). The recognition rate is better for a GMM with k = 32 components (98.19%) than other GMMs with other numbers of components. Now, if we compare between the performances of classiﬁers (GMM and SVM), we note that GMM with k = 32 components yields better results than SVM (linear SVM (88.33%), SVM with RBF kernel (86.36%) and SVM with polynomial kernel with degree d = 2 (82.78%)). 5.3

Speaker Recognition in Noisy Environments Using GMM and SVM

In this part we add noises (of factory and military engine) extracted from the NATO base NOISEX’92 (Varga), to our test database ARADIGITS that

Fig. 1. Histograms of the recognition rate of diﬀerent classiﬁers used in a quiet environment

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containing 60 speakers (30 male and 30 female). From the results presented in Fig.2 and Fig.3, we ﬁnd that the SVMs are more robust than the GMM. For example, recognition rate equal to 67.5%.(for SVN using polynomial kernel with d=2). than GMM used in this work. But, in other noise (factory noise) we ﬁnd that GMM (with k=32) gives better performances (recognition rate equal to 61.5% with noise of factory at SNR = 0dB) than SVM. This implies that SVMs and GMM (k=32) are more suitable for speaker recognition in a noisy environment and also we note that the recognition rate varies from noise to another. As that as far as the SNR increases (less noise), recognition is better.

Fig. 2. Performances evaluation for speaker recognition systems in noisy environment corrupted by noise of factory

Fig. 3. Performances evaluation for speaker recognition systems in noisy environment corrupted by military engine

5.4

Speaker Recognition in Quiet Environment Using GMM-UBM and GMM-SVM

The result in terms of equal-error rate (EER) shown by DET curve (Detection Error trade-oﬀ curve) showed in Fig.4: 1. When the GMM supervector is used, with MAP estimation [12], as input to the SVMs, the EER is 2.10%. 2. When the GMM-UBM is used the EER is 1.66%. In the quiet environment, we can say that, the performances of GMM-UBM and GMM-SVM are almost similar with a slight advantage for GMM-UBM.

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Fig. 4. DET curve for GMM-UBM and GMM-SVM

5.5

Speaker Recognition in Noisy Environments Using GMM-UBM and GMM-SVM

The goal of the experiments doing in this section is to evaluate the recognition performances of GMM-UBM and GMM-SVM when the quality of the speech data is contaminated with diﬀerent levels of diﬀerent noises extracted from the NOISEX’92 database. This provides a range of speech SNRs (0, 5, and 10 dB). Table 1 and 2 present the experimental results in terms of equal error rate (EER) in real world. As expected, it is seen that there is a drop in accuracy for this approaches with decreasing SNR. Table 1. EER in speaker recognition experiments with GMM-UBM method under mismatched data condition using diﬀerent noises

The experimental results given in Table 1 and 2 show that the EERs for GMM-SVM are higher for mismatched conditions noise. We can observe that, the diﬀerence between EERs in clean and noisy environment for two systems GMM-UBM and GMM-SVM. So, it is noted that again, the usefulness of GMMSVM in reducing error rates is noisy environment against GMM-UBM.

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Table 2. EERs in speaker recognition experiments with GMM-SVM method under mismatched data condition using diﬀerent noises

6

Conclusion

The aim of our study in this paper was to evaluate the contribution of kernel methods in improving system performance of automatic speaker recognition (RAL) (identiﬁcation and veriﬁcation) in the real environment, often represented by an acoustic environment highly degraded. Indeed, the determination of physical characteristics discriminating one speaker from another is a very diﬃcult task, especially in adverse environment. For this, we developed a system of automatic speaker recognition on text independent mode, part of which recognition is based on classiﬁer using kernel functions, which are alternatively SVM (with linear, polynomial and radial kernels) and GMM. On the other hand, we used GMM-UBM, especially the system hybrid GMMSVM, which the vector means extracted from GMM-UBM with 2048 mixtures for UBM in step of modeling are inputs for SVMs in phase of decision. The results we have achieved conform all that SVM and SVM-GMM techniques are very interesting and promising especially for tasks such as recognition in a noisy environments.

References 1. Dong, X., Zhaohui, W.: Speaker Recognition using Continuous Density Support Vector Machines. Electronics Letters 37, 1099–1101 (2001) 2. Reynolds, D.A., Quatiery, T., Dunn, R.: Speaker Veriﬁcation Using Adapted Gaussian Mixture Models. Dig. Signal Process. 10, 19–41 (2000) 3. Cristianni, N., Shawe-Taylor, J.: An Introduction to Support Vector Machines and Other Kernel-Based Learning Methods. Cambridge University Press (2000) 4. Wan, V.: Speaker Veriﬁcation Using Support Vector Machines, Ph.D Thesis, University of Sheﬃeld (2003) 5. Campbel, W.M., Sturim, D.E., Reynolds, D.A.: Support Vector Machines Using GMM Supervectors for Speaker Veriﬁcation. IEEE Signal Process. Lett. 13(5), 115–118 (2006) 6. Minghui, L., Yanlu, X., Zhigiang, Y., Beigian, D.: A New Hybrid GMM/SVM for Speaker Veriﬁcation. In: Proc. Int. Conf. Pattern Recognition, vol. 4, pp. 314–317 (2006)

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7. Campbel, W.M., Sturim, D.E., Reynolds, D.A., Solomonoﬀ, A.: SVM Based Speaker Veriﬁcation Using a GMM Supervector Kernel and NAP Variability Compensation. In: Proc. IEEE Conf. Acoustics, Speech and Signal Processing, vol. 1, pp. 97–100 (2007) 8. Dehak, R., Dehak, N., Kenny, P., Dumouchel, P.: Linear and Non Linear Kernel GMM Supervector Machines for Speaker Veriﬁcation. In: Proc. Interspeech, pp. 302–305 (2007) 9. McLachlan, G., Peel, D.: Finite Mixture Models. Wiley-Interscience (2000) 10. Moreno, P.J., Ho, P.P., Vasconcelos, N.: A Generative Model Based Kernel for SVM Classiﬁcation in Multimedia Applications. In: Neural Informations Processing Systems (2003) 11. Cortes, C., Vapnik, V.: Support-Vector Networks. Machine Learning 20(3), 273– 297 (1995) 12. Ben, M., Bimbot, F.: D-MAP: a Distance-Normalized MAP Estimation of Speaker Models for Automatic Speaker Veriﬁcation. In: Proc. IEEE Conf. Acoustics, Speech and Signal Processing, vol. 2, pp. 69–72 (2008) 13. Amrouche, A., Debyeche, M., Taleb Ahmed, A., Rouvaen, J.M., Ygoub, M.C.E.: Eﬃcient System for Speech Recognition in Adverse Conditions Using Nonparametric Regression. Engineering Applications on Artiﬁcial Intelligence 23(1), 85–94 (2010)

SVM and Greedy GMM Applied on Target Identification Dalila Yessad, Abderrahmane Amrouche, and Mohamed Debyeche Speech Communication and Signal Processing Laboratory, Faculty of Electronics and Computer Sciences, USTHB, P.O. Box 32, El Alia, Bab Ezzouar, 16111, Algiers, Algeria {yessad.dalila,mdebyeche}@gmail.com, [email protected]

Abstract. This paper is focused on the Automatic Target Recognition (ATR) using Support Vector Machines (SVM) combined with automatic speech recognition (ASR) techniques. The problem of performing recognition can be broken into three stages: data acquisition, feature extraction and classiﬁcation. In this work, extracted features from micro-Doppler echoes signal, using MFCC, LPCC and LPC, are used to estimate models for target classiﬁcation. In classiﬁcation stage, three parametric models based on SVM, Gaussian Mixture Model (GMM) and Greedy GMM were successively investigated for echo target modeling. Maximum a posteriori (MAP) and Majority-voting post-processing (MV) decision schemes are applied. Thus, ASR techniques based on SVM, GMM and GMM Greedy classiﬁers have been successfully used to distinguish diﬀerent classes of targets echoes (humans, truck, vehicle and clutter) recorded by a low-resolution ground surveillance Doppler radar. The obtained performances show a high rate correct classiﬁcation on the testing set. Keywords: Automatic Target Recognition (ATR), Mel Frequency Cepstrum Coeﬃcients (MFCC), Support Vector Machines (SVM), Greedy Gaussian Mixture Model (Greedy GMM), Majority Vot processing (MV).

1

Introduction

The goal for any target recognition system is to give the most accurate interpretation of what a target is at any given point in time. Techniques based on [1] Micro-Doppler signatures [1, 2] are used to divide targets into several macro groups such as aircrafts, vehicles, creatures, etc. An eﬀective tool to extract information from this signature is the time-frequency transform [3]. The timevarying trajectories of the diﬀerent micro-Doppler components are quite revealing, especially when viewed in the joint time-frequency space [4, 5]. Anderson [6] used micro-Doppler features to distinguish among humans, animals and vehicles. In [7], analysis of radar micro-Doppler signature with time-frequency transform, the micro-Doppler phenomenon induced by mechanical vibrations or rotations of structures in a radar target are discussed, The time-frequency signature of the B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 292–299, 2011. c Springer-Verlag Berlin Heidelberg 2011

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micro-Doppler provides additional time information and shows micro-Doppler frequency variations with time. Thus, additional information about vibration rate or rotation rate is available for target recognition. Gaussian mixture model (GMM)-based classiﬁcation methods are widely applied to speech and speaker recognition [8, 9]. Mixture models form a common technique for probability density estimation. In [8] it was proved that any density can be estimated to a given degree of approximation, using ﬁnite Gaussian mixture. A Greedy learning of Gaussian mixture model (GMM) based on target classiﬁcation for ground surveillance Doppler radar, recently proposed in [9], overcomes the drawbacks of the EM algorithm. The greedy learning algorithm does not require prior knowledge of the number of components in the mixture, because it inherently estimates the model order. In this paper, we investigate the micro-Doppler radar signatures using three classiﬁers; SVM, GMM and Greedy GMM. The paper is organized as follows: in section 2, the SVM and Greedy GMM and the corresponding classiﬁcation scheme are presented. In Section 3, we describe the experimental framework including the data collection of diﬀerent targets from a ground surveillance radar records and the conducted performance study. Our conclusions are drawn in section 5.

2 2.1

Classification Scheme Feature Extraction

In practical case, a human operator listen to the audio Doppler output from the surveillance radar for detecting and may be identifying targets. In fact, human operators classify the targets using an audio representation of the micro-Doppler eﬀect, caused by the target motion. As in speech processing a set of operations are taken during pre-processing step to take in count the human ear characteristics. Features are numerical measurements used in computation to discriminate between classes. In this work, we investigated three classes of features namely, LPC (Linear prediction coding), LPCC (Linear cepstral prediction coding ), and MFCC (Mel-frequency cepstral coeﬃcients). 2.2

Modelisation

Gaussian Mixture Model (GMM). Gaussian mixture model (GMM) is a mixture of several Gaussian distributions. The probability density function is deﬁned as a weighted sum of Gaussians: p (x; θ) =

C

αc N (x; μc , Σc )

(1)

c=1

Where αc is the weight of the component c, 0 < αc < 1 for all components, and C c+1 αc = 1. μc is the mean of components and Σc is the covariance matrix.

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We deﬁne the parameter vector θ: θ = {α1 , μ1 , Σ1 , ..., αc , μc , Σc }

(2)

The expectation maximization (EM) algorithm is an iterative method for calculating maximum likelihood distribution parameter. An elegant solution for the initialization problem is provided by the greedy learning of GMM [11]. Greedy Gaussian Mixture Model (Greedy GMM). The greedy algorithm starts with a single component and then adds components into the mixture one by one. The optimal starting component for a Gaussian mixture is trivially computed, optimal meaning the highest training data likelihood. The algorithm repeats two steps: insert a component into the mixture, and run EM until convergence. Inserting a component that increases the likelihood the most is thought to be an easier problem than initializing a whole near-optimal distribution. Component insertion involves searching for the parameters for only one component at a time. Recall that EM ﬁnds a local optimum for the distribution parameters, not necessarily the global optimum which makes it initialization dependent method. Let pc denote a C-component mixture with parameters θc . The general greedy algorithm for Gaussian mixture is as follows: 1. Compute (in the ML sense) the optimal one-component mixture p1 and set C ← 1; 2. While keeping pc ﬁxed, ﬁnd a new component N (x; μ , Σ ) and the corresponding mixing weight α that increase the likelihood {μ , Σ , α } = arg max

N

ln[(1 − α)pc (xn ) + αN (xn ; μ, Σ)]

(3)

n=1

3. Set pc+1 (x) ← (1 − α )pc (x) + α N (x; μ , Σ ) and then C ← C + 1; 4. Update pc using EM (or some other method) until convergence; 5. Evaluate some stopping criterion; go to step 2 or quit. The stopping criterion in step 5 can be for example any kind of model selection criterion or wanted number of components. The crucial point is step 2, since ﬁnding the optimal new component requires a global search, performed by creating candidate components. The candidate resulting in the highest likelihood when inserted into the (previous) mixture is selected. The parameters and weight of the best candidate are then used in step 3 instead of the truly optimal values [12]. 2.3

Support Vector Machine (SVM)

The optimization criterion here is the width of the margin between classes (see Fig.1), i.e. the empty area around the decision boundary deﬁned by the distance to the nearest training pattern [13]. These patterns, called support vectors, ﬁnally deﬁne the classiﬁcation. Maximizing the margin minimizes the number of support vectors. This can be illustrated in Fig.1 where m is maximized.

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Fig. 1. SVM boundary ( It should be as far away from the data of both class as possible)

The general form of the decision boundary is as follows: f (x) =

n

αi yi xw + b

(4)

i=1

where α is the Lagrangian coeﬃcient; y is the classes (+1or − 1); w and b are illustrated in Fig.1. 2.4

Classification

A classiﬁer is a function that deﬁnes the decision boundary between diﬀerent patterns (classes). Each classiﬁer must be trained with a training dataset before being used to recognize new patterns, such that it generalizes training dataset into classiﬁcation rules. Two decision methods were examined. The ﬁrst one suggests the maximum a posteriori probability (MAP) and the second uses the majority vote (MV) post-processing after classiﬁer decision. Decision. If we have a group of targets represented by the GMM or SVM models: λ1 , λ2 , ..., λξ , The classiﬁcation decision is done using the posteriori probability (MAP): Sˆ = arg max p(λs |X) (5) According to Bayesian rule: p(X|λs )p(λs ) Sˆ = arg max p(X)

(6)

X: is the observed sequence. Assuming that each class has the same a priori probability (p(λs ) = 1/ξ) and the probability of apparition of the sequence X is the same for all targets the classiﬁcation rule of Bayes becomes: Sˆ = arg max p(X|λs )

(7)

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Majority Vote. The majority vote (MV) post-processing can be employed after classiﬁer decision. It uses the current classiﬁcation result, along with the previous classiﬁcation results and makes a classiﬁcation decision based on the class that appears most often. A plot of the classiﬁcation by MV (post-processing) after classiﬁer decision is shown in Fig.2.

Fig. 2. Majority vote post-processing after classiﬁer decision

3

Radar System and Data Collection

Data were obtained using records of a low-resolution ground surveillance radar. The target was detected and tracked automatically by the radar, allowing continuous target echo records. The parameters settings are: Frequency: 9.720 GHz, Sweep in azimuth: 30 at 270, Emission power : 100 mW. We ﬁrst collected the Doppler signatures from the echoes of six diﬀerent targets in movements namely: one, two, and three persons, vehicle, truck and vegetation clutter. the target was detected and tracked automatically by a low-power Doppler radar operating at 9.72 GHz. When the radar transmits an electromagnetic signal in the surveillance area, this signal interacts with the target and then returns to the radar. After demodulation and analog to digital conversion, the received echoes are recorded in wav audio format, each record has a duration of 10 seconds. By taking the Fourier transform of the recorded signal, the micro-Doppler frequency shift may be observed in the frequency domain. We considered the case where a target approaches the radar. In order to exploit the time-varying Doppler information, we use the short-time Fourier transform (STFT) for the joint MFCC analysis. The change of the properties of the returned signal reﬂects the characteristics of the target. When the target is moving, the carrier frequency of the returned signal will be shifted due to Doppler eﬀect. The Doppler frequency shift can be used to determine the radial velocity of the moving target. If the target or any structure on the target is vibrating or rotating in addition to target translation, it will induce frequency modulation on the returned signal that generates sidebands about the target’s Doppler frequency. This modulation is called the micro-Doppler (μ-DS) phenomenon. The (μ-DS) phenomenon can be regarded as a characteristic of the interaction between the vibrating or rotating structures and the target body. Fig.3 show the temporal representation and the

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typical spectrogram of truck target. The truck class has unique time-frequency characteristic which can be used for classiﬁcation. This particular plot is obtained by taking a succession of FFTs and using a sampling rate of 8 KHz, FFT size of 256 points, overlap of 128, and a Hamming window.

Fig. 3. Radar echos sample (temporal form) and typical spectrogram of the truck moving target

4

Results

In this work, target class pdfs were modeled by SVM and GMMs using both greedy and EM estimation algorithms. MFCC, LPCC and LPC coeﬃcients were used as classiﬁcation features. The MAP and the majority voting decision concepts were examined. Classiﬁcation performance obtained using GMM classiﬁer is bad then both GMM greedy and SVM. Table 1 present the confusion matrix of six targets, when the coeﬃcients are extracted MFCC, then classiﬁed by GMM following MAP decision and MV post-processing decision. Table 2 show the confusion matrix of six targets classiﬁed by SVM following MAP and MV post-processing decision, using MFCC. Table 3 present the confusion matrix of Greedy GMM based classiﬁer with MFCC coeﬃcients and MV post-processing after MAP decision for six class problem. Greedy GMM and SVM outperform GMM classiﬁer. These tables show that both SVM and greedy GMM classiﬁer with MFCC features outperform the GMM based one. To improve classiﬁcation Table 1. Confusion matrix of GMM-based classiﬁer with MFCC coeﬃcients and MV post-processing after MAP decision rules for six class problem Class/Decision 1Person 2Persons 3Persons Vehicle Truck Clutter 1Person 94.44 1.85 0 3.7 0 0 2Persons 0 100 0 0 0 0 3Persons 7.41 0 92.59 0 0 0 Vehicle 12.96 0 0 87.04 0 0 Truck 0 0 0 1.85 98.15 0 Clutter 0 0 0 0 0 100

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Table 2. Confusion matrix of SVM-based classiﬁer with MFCC coeﬃcients and MV post-processing after MAP decision rules for six class problem Class/Decision 1Person 2Persons 3Persons Vehicle Truck Clutter 1Person 96.30 1.85 0 1.85 0 0 2Persons 0 99.07 0.3 0 0 0 3Persons 0 0 100 0 0 0 Vehicle 1.85 0 0 98.15 0 0 Truck 0 0 0 0 100 0 Clutter 0 0 0 0 0 100

Table 3. Confusion matrix of Greedy GMM-based classiﬁer with MFCC coeﬃcients and MV post-processing after MAP decision rules for six class problem Class/Decision 1Person 2Persons 3Persons Vehicle Truck Clutter 1Person 96.30 1.85 0 1.85 0 0 2Persons 0 100 0 0 0 0 3Persons 0 0 100 0 0 0 Vehicle 1.85 0 0 98.15 0 0 Truck 0 0 0 0 100 0 Clutter 0 0 0 0 0 100

accuracy, majority vote post-processing can be employed. The resulting eﬀect is a smooth operation that removes spurious misclassiﬁcation. Indeed, the classiﬁcation rate improves to 99.08% for greedy GMM after MAP decision following majority vote post-processing, 98.93% for GMM and 99.01% for SVM after MAP and MV decision. One can see that the pattern recognition algorithm is quite successful at classifying the radar targets.

5

Conclusion

Automatic classiﬁers have been successfully applied for ground surveillance radar. LPC, LPCC and MFCC are used to exploit the micro-Doppler signatures of the targets to provide classiﬁcation between the classes of personnel, vehicle, truck and clutter, The MAP and the majority voting decision rules were applied to the proposed classiﬁcation problem. We can say that both SVM and Greedy GMM using MFCC features delivers the best rate of classiﬁcation, as it performs the most estimations. However, it fails to avoid classiﬁcation errors, which we are bound to eradicate through MV-post processing which guarantees a 99.08% with Greedy GMM and 99.01%withe SVM classiﬁcation rate for six-class problem in our case.

References 1. Natecz, M., Rytel-Andrianik, R., Wojtkiewicz, A.: Micro-Doppler Analysis of Signal Received by FMCW Radar. In: International Radar Symposium, Germany (2003)

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2. Boashash, B.: Time Frequency Signal Analysis and Processing a comprehensive reference, 1st edn. Elsevier Ltd. (2003) 3. Foster, I., Kesselman, C.: The Grid: Blueprint for a New Computing Infrastructure. Morgan Kaufmann, San Francisco (1999) 4. Chen, V.C.: Analysis of Radar Micro-Doppler Signature With Time-Frequency Transform. In: Proc. Tenth IEEE Workshop on Statistical Signal and Array Processing, pp. 463–466 (2000) 5. Chen, V.C., Ling, H.: Time Frequency Transforms for Radar Imaging and Signal Analysis. Artech House, Boston (2002) 6. Anderson, M., Rogers, R.: Micro-Doppler Analysis of Multiple Frequency Continuous Wave Radar Signatures. In: SPIE Proc. Radar Sensor Technology, vol. 654 (2007) 7. Thayaparan, T., Abrol, S., Riseborough, E., Stankovic, L., Lamothe, D., Duﬀ, G.: Analysis of Radar Micro-Doppler Signatures From Experimental Helicopter and Human Data. IEE Proc. Radar Sonar Navigation 1(4), 288–299 (2007) 8. Reynolds, D.A.A.: Gaussian Mixture Modeling Approach to Text-Independent Speaker Identiﬁcation. Ph.D.dissertation, Georgia Institute of Technology, Atlanta (1992) 9. Reynolds, D.A., Quatieri, T.F., Dunn, R.B.: Speaker Veriﬁcation Using Adapted Gaussian Mixture Models. Digit. Signal Process. 10, 19–41 (2000) 10. Campbell, J.P.: Speaker Recognition: a tutorial. Proc.of the IEEE 85(9), 1437–1462 (1997) 11. Li, J.Q., Barron, A.R.: Mixture Density Estimation. In: Advances in Neural Information Processing Systems, p. 12. MIT Press, Cambridge (2002) 12. Bilik, I., Tabrikian, J., Cohen, A.: GMM-Based Target Classiﬁcation for Ground Surveillance Doppler Radar. IEEE Trans. on Aerospace and Electronic Systems 42(1), 267–278 (2006) 13. Vander, H.F., Duin, W.R.P., de Ridder, D., Tax, D.M.J.: Classiﬁcation, Parameter Estimation and State Estimation. John Wiley & Son, Ltd. (2004)

Speaker Identification Using Discriminative Learning of Large Margin GMM Khalid Daoudi1 , Reda Jourani2,3 , R´egine Andr´e-Obrecht2, and Driss Aboutajdine3 1

3

GeoStat Group, INRIA Bordeaux-Sud Ouest, Talence, France [email protected] 2 SAMoVA Group, IRIT - Univ. Paul Sabatier, Toulouse, France {jourani,obrecht}@irit.fr Laboratoire LRIT. Faculty of Sciences, Mohammed 5 Agdal Univ., Rabat, Morocco [email protected]

Abstract. Gaussian mixture models (GMM) have been widely and successfully used in speaker recognition during the last decades. They are generally trained using the generative criterion of maximum likelihood estimation. In an earlier work, we proposed an algorithm for discriminative training of GMM with diagonal covariances under a large margin criterion. In this paper, we present a new version of this algorithm which has the major advantage of being computationally highly eﬃcient, thus well suited to handle large scale databases. We evaluate our fast algorithm in a Symmetrical Factor Analysis compensation scheme. We carry out a full NIST speaker identiﬁcation task using NIST-SRE’2006 data. The results show that our system outperforms the traditional discriminative approach of SVM-GMM supervectors. A 3.5% speaker identiﬁcation rate improvement is achieved. Keywords: Large margin training, Gaussian mixture models, Discriminative learning, Speaker recognition, Session variability modeling.

1

Introduction

Most of state-of-the-art speaker recognition systems rely on the generative training of Gaussian Mixture Models (GMM) using maximum likelihood estimation and maximum a posteriori estimation (MAP) [1]. This generative training estimates the feature distribution within each speaker. In contrast, the discriminative training approaches model the boundary between speakers [2,3], thus generally leading to better performances than generative methods. For instance, Support Vector Machines (SVM) combined with GMM supervectors are among state-of-the-art approaches in speaker veriﬁcation [4,5]. In speaker recognition applications, mismatch between the training and testing conditions can decrease considerably the performances. The inter-session variability, that is the variability among recordings of a given speaker, remains the most challenging problem to solve. The Factor Analysis techniques [6,7], e.g., Symmetrical Factor Analysis (SFA) [8], were proposed to address that problem B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 300–307, 2011. c Springer-Verlag Berlin Heidelberg 2011

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in GMM based systems. While the Nuisance Attribute Projection (NAP) [9] compensation technique is designed for SVM based systems. Recently a new discriminative approach for multiway classiﬁcation has been proposed, the Large Margin Gaussian mixture models (LM-GMM) [10]. The latter have the same advantage as SVM in term of the convexity of the optimization problem to solve. However they diﬀer from SVM because they draw nonlinear class boundaries directly in the input space. While LM-GMM have been used in speech recognition, they have not been used in speaker recognition (to the best of our knowledge). In an earlier work [11], we proposed a simpliﬁed version of LM-GMM which exploit the fact that traditional GMM based speaker recognition systems use diagonal covariances and only the mean vectors are MAP adapted. We then applied this simpliﬁed version to a ”small” speaker identiﬁcation task. While the resulting training algorithm is more eﬃcient than the original one, we found however that it is still not eﬃcient enough to process large databases such as in NIST Speaker Recognition Evaluation (NIST-SRE) campaigns (http://www.itl.nist.gov/iad/mig//tests/sre/). In order to address this problem, we propose in this paper a new approach for fast training of Large-Margin GMM which allow eﬃcient processing in large scale applications. To do so, we exploit the fact that in general not all the components of the GMM are involved in the decision process, but only the k-best scoring components. We also exploit the property of correspondence between the MAP adapted GMM mixtures and the Universal Background Model mixtures [1]. In order to show the eﬀectiveness of the new algorithm, we carry out a full NIST speaker identiﬁcation task using NIST-SRE’2006 (core condition) data. We evaluate our fast algorithm in a Symmetrical Factor Analysis (SFA) compensation scheme, and we compare it with the NAP compensated GMM supervector Linear Kernel system (GSL-NAP) [5]. The results show that our Large Margin compensated GMM outperform the state-of-the-art discriminative approach GSL-NAP. The paper is organized as follows. After an overview on Large-Margin GMM training with diagonal covariances in section 2, we describe our new fast training algorithm in section 3. The GSL-NAP system and SFA are then described in sections 4 and 5, respectively. Experimental results are reported in section 6.

2

Overview on Large Margin GMM with Diagonal Covariances (LM-dGMM)

In this section we start by recalling the original Large Margin GMM training algorithm developed in [10]. We then recall the simpliﬁed version of this algorithm that we introduced in [11]. In Large Margin GMM [10], each class c is modeled by a mixture of ellipsoids in the D-dimensional input space. The mth ellipsoid of the class c is parameterized by a centroid vector μcm , a positive semideﬁnite (orientation) matrix Ψcm and a nonnegative scalar oﬀset θcm ≥ 0. These parameters are then collected into a single enlarged matrix Φcm : Ψcm −Ψcm μcm . (1) Φcm = −μTcm Ψcm μTcm Ψcm μcm + θcm

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A GMM is ﬁrst ﬁt to each class using maximum likelihood estimation. Let n {ont }Tt=1 (ont ∈ RD ) be the Tn feature vectors of the nth segment (i.e. nth speaker training data). Then, for each ont belonging to the class yn , yn ∈ {1, 2, ..., C} where C is the total number of classes, we determine the index mnt of the Gaussian component of the GMM modeling the class yn which has the highest posterior probability. This index is called proxy label. The training algorithm aims to ﬁnd matrices Φcm such that ”all” examples are correctly classiﬁed by at least one margin unit, leading to the LM-GMM criterion: T T znt Φcm znt ≥ 1 + znt Φyn mnt znt ,

∀c = yn , ∀m,

(2)

T

where znt = [ont 1] . In speaker recognition, most of state-of-the art systems use diagonal covariances GMM. In these GMM based speaker recognition systems, a speakerindependent world model or Universal Background Model (UBM) is ﬁrst trained with the EM algorithm. When enrolling a new speaker to the system, the parameters of the UBM are adapted to the feature distribution of the new speaker. It is possible to adapt all the parameters, or only some of them from the background model. Traditionally, in the GMM-UBM approach, the target speaker GMM is derived from the UBM model by updating only the mean parameters using a maximum a posteriori (MAP) algorithm [1]. Making use of this assumption of diagonal covariances, we proposed in [11] a simpliﬁed algorithm to learn GMM with a large margin criterion. This algorithm has the advantage of being more eﬃcient than the original LM-GMM one [10] while it still yielded similar or better performances on a speaker identiﬁcation task. In our Large Margin diagonal GMM (LM-dGMM) [11], each class (speaker) c is initially modeled by a GMM with M diagonal mixtures (trained by MAP adaptation of the UBM in the setting of speaker recognition). For each class c, the mth Gaussian is parameterized by a mean vector μcm , a diagonal covariance 2 2 matrix Σm = diag(σm1 , ..., σmD ), and the scalar factor θm which corresponds to the weight of the Gaussian. For each example ont , the goal of the training algorithm is now to force the log-likelihood of its proxy label Gaussian mnt to be at least one unit greater than the log-likelihood of each Gaussian component of all competing classes. That is, given the training examples {(ont , yn , mnt )}N n=1 , we seek mean vectors μcm which satisfy the LM-dGMM criterion: ∀c = yn , ∀m, where d(ont , μcm ) =

d(ont , μcm ) + θm ≥ 1 + d(ont , μyn mnt ) + θmnt ,

(3)

D (onti − μcmi )2

. Afterward, these M constraints are fold into a single one using the softmax inequality minm am ≥ −log e−am . The i=1

2 2σmi

segment-based LM-dGMM criterion becomes thus: ∀c = yn ,

m

Tn Tn M 1 1 −log e(−d(ont,μcm )−θm ) ≥ 1+ d(ont , μyn mnt )+θmnt . Tn t=1 Tn t=1 m=1 (4)

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Letting [f ]+ = max(0, f ) denote the so-called hinge function, the loss function to minimize for LM-dGMM is then given by: Tn N M 1 (−d(ont ,μcm )−θm ) L = 1+ d(ont , μyn mnt )+θmnt +log e . Tn t=1 n=1 m=1 c=yn

+

(5)

3 3.1

LM-dGMM Training with k-Best Gaussians Description of the New LM-dGMM Training Algorithm

Despite the fact that our LM-dGMM is computationally much faster than the original LM-GMM of [10], we still encountered eﬃciency problems when dealing with high number of Gaussian mixtures. In order to develop a fast training algorithm which could be used in large scale applications such as NIST-SRE, we propose to drastically reduce the number of constraints to satisfy in (4). By doing so, we would drastically reduce the computational complexity of the loss function and its gradient. To achieve this goal we propose to use another property of state-of-the-art GMM systems, that is, decision is not made upon all mixture components but only using the k-best scoring Gaussians. In other words, for each on and each class c, instead of summing over the M mixtures in the left side of (4), we would sum only over the k Gaussians with the highest posterior probabilities selected using the GMM of class c. In order to further improve eﬃciency and reduce memory requirement, we exploit the property reported in [1] about correspondence between MAP adapted GMM mixtures and UBM mixtures. We use the UBM to select one unique set Snt of k-best Gaussian components per frame ont , instead of (C − 1) sets. This leads to a (C − 1) times faster and less memory consuming selection. More precisely, we now seek mean vectors μcm that satisfy the large margin constraints in (6): ∀c = yn ,

Tn Tn 1 1 −log e(−d(ont ,μcm )−θm ) ≥ 1+ d(ont , μyn mnt )+θmnt. Tn t=1 Tn t=1 m∈Snt

(6) The resulting loss function expression is straightforward. During test, we use again the same principle to achieve fast scoring. Given a test segment of T frames, for each test frame xt we use the UBM to select the set Et of k-best scoring proxy labels and compute the LM-dGMM likelihoods using only these k labels. The decision rule is thus given as: T

(−d(ot ,μcm )−θm ) y = argminc −log e . (7) t=1

m∈Et

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Handling of Outliers

We adopt the strategy of [10] to detect outliers and reduce their negative eﬀect on learning, by using the initial GMM models. We compute the accumulated hinge loss incurred by violations of the large margin constraints in (6): Tn 1 hn = 1+ d(ont , μyn mnt ) + θmnt + log e(−d(ont ,μcm )−θm ) . Tn t=1 c=yn

m∈Snt

+

(8) hn measures the decrease in the loss function when an initially misclassiﬁed segment is corrected during the course of learning. We associate outliers with large values of hn . We then re-weight the hinge loss terms by using the segment weights sn = min(1, 1/hn): L =

N

sn h n .

(9)

n=1

We solve this unconstrained non-linear optimization problem using the second order optimizer LBFGS [12].

4

The GSL-NAP System

In this section we brieﬂy describe the GMM supervector linear kernel SVM system (GSL) [4] and its associated channel compensation technique, the Nuisance attribute projection (NAP) [9]. Given an M -components GMM adapted by MAP from the UBM, one forms a GMM supervector by stacking the D-dimensional mean vectors. This GMM supervector (an M D vector) can be seen as a mapping of variable-length utterances into a ﬁxed-length high-dimensional vector, through GMM modeling: φ(x) = [μx1 · · · μxM ]T ,

(10)

where the GMM {μxm , Σm , wm } is trained on the utterance x. For two utterances x and y, a kernel distance based on the Kullback-Leibler divergence between the GMM models trained on these utterances [4], is deﬁned as: K(x, y) =

M √

−(1/2) wm Σm μxm

T √

−(1/2) wm Σm μym .

(11)

m=1

The UBM weight and variance parameters are used to normalize the Gaussian means before feeding them into a linear kernel SVM training. This system is referred to as GSL in the rest of the paper. NAP is a pre-processing method that aims to compensate the supervectors by removing the directions of undesired sessions variability, before the SVM training ˆ [9]. NAP transforms a supervector φ to a compensated supervector φ: φˆ = φ − S(ST φ),

(12)

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using the eigenchannel matrix S, which is trained using several recordings (sessions) of various speakers. Given a set of expanded recordings of N diﬀerent speakers, with hi diﬀerent sessions for each speaker si , one ﬁrst removes the speakers variability by subtracting the mean of the supervectors within each speaker. The resulting supervectors are then pooled into a single matrix C representing the intersession variations. One identiﬁes ﬁnally the subspace of dimension R where the variations are the largest by solving the eigenvalue problem on the covariance matrix CCT , getting thus the projection matrix S of a size M D × R. This system is referred to as GSL-NAP in the rest of the paper.

5

Symmetrical Factor Analysis (SFA)

In this section we describe the symmetrical variant of the Factor Analysis model (SFA) [8] (Factor Analysis was originally proposed in [6,7]). In the mean supervector space, a speaker model can be decomposed into three diﬀerent components: a session-speaker independent component (the UBM model), a speaker dependent component and a session dependent component. The session-speaker model, can be written as [8]: M(h,s) = M + Dys + Ux(h,s) ,

(13)

where – M(h,s) is the session-speaker dependent supervector mean (an M D vector), – M is the UBM supervector mean (an M D vector), – D is a M D × M D diagonal matrix, where DDT represents the a priori covariance matrix of ys , – ys is the speaker vector, i.e., the speaker oﬀset (an M D vector), – U is the session variability matrix of low rank R (an M D × R matrix), – x(h,s) are the channel factors, i.e., the session oﬀset (an R vector not dependent on s in theory). Dys and Ux(h,s) represent respectively the speaker dependent component and the session dependent component. The factor analysis modeling starts by estimating the U matrix, using diﬀerent recordings per speaker. Given the ﬁxed parameters (M, D, U), the target models are then compensated by eliminating the session mismatch directly in the model domain. Whereas, the compensation in the test is performed at the frame level (feature domain).

6

Experimental Results

We perform experiments on the NIST-SRE’2006 speaker identiﬁcation task and compare the performances of the baseline GMM, the LM-dGMM and the SVM systems, with and without using channel compensation techniques. The comparisons are made on the male part of the NIST-SRE’2006 core condition (1conv4w1conv4w). The feature extraction is carried out by the ﬁlter-bank based cepstral

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Table 1. Speaker identiﬁcation rates with GMM, Large Margin diagonal GMM and GSL models, with and without channel compensation System 256 Gaussians 512 Gaussians GMM 76.46% 77.49% LM-dGMM 77.62% 78.40% GSL 81.18% 82.21% LM-dGMM-SFA 89.65% 91.27% GSL-NAP 87.19% 87.77%

analysis tool Spro [13]. Bandwidth is limited to the 300-3400Hz range. 24 ﬁlter bank coeﬃcients are ﬁrst computed over 20ms Hamming windowed frames at a 10ms frame rate and transformed into Linear Frequency Cepstral Coeﬃcients (LFCC). Consequently, the feature vector is composed of 50 coeﬃcients including 19 LFCC, their ﬁrst derivatives, their 11 ﬁrst second derivatives and the delta-energy. The LFCCs are preprocessed by Cepstral Mean Subtraction and variance normalization. We applied an energy-based voice activity detection to remove silence frames, hence keeping only the most informative frames. Finally, the remaining parameter vectors are normalized to ﬁt a zero mean and unit variance distribution. We use the state-of-the-art open source software ALIZE/Spkdet [14] for GMM, SFA, GSL and GSL-NAP modeling. A male-dependent UBM is trained using all the telephone data from the NIST-SRE’2004. Then we train a MAP adapted GMM for the 349 target speakers belonging to the primary task. The corresponding list of 539554 trials (involving 1546 test segments) are used for test. Score normalization techniques are not used in our experiments. The so MAP adapted GMM deﬁne the baseline GMM system, and are used as initialization for the LM-dGMM one. The GSL system uses a list of 200 impostor speakers from the NIST-SRE’2004, on the SVM training. The LM-dGMM-SFA system is initialized by model domain compensated GMM, which are then discriminated using feature domain compensated data. The session variability matrix U of SFA and the channel matrix S of NAP, both of rank R = 40, are estimated on NIST-SRE’2004 data using 2934 utterances of 124 diﬀerent male speakers. Table 1 shows the speaker identiﬁcation accuracy scores of the various systems, for models with 256 and 512 Gaussian components (M = 256, 512). All these scores are obtained with the 10 best proxy labels selected using the UBM, k = 10. The results of Table 1 show that, without SFA channel compensation, the LMdGMM system outperforms the classical generative GMM one, however it does yield worse performances than the discriminative approach GSL. Nonetheless, when applying channel compensation techniques, GSL-NAP outperforms GSL as expected, but the LM-dGMM-SFA system signiﬁcantly outperforms the GSLNAP one. Our best system achieves 91.27% speaker identiﬁcation rate, while the best GSL-NAP achieves 87.77%. This leads to a 3.5% improvement. These results show that our fast Large Margin GMM discriminative learning algorithm not only allows eﬃcient training but also achieves better speaker identiﬁcation accuracy than a state-of-the-art discriminative technique.

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307

Conclusion

We presented a new fast algorithm for discriminative training of Large-Margin diagonal GMM by using the k-best scoring Gaussians selected form the UBM. This algorithm is highly eﬃcient which makes it well suited to process large scale databases. We carried out experiments on a full speaker identiﬁcation task under the NIST-SRE’2006 core condition. Combined with the SFA channel compensation technique, the resulting algorithm signiﬁcantly outperforms the state-ofthe-art speaker recognition discriminative approach GSL-NAP. Another major advantage of our method is that it outputs diagonal GMM models. Thus, broadly used GMM techniques/softwares such as SFA or ALIZE/Spkdet can be readily applied in our framework. Our future work will consist in improving margin selection and outliers handling. This should indeed improve the performances.

References 1. Reynolds, D.A., Quatieri, T.F., Dunn, R.B.: Speaker Veriﬁcation Using Adapted Gaussian Mixture Models. Digit. Signal Processing 10(1-3), 19–41 (2000) 2. Keshet, J., Bengio, S.: Automatic Speech and Speaker Recognition: Large Margin and Kernel Methods. Wiley, Hoboken (2009) 3. Louradour, J., Daoudi, K., Bach, F.: Feature Space Mahalanobis Sequence Kernels: Application to Svm Speaker Veriﬁcation. IEEE Trans. Audio Speech Lang. Processing 15(8), 2465–2475 (2007) 4. Campbell, W.M., Sturim, D.E., Reynolds, D.A.: Support Vector Machines Using GMM Supervectors for Speaker Veriﬁcation. IEEE Signal Processing Lett. 13(5), 308–311 (2006) 5. Campbell, W.M., Sturim, D.E., Reynolds, D.A., Solomonoﬀ, A.: SVM Based Speaker Veriﬁcation Using a GMM Supervector Kernel and NAP Variability Compensation. In: ICASSP, vol. 1, pp. I-97–I-100 (2006) 6. Kenny, P., Boulianne, G., Dumouchel, P.: Eigenvoice Modeling with Sparse Training Data. IEEE Trans. Speech Audio Processing 13(3), 345–354 (2005) 7. Kenny, P., Boulianne, G., Ouellet, P., Dumouchel, P.: Speaker and Session Variability in GMM-Based Speaker Veriﬁcation. IEEE Trans. Audio Speech Lang. Processing 15(4), 1448–1460 (2007) 8. Matrouf, D., Scheﬀer, N., Fauve, B.G.B., Bonastre, J.-F.: A Straightforward and Eﬃcient Implementation of the Factor Analysis Model for Speaker Veriﬁcation. In: Interspeech, pp. 1242–1245 (2007) 9. Solomonoﬀ, A., Campbell, W.M., Boardman, I.: Advances in Channel Compensation for SVM Speaker Recognition. In: ICASSP, vol. 1, pp. 629–632 (2005) 10. Sha, F., Saul, L.K.: Large Margin Gaussian Mixture Modeling for Phonetic Classiﬁcation and Recognition. In: ICASSP, vol. 1, pp. 265–268 (2006) 11. Jourani, R., Daoudi, K., Andr´e-Obrecht, R., Aboutajdine, D.: Large Margin Gaussian Mixture Models for Speaker Identiﬁcation. In: Interspeech, pp. 1441–1444 (2010) 12. Nocedal, J., Wright, S.: Numerical Optimization. Springer, New York (1999) 13. Gravier, G.: SPro: Speech Signal Processing Toolkit (2003), https://gforge.inria.fr/projects/spro 14. Bonastre, J.-F., et al.: ALIZE/SpkDet: a State-of-the-art Open Source Software for Speaker Recognition. In: Odyssey, paper 020 (2008)

Sparse Coding Image Denoising Based on Saliency Map Weight Haohua Zhao and Liqing Zhang MOE-Microsoft Key Laboratory for Intelligent Computing and Intelligent Systems, Department of Computer Science and Engineering, Shanghai Jiao Tong University, Shanghai, China [email protected]

Abstract. Saliency maps provide a measurement of people’s attention to images. People pay more attention to salient regions and perceive more information in them. Image denoising enhances image quality by reducing the noise in contaminated images. Here we implement an algorithm framework to use a saliency map as weight to manage tradeoﬀs in denoising using sparse coding. Computer simulations conﬁrm that the proposed method achieves better performance than a method without the saliency map. Keywords: sparse coding, saliency map, image denoise.

1

Introduction

Saliency maps provide a measurement of people’s attention to images. People pay more attention to salient regions and perceive more information in them. Many algorithms have been developed to generate saliency maps. [7] ﬁrst introduced the maps, and [4] improved the method. Our team has also implemented some saliency map algorithms such as [5], [6]. Sparse coding provides a new approach to image denoising. Several important algorithms have been implemented. [2] and [1] provide an algorithm using KSVD to learn the sparse basis (dictionary) and reconstruct the image. In [9], a constraint that the similar patches have to have a similar sparse coding has been added to the sparse model for denoising. [8] introduce a method that uses an overcomplete topographical method to learn a dictionary and denoise the image. In these methods, if some of the parameters were changed, we would get more detail from the denoised images, but with more noise. In some regions in an image, people want to preserve more detail and do not care so much about the remaining noise but not in other regions. Salient regions in an image usually contain more abundant information than nonsalient regions. Therefore it is reasonable to weight those regions heavily in order to achieve better accuracy in the reconstructed image. In image denoising,

Corresponding Author.

B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 308–315, 2011. c Springer-Verlag Berlin Heidelberg 2011

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the more detail preserved, the more noise remains. We use the salience as weight to optimize this tradeoﬀ. In this paper, we will use sparse coding with saliency map and image reconstruction with saliency map to make use of saliency maps in image denoising. Computer simulations will be used to show the performance of the proposed method.

2

Saliency Map

There are many approaches to deﬁning the saliency map of an image. In [6], results depend on the given sparse basis so that is not suitable for denoising. In [5], if a texture appears in many places in an image, then these places do not get large salience values. The result of [4] is too central for our algorithm. This impairs the performance of our algorithm. The result of [7] is suitable enough to implement in our approach since it is not aﬀected by the noise and the large salience distributes are not so central as [4]. Therefore we use this method to get the saliency map S(x), normalized to the interval [0, 1]. Here we used the code published on [3], which can produce the saliency maps in [7] and [4]. We add Gaussian white noise with variance σ = 25 on an image in our database (results in Fig.1(a)) and compute the saliency map which is in Fig.1(b). We can see that we got a very good saliency result for the denoising tradeoﬀ problem. The histogram of the saliency map in Fig.1(b) is shown in Fig.1(c). Many of the saliency values are in the range [0, 0.3], which is not suitable for our next operation, so we apply a transform to the saliency values. Calling the median saliency me , the transform is: θ

Sm (x) = [S(x) + (1 − βme )] ; Where β > 0 and θ ∈ R are constants. After the transform, we get: ⎧ ⎪ if S(x) = βme ⎨= 1 Sm (x) > 1 if S(x) < βme ⎪ ⎩ < 1 and ≥ 0 if S(x) > βme

(2.1)

(2.2)

Set Sm (x1 ) > 1, 0 ≤ Sm (x−1 ) < 1, and Sm (x0 ) = 1. Sm (x1 ) gets larger, Sm (x−1 ) gets smaller, and Sm (x0 ) does not change if θ gets larger. Otherwise it gets the inverse. This helps us a lot in our following operation. To make our next operation simpler, we use the function in [3] to resize the map to the same as the input image, and processes a Gaussian ﬁlter on it if the noise is preserved in the map1 , as (2.3) shows, where G3 is the function to do this. ˜ S(x) = G3 [Sm (x)] (2.3) 1

We didn’t use this ﬁlter in our experiment since the maps do not contain noise.

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3500 3000 2500 2000

(a) Noisy image

1500 1000 500 0 0

0.4

0.2

0.6

0.8

1

(c) Histogram

(b) Saliency map

Fig. 1. A noisy image, its saliency map and the histogram of the saliency map

3

Sparse Coding with Saliency

First, we get some 8 × 8 patches from the image. In our method, we assume that the sparse basis is already known. The dictionary can be learned by the algorithm in [1] or [3]. In our approach, we use the DCT (Discrete Cosine Transform) basis as dictionary for simplicity. The following uses the sparse coeﬃcients of this basis to represent the patches (we call it sparse coding). We use the OMP sparse algorithm in [10] because it is fast and eﬀective. In the OMP algorithm, we want to solve the optimization problem min α0 s.t.Y − Dα < δ, (δ > 0)

(3.1)

Where Y is the original image batch, D is the dictionary, α is the coding coeﬃcient. In [2], δ = Cσ, where C is a constant that is set to 1.15, and σ is the noise variance. When δ gets smaller, we get more detail after sparse coding. So we can use the saliency value as a parameter to change δ. δ (X) =

δ ˜ S(X) + ε

(3.2)

Where ε > 0 is a small constant that makes the denominator not be 0. X ˜ is theimage patch to deal with. Let x be a pixel in X. We deﬁne S(X) = mean

S˜ (x) .

x∈X

Then the optimization problem is changed to (3.3) min α0 s.t.Y − Dα < δ (X) =

δ ˜ S(X) + ε

(3.3)

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˜ 1 ) + ε > 1, S(X ˜ −1 ) + ε < 1, and S(X ˜ 0 ) + ε = 1. We can conclude that Set S(X the areas can be sorted as X1 > X0 > X−1 by the attention people pay to them. From (3.3), we will get δ (X1 ) < δ (X0 ) < δ (X−1 ), which tells us the detail we get from X1 is more than X0 , which is the same as the original method and more than X−1 . At the same time, the patch X−1 will become smoother and have less noise as we want.

4

Image Reconstruction with Saliency

After getting the sparse coding, we can do the image reconstruction. We do this based on the denoising algorithms in [2] but without learning the Dictionary (the sparse basis) for adapting the noisy image using K-SVD[1]. In [2], the image reconstruction process is to solve the optimization problem. ⎧ ⎫ ⎨ ⎬ ˆ = argmin λX − Y2 + X Dα ˆ ij − Rij X22 (4.1) 2 ⎩ ⎭ X ij

Where Y is the noisy image, D is the sparse dictionary, α ˆ ij is the patch ij’s sparse coeﬃcients, which we know or have computed, Rij are the matrices that turn the image into patches. λ is a constant to trade oﬀ the two items. In [2], λ = 30/σ. In (4.1), the ﬁrst item minimizes the diﬀerence between the noisy image and the denoised image; the second item minimizes the diﬀerence between the image using the sparse coding and the denoised image. We can conclude that the ﬁrst item minimizes the loss of detail while the second minimizes the noise. We can make use of the salience here; we change the optimization problem into (4.2) ⎧ ⎫ ⎨ ⎬ 2 ˆ = argmin λX − Y2 + ˜ ij )−γ Dα ˆ − R X (4.2) X S(Y ij ij 2 2 ⎩ ⎭ X ij

Where γ ≥ 0. Then the solution will be as (4.3) ⎛ ˆ = ⎝λI + X

⎞−1 ⎛ ˜ ij )−γ RT Rij ⎠ S(Y ij

ij

5 5.1

⎝λY +

⎞ ˜ ij )−γ RT Dα ˆ ij ⎠ S(Y ij

(4.3)

ij

Experiment and Result Experiment

Here we tried using only a sparse coding with saliency (equivalent to setting γ = 0), using only image reconstruction with saliency (equivalent to setting θ = 0 and ε = 0), and using both methods (equivalent to setting γ > 0, θ > 0) to check the performance of our algorithm . We will show the denoised result

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of the image shown in Fig.1(a) (See Fig.3). Then we will list the PSNR (Peak signal-to-noise ratio) of the result of the images in Fig.2, which are downloaded from the Internet and all have a building with some texture and a smooth sky. Also we will show the result of DCT denoising in [2] with DCT basis as basis for comparison. We will try to analyze the advantages and the disadvantages of our method based on the experimental results. Some detail of the global parameters is as follows: C = 1.15; λ = 30/σ, β = 0.5, θ = 1, γ = 4.

(a) im1

(b) im2

(c) im3

(d) im4

(e) im5

(f) im6

Fig. 2. Test Images

(a) original image

(b) noisy image

(d) sparse coding (e) denoise with saliency saliency

(c) only DCT

with (f) denoise with both methods

Fig. 3. Denoise result of the image in Fig.1(a)

Only sparse coding with saliency. A result image is shown in Fig.3(d). Here we try some other images and change σ of the noise. We can see how the result changes in Table 1. Unfortunately PSNR is smaller than the original DCT denoising, especially when σ is small. However, when σ gets larger, the PSNRs get closer to the original DCT method (See Fig.4).

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Table 1. Result (PSNR (dB)) of the images in Fig.2 σ sparse coding with salience image reconstruction with saliency im1 Both method only DCT

5 29.5096 38.1373 30.6479 38.1896

15 27.9769 31.2929 28.2903 31.2696

25 26.7156 28.5205 26.8357 28.4737

50 24.7077 25.2646 24.6799 25.2263

75 23.4433 23.6842 23.3490 23.6629

sparse coding with salience image reconstruction with saliency Both method only DCT sparse coding with salience image reconstruction with saliency Both method only DCT sparse coding with salience image reconstruction with saliency Both method only DCT sparse coding with salience image reconstruction with saliency Both method only DCT

26.5681 37.5274 27.9648 37.5803 29.5156 39.9554 30.9932 40.0581 28.8955 37.8433 29.9095 37.8787 30.6788 39.5307 31.7282 39.6354

25.4787 30.6464 25.9360 30.6546 28.4537 32.7652 28.9424 32.7738 27.4026 31.3429 27.7025 31.3331 29.1139 33.0688 29.4005 33.0814

24.4215 27.6311 24.6235 27.6070 27.3627 29.6773 27.5767 29.6525 26.1991 28.5906 26.3360 28.5600 27.7872 30.2126 27.8970 30.2007

22.3606 23.6068 22.3926 23.5581 25.2847 25.9388 25.3047 25.8998 24.2200 25.0128 24.2459 24.9753 25.4779 26.2361 25.4685 26.2157

20.9875 21.4183 20.9744 21.3736 23.9346 24.1149 23.9068 24.0833 22.9965 23.2178 22.9836 23.1880 23.9669 24.0337 23.9195 24.0131

sparse coding with salience image reconstruction with saliency im6 Both method only DCT

26.8868 37.5512 27.9379 37.6788

25.4964 30.6229 25.8018 30.6474

24.3416 27.5820 24.4768 27.5773

22.3554 23.4645 22.3709 23.4368

21.1347 21.4496 21.1165 21.4252

sparse coding with salience image reconstruction with saliency Aver. Both method only DCT

28.6757 38.4242 29.8636 38.5035

27.3204 31.6232 27.6789 31.6267

26.1380 28.7024 26.2910 28.6785

24.0677 24.9206 24.0771 24.8853

22.7439 22.9864 22.7083 22.9577

im2

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But in running the program, we found that the time cost for our method ˜ is less than the original method when most of S(X) are smaller than 1... This is because the sparse stage uses most of the time, and as δ gets larger, ˜ time gets smaller. In our method, most of S(X) are smaller than 1 if we set β ≥ 1, which would not change the result much, we can save time in the sparse stage. Computing the saliency map does not cost much time. Generally speaking, our purpose has been realized here. We preserved more detail in the regions that have larger salience values. Only reconstructing image with saliency. A result image can see Fig.3(e). We can see that the result has been improved. More results are in Table 1 and Fig.4. When σ ≥ 25, the PSNRs is better than the original method... But when σ < 25, the PSNRs become smaller. Both methods. The result image is in Fig.3(f). The PSNRs of the denoised result for images in Fig.2 are in Table 1 and Fig...4. We can see that in this case, the result has combined the features of the two methods. The PSNRs are better than only using sparse coding with saliency, but not as good as the original method and image reconstruction with saliency. However, the time cost is also small. 5.2

Result Discussion

As we mentioned above, in some cases our method will cost less time than the original DCT denoising. Also, using image reconstruction with saliency in the images with heavy noise, our method perform better than the original DCT denoising. From Fig.3, we can see that in our approach the sky, which has low saliency and little detail, has been blurred, which is what we want, and some detail of the building is preserved, though some noise and some strange texture caused by the basis is left there. We can change the parameters, such as θ, C, γ, and λ, to make the background smoother or preserve more detail (however, more noise) for the foreground. We do better in blurring the background than preserving the foreground detail now. Sometimes when preserving the foreground detail, too much noise remains in the result image, and the gray value of the regions with diﬀerent saliency seems not well-matched. In other words, the edge between this region is too strong. But for this problem we have already used the function G3 to get an artial solution.

6

Discussion

In this paper, we introduce a method using a saliency map in image denoising with sparse coding. We use this to improve the tradeoﬀ between the detail and the noise in the image. The attention people pay to images generally ﬁts the salience value, but some people may focus on diﬀerent regions of the image in some cases. We can try diﬀerent saliency map approaches in our framework to meet this requirement.

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How to pick the patches may be very important in the denoising approach. In the current approach, we just pick all the patches or pick a patch every several pixels. In the future, we can try to pick more patches in the region where the salience value is large. Since there is some strange texture in the denoised image because of the basis, we can try to use a learned dictionary, as in the algorithm in [8], which seems to be more suitable for natural scenes. Acknowledgement. The work was supported by the National Natural Science Foundation of China (Grant No. 90920014) and the NSFC-JSPS International Cooperation Program (Grant No. 61111140019) .

Reference 1. Aharon, M., Elad, M., Bruckstein, A.: k-svd: An algorithm for designing overcomplete dictionaries for sparse representation. IEEE Transactions on Signal Processing 54(11), 4311–4322 (2006) 2. Elad, M., Aharon, M.: Image denoising via sparse and redundant representations over learned dictionaries. IEEE Transactions on Image Processing 15(12), 3736– 3745 (2006) 3. Harel, J.: Saliency map algorithm: Matlab source code, http://www.klab.caltech.edu/~ harel/share/gbvs.php 4. Harel, J., Koch, C., Perona, P.: Graph-based visual saliency. Advances in Neural Information Processing Systems 19, 545 (2007) 5. Hou, X., Zhang, L.: Saliency detection: A spectral residual approach. In: IEEE Conference on Computer Vision and Pattern Recognition, CVPR 2007, pp. 1–8 (June 2007) 6. Hou, X., Zhang, L.: Dynamic visual attention: Searching for coding length increments. Advances in Neural Information Processing Systems 21, 681–688 (2008) 7. Itti, L., Koch, C., Niebur, E.: A model of saliency-based visual attention for rapid scene analysis. IEEE Transactions on Pattern Analysis and Machine Intelligence 20(11), 1254–1259 (1998) 8. Ma, L., Zhang, L.: A hierarchical generative model for overcomplete topographic representations in natural images. In: International Joint Conference on Neural Networks, IJCNN 2007, pp. 1198–1203 (August 2007) 9. Mairal, J., Bach, F., Ponce, J., Sapiro, G., Zisserman, A.: Non-local sparse models for image restoration. In: 2009 IEEE 12th International Conference on Computer Vision, September 29-October 2, pp. 2272–2279 (2009) 10. Pati, Y.C., Rezaiifar, R., Krishnaprasad, P.S.: Orthogonal matching pursuit: recursive function approximation with applications to wavelet decomposition. In: 1993 Conference Record of The Twenty-Seventh Asilomar Conference on Signals, Systems and Computers, vol. 1, pp. 40–44 (November 1993)

Expanding Knowledge Source with Ontology Alignment for Augmented Cognition Jeong-Woo Son, Seongtaek Kim, Seong-Bae Park, Yunseok Noh, and Jun-Ho Go School of Computer Science and Engineering, Kyungpook National University, Korea {jwson,stkim,sbpark,ysnoh,jhgo}@sejong.knu.ac.kr

Abstract. Augmented cognition on sensory data requires knowledge sources to expand the abilities of human senses. Ontologies are one of the most suitable knowledge sources, since they are designed to represent human knowledge and a number of ontologies on diverse domains can cover various objects in human life. To adopt ontologies as knowledge sources for augmented cognition, various ontologies for a single domain should be merged to prevent noisy and redundant information. This paper proposes a novel composite kernel to merge heterogeneous ontologies. The proposed kernel consists of lexical and graph kernels specialized to reﬂect structural and lexical information of ontology entities. In experiments, the composite kernel handles both structural and lexical information on ontologies more eﬃciently than other kernels designed to deal with general graph structures. The experimental results also show that the proposed kernel achieves the comparable performance with top-ﬁve systems in OAEI 2010.

1

Introduction

Augmented cognition aims to amplify human capabilities such as strength, decision making, and so on [11]. Among various human capabilities, the senses are one of the most important things, since they provide basic information for other capabilities. Augmented cognition on sensory data aims to expand information from human senses. Thus, it requires additional knowledges. Among Various knowledge sources, ontologies are the most appropriate knowledge source, since they represent human knowledges on a speciﬁc domain in a machine-readable form [9] and a mount of ontologies which cover diverse domains are publicly available. One of the issues related with ontologies as knowledge sources is that most ontologies are written separately and independently by human experts to serve particular domains. Thus, there could be many ontologies even in a single domain, and it causes semantic heterogeneity. The heterogeneous ontologies for a domain can provide redundant or noisy information. Therefore, it is demanded to merge related ontologies to adopt ontologies as a knowledge source for augmented cognition on sensory data. B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 316–324, 2011. c Springer-Verlag Berlin Heidelberg 2011

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Ontology alignment aims to merge two or more ontologies which contain similar semantic information by identifying semantic similarities between entities in the ontologies. An ontology entity has two kinds of information: lexical information and structural information. Lexical information is expressed in labels or values of some properties.The lexical similarity is then easily designed as a comparison of character sequences in labels or property values. The structure of an entity is, however, represented as a graph due to its various relations with other entities. Therefore, a method to compare graphs is needed to capture the structural similarity between entities. This paper proposes a composite kernel function for ontology alignment. The composite kernel function is composed of a lexical kernel based on Levenshtein distance for lexical similarity and a graph kernel for structural similarity. The graph kernel in the proposed composite kernel is a modiﬁed version of the random walk graph kernel proposed by G¨ atner et al. [6]. When two graphs are given, the graph kernel implicitly enumerates all possible entity random walks, and then the similarity between the graphs is computed using the shared entity random walks. Evaluation of the composite kernel is done with the Conference data set from OAEI (Ontology Alignment Evaluation Initiative) 2010 campaign1 . It is shown that the ontology kernel is superior to the random walk graph kernel in matching performance and computational cost. In comparison with OAEI 2010 competitors, it achieves a comparable performance.

2

Related Work

Various structural similarities have been designed for ontology alignment [3]. ASMOV, one of the state-of-the-art alignment system, computes a structural similarity by decomposing an entity graph into two subgraphs [8]. These two subgraphs contain relational and internal structure respectively. From the relational structure, a similarity is obtained by comparing ancestor-descendant relations, while relations from object properties are reﬂected by the internal structures. OMEN [10] and iMatch [1] use a network-based model. They ﬁrst approximate roughly the probability that two ontology entities match using lexical information, and then reﬁne the probability by performing probabilistic reasoning over the entity network. The main drawback of most previous work is that structural information is expressed in some speciﬁc forms such as a label-path, a vector, and so on rather than a graph itself. This is because a graph is one of the most diﬃcult data structures to compare. Thus, whole structural information of all nodes and edges in the graph is not reﬂected in computing structural similarity. Haussler [7] proposed a solution to this problem, so-called convolution kernel which determines the similarity between structural data such as tree, graph, and so on by shared sub-structures. Since the structure of an ontology entity can be regarded as a graph, the similarity between entities can be obtained by a convolution kernel for a graph. The random walk graph kernel proposed by 1

http://oaei.ontologymatching.org/2010

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Instance_5

InstanceOf Popular place

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Fig. 1. An example of ontology graph

G¨ artner et al. [6] is commonly used for ordinary graph structures. In this kernel, random-walks are regarded as sub-structures. Thus, the similarity of two graphs is computed by measuring how many random-walks are shared. Graph kernels can compare graphs without any structural transformation [2]. 2.1

Ontology as Graph

An ontology is regarded as a graph of which nodes and edges are ontology entities [12]. Figure 1 shows a simple ontology with a domain of topography. As shown in this ﬁgure, nodes are generated from four ontology entities: concepts, instances, property value types, and property values. Edges are generated from object type properties and data type properties.

3

Ontology Alignment

A concept of an ontology has a structure, since it has relations with other entities. Thus, it can be regarded as a subgraph of the ontology graph. The subgraph for a concept is called as concept graph. Figure 2(a) shows the concept graph for a concept, Country on the ontology in Figure 1. A property also has a structure, the property graph to describe the structure of a property. Unlike the concept graph, in the property graph, the target property becomes a node. All concepts and properties also become nodes if they restrict the property with an axiom. The axioms used to restrict them are edges of the graph. Figure 2(b) shows the property graph for a property, Has Location. One of the important characteristic in both concept and property graphs is that all nodes and edges have not only their labels but also their types like concept, instance and so on. Since some concepts can be deﬁned properties and, at the same time, some properties can be represented as concepts in ontologies, these types are importance to characterize the structure of concept and property graphs,

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Fig. 2. An example of concept and property graphs

3.1

Ontology Alignment with Similarity

Let Ei be a set of concepts and properties in an ontology Oi . The alignment of two ontologies O1 and O2 aims to generate a list of concept-to-concept and property-to-property pairs [5]. In this paper, it is assumed that many entities from O2 can be matched to an entity in O1 . Then, all entities in E2 whose similarity with e1 ∈ E1 is larger than a pre-deﬁned threshold θ become the matched entities of e1 . That is, for an entity e1 ∈ E1 , a set E2∗ is matched which satisﬁes E2∗ = {e2 ∈ E2 |sim(e1 , e2 ) ≥ θ}.

(1)

Note that the key factor of Equation (1) is obviously the similarity, sim(e1 , e2 ).

4

Similarity between Ontology Entities

The entity of an ontology is represented with two types of information: lexical and structural information. Thus, an entity ei can be represented as ei =< Lei , Gei > where Lei denotes the label of ei , while Gei is the graph structure for ei . The similarity function, of course, should compare both lexical and structural information. 4.1

Graph Kernel

The main obstacle of computing sim(Gei , Gej ) is the graph structure of entities. Comparing two graphs is a well-known problem in the machine learning community. One possible solution to this problem is a graph kernel. A graph kernel maps graphs into a feature space spanned by their subgraphs. Thus, for given two graphs G1 and G2 , the kernel is deﬁned as Kgraph(G1 , G2 ) = Φ(G1 ) · Φ(G2 ), where Φ is a mapping function which maps a graph onto a feature space.

(2)

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A random walk graph kernel uses all possible random walks as features of graphs. Thus, all random walks should be enumerated in advance to compute the similarity. G¨ atner et al. [6] adopted a direct product graph as a way to avoid explicit enumeration of all random walks. The direct product graph of G1 and G2 is denoted by G1 × G2 = (V× , E× ), where V× and E× are the node and edge sets that are deﬁned respectively as V× (G1 × G2 ) = {(v1 , v2 ) ∈ V1 × V2 : l(v1 ) = l(v2 )}, E× (G1 × G2 ) = {((v1 , v1 ), (v2 , v2 )) ∈ V× (G1 × G2 ) : (v1 , v1 ) ∈ E1 and (v2 , v2 ) ∈ E2 and l(v1 , v1 ) = l(v2 , v2 )}, where l(v) is the label of a node v and l(v, v ) is the label of an edge between two nodes v and v . From the adjacency matrix A ∈ R|V× |×|V× | of G1 ×G2 , the similarity of G1 and G2 can be directly computed without explicit enumeration of all random walks. The adjacency matrix A has a well-known characteristic. When the adjacency matrix is multiplied n times, an element Anv× ,v becomes the summation of × similarities between random walks of length n from v× to v× , where v× ∈ V× and v× ∈ V× . Thus, by adopting a direct product graph and its adjacency matrix, Equation (2) is rewritten as |V× |

Kgraph (G1 , G2 ) =

i,j=1

4.2

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n=0

λn An

.

(3)

i,j

Modified Graph Kernel

Even though the graph kernel eﬃciently determines a similarity between graphs with their shared random walks, it can not reﬂect the characteristics of graphs for ontology entities. In both concept and property graphs, nodes and edges represents not only their labels but also their types. To reﬂect this characteristic, a modiﬁed version of the graph kernel is proposed in this paper. In the modiﬁed o ), where graph kernel, the direct product graph is deﬁned as G1 × G2 = (V×o , E× o o V× and E× are re-deﬁned as V×o (G1 × G2 ) = {(v1 , v2 ) ∈ V1 × V2 : l(v1 ) = l(v2 ) and t(v1 ) = t(v2 )}, o E× (G1 × G2 ) = {((v1 , v1 ), (v2 , v2 )) ∈ V×o (G1 × G2 ) : (v1 , v1 ) ∈ E1 and (v2 , v2 ) ∈ E2 , l(v1 , v1 ) = l(v2 , v2 ) and t(v1 , v1 ) = t(v2 , v2 )},

where t(v) and t(v, v ) are types of the node v and the edge (v, v ) respectively. The modiﬁed graph kernel can simply adopt types of nodes and edges in a similarity. The adjacency matrix A in the modiﬁed graph kernel has smaller size than that in the random walk graph kernel. Since nodes in concept and

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property graphs are composed of concept, property, instance and so on, the size of V× in the graph kernel is |V× | = t∈T nt (G1 ) · t∈T nt (G2 ), where T is a set of types appeared in ontologies and nt (G) returns the number of nodes with type t in the graph G. However, the modiﬁed graph kernel uses V×o o with the size of |V× | = t∈T nt (G1 ) · nt (G2 ). The computational cost of the graph kernel is O(l · |V× |3 ) where l is the maximum length of random walks. Accordingly, by adopting types of nodes and edges, the modiﬁed graph kernel prunes away nodes with diﬀerent types from the direct product graph. It results in less computational cost than one of the random walk graph kernel. 4.3

Composite Kernel

An entity of an ontology is represented with structural and lexical information. Graphs for structural information of entities are compared with the modiﬁed graph kernel, while similarities between labels for lexical information of entities is determined a lexical kernel. In this paper, a lexical kernel is designed by using inverse of Levenshtein distance between entity labels. A similarity between a pair of entities with both information is obtained by using a composite kernel, KG (Gei ,Gej )+KL (Lei ,Lej ) KC (ei , ej ) = , where KG () denotes the modiﬁed graph 2 kernel and KL () is the lexical kernel. In the composite kernel both information are reﬂected with the same importance.

5 5.1

Experiments Experimental Data and Setting

Experiments are performed with Conference data set constructed by Ontology Alignment Evaluation Initiative (OAEI). This data set has seven real world ontologies describing organizing conferences and 21 reference alignments among them are given. The ontologies have only concepts and properties and the average number of concepts is 72, and that of properties is 44.42. In experiments, all parameters are set heuristically. The maximum length of random walks in both the random walk and modiﬁed graph kernels is two, and θ in Equation (1) is 0.70 for the modiﬁed graph kernel and 0.79 for the random walk graph kernel. 5.2

Experimental Result

Table 1 shows the performances of three diﬀerent kernels: the modiﬁed graph kernel, the random walk graph kernel, and the lexical kernel. LD denotes Levenshtein distance, while GK and MGK are the random walk graph kernel and the modiﬁed graph kernel respectively. As shown in this table, GK shows the worst performance, F-measure of 0.41 and it implies that graphs of ontology entities have diﬀerent characteristics from ordinary graphs. MGK can reﬂects the characteristics on graphs of ontology entities. Consequently, MGK achieves the best

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Table 1. The performance of the modiﬁed graph kernel, the lexical kernel and the random walk graph kernel Method LK GK MGK

Precision 0.62 0.47 0.84

Recall 0.41 0.37 0.42

F-measure 0.49 0.41 0.56

Table 2. The performances of composite kernels Method LK+GK LK+MGK

Precision 0.49 0.74

Recall 0.45 0.49

F-measure 0.46 0.59

performance, F-measure of 0.56 and it is 27% improvement in F-measure over GK. LK does not shows good performance due to lack of structural information. Even though LK does not shows good performance, it reﬂects the diﬀerent aspect of entities from both graph kernels. Therefore, there exists a room to improve by combining LK with a graph kernel. Table 2 shows the performances of composite kernels to reﬂect both structural and lexical information. In this table, the proposed composite kernel (LK+MGK) is compared with a composite kernel (LK+GK) composed of the lexical kernel and the random walk graph kernel. As shown in this table, for all evaluation measures, LK+MGK shows better performances than LK+GK. Even though LK+MGK shows less precision than one of MGK, it achieves better recall and Fmeasure. The experimental results implies that structural and lexical information of entities should be considered in entity comparison and the proposed composite kernel eﬃciently handles both information. Figure 3 shows computation times of both modiﬁed and random walk graph kernels. In this experiment, the computation times are measured on a PC running Microsoft Windows Server 2008 with Intel Core i7 3.0 GHz processor and 8 GB RAM. In this ﬁgure, X-axis refers to ontologies in Conference data set and Y-axis is average computation time. Since each ontology is matched six times with the other ontologies, the time in Y-axis is the average of the six matching times. For all ontologies, the modiﬁed kernel demands just a quarter computation time of the random walk graph kernel. The random walk graph kernel uses about 3,150 seconds on average, but the modiﬁed graph kernel spends just 830 seconds on average by pruning the adjacent matrix. The results of the experiments prove that the modiﬁed graph kernel is more eﬃcient for ontology alignment than the random walk graph kernel from the viewpoints of both performance and computation time. Table 3 compares the proposed composite kernel with OAEI 2010 competitors [4]. As shown in this table, the proposed kernel shows the performance within top-ﬁve performances. The best system in OAEI 2010 campaign is CODI which depends on logics generated by human experts. Since it relies on the handcrafted logics, it suﬀers from low recall. ASMOV and Eﬀ2Match adopts various

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Fig. 3. The computation times of the ontology kernel and the random walk graph kernel Table 3. The performances of OAEI 2010 participants and the ontology kernel

Precision Recall F-measure Precision Recall F-measure

AgrMaker 0.53 0.62 0.58 Falcon 0.74 0.49 0.59

AROMA 0.36 0.49 0.42 GeRMeSMB 0.37 0.51 0.43

ASMOV 0.57 0.63 0.60 COBOM 0.56 0.56 0.56

CODI 0.86 0.48 0.62 LK+MGK 0.74 0.49 0.59

Eﬀ2Match 0.61 0.60 0.60

similarities for generality. Thus, the precisions of both systems are below the precision of the proposed kernel.

6

Conclusion

Augmented cognition on sensory data demands knowledge sources to expand sensory information. Among various knowledge sources, ontologies are the most appropriate one, since they are designed to represent human knowledge in a machine-readable form and there exist a number of ontologies on diverse domains. To adopt ontologies as a knowledge source for augmented cognition, various ontologies on the same domain should be merged to reduce redundant and noisy information. For this purpose, this paper proposed a novel composite kernel to compare ontology entities. The proposed composite kernel is composed of the modiﬁed graph kernel and the lexical kernel. From the fact that all entities such as concepts and properties in the ontology are represented as a graph, the modiﬁed version of the random walk graph kernel is adopted to eﬃciently compares structures of ontology entities. The lexical kernel determines a similarity between entities with their

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lexical information. As a result, the composite kernel can reﬂect both structural and lexical information of ontology entities. In a series of experiments, we veriﬁed that the modiﬁed graph kernel handles structural information of ontology entities more eﬃciently than the random walk graph kernel from the viewpoints of performance and computation time. It also shows that the proposed composite kernel can eﬃciently handle both structural and lexical information. In comparison with the competitors of OAEI 2010 campaign, the composite kernel achieved the comparable performance with OAEI 2010 competitors. Acknowledgement. This research was supported by the Converging Research Center Program funded by the Ministry of Education, Science and Technology (2011K000659).

References 1. Albagli, S., Ben-Eliyahu-Zohary, R., Shimony, S.: Markov network based ontology matching. In: Proceedings of the 21th IJCAI, pp. 1884–1889 (2009) 2. Costa, F., Grave, K.: Fast neighborhood subgraph pairwise distance kernel. In: Proceedings of the 27th ICML, pp. 255–262 (2010) 3. Euzenat, J., Shvaiko, P.: Ontology Matching. Springer, Heidelberg (2007) 4. Euzenat, J., Ferrara, A., Meilicke, C., Pane, J., Scharﬀe, F., Shvaiko, P., Stuckenˇ ab Zamazal, O., Sv´ schmidt, H., Sv´ atek, V., Santos, C.: First results of the ontology alignment evaluation initiative 2010. In: Proceedings of OM 2010, pp. 85–117 (2010) 5. Euzenat, J.: Semantic precision and recall for ontology alignment evaluation. In: Proceedings of the 20th IJCAI, pp. 348–353 (2007) 6. G¨ artner, T., Flach, P., Wrobel, S.: On Graph Kernels: Hardness Results and Efﬁcient Alternatives. In: Sch¨ olkopf, B., Warmuth, M.K. (eds.) COLT/Kernel 2003. LNCS (LNAI), vol. 2777, pp. 129–143. Springer, Heidelberg (2003) 7. Haussler, D.: Convolution kernels on discrete structures. Technical report, UCSCRL-99-10, UC Santa Cruz (1999) 8. Jean-Mary, T., Shironoshita, E., Kabuka, M.: Ontology matching with semantic veriﬁcation. Journal of Web Semantics 7(3), 235–251 (2009) 9. Maedche, A., Staab, S.: Ontology learning for the semantic web. IEEE Intelligent Systems 16(2), 72–79 (2001) 10. Mitra, P., Noy, N., Jaiswal, A.R.: OMEN: A Probabilistic Ontology Mapping Tool. In: Gil, Y., Motta, E., Benjamins, V.R., Musen, M.A. (eds.) ISWC 2005. LNCS, vol. 3729, pp. 537–547. Springer, Heidelberg (2005) 11. Schmorrow, D.: Foundations of Augmented Cognition. Human Factors and Ergonomics (2005) 12. Shvaiko, P., Euzenat, J.: A Survey of Schema-Based Matching Approaches. In: Spaccapietra, S. (ed.) Journal on Data Semantics IV. LNCS, vol. 3730, pp. 146– 171. Springer, Heidelberg (2005)

Nystr¨ om Approximations for Scalable Face Recognition: A Comparative Study Jeong-Min Yun1 and Seungjin Choi1,2 1

Department of Computer Science Division of IT Convergence Engineering Pohang University of Science and Technology San 31 Hyoja-dong, Nam-gu, Pohang 790-784, Korea {azida,seungjin}@postech.ac.kr 2

Abstract. Kernel principal component analysis (KPCA) is a widelyused statistical method for representation learning, where PCA is performed in reproducing kernel Hilbert space (RKHS) to extract nonlinear features from a set of training examples. Despite the success in various applications including face recognition, KPCA does not scale up well with the sample size, since, as in other kernel methods, it involves the eigen-decomposition of n × n Gram matrix which is solved in O(n3 ) time. Nystr¨ om method is an approximation technique, where only a subset of size m n is exploited to approximate the eigenvectors of n × n Gram matrix. In this paper we consider Nystr¨ om method and its few modifications such as ’Nystr¨ om KPCA ensemble’ and ’Nystr¨ om + randomized SVD’ to improve the scalability of KPCA. We compare the performance of these methods in the task of learning face descriptors for face recognition. Keywords: Face recognition, Kernel principal component analysis, Nystr¨ om approximation, Randomized singular value decomposition.

1

Introduction

Face recognition is a challenging pattern classiﬁcation problem, the goal of which is to learn a classiﬁer which automatically identiﬁes unseen face images (see [9] and references therein). One of key ingredients in face recognition is how to extract fruitful face image descriptors. Subspace analysis is the most popular techniques, demonstrating its success in numerous visual recognition tasks such as face recognition, face detection and tracking. Singular value decomposition (SVD) and principal component analysis (PCA) are representative subspace analysis methods which were successfully applied to face recognition [7]. Kernel PCA (KPCA) is an extension of PCA, allowing for nonlinear feature extraction, where the linear PCA is carried out in reproducing kernel Hilbert space (RKHS) with a nonlinear feature mapping [6]. Despite the success in various applications including face recognition, KPCA does not scale up well with the sample size, since, as in other kernel methods, it involves the eigen-decomposition B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 325–334, 2011. c Springer-Verlag Berlin Heidelberg 2011

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of n × n Gram matrix, K n,n ∈ Rn×n , which is solved in O(n3 ) time. Nystr¨om method approximately computes the eigenvectors of the Gram matrix K n,n by carrying out the eigendecomposition of an m×m block, K m,m ∈ Rm×m (m n) and expanding these eigenvectors back to n dimensions using the information on the thin block K n,m ∈ Rn×m . In this paper we consider the Nystr¨om approximation for KPCA and its modiﬁcations such as ’Nystr¨om KPCA ensemble’ that is adopted from our previous work on landmark MDS ensemble [3] and ’Nystr¨om + randomized SVD’ [4] to improve the scalability of KPCA. We compare the performance of these methods in the task of learning face descriptors for face recognition.

2 2.1

Methods KPCA in a Nutshell

Suppose that we are given n samples in the training set, so that the data matrix is denoted by X = [x1 , . . . , xn ] ∈ Rd×n , where xi ’s are the vectorized face images of size d. We consider a feature space F induced by a nonlinear mapping φ(xi ) : Rd → F . Transformed data matrix is given by Φ = [φ(x1 ), . . . , φ(xn )] ∈ Rr×n . The Gram matrix (or kernel matrix) is given by K n,n = Φ Φ ∈ Rn×n . Deﬁne n the centering matrix by H = I n − n1 1n 1 n where 1n ∈ R is the vector of ones n×n and I n ∈ R is the identity matrix. Then the centered Gram matrix is given by K n,n = (ΦH) (ΦH). On the other hand, the data covariance matrix in the feature space is given by C φ = (ΦH)(ΦH) = ΦHΦ since H is symmetric and idempotent, i.e., H 2 = H. KPCA seeks k leading eigenvectors W ∈ Rr×k of C φ to compute the projections W (ΦH). To this end, we consider the following eigendecomposition: (ΦH)(ΦH) W = W Σ.

(1)

Pre-multiply both sides of (1) by (ΦH) to obtain (ΦH) (ΦH)(ΦH) W = (ΦH) W Σ.

(2)

From the representer theorem, we assume W = ΦHU , and then plug in this relation into (2) to obtain (ΦH) (ΦH)(ΦH) ΦHU = (ΦH) ΦHU Σ,

(3)

leading to 2

U =K n,n U Σ, K n,n

(4)

the solution to which is determined by solving the simpliﬁed eigenvalue equation: n,n U = U Σ. K

(5)

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Note that column vectors in U in (5) are normalized such that U U = Σ −1 to = Σ −1/2 U . satisfy W W = I k , then normalized eigenvectors are denoted by U d×l Given l test data points, X ∗ ∈ R , the projections onto the eigenvectors W are computed by 1 1 1 Y∗=W Φ∗ − Φ 1n 1l = U I n − 1n 1n Φ Φ∗ − Φ 1n 1l n n n 1 1 1 1 =U K n,l − K n,n 1n 1l − 1n 1n K n,l + 1n 1n K n,n 1n 1l , (6) n n n n where K n,l = Φ Φ∗ . 2.2

Nystr¨ om Approximation for KPCA

n,n , which is solved A bottleneck in KPCA is in computing the eigenvectors of K in O(n3 ) time. We select m( n) landmark points, or sample points, from {x1 , . . . , xn } and partition the data matrix into X m ∈ Rd×m (landmark data matrix) and X n−m ∈ Rd×(n−m) (non-landmark data matrix), so that X = = [X m , X n−m ]. Similarly we have Φ = [Φm , Φn−m ]. Centering Φ leads to Φ ΦH = [Φm , Φn−m ]. Thus we partition the Gram matrix K n,n as Φ Φ m,m m,n−m Φ Φ K K m m m n−m K n,n = = (7) n−m,n−m . Φ K n−m,m K Φ n−m m Φn−m Φn−m m,m , Denote U (m) ∈ Rm×k as k leading eigenvectors of the m × m block K (m) (m) (m) i.e., K m,m U = U Σ . Nystr¨ om approximation [8] permits the compu n,n using U (m) and K tation of eigenvectors U and eigenvalues Σ of K =

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−1 m m,m U (m) , Σ ≈ n Σ (m) . K n,m K n m

(8)

Nystr¨ om KPCA Ensemble

Nystr¨om approximation uses a single subset of size m to approximately compute the eigenvectors of n × n Gram matrix. Here we describe ’Nystr¨ om KPCA ensemble’ where we combine individual Nystr¨om KPCA solutions which operate on diﬀerent partitions of the input. Originally this ensemble method was developed for landmark multidimensional scaling [3]. We consider one primal subset of size m and L subsidiary subsets, each of which is of size mL ≤ m. Given the n,n , we denote by Y i for input X ∈ Rd×n and the centered kernel matrix K i = 0, 1, . . . , L kernel projections onto Nystr¨ om approximations to eigenvectors: −1/2 Y i = Σ i U i K n,n ,

(9)

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where U i and Σ i for i = 0, 1, . . . , L, are Nystr¨ om approximations to eigenvecn,n computed using the primal subset (i = 0) and L tors and eigenvalues of K subsidiary subsets. Each solution Y i is in diﬀerent coordinate system. Thus, these solutions are aligned in a common coordinate system by aﬃne transformations using ground control points (GCPs) that are shared by the primal and subsidiary subsets. We c denote Y 0 by the kernel projections of GCPs in the primal subset and choose it as reference. To line up Y i ’s in a common coordinate, we determine aﬃne transformations which satisfy

c c Ai αi Y i Y 0 = , (10) 0 1 1 1 p p for i = 1, . . . , L and p is the number of GCPs. Then, aligned solutions are computed by Y i = Ai Y i + αi 1 (11) p, for i = 1, . . . , L. Note that Y 0 = Y 0 . Finally we combine these aligned solutions with weights proportional to the number of landmark points: Y =

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(12)

Nystr¨om KPCA ensemble considers multiple subsets which may cover most of data points in the training set. Therefore, we can alternatively compute KPCA solutions without Nystr¨ om approximations (m) (m) (m) Y i = [Σ i ]−1/2 [U i ] K m,n , (m) Ui

(13)

(m) Σi

where and are eigenvectors and eigenvalues of m × m or mL × mL kernel matrices involving the primal subset (i = 0) and L subsidiary subsets. One may follow the alignment and combination steps described above to compute the ﬁnal solution. 2.4

Nystr¨ om + Randomized SVD

Randomized singular value decomposition (rSVD) is another type of the approximation algorithm of SVD or eigen-decomposition which is designed for ﬁxed-rank case [1]. Given rank k and the matrix K ∈ Rn×n , rSVD works with k-dimensional subspace of K instead of K itself by projecting it onto n × k random matrix, and this randomness enable the subspace to span the range of K. (Detailed algorithm is shown in Algorithm 1.) Since the time complexity of rSVD is O(n2 k + k 3 ), it runs very fast with small k. However, rSVD cannot be applied to very large data set because of O(n2 k) term, so in recent, the combined method of rSVD and Nystr¨ om has been proposed [4] which achieves the time complexity of O(nmk + k 3 ). We call it ”rSVD + Nystr¨ om” for further references. The time complexities for KPCA, Nystr¨om method, and its variants mentioned above are shown in Table 1 [3,4].

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Algorithm 1. Randomized SVD for a symmetric matrix [1] Input: n × n symmetric matrix K, scalars k, p, q. Output: Eigenvectors U , eigenvalues Σ. 1: Generate an n × (k + p) Gaussian random matrix Ω. = K q−1 Z. 2: Z = KΩ, Z 3: Compute an orthonormal matrix Q by applying QR decomposition to Z. ΣV . 4: Compute an SVD of Q K: (Q K) = U . 5: U = QU

Table 1. The time complexities for variant methods. For ensemble methods, the sample size of each solutions is assume to be equal. Method Time complexity Parameter KPCA O(n3 ) n: # of data points Nystr¨ om O(nmk + m3 ) m: # of sample points rSVD O(n2 k + k3 ) k: # of principal components rSVD + Nystr¨ om O(nmk + k3 ) L: # of solutions Nystr¨ om KPCA ensemble O(Lnmk + Lm3 + Lkp2 ) p: # of GCPs

3

Numerical Experiments

We use frontal face images in XM2VTS database [5]. The data set consists of one set with 1,180 color face images of 295 people × 4 images at resolution 720 × 576, and the other set with 1,180 images for same people but take shots on another day. We use one set for the training set, the other for the test set. Using the eyes, nose, and mouth position information available in XM2VTS database web-site, we make the cropped image of each image, which focuses on the face and has same eyes position with each others. Finally, we convert each mage to a 64 × 64 grayscale image, and then apply Gaussian kernel with σ 2 = 5. We consider the simple classiﬁcation method: comparing correlation coeﬃ i and y j denote the data points after feature extraction in the cients. Let x training set and test set, respectively. ρij is referred to their correlation coeﬃcient, and if l(x) is deﬁned as a function returning x’s class label, then l( y j ) = l( xi∗ ), where i∗ = arg max ρij i

3.1

(14)

Random Sampling with Class Label Information

Because our goal is to construct the large scale face recognition system, we basically consider the random sampling techniques for sample selection of the Nystr¨om method. [2] report that uniform sampling without replacement is better than the other complicated non-uniform sampling techniques. For the face recognition system, class label information of the training set is available, then how about use this information for sampling? We call this way ”sampling with

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class information” and it can be done as follows. First, group all data points with respect to their class labels. Then randomly sample a point of each group in rotation until the desired number of samples are collected. As you can see in Fig. 1 (a), sampling with class information always produces better face recognition accuracy than uniform sampling. The result makes sense if we assume that the data points in the same class tend to cluster together, and this assumption is the typical assumption of any kind of classiﬁcation problems. For the following experiments, we use a ”sampling with class information” technique. 3.2

Is Nystr¨ om Really Helpful for Face Recognition?

In Nystr¨ om approximation, we get two diﬀerent sets of eigenvectors. First one is m,m . Another one is n-dimensional m-dimensional eigenvectors obtained from K eigenvectors which are approximate eigenvectors of the original Gram matrix. Since the standard Nystr¨ om method is designed to approximate the Gram matrix, m-dimensional eigenvectors have only been used as intermediate results. In face recognition, however, the objective is to extract features, so they also can be used as feature vectors. Then, do approximate n-dimensional eigenvectors give better results than m-dimensional ones? Fig. 1 (b) answers it. We denote feature extraction with n-dimensional eigenvectors as a full step Nystr¨ om method, and extraction with m-dimensional ones as a partial step. And the ﬁgure shows that the full step gives about 1% better accuracy than the partial one among three diﬀerent sample sizes. The result may come from the usage of additional part of the Gram matrix in the full step Nystr¨ om method. 3.3

How Many Samples/Principal Components are Needed?

In this section, we test the eﬀect of the sample size m and the number of principal components k (Fig. 2 (a)). For m, we test seven diﬀerent sample sizes, and

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the result shows that the Nystr¨ om method with more samples tends to achieve better accuracy. However, the computation time of Nystr¨om is proportional to m3 , so the system should select appropriate m in advance considering a trade-oﬀ between accuracy and time according to the size of the training set n. For k, all Nystr¨ om methods show similar trend, although the original KPCA doesn’t: each Nystr¨om’s accuracy increases until around k = 25%, and then decreases. In our case, this number is 295 and it is equal to the number of class labels. Thus, the number of class labels can be a good candidate for selecting k. 3.4

Comparison with Nystr¨ om KPCA Ensemble

We compare the Nystr¨ om method with Nystr¨om KPCA ensemble. In Nystr¨ om KPCA ensemble, we set p = 150 and L = 2. GCPs are randomly selected from the primal subset. After comparing execution time with the Nystr¨ om methods, we choose two diﬀerent combinations of m and mL : ENSEMBLE1={m = 20%, mL = 20%}, ENSEMBLE2={m = 40%, mL = 30%}. In the whole face recognition system, ENSEMBLE1 and ENSEMBLE2 take 0.96 and 2.02 seconds, where Nystr¨ om with 25%, 50%, and 75% sample size take 0.69, 2.27, and 5.58 seconds, respectively. (KPCA takes 10.05 seconds) In Fig. 2 (b), Nystr¨ om KPCA ensemble achieves much better accuracy than the Nystr¨ om method with the almost same computation time. This is reasonable because ENSEMBLE1, or ENSEMBLE2, uses about three times more samples than Nystr¨ om with 25%, or 50%, sample size. The interesting thing is that ENSEMBLE1, which uses 60% of whole samples, gives better accuracy than even Nystr¨ om with 75% sample size.

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3.5

Nystr¨ om vs. rSVD vs. Nystr¨ om + rSVD

We also compare the Nystr¨om method with randomized SVD (rSVD) and rSVD + Nystr¨om. Fig. 3 (a) shows that rSVD, or rSVD + Nystr¨ om, produces about 1% lower accuracy than KPCA, or Nystr¨ om, with same sample size. This performance decrease is caused after rSVD approximates the original eigendecomposition. In fact, there is a theoretical error bound for this approximation [1], so accuracy does not decrease signiﬁcantly as you can see in the ﬁgure. In Fig. 3 (b), as k increases, the computation time of rSVD and rSVD + Nystr¨ om increases exponentially, while that of Nystr¨ om remains same. At the end, rSVD even takes longer time than KPCA with large k. However, they still run as fast as Nystr¨ om with 25% sample size at k = 25%, which is the best setting for XM2VTS database as we mentioned in section 3.3. Another interesting result is that the sample size m does not have much eﬀect on the computation time of rSVD-based methods. This means that O(mnk) from rSVD + Nystr¨ om and O(n2 k) from rSVD are not much diﬀerent when n is about 1180. 3.6

Experiments on Large-Scale Data

Now, we consider a large data set because our goal is to construct the large scale face recognition system. Previously, we used the simple classiﬁcation method, correlation coeﬃcient, but more complicated classiﬁcation methods also can improve the classiﬁcation accuracy. Thus, in this section, we compare the gram matrix reconstruction error, which is the standard measure for the Nystr¨om method, rather than classiﬁcation accuracy in order to leave room to apply different kind of classiﬁcation methods. Because Nystr¨om KPCA ensemble is not the gram matrix reconstruction method, its reconstruction errors are not as good as others, so we omit those results. Since we only compare the gram matrix reconstruction error, we don’t need the actual large scale face data. So we use Gisette data set from the UCI machine

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learning repository1 . Gisette is a data set about handwritten digits of ’4’ and ’9’, which are highly confusable, and consists of 6,000 training set, 6,500 test set, and 1,000 validation set; each one is a collection of images at resolution 28 × 28. We compute the gram matrix of 12,500 images, training set + test set, using polynomial kernel k(x, y) = x, y d with d = 2. Similar to the previous experiment, rSVD, or rSVD + Nystr¨om, shows same drop rate of the error compared to KPCA, or Nystr¨om, with the slightly higher error (Fig. 4 (a)-(c)). As k increases, the Nystr¨ om method accumulates more error than KPCA, so we may infer that accuracy decreasing of Nystr¨om in section 3.3 is caused by this accumulation. On the running time comparison (Fig. 4 (d)), same as the previous one (Fig. 3 (b)), the computation time of rSVD-based methods increases exponentially. But diﬀerent from the previous, rSVD + Nystr¨om terminates quite earlier than rSVD, which means the eﬀect of m can be captured when n = 12, 500. 1

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Conclusions

In this paper we have considered a few methods for improving the scalability of SVD or KPCA, including Nystr¨om approximation, Nystr¨ om KPCA ensemble, randomized SVD, and rSVD + Nystr¨ om, and have empirically compared them using face dataset and handwritten digit dataset. Experiments on face image dataset demonstrated that Nystr¨om KPCA ensemble yielded better recognition accuracy than the standard Nystr¨ om approximation when both methods were applied in the same runtime environment. In general, rSVD or rSVD + Nystr¨ om was much faster but led to lower accuracy than Nystr¨ om approximation. Thus, rSVD + Nystr¨ om might be the method which provided a reasonable trade-oﬀ between speed and accuracy, as pointed out in [4]. Acknowledgments. This work was supported by the Converging Research Center Program funded by the Ministry of Education, Science, and Technology (No. 2011K000673), NIPA ITRC Support Program (NIPA-2011-C1090-11310009), and NRF World Class University Program (R31-10100).

References 1. Halko, N., Martinsson, P.G., Tropp, J.A.: Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions. Arxiv preprint arXiv:0909.4061 (2009) 2. Kumar, S., Mohri, M., Talwalkar, A.: Sampling techniques for the Nystr¨ om method. In: Proceedings of the International Conference on Artificial Intelligence and Statistics (AISTATS), Clearwater Beach, FL, pp. 304–311 (2009) 3. Lee, S., Choi, S.: Landmark MDS ensemble. Pattern Recognition 42(9), 2045–2053 (2009) 4. Li, M., Kwok, J.T., Lu, B.L.: Making large-scale Nystr¨ om approximation possible. In: Proceedings of the International Conference on Machine Learning (ICML), pp. 631–638. Omnipress, Haifa (2010) 5. Messer, K., Matas, J., Kittler, J., Luettin, J., Maitre, G.: XM2VTSDB: The extended M2VTS database. In: Proceedings of the Second International Conference on Audio and Video-Based Biometric Person Authentification. Springer, New York (1999) 6. Sch¨ olkopf, B., Smola, A.J., M¨ uller, K.R.: Nonlinear component analysis as a kernel eigenvalue problem. Neural Computation 10(5), 1299–1319 (1998) 7. Turk, M., Pentland, A.: Eigenfaces for recognition. Journal of Cognitive Neuroscience 3(1), 71–86 (1991) 8. Williams, C.K.I., Seeger, M.: Using the Nystr¨ om method to speed up kernel machines. In: Advances in Neural Information Processing Systems (NIPS), vol. 13, pp. 682–688. MIT Press (2001) 9. Zhao, W., Chellappa, R., Phillips, P.J., Rosenfeld, A.: Face recognition: A literature survey. ACM Computing Surveys 35(4), 399–458 (2003)

A Robust Face Recognition through Statistical Learning of Local Features Jeongin Seo and Hyeyoung Park School of Computer Science and Engineering Kyungpook National University Sangyuk-dong, Buk-gu, Daegu, 702-701, Korea {lain,hypark}@knu.ac.kr http://bclab.knu.ac.kr

Abstract. Among various signals that can be obtained from humans, facial image is one of the hottest topics in the ﬁeld of pattern recognition and machine learning due to its diverse variations. In order to deal with the variations such as illuminations, expressions, poses, and occlusions, it is important to ﬁnd a discriminative feature which can keep core information of original images as well as can be robust to the undesirable variations. In the present work, we try to develop a face recognition method which is robust to local variations through statistical learning of local features. Like conventional local approaches, the proposed method represents an image as a set of local feature descriptors. The local feature descriptors are then treated as a random samples, and we estimate the probability density of each local features representing each local area of facial images. In the classiﬁcation stage, the estimated probability density is used for deﬁning a weighted distance measure between two images. Through computational experiments on benchmark data sets, we show that the proposed method is more robust to local variations than the conventional methods using statistical features or local features. Keywords: face recognition, local features, statistical feature extraction, statistical learning, SIFT, PCA, LDA.

1

Introduction

Face recognition is an active topic in the ﬁeld of pattern recognition and machine learning[1].Though there have been a number of works on face recognition, it is still a challenging topic due to the highly nonlinear and unpredictable variations of facial images as shown in Fig 1. In order to deal with these variations eﬃciently, it is important to develop a robust feature extraction method that can keep the essential information and also can exclude the unnecessary variational information. Statistical feature extraction methods such as PCA and LDA[2,3] can give eﬃcient low dimensional features through learning the variational properties of

Corresponding Author.

B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 335–341, 2011. c Springer-Verlag Berlin Heidelberg 2011

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Fig. 1. Variations of facial images; expression, illumination, and occlusions

data set. However, since the statistical approaches consider a sample image as a data point (i.e. a random vector) in the input space, it is diﬃcult to handle local variations in image data. Especially, in the case of facial images, there are many types of face-speciﬁc occlusions by sun-glasses, scarfs, and so on. Therefore, for the facial data with occlusions, it is hard to expect the statistical approaches to give good performances. To solve this problem, local feature extraction methods, such as Gabor ﬁlter and SIFT, has also been widely used for visual pattern recognition. By using local features, we can represent an image as a set of local patches and can attack the local variations more eﬀectively. In addition, some local features such as SIFT are originally designed to have robustness to image variations such as scale and translations[4]. However, since most local feature extractor are previously determined at the developing stage, they cannot absorb the distributional variations of given data set. In this paper, we propose a robust face recognition method which have a statistical learning process for local features. As the local feature extractor, we use SIFT which is known to show robust properties to local variations of facial images [7,8]. For every training image, we ﬁrst extract SIFT features at a number of ﬁxed locations so as to obtain a new training set composed of the SIFT feature descriptors. Using the training set, we estimate the probability density of the SIFT features at each local area of facial images. The estimated probability density is then used to calculate the weight of each features in measuring distance between images. By utilizing the obtained statistical information, we expect to get a more robust face recognition system to partial occlusions.

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Representation of Facial Images Using SIFT

As a local feature extractor, we use SIFT (Scale Invariant Feature Transform) which is widely used for visual pattern recognition. It consists of two main stages of computation to generate the set of image features. First, we need to determine how to select interesting point from a whole image. We call the selected interesting pixel keypoint. Second, we need to deﬁne an appropriate descriptor for the selected keypoints so that it can represent meaningful local properties of given images. We call it keypoint descriptor. Each image is represented by the

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set of keypoints with descriptors. In this section, we brieﬂy explain the keypoint descriptor of SIFT and how to apply it for representing facial images. SIFT [4] uses scale-space Diﬀerence-Of-Gaussian (DOG) to detect keypoints in images. For an input image, I(x, y), the scale space is deﬁned as a function, L(x, y, σ) produced from the convolution of a variable-scale Gaussian G(x, y, σ) with the input image. The DOG function is deﬁned as follows: D(x, y, σ) = (G(x, y, kσ) − G(x, y, σ)) ∗ I(x, y) = L(x, y, kσ) − L(x, y, σ)

(1)

where k represents multiplicative factor. The local maxima and minima of D(x, y, σ) are computed based on its eight neighbors in current image and nine neighbors in the scale above and below. In the original work, keypoints are selected based on the measures of their stability and the value of keypoint descriptors. Thus, the number of keypoints and location depends on each image. In case of face recognition, however, the original work has a problem that only a few number of keypoints are extracted due to the lack of textures of facial images. To solve this problem, Dreuw [6] have proposed to select keypoints at regular image grid points so as to give us a dense description of the image content, which is usually called Dense SIFT. We also use this approach in the proposed face recognition method. Each keypoint extracted by SIFT method is represented as a descriptor that is a 128 dimensional vector composed of four part: locus (location in which the feature has been selected), scale (σ), orientation, and magnitude of gradient. The magnitude of gradient m(x, y) and the orientation Θ(x, y) at each keypoint located at (x, y) are computed as follows: m(x, y) = (L(x + 1, y) − L(x − 1, y))2 + (L(x, y + 1) − L(x, y − 1))2 (2) L(x, y + 1) − L(x, y − 1) −1 Θ(x, y) = tan (3) L(x + 1, y) − L(x − 1, y) In order to apply SIFT to facial image representation, we ﬁrst ﬁx the number of keypoints (M) and their locations on a regular grid. Since each keypoint is represented by its descriptor vector κ, a facial image I can be represented by a set of M descriptor vectors, such as I = {κ1 , κ2 , ..., κM }.

(4)

Based on this representation, we propose a robust face recognition method through learning of probability distribution of descriptor vectors κ.

3 3.1

Face Recognition through Learning of Local Features Statistical Learning of Local Features for Facial Images

As described in the above section, an image I can be represented by a ﬁxed number (M ) of keypoints κm (m = 1, . . . , M ). When the training set of facial

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images are given as {Ii }i=1,...,N , we can obtain M sets of keypoint descriptors, which can be written as Tm = {κim |κim ∈ Ii , i = 1, . . . , N }, m = 1, . . . , M.

(5)

The set Tm has keypoint descriptors at a speciﬁc location (i.e. mth location) of facial images obtained from all training images. Using the set Tm ,we try to estimate the probability density of mth descriptor vectors κm . As a simple preliminary approach, we use the multivariate Gaussian model for 128-dimensional random vector. Thus, the probability density function of mth keypoint descriptor κm can be written by 1 1 1 T −1 pm (κ) = G(κ|μm , Σm ) = √ 128 exp − (κ − μm ) Σ (κ − μm ) . 2 |Σ| 2π (6) The two model parameters, the mean μm and the covariance Σm , can be estimated by sample mean and sample covariance matrix of the training set Tm , respectively. 3.2

Weighted Distance Measure for Face Recognition

Using the estimated probability density function, we can calculate the probability that each descriptor is observed at a speciﬁc position of the prototype image of human frontal faces. When a test image given, its keypoint descroptors can have corresponding probability values, and we can use them to ﬁnd the weight values of each descriptor for calculating the distance between training image and test image. When a test image Itst is given, we apply SIFT and obtain the set of keypoint descriptors for the test image such as tst tst Itst = {κtst 1 , κ2 , ..., κM }.

(7)

For each keypoint descriptor κtst m (m = 1, ..., M ), we calculate the probability density pm (κtst ) and normalize it so as to obtain a weight value wm for each m keypoint descriptor κtst , which can be written as m pm (κtst m ) wm = M . tst p n=1 n (κn )

(8)

Then the distance between the test image and a training image Ii can be calculated by using the equation; d(Itst , Ii ) =

M

i wm d(κtst m , κm ).

(9)

m=1

where d(·, ·) denotes a well known distance measure such as L1 norm and L2 norm.

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Since wm depends on the mth local patch of test image, which is represented by mth keypoint descriptor, the weight can be considered as the importance of the local patch in measuring the distance between training image and test images. When some occlusions occur, the local patches including occlusions are not likely to the usual patch shown in the training set, and thus the weight becomes small. Based on this consideration, we expect that the proposed measure can give more robust results to the local variations by excluding occluded part in the measurement.

4 4.1

Experimental Comparisons Facial Image Database with Occlusions

In order to verify the robustness of the proposed method, we conducted computational experiments on AR database [9] with local variations. We compare the proposed method with the conventional local approaches[6] and the conventional statistical methods[2,3]. The AR database consists of over 3,200 color images of frontal faces from 126 individuals: 70 men and 56 women. There are 26 diﬀerent images for each person. For each subject, these were recorded in two different sessions separated by two weeks delay. Each session consists of 13 images which has diﬀerences in facial expression, illumination and partial occlusion. In this experiment, we selected 100 individuals and used 13 images taken in the ﬁrst session for each individual. Through preprocessing, we obtained manually aligned images with the location of eyes. After localization, faces were morphed and then resized to 88 by 64 pixels. Sample images from three subjects are shown in Fig. 2. As shown in the ﬁgure, the AR database has several examples with occlusions. In the ﬁrst experiments, three non-occluded images (i.e., Fig. 2. (a), (c), and (g)) from each person were used for training, and other ten images for each person were used for testing.

Fig. 2. Sample images of AR database

We also conducted additional experiments on the AR database with artiﬁcial occlusions. For each training image, we made ten test images by adding partial rectangular occlusions with random size and location to it. The generated sample images are shown in Fig. 3. These newly generated 3,000 images were used for testing.

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Fig. 3. Sample images of AR database with artiﬁcial occlusions

4.2

Experimental Results

Using AR database, we compared the classiﬁcation performance of the proposed method with a number of conventional methods: PCA, LDA, and dense SIFT with simple distance measure. For SIFT, we select a keypoint at every 16 pixels, so that we have 20 keypoint descriptor vectors for each image(i.e. M=20). For PCA, we take the eigenvectors so that the loss of information is less than 5%. For LDA, we use the feature set obtained through PCA for avoiding small sample set problem. After applying LDA, we use maximum dimension of feature vector which is limited to the number of classes. For classiﬁcation, we used the nearest neighbor classiﬁer with L1 norm.

Fig. 4. Result of face recognition on AR database with occlusion

The result of the two experiments are shown in Fig. 4. In the ﬁrst experiments on the original AR database, we can see that the statistical approaches give disappointing classiﬁcation results. This may be due to the global properties of the statistical method, which is not appropriate for the images with local variations. Compared to statistical feature extraction method, we can see that the local features can give remarkably better results. In addition, by using the proposed weighted distance measure, the performance can be further improved. We can also see the similar results in the second experiments with artiﬁcial occlusions.

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341

Conclusions

In this paper, we proposed a robust face recognition method by using statistical learning of local features. Through estimating the probability density of local features observed in training images, we can measure the importance of each local features of test images. This is a preliminary work on the statistical learning of local features using simple Gaussian model, and can be extended to more general probability density model and more sophisticated matching function. The proposed method can also be applied other types of visual recognition problems such as object recognition by choosing appropriate training set and probability density model of local features. Acknowledgments. This research was partially supported by Basic Science Research Program through the National Research Foundation of Korea(NRF) funded by the Ministry of Education, Science and Technology(2011-0003671). This research was partially supported by the Converging Research Center Program funded by the Ministry of Education, Science and Technology (2011K000659).

References 1. Zhao, W., Chellappa, R., Phillips, P.J., Rosenfeld, A.: Face recognition: A literature survey. ACM Comput. Surv. 35(4), 399–458 (2003) 2. Martinez, A.M., Kak, A.C.: PCA versus LDA. IEEE Trans. Pattern Anal. Mach. Intell. 23(2), 228–233 (2001) 3. Turk, M., Pentland, A.: Eigenfaces for recognition. Journal of cognitive neuroscience 3(1), 71–86 (1991) 4. Lowe, D.G.: Distinctive image features from Scale-Invariant keypoints. Int. J. Comput. Vision 60(2), 91–110 (2004) 5. Bicego, M., Lagorio, A., Grosso, E., Tistarelli, M.: On the use of SIFT features for face authentication. In: Proceedings of the 2006 Conference on Computer Vision and Pattern Recognition Workshop, vol. 35, IEEE Computer Society (2006) 6. Dreuw, P., Steingrube, P., Hanselmann, H., Ney, H., Aachen, G.: SURF-Face: face recognition under viewpoint consistency constraints. In: British Machine Vision Conference, London, UK (2009) 7. Cho, M., Park, H.: A Robust Keypoints Matching Strategy for SIFT: An Application to Face Recognition. In: Leung, C.S., Lee, M., Chan, J.H. (eds.) ICONIP 2009. LNCS, vol. 5863, pp. 716–723. Springer, Heidelberg (2009) 8. Kim, D., Park, H.: An Eﬃcient Face Recognition through Combining Local Features and Statistical Feature Extraction. In: Zhang, B.-T., Orgun, M.A. (eds.) PRICAI 2010. LNCS (LNAI), vol. 6230, pp. 456–466. Springer, Heidelberg (2010) 9. Martinez, A., Benavente, R.: The AR face database. CVC Technical Report #24 (June 1998) 10. Vedaldi, A., Fulkerson, B.: VLFeat: An open and portable library of computer vision algorithms (2008)

Development of Visualizing Earphone and Hearing Glasses for Human Augmented Cognition Byunghun Hwang1, Cheol-Su Kim1, Hyung-Min Park2, Yun-Jung Lee1, Min-Young Kim1, and Minho Lee1 1 School of Electronics Engineering, Kyungpook National University {elecun,yjlee}@ee.knu.ac.kr, [email protected], {minykim,mholee}@knu.ac.kr 2 Department of Electronic Engineering, Sogang University [email protected]

Abstract. In this paper, we propose a human augmented cognition system which is realized by a visualizing earphone and a hearing glasses. The visualizing earphone using two cameras and a headphone set in a pair of glasses intreprets both human’s intention and outward visual surroundings, and translates visual information into an audio signal. The hearing glasses catch a sound signal such as human voices, and not only finds the direction of sound sources but also recognizes human speech signals. Then, it converts audio information into visual context and displays the converted visual information in a head mounted display device. The proposed two systems includes incremental feature extraction, object selection and sound localization based on selective attention, face, object and speech recogntion algorithms. The experimental results show that the developed systems can expand the limited capacity of human cognition such as memory, inference and decision. Keywords: Computer interfaces, Augmented cognition system, Incremental feature extraction, Visualizing earphone, Hearing glasses.

1 Introduction In recent years, many researches have been adopted the novel machine interface with real-time analysis of the signals from human neural reflexes such as EEG, EMG and even eye movement or pupil reaction, especially, for a person having a physical or mental condition that limits their senses or activities, and robot’s applications. We already know that a completely paralyzed person often uses an eye tracking system to control a mouse cursor and virtual keyboard on the computer screen. Also, the handicapped are used to attempting to wear prosthetic arm or limb controlled by EMG. In robotic application areas, researchers are trying to control a robot remotely by using human’s brain signals [2], [3]. Due to intrinsic restrictions in the number of mental tasks that a person can execute at one time, human cognition has its limitation and this capacity itself may fluctuate from moment to moment. As computational interfaces have become more prevalent nowadays and increasingly complex with regard to the volume and type of B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 342–349, 2011. © Springer-Verlag Berlin Heidelberg 2011

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information presented, many researchers are investigating novel ways to extend an information management capacity of individuals. The applications of augmented cognition research are numerous, and of various types. Hardware and software manufacturers are always eager to employ technologies that make their systems easier to use, and augmented cognition systems would like to attribute to increase the productivity by saving time and money of the companies that purchase these systems. In addition, augmented cognition system technologies can also be utilized for educational settings and guarantee students a teaching strategy that is adapted to their style of learning. Furthermore, these technologies can be used to assist people who have cognitive or physical defects such as dementia or blindness. In one word, applications of augmented cognition can have big impact on society at large. As we mentioned above, human brain has its limit to have attention at one time so that any kinds of augment cognition system will be helpful whether the user is disabled or not. In this paper, we describe our augmented cognition system which can assist in expanding the capacity of cognition. There are two types of our system named “visualizing earphone” and “hearing glasses”. The visualizing earphone using two cameras and two mono-microphones interprets human intention and outward visual surroundings, also translates visual information into synthesized voice or alert sound signal. The hearing glasses work in opposite concepts to the visualizing earphone in the aspect of functional factors. This paper is organized as follows. Section 2 depicts a framework of the implemented system. Section 3 presents experimental evaluation for our system. Finally, Section 4 summarizes and discusses the studies and future research direction.

2 Framework of the Implemented System We developed two glasses-type’s platforms to assist in expanding the capacity of human cognition, because of its convenience and easy-to-use. One is called “visualizing earphone” that has a function of translation from visual information to auditory information. The other is called “hearing glasses” that can decode auditory information into visual information. Figure 1 shows the implemented systems. In case of visualizing earphone, in order to select one object which fits both interests and something salient, one of the cameras is mounted to the front side for capturing image of outward visual surroundings and the other is attached to the right side of the glasses for user’s eye movement detection. In case of hearing glasses, mounted 2 mono-microphones are utilized to obtain the direction of sound source and to recognize speaker’s voice. A head mounted display (HMD) device is used for displaying visual information which is translated from sound signal. Figure 2 shows the overall block diagram of the framework for visualizing earphone. Basically, hearing glasses functional blocks are not significantly different from this block diagram except the output manner. In this paper, voice recognition, voice synthesis and ontology parts will not discuss in detail since our work makes no contribution to those areas. Instead we focus our framework on incremental feature extraction method and face detection as well as recognition for augmented cognition.

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Fig. 1. “Visualizing earphone”(left) and “Hearing glasses”(right). Visualizing earphone has two cameras to find user’s gazing point and small HMD device is mounted on the hearing glasses to display information translated from sound.

Fig. 2. Block diagram of the framework for the visualizing earphone

The framework has a variety of functionalities such as face detection using bottomup saliency map, incremental face recognition using a novel incremental two dimensional two directional principle component analysis (I(2D)2PCA), gaze recognition, speech recognition using hidden Markov model(HMM) and information retrieval based on ontology, etc. The system can detect human intention by recognizing human gaze behavior, and it can process multimodal sensory information for incremental perception. In such a way, the framework will achieve the cognition augmentation. 2.1 Face Detection Based on Skin Color Preferable Selective Attention Model For face detection, we consider skin color preferable selective attention model which is to localize a face candidate [11]. This face detection method has smaller computational time and lower false positive detection rate than well-known an Adaboost face detection algorithm. In order to robustly localize candidate regions for face, we make skin color intensified saliency map(SM) which is constructed by selective attention model reflecting skin color characteristics. Figure 3 shows the skin color preferable saliency map model. A face color preferable saliency map is generated by integrating three different feature maps which are intensity, edge and color opponent feature map [1]. The face candidate regions are localized by applying a labeling based segmenting process. The

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localized face candidate regions are subsequently categorized as final face candidates by the Haar-like form feature based Adaboost algorithm. 2.2 Incremental Two-Dimensional Two-Directional PCA Reduction of computational load as well as memory occupation of a feature extraction algorithm is important issue in implementing a real time face recognition system. One of the most widespread feature extraction algorithms is principal component analysis which is usually used in the areas of pattern recognition and computer vision.[4] [5]. Most of the conventional PCAs, however, are kinds of batch type learning, which means that all of training samples should be prepared before testing process. Also, it is not easy to adapt a feature space for time varying and/or unseen data. If we need to add a new sample data, the conventional PCA needs to keep whole data to update the eigen vector. Hence, we proposed (I(2D)2PCA) to efficiently recognize human face [7]. After the (2D)2PCA is processed, the addition of a novel training sample may lead to change in both mean and covariance matrix. Mean is easily updated as follows, x'=

1 ( Nx + y ) N +1

(1)

where y is a new training sample. Changing the covariance means that eigenvector and eigenvalue are also changed. For updating the eigen space, we need to check whether an augment axis is necessary or not. In order to do, we modified accumulation ratio as in Eq. (2), N ( N + 1) i =1 λi + N ⋅ tr ([U kT ( y − x )][U kT ( y − x )]T ) k

A′(k ) =

N ( N + 1) i =1 λi + N ⋅ tr (( y − x )( y − x )T ) n

(2)

where tr(•) is trace of matrix, N is number of training samples, λi is the i-th largest eigenvalue, x is a mean input vector, k and n are the number of dimensions of current feature space and input space, respectively. We have to select one vector in residual vector set h, using following equation: l = a r g m a x A ′ ( [U , h i ])

(3)

Residual vector set h = [ h1,", hn ] is a candidate for a new axis. Based on Eq. (3), we can select the most appropriate axis which maximizes the accumulation ration in Eq. (2). Now we can find intermediate eigen problem as follows: (

N Λ N + 1 0T

0 N + 0 ( N + 1) 2

gg T T γ g

γ g ) R = RΛ ' γ2

(4)

where γ = hlT ( y l − xl ), g is projected matrix onto eigen vector U, we can calculate the new

n×(k +1) eigenvector matrix U ′ as follows: U ′ = U , hˆ R

(5)

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where h h hˆ = l l 0

if A′(n ) < θ otherwise

(6)

The I(2D)PCA only works for column direction. By applying same procedure to row direction for the training sample, I(2D)PCA is extended to I(2D)2PCA. 2.3 Face Selection by Using Eye Movement Detection Visualizing earphone should deliver the voice signals converted from visual data. At this time, if there are several objects or faces in the visual data, system should be able to select one among them. The most important thing is that the selected one should be intended by a user. For this reason, we adopted a technique which can track a pupil center in real time by using small IR camera with IR illuminations. In this case, we need to match pupil center position to corresponding point on the outside view image from outward camera. Figure 3 shows that how this system can select one of the candidates by using detection of pupil center after calibration process. A simple second order polynomial transformation is used to obtain the mapping relationship between the pupil vector and the outside view image coordinate as shown in Eq. (7). Fitting even higher order polynomials has been shown to increase the accuracy of the system, but the second order requires less calibration points and provides a good approximation [8]. 0

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0 2 XWVLGH Y LH Z

0

0

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Fig. 3. Calibration procedure for mapping of coordinates between pupil center points and outside view points x = a0 x 2 + a1 y 2 + a2 x + a3 y + a4 xy + a5 y = b0 x 2 + b1 y 2 + b2 x + b3 y + b4 xy + b5

(7)

y are the coordinates of a gaze point in the outside view image. Also, the parameters a0 ~ a5 and b0 ~ b5 in Eq. (7) are unknown. Since each calibration point can be represented by the x and y as shown in Eq. (7), the system has 12 where x and

unknown parameters but we have 18 equations obtained by the 9 calibration points for the x and y coordinates. The unknown parameters can be obtained by the least square algorithm. We can simply represent the Eq. (7) as the following matrix form.

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M = TC

347

(8)

where M and C are the matrix represent the coordinates of the pupil and outside view image, respectively. T is a calibration matrix to be solved and play a mapping role between two coordinates. Thus, if we know the elements of M and C matrix, we can solve the calibration matrix T using M product inverse C matrix and then can obtain the matrix G which represents the gaze points correspond to the position of two eyes seeing the outside view image.

G = TW

(9)

whereTW is input matrix which represented the pupil center points. 2.4 Sound Localization and Voice Recognition In order to select one of the recognized faces, besides a method using gaze point detection, sound localization based on histogram-based DUET (Degenerate Unmixing and Estimation Technique) [9] was applied to the system. Assuming that the time-frequency representation of the sources have disjoint support, the delay estimates obtained by relative phase differences between time-frequency segments from two-microphone signals may provide directions corresponding to source locations. After constructing a histogram by accumulating the delay estimates to achieve robustness, the direction corresponding to the peak of the histogram has shown a good performance for providing desired source directions under the adverse environments. Figure 4 shows the face selection strategy using sound localization.

Fig. 4. Face selection by using sound localization

In addition, we employed the speaker independent speech recognition algorithm based on hidden Markov model [10] to the system for converting voice signals to visual signals. These methods are fused with the face recognition algorithm so the proposed augmented cognition system can provide more accurate information in spite of the noisy environments.

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3 Experimental Evaluation We integrated those techniques into an augmented cognition system. The system performance depends on the performance of each integrated algorithms. We experimentally evaluate the performance of entire system through the test for each algorithm. In the face detection experiment, we captured 420 images from 14 videos for the training images to be used in each algorithm. We evaluated the performance of the face detection for UCD valid database (http://ee.ucd.ie/validdb/datasets.html). Even though the proposed model has slightly low true positive detection rate than that of the conventional Adaboost, but has better result for the false positive detection rate. The proposed model has 96.2% of true positive rate and 4.4% of false positive rate. Conventional Adaboost algorithm has 98.3% of true positive and 11.2% false positive rate. We checked the performance of I(2D)2PCA by accuracy, number of coefficient and computational load. In test, proposed method is repeated by 20 times with different selection of training samples. Then, we used Yale database (http://cvc.yale.edu/projects/yalefaces/yalefa-ces.html) and ORL database (http://www.cl.cam.ac.uk/research/dtg/attarchive/facedatabase.html) for the test. In case of using Yale data base, while incremental PCA has 78.47% of accuracy, the proposed algorithm has 81.39% of accuracy. With ORL database, conventional PCA has 84.75% of accuracy and proposed algorithm has 86.28% of accuracy. Also, the computation load is not much sensitive to the increasing number of training sample, but the computing load for the IPCA dramatically increase along with the increment number of sample data due to the increase of eigen axes. In order to evaluate the performance of gaze detection, we divided the 800 x 600 screen into 7 x 5 sub-panels and demonstrated 10 times per sub-plane for calibration. After calibration, 12 target points are tested and each point is tested 10 times. The test result of gaze detection on the 800 x 600 resolution of screen. Root mean square error (RMSE) of the test is 38.489. Also, the implemented sound localization system using histogram-based DUET processed two-microphone signals to record sound at a sampling rate of 16 kHz in real time. In a normal office room, localization results confirmed the system could accomplish very reliable localization under the noisy environments with low computational complexity. Demonstration of the implemented human augmented system is shown in http://abr.knu.ac.kr/?mid=research.

4 Conclusion and Further Work We developed two glasses-type platforms to expand the capacity of human cognition. Face detection using bottom up saliency map, face selection using eye movement detection, feature extraction using I(2D)2PCA, and face recognition using Adaboost algorithm are integrated to the platforms. Specially, I(2D)2PCA algorithm was used to reduce the computational loads as well as memory size in feature extraction process and attributed to operate the platforms in real-time.

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But there are some problems to be solved for the augmented cognition system. We should overcome the considerable challenges which have to provide correct information fitted in context and to process signals in real-world robustly, etc. Therefore, more advanced techniques such as speaker dependent voice recognition, sound localization and information retrieval system to interpret or understand the meaning of visual contents more accurately should be supported on the bottom. Therefore, we are attempting to develop a system integrated with these techniques. Acknowledgments. This research was supported by the Converging Research Center Program funded by the Ministry of Education, Science and Technology (2011K000659).

References 1. Jeong, S., Ban, S.W., Lee, M.: Stereo saliency map considering affective factors and selective motion analysis in a dynamic environment. Neural Networks 21(10), 1420–1430 (2008) 2. Bell, C.J., Shenoy, P., Chalodhorn, R., Rao, R.P.N.: Control of a humanoid robot by a noninvasive brain-computer interface in humans. Journal of Neural Engineering, 214–220 (2008) 3. Bento, V.A., Cunha, J.P., Silva, F.M.: Towards a Human-Robot Interface Based on Electrical Activity of the Brain. In: IEEE-RAS International Conference on Humanoid Robots (2008) 4. Sirovich, L., Kirby, M.: Low-Dimensional Procedure for Characterization of Human Faces. J. Optical Soc. Am. 4, 519–524 (1987) 5. Kirby, M., Sirovich, L.: Application of the KL Procedure for the Characterization of Human Faces. IEEE Trans. on Pattern Analysis and Machine Intelligence 12(1), 103–108 (1990) 6. Lisin, D., Matter, M., Blaschko, M.: Combining local and global image features for object class recognition. IEEE Computer Vision and Pattern Recognition (2008) 7. Choi, Y., Tokumoto, T., Lee, M., Ozawa, S.: Incremental two-dimensional two-directional principal component analysis (I(2D)2PCA) for face recognition. In: International Conference on Acoustic, Speech and Signal Processing (2011) 8. Cherif, Z., Nait-Ali, A., Motsch, J., Krebs, M.: An adaptive calibration of an infrared light device used for gaze tracking. In: IEEE Instrumentation and Measurement Technology Conference, Anchorage, AK, pp. 1029–1033 (2002) 9. Rickard, S., Dietrich, F.: DOA estimation of many W-disjoint orthogonal sources from two mixtures using DUET. In: IEEE Signal Processing Workshop on Statistical Signal and Array Processing, pp. 311–314 (2000) 10. Rabiner, L.R.: A tutorial on Hidden Markov Models and selected applications in speech recognition. Proceedings of the IEEE 77(2), 257–286 (1989) 11. Kim, B., Ban, S.-W., Lee, M.: Improving Adaboost Based Face Detection Using FaceColor Preferable Selective Attention. In: Fyfe, C., Kim, D., Lee, S.-Y., Yin, H. (eds.) IDEAL 2008. LNCS, vol. 5326, pp. 88–95. Springer, Heidelberg (2008)

Facial Image Analysis Using Subspace Segregation Based on Class Information Minkook Cho and Hyeyoung Park School of Computer Science and Engineering, Kyungpook National University, Daegu, South Korea {mkcho,hypark}@knu.ac.kr

Abstract. Analysis and classiﬁcation of facial images have been a challenging topic in the ﬁeld of pattern recognition and computer vision. In order to get eﬃcient features from raw facial images, a large number of feature extraction methods have been developed. Still, the necessity of more sophisticated feature extraction method has been increasing as the classiﬁcation purposes of facial images are diversiﬁed. In this paper, we propose a method for segregating facial image space into two subspaces according to a given purpose of classiﬁcation. From raw input data, we ﬁrst ﬁnd a subspace representing noise features which should be removed for widening class discrepancy. By segregating the noise subspace, we can obtain a residual subspace which includes essential information for the given classiﬁcation task. We then apply some conventional feature extraction method such as PCA and ICA to the residual subspace so as to obtain some eﬃcient features. Through computational experiments on various facial image classiﬁcation tasks - individual identiﬁcation, pose detection, and expression recognition - , we conﬁrm that the proposed method can ﬁnd an optimized subspace and features for each speciﬁc classiﬁcation task. Keywords: facial image analysis, principal component analysis, linear discriminant analysis, independant component analysis, subspace segregation, class information.

1

Introduction

As various applications of facial images have been actively developed, facial image analysis and classiﬁcation have been one of the most popular topics in the ﬁeld of pattern recognition and computer vision. An interesting point of the study on facial data is that a given single data set can be applied for various types of classiﬁcation tasks. For a set of facial images obtained from a group of persons, someone needs to classify it according to the personal identity, whereas someone else may want to detect a speciﬁc pose of the face. In order to achieve

Corresponding Author.

B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 350–357, 2011. Springer-Verlag Berlin Heidelberg 2011

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good performances for the various problems, it is important to ﬁnd a suitable set of features according to the given classiﬁcation purposes. The linear subspace methods such as PCA[11,7,8], ICA[5,13,3], and LDA[2,6,15] were successfully applied to extract features for face recognition. However, it has been argued that the linear subspace methods may fail in capturing intrinsic nonlinearity of data set with some environmental noisy variation such as pose, illumination, and expression. To solve the problem, a number of nonlinear subspace methods such as nonlinear PCA[4], kernel PCA[14], kernel ICA[12] and kernel LDA[14] have been developed. Though we can expect these nonlinear approaches to capture the intrinsic nonlinearity of a facial data set, we should also consider the computational complexity and practical tractability in real applications. In addition, it has been also shown that an appropriate decomposition of facespace, such as intra-personal space and extra-personal space, and a linear projection on the decomposed subspace can be a good alternative to the computationally diﬃcult and intractable nonlinear method[10]. In this paper, we propose a novel linear analysis for extracting features for any given classiﬁcation purpose of facial data. We ﬁrst focus on the purpose of given classiﬁcation task, and try to exclude the environmental noisy variation, which can be main cause of performance deterioration of the conventional linear subspace methods. As mentioned above, the environmental noise can be varied according to the purpose of tasks even for the same data set. For a same data set, a classiﬁcation task is speciﬁed by the class label for each data. Using the data set and class label, we estimate the noise subspace and segregate it from original space. By segregating the noise subspace, we can obtain a residual space which include essential (hopefully intrinsically linear) features for the given classiﬁcation task. For the obtained residual space, we extract low-dimensional features using conventional linear subspace methods such as PCA and ICA. In the following sections, we describe the proposed method in detail and experimental results with real facial data sets for various purposes.

2

Subspace Segregation

In this section, we describe overall process of the subspace segregation according to a given purpose of classiﬁcation. Let us consider that we obtain several facial images from diﬀerent persons with diﬀerent poses. Using the given data set, we can conduct two diﬀerent classiﬁcation tasks: the face recognition and the pose detection. Even though the same data set is used for the two tasks, the essential information of the classiﬁcation should be diﬀerent according to the purpose. It means that the environmental noises are also diﬀerent depending on the purpose. For example, the pose variation decreases the performance of face recognition task, and some personal features of individual faces decreases the performance of pose detection task. Therefore, it is natural to assume that original space can be decomposed into the noise subspace and the residual subspace. The features in the noise subspace caused by environmental interferences such as illumination often have undesirable eﬀects on data resulting in the performance deterioration. If we can estimate the noise subspace and segregate it from the original

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space, we can expect that the obtained residual subspace mainly has essential information such as class prototypes which can improve system performances for classiﬁcation. The goal of the proposed subspace segregation method is estimating the noise subspace which represents environmental variations within each class and eliminating that from the original space to decrease the varinace within a class and to increase the variance between classes. Fig. 1 shows the overall process of the proposed subspace segregation. We ﬁrst estimate the noise subspace with the original data and then we project the original data onto the subspace in order to obtain the noise features in low dimensional subspace. After that, the low dimensional noise features are reconstructed in the original space. Finally, we can obtain the residual data by subtracting the reconstructed noise components from the original data. zGkG

wG vG zG uG zG lG

uGmG pGzG

z

yG uGzG

uGmGG pGvGzG

yGkG pGvGzG

Fig. 1. Overall process of subspace segregation

3

Noise Subspace

For the subspace segregation, we ﬁrst estimate the noise subspace from an original data. Since the noise features make the data points within a class be variant to each other, it consequently enlarges within-class variation. The residual features, which are obtained by eliminating the noise features, can be expected that it has some intrinsic information of each class with small variance. To get the noise features, we ﬁrst make a new data set deﬁned by the diﬀerence vector δ between two original data xki , xkj belonging to a same class Ck (k = 1,...,K), which can be written as δ kij = xki − xkj , Δ = {δ kij }k=1,...,K,i=1,...,Nk,j=1,...,Nk ,

(1) (2)

where xki denotes i-th data in class Ck and Nk denotes the number of data in class Ck . We can assume that Δ mainly represents within-class variations. Note that the set Δ is dependent on the class-label of data set. It implies that the obtained set Δ is deﬀerent according to the classiﬁcation purpose, even though the original data set is common. Figure 2 shows sample images of Δ for

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two diﬀerent classiﬁcation purposes: (a) face recognition and (b) pose detection. From this ﬁgure, we can easily see that Δ of (a) mainly represents pose variation, and Δ of (b) mainly represents individual face variation.

OP

OP

Fig. 2. The sample images of Δ; (a) face recognition and (b) pose detection

Since we want to ﬁnd the dominant information of data set Δ, we apply PCA to Δ for obtaining the basis of the noise subspace such as ΣΔ = V ΛV T

(3)

where ΣΔ is the covariance matrix and Λ are the eigenvalue matrix. Using the obtained basis of the noise subspace, the original data set X is projected to this subspace so as to get the low dimensional noise features(Y noise ) set through the calculation; Y noise = V T X.

(4)

Since the obtained low dimensional noise feature is not desirable for classiﬁcation, we need to eliminate it from the original data. To do this, we ﬁrst reconstruct the noise components X noise in original dimension from the low dimensional noise features Y noise through the calculation; X noise = V Y noise = V V T X.

(5)

In the following section 4, we describe how to segregate X noise from the original data.

4

Residual Subspace

Let us describe a deﬁnition of the residual subspace and how to get this in detail. Through the subspace segregation process, we obtain noise components

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in original dimension. Since the noise features are not desirable for classiﬁcation, we have to eliminate them from original data. To achieve this, we take the residual data X res which can be computed by subtracting the noise features from the original data as follows X res = X − X noise = (I − V V T )X.

(6)

Figure 3 shows the sample images of the residual data for two diﬀerent purposes: (a) face recognition and (b) pose detection. From this ﬁgure, we can see that 3-(a) is more suitable for face recognition than 3-(b), and vice versa. Using this residual data, we can expect to increase classiﬁcation performance for the given purpose. As a further step, we apply a linear feature extraction method such as PCA and ICA, so as to obtain a residual subspace giving low dimensional features for the given classiﬁcation task.

OPG

OPG

OPG

OPG

Fig. 3. The residual image samples (a, b) and the eigenface(c, d) for face recognition and pose detection, respectively

Figure 3-(c) and (d) show the eigenfaces obtained by applying PCA to the obtained residual data for face recognition and pose detection, respectively. Figure 3-(c) represents individual feature of each person and Figure 3-(d) represents some outlines of each pose. Though we only show the eigenfaces obtained by PCA, any other feature extraction can be applied. In the computational experiments in Section 5, we also apply ICA to obtain residual features.

5

Experiments

In order to conﬁrm applicability of the proposed method, we conducted experiments on the real facial data sets and compared the performances with conventional methods. We obtained some benchmark data sets from two diﬀerent database: FERET (Face Recognition Technology) database and PICS(Psychological Image Collection at Stirling) database. From the FERET database at the homepage(http : //www.itl.nist.gov/iad/mumanid/f eret/), we selected 450 images from 50 persons. Each person has 9 images taken at 0◦ , 15◦ , 25◦ , 40◦ and 60◦ in viewpoint. We used this data set for face recognition as well as pose detection. From the PICS database at the homepage(http : //pics.psych.stir.ac.uk/), we obtained 276 images from 69 persons. Each person has 4 images of diﬀerent

Facial Image Analysis Using Subspace Segregation OPG

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OPG

Fig. 4. The sample data from two databases; (a) FERET database and (b) PICS database

expressions. We used this data set for face recognition and facial expression recognition. Figure 4 shows the obtained sample data from two databases. Face recognition task on the FERET database has 50 classes. In this class, three data images ( left (+60◦ ), right (-60◦ ), and frontal (0◦ ) images) are used for training, and the remaining 300 images were used for testing. For pose detection task, we have 9 classes with diﬀerent viewpoints. For training, 25 data for each class were used, and the remaining 225 data were used for testing. For facial expression recognition of PICS database, we have 4 classes(natural, happy, surprise, sad) For each class, 20 data were used for training and the remaining 49 data were used for testing. Finally, for face recognition we classiﬁed 69 classes. For training, 207 images (69 individuals, 3 images for each subject : sad, happy, surprise) were used and and the remaining 69 images were used for testing. Table 1. Classiﬁcation rates with FERET and PICS data Database

FERET

PICS

Purpose Face Recognition Pose Detection Expression Recognition Face Recognition

Origianl Data 97.00 33.33 34.69 72.46

Residual PCA LDA Res. + ICA Res. + PCA Data (dim) (dim) (dim) (dim) 97.00 94.00 100 100 99.33 (117) (30) (8) (8) 36.44 34.22 58.22 58.22 47.11 (65) (8) (21) (21) 35.71 60.20 62.76 66.33 48.47 (65) (3) (32) (14) 72.46 57.97 92.75 92.75 88.41 (48) (64) (89) (87)

In order to conﬁrm plausibility of the residual data, we compared the performances on the original data with those the residual data. The nearest neighbor method[1,9] with Euclidean distance was adopted as a classiﬁer. The experimental results are shown in Table 1. For the face recognition on FERET data, the

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high performance can be achieved in spite of the large number of classes and limited number of training data, because the variations among classes are intrinsically high. On the other hand, the pose and facial expression recognition show generally low classiﬁcation rates, due to the noise variations are extremely large and the class prototypes are terribly distorted by the noise. Nevertheless, the performance of the residual data shows better results than the original data in all the classiﬁcation tasks. We then apply some feature extraction methods to the residual data, and compared the performances with the conventional linear subspace methods. In Table 1, ‘Res.’ denotes the residual data and ‘(dim)’ denotes the dimensionality of features. From the Table 1, we can conﬁrm that the proposed methods using the residual data achieve signiﬁcantly higher performances than the conventional PCA and LDA. For all classiﬁcation tasks, the proposed methods of applying ICA or PCA give similar classiﬁcation rates and the number of extracted features is also similar.

6

Conclusion

An eﬃcient feature extraction method for various facial data classiﬁcation problems was proposed. The proposed method starts from deﬁning the “environmental noise” which is absolutely dependant on the purpose of given task. By estimating the noise subspace and segregating the noise components from the original data, we can obtain a residual subspace which includes essential information for the given classiﬁcation purpose. Therefore, by just applying conventional linear subspace methods to the obtained residual space, we could achieve remarkable improvement in classiﬁcation performance. Whereas many other facial analysis methods focus on the facial recognition problem, the proposed method can be eﬃciently applied to various analysis of facial data as shown in the computational experiments. We should note that the proposed method is similar to the traditional LDA in the sense that the obtained residual features have small within-class variance. However, practical tractability of the proposed method is superior to LDA because it does not need to compute an inverse matrix of the within-scatter and the number of features does not depend on the number of classes. Though the proposed method adopts linear feature extraction methods, more sophisticated methods could possibly extract more eﬃcient features from the residual space. In future works, the kernel methods or local linear methods could be applied to deal with non-linearity and complex distribution of the noise feature and the residual feature. Acknowledgments. This research was partially supported by the MKE(The Ministry of Knowledge Economy), Korea, under the ITRC(Information Technology Research Center) support program supervised by the NIPA(National IT Industry Promotion Agency) (NIPA-2011-(C1090-1121-0002)). This research was partially supported by the Converging Research Center Program funded by the Ministry of Education, Science and Technology (2011K000659).

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References 1. Alpaydin, E.: Introduction to Machine Learning. The MIT Press (2004) 2. Belhumeur, P.N., Hespanha, J.P., Kriegman, D.J.: Eigenfaces vs. Fisherfaces: Recognition using class speciﬁc linear projection. IEEE Transactions on Pattern Analysis and Machine Intelligence 19, 711–720 (1997) 3. Dagher, I., Nachar, R.: Face recognition using IPCA-ICA algorithm. IEEE Transactions on Pattern Analysis and Machine Intelligence 28, 996–1000 (2006) 4. DeMers, D., Cottrell, G.: Non-linear dimensionality reduction. In: Advances in Neural Information Processing Systems, pp. 580–580 (1993) 5. Draper, B.: Recognizing faces with PCA and ICA. Computer Vision and Image Understanding 91, 115–137 (2003) 6. Fukunaga, K.: Introduction to Statistical Pattern Recognition, 2nd edn. Academic Press (1990) 7. Mardia, K.V., Kent, J.T., Bibby, J.M.: Multivariate analysis. Academic Press (1979) 8. Martinez, A.M., Kak, A.C.: Pca versus lda. IEEE Transactions on Pattern Analysis and Machine Intelligence 23, 228–233 (2001) 9. Masip, D., Vitria, J.: Shared Feature Extraction for Nearest Neighbor Face Recognition. IEEE Transactions on Neural Networks 19, 586–595 (2008) 10. Moghaddam, B., Jebara, T., Pentland, A.: Bayesian face recognition. Pattern Recognition 33(11), 1771–1782 (2000) 11. Turk, M., Pentland, A.: Eigenfaces for recognition. Journal of Cognitive Neuroscience 3, 71–86 (1991) 12. Yang, J., Gao, X., Zhang, D., Yang, J.: Kernel ICA: An alternative formulation and its application to face recognition. Pattern Recognition 38, 1784–1787 (2005) 13. Yang, J., Zhang, D., Yang, J.: Constructing PCA baseline algorithms to reevaluate ICA-based face-recognition performance. IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics 37, 1015–1021 (2007) 14. Yang, M.: Kernel Eigenfaces vs. Kernel Fisherfaces: Face Recognition Using Kernel Methods. In: IEEE International Conference on Automatic Face and Gesture Recognition, p. 215. IEEE Computer Society, Los Alamitos (2002) 15. Zhao, H., Yuen, P.: Incremental linear discriminant analysis for face recognition. IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics 38, 210–221 (2008)

An Online Human Activity Recognizer for Mobile Phones with Accelerometer Yuki Maruno1 , Kenta Cho2 , Yuzo Okamoto2 , Hisao Setoguchi2 , and Kazushi Ikeda1 1

Nara Institute of Science and Technology Ikoma, Nara 630-0192 Japan {yuki-ma,kazushi}@is.naist.jp http://hawaii.naist.jp/ 2 Toshiba Corporation Kawasaki, Kanagawa 212-8582 Japan {kenta.cho,yuzo1.okamoto,hisao.setoguchi}@toshiba.co.jp

Abstract. We propose a novel human activity recognizer for an application for mobile phones. Since such applications should not consume too much electric power, our method should have not only high accuracy but also low electric power consumption by using just a single three-axis accelerometer. In feature extraction with the wavelet transform, we employ the Haar mother wavelet that allows low computational complexity. In addition, we reduce dimensions of features by using the singular value decomposition. In spite of the complexity reduction, we discriminate a user’s status into walking, running, standing still and being in a moving train with an accuracy of over 90%. Keywords: Context-awareness, Mobile phone, Accelerometer, Wavelet transform, Singular value decomposition.

1

Introduction

Human activity recognition plays an important role in the development of contextaware applications. If it is possible to have an application that determines a user’s context such as walking or being in a moving train, the information can be used to provide ﬂexible services to the user. For example, if a mobile phone with an application detects that the user is on a train, it can automatically switch to silent mode. Another possible application is to use the information for health care. If a mobile phone always records a user’s status, the context will help a doctor give the user proper diagnosis. Nowadays, mobile phones are commonly used in our lives and have enough computational power as well as sensors for applications with intelligent signal processing. In fact, they are utilized for human activity recognition as shown in the next section. In most of the related work, however, the sensors are multiple and/or ﬁxed on a speciﬁc part of the user’s body, which is not realistic for daily use in terms of electric power consumption of mobile phones or carrying styles. B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 358–365, 2011. c Springer-Verlag Berlin Heidelberg 2011

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In this paper, we propose a human activity recognition method to overcome these problems. It is based on a single three-axis accelerometer, which is nowadays equipped to most mobile phones. The sensor does not need to be attached to the user’s body in our method. This means the user can carry his/her mobile phone freely anywhere such as in a pocket or in his/her hands. For a directionfree analysis we perform preprocessing, which changes the three-axis data into device-direction-free data. Since the applications for mobile phones should not consume too much electric power, the method should have not only high accuracy but low power consumption. We use the wavelet transform, which is known to provide good features for discrimination [1]. To reduce the amount of computation, we use the Haar mother wavelet because the calculation cost is lower. Since a direct assessment from all wavelet coeﬃcients will lead to large running costs, we reduce the number of dimensions by using the singular value decomposition (SVD). We discriminate the status into walking, running, standing still and being in a moving train with a neural network. The experimental results achieve over 90% of estimation accuracy with low power consumption. The rest of this paper is organized as follows. In section 2, we describe the related work. In section 3, we introduce our proposed method. We show experimental result in section 4. Finally, we conclude our study in section 5.

2

Related Work

Recently, various sensors such as acceleration sensors and GPS have been mounted on mobile phones, which makes it possible to estimate user’s activities with high accuracy. The high accuracy, however, depends on the use of several sensors and attachment to a speciﬁc part of the user’s body, which is not realistic for daily use in terms of power consumption of mobile phones or carrying styles. Cho et al. [2] estimate user’s activities with a combination of acceleration sensors and GPS. They discriminate the user status into walking, running, standing still or being in a moving train. It is hard to identify standing still and being in a moving train. To tackle this problem, they use GPS to estimate the user’s moving velocity. The identiﬁcation of being in a moving train is easy with the user’s moving velocity because the train moves at high speeds. Their experiments showed an accuracy of 90.6%, however, the problem is that the GPS does not work indoors or underground. Mantyjarvi et al. [3] use two acceleration sensors, which are ﬁxed on the user’s hip. It is not really practical for daily use and their method is not suitable for the applications of mobile phones. The objective of their study is to recognize walking in a corridor, Start/Stop point, walking up and walking down. They combine the wavelet transform, principal component analysis and independent component analysis. Their experiments showed an accuracy of 83-90%. Iso et al. [1] propose a gait analyzer with an acceleration sensor on a mobile phone. They use wavelet packet decomposition for the feature extraction and classify them by combining a self-organizing algorithm with Bayesian

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theory. Their experiments showed that their algorithm can identify gaits such as walking, running, going up/down stairs, and walking fast with an accuracy of about 80%.

3

Proposed Method

We discriminate a user’s status into walking, running, standing still and being in a moving train based on a single three-axis accelerometer, which is equipped to mobile phones. Our proposed method works as follows. 1. 2. 3. 4. 5.

Getting X, Y and Z-axis accelerations from a three-axis accelerometer (Fig.1). Preprocessing for obtaining direction-free data (Fig.2). Extracting the features using wavelet transform. Selecting the features using singular value decomposition. Estimating the user’s activities with a neural network.

(a) standing still

(b) standing still

(c) train

Fig. 1. Example of “standing still” data and “train” data. These two “standing still” data diﬀer from the position or direction of the sensor. “Train” data is similar to “standing still” data.

3.1

Preprocessing for Direction-Free Analysis

One of our goals is to adapt our method to applications for mobile phones. To realize this goal, the method does not depend on the position or direction of the sensor. Since the user carries a mobile phone with a three-axis accelerometer freely such as in a pocket or in his/her hands, we change the data (Fig.1) into device-direction-free data (Fig.2) by using Eq.(1). √ (1) X2 + Y 2 + Z2 where X, Y and Z are the values of X, Y and Z-axis accelerations, respectively. 3.2

Extracting Features

A wavelet transform is used to extract the features of human activities from the preprocessed data. The wavelet transform is the inner-product of the wavelet

An Online Human Activity Recognizer for Mobile Phones

(a) standing still

(b) standing still

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(c) train

Fig. 2. Example of preprocessed data. Original data is Fig.1.

(a) walking

(b) running

(c) standing still

(d) being in a moving train

Fig. 3. Example of continuous wavelet transform

function with the signal f (t). The continuous wavelet transform of a function f (t) is deﬁned as a convolution ∞ W (a, b) = f (t), Ψa,b (t) = −∞ f (t) √1a Ψ ∗ ( t−b (2) a )dt where Ψ (t) is a continuous function in both the time domain and the frequency domain called the mother wavelet and the asterisk superscript denotes complex conjugation. The variables a(>0) and b are a scale and translation factor, respectively. W (a, b) is the wavelet coeﬃcient. Fig.3 is a plot of the wavelet coeﬃcient. By using a wavelet transform, we can identify standing still and being in a moving train. There are several mother wavelets such as Mexican hat mother wavelet (Eq.(3)) and Haar mother wavelet(Eq.(4)). 2

Ψ (t) = (1 − 2t2 )e−t

⎧ 1 ⎪ ⎨1 0 ≤ t < 2 Ψ (t) = −1 12 ≤ t < 1 ⎪ ⎩ 0 otherwise.

(3)

(4)

In our method, we use the Haar mother wavelet since it takes only two values and has a low computation cost. We evaluated the diﬀerences in the results for diﬀerent mother wavelets. We compared the accuracy and calculation time

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with Haar mother wavelet, Mexican hat mother wavelet and Gaussian mother wavelet. The experimental results showed that Haar mother wavelet is better. 3.3

Singular Value Decomposition

An application on a mobile phone should not consume too much electric power. Since a direct assessment from all wavelet coeﬃcients would lead to large running costs, SVD of a wavelet coeﬃcient matrix X is adopted to reduce the dimension of features. A real (n × m) matrix, where n ≥ m X has the decomposition, X = UΣVT

(5)

where U is a n × m matrix with orthonormal columns (UT U = I), while V is a m × m orthonormal matrix (VT V = I) and Σ is a m × m diagonal matrix with positive or zero elements, called the singular values. Σ = diag(σ1 , σ2 , ..., σm )

(6)

By convention it is assumed that σ1 ≥ σ2 ≥ ... ≥ σm ≥ 0. 3.4

Neural Network

We compared the accuracy and running time of two classiﬁers: neural networks (NNs), and support vector machines (SVMs). Since NNs are much faster than SVMs while their accuracies are comparable, we adopt an NN using the Broyden– Fletcher–Goldfarb–Shanno (BFGS) quasi-Newton method to classify human activities: walking, running, standing still, and being in a moving train. We use the largest singular value σ1 of matrix Σ as an input value to discriminate the human activities.

4

Experiments

In order to verify the eﬀectiveness of our method, we performed the following experiments. The objective of this study is to recognize walking, running, standing still, and being in a moving train. We used a three-axial accelerometer mounted on mobile phones. The testers carried their mobile phone freely such as in a pocket or in their hands. The data was logged with sampling rate of 100Hz. The data corresponding to being in a moving train was measured by one tester and the others were measured by seven testers in HASC2010corpus1. We performed R XEONTM CPU 3.20GHz. the experiments on an Intel Table 1 shows the results. The accuracy rate was calculated against answer data. 1

http://hasc.jp/hc2010/HASC2010corpus/hasc2010corpus-en.html

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Table 1. The estimated accuracy. Sampling rate is 100Hz and time window is 1 sec. Walking Running Standing Being Still in a train Precision 93.5% 94.2% 92.7% 95.1% Recall 96.0% 92.6% 93.6% 93.3% F-measure 94.7% 93.4% 93.1% 94.2%

4.1

Running-Time Assessment

We aim at applying our method to mobile phones. For this purpose, the method should encompass high accuracy as well as low electric power consumption. We compared the accuracy with various sampling rates. We can save electric power consumption in the case of low sampling rate. Table 2 shows the results. As it can be seen, some of the results are below 90 %, however, as the time window becomes wider, the accuracy increases, which indicates that even if the sampling rate is low, we get better accuracy depending on the time window. Table 2. The average accuracy for various sampling rates. The columns correspond to time windows of the wavelet transform.

10Hz 25Hz 50Hz 100Hz

0.5s 84.9% 89.2% 90.5% 91.0%

1s 88.1% 92.6% 92.9% 93.9%

2s 90.7% 92.5% 94.1% 93.6%

3s 91.8% 92.5% 93.0% 93.6%

We compared our method with the previous method in terms of accuracy and computation time, where the input variables of the previous method are the maximum value and variance [2]. In Fig.4, our method in general showed higher accuracies. Although the previous method showed less computation time, the computation time of our method is enough for online processing (Fig.5). 4.2

Mother Wavelet Assessment

We also evaluated the diﬀerences in the results for diﬀerent mother wavelets. We compared the accuracy and calculation time with Haar mother wavelet, Mexican hat mother wavelet and Gaussian mother wavelet. Table 3 and Table 4 show the accuracy for each mother wavelet and the calculation time per estimation, respectively. Although the accuracy is almost the same, the calculation time of Haar mother wavelet is much shorter than the others, which indicates that using Haar mother wavelet contributes to the reduction of electric power consumption.

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Fig. 4. The average accuracy for various sampling rates. Solid lines are our method while the ones in dash lines are previous compared method.

Fig. 5. The computation time per estimation for various sampling rates. Solid lines are our method while the one in dash line is previous compared method.

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Table 3. The average accuracy for each Mother wavelet. The columns correspond to time windows of the wavelet transform. 0.5s 1s 2s 3s Haar 91.0% 93.9% 93.6% 93.6% Mexican hat 91.1% 94.3% 93.9% 93.9% Gaussian 91.2% 94.1% 93.5% 94.1% Table 4. The calculation time[seconds] per estimation. The columns correspond to time windows of the wavelet transform. 0.5s 1s 2s 3s Haar 0.014sec 0.023sec 0.041sec 0.058sec Mexican hat 0.029sec 0.062sec 0.129sec 0.202sec Gaussian 0.029sec 0.061sec 0.128sec 0.200sec

5

Conclusion

We proposed a method that recognizes human activities using wavelet transform and SVD. Experiments show that freely positioned mobile phone equipped with an accelerometer could recognize human activities like walking, running, standing still, and being in a moving train with estimate accuracy of over 90% even in the case of low sampling rate. These results indicate that our proposed method can be successfully applied to commonly used mobile phones and is currently being implemented for commercial use in mobile phones.

References 1. Iso, T., Yamazaki, K.: Gait analyzer based on a cell phone with a single three-axis accelerometer. In: Proc. MobileHCI 2006, pp. 141–144 (2006) 2. Cho, K., Iketani, N., Setoguchi, H., Hattori, M.: Human Activity Recognizer for Mobile Devices with Multiple Sensors. In: Proc. ATC 2009, pp. 114–119 (2009) 3. Mantyjarvi, J., Himberg, J., Seppanen, T.: Recognizing human motion with multiple acceleration sensors. In: Proc. IEEE SMC 2001, vol. 2, pp. 747–752 (2001) 4. Daubechies, I.: The wavelet transform, time-frequency localization and signal analysis. In: Proc. IEEE Transactions on Information Theory, pp. 961–1005 (1990) 5. Le, T.P., Argou, P.: Continuous wavelet transform for modal identiﬁcation using free decay response. Journal of Sound and Vibration 277, 73–100 (2004) 6. Kim, Y.Y., Kim, E.H.: Eﬀectiveness of the continuous wavelet transform in the analysis of some dispersive elastic waves. Journal of the Acoustical Society of America 110, 86–94 (2001) 7. Shao, X., Pang, C., Su, Q.: A novel method to calculate the approximate derivative photoacoustic spectrum using continuous wavelet transform. Fresenius, J. Anal. Chem. 367, 525–529 (2000) 8. Struzik, Z., Siebes, A.: The Haar wavelet transform in the time series similarity paradigm. In: Proc. Principles Data Mining Knowl. Discovery, pp. 12–22 (1999) 9. Van Loan, C.F.: Generalizing the singular value decomposition. SIAM J. Numer. Anal. 13, 76–83 (1976) 10. Stewart, G.W.: On the early history of the singular value decomposition. SIAM Rev. 35(4), 551–566 (1993)

Preprocessing of Independent Vector Analysis Using Feed-Forward Network for Robust Speech Recognition Myungwoo Oh and Hyung-Min Park Department of Electronic Engineering, Sogang University, #1 Shinsu-dong, Mapo-gu, Seoul 121-742, Republic of Korea

Abstract. This paper describes an algorithm to preprocess independent vector analysis (IVA) using feed-forward network for robust speech recognition. In the framework of IVA, a feed-forward network is able to be used as an separating system to accomplish successful separation of highly reverberated mixtures. For robust speech recognition, we make use of the cluster-based missing feature reconstruction based on log-spectral features of separated speech in the process of extracting mel-frequency cepstral coeﬃcients. The algorithm identiﬁes corrupted time-frequency segments with low signal-to-noise ratios calculated from the log-spectral features of the separated speech and observed noisy speech. The corrupted segments are ﬁlled by employing bounded estimation based on the possibly reliable log-spectral features and on the knowledge of the pre-trained log-spectral feature clusters. Experimental results demonstrate that the proposed method enhances recognition performance in noisy environments signiﬁcantly. Keywords: Robust speech recognition, Missing feature technique, Blind source separation, Independent vector analysis, Feed-forward network.

1

Introduction

Automatic speech recognition (ASR) requires noise robustness for practical applications because noisy environments seriously degrade performance of speech recognition systems. This degradation is mostly caused by diﬀerence between training and testing environments, so there have been many studies to compensate for the mismatch [1,2]. While recognition accuracy has been improved by approaches devised under some circumstances, they frequently cannot achieve high recognition accuracy for non-stationary noise sources or environments [3]. In order to simulate the human auditory system which can focus on desired speech even in very noisy environments, blind source separation (BSS) recovering source signals from their mixtures without knowing the mixing process has attracted considerable interest. Independent component analysis (ICA), which is the algorithm to ﬁnd statistically independent sources by means of higherorder statistics, has been eﬀectively employed for BSS [4]. As real-world acoustic B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 366–373, 2011. c Springer-Verlag Berlin Heidelberg 2011

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mixing involves convolution, ICA has generally been extended to the deconvolution of mixtures in both time and frequency domains. Although the frequency domain approach is usually favored due to high computational complexity and slow convergence of the time domain approach, one should resolve the permutation problem for successful separation [4]. While the frequency domain ICA approach assumes an independent prior of source signals at each frequency bin, independent vector analysis (IVA) is able to eﬀectively improve the separation performance by introducing a plausible source prior that models inherent dependencies across frequency [5]. IVA employs the same structure as the frequency domain ICA approach to separate source signals from convolved mixtures by estimating an instantaneous separating matrix on each frequency bin. Since convolution in the time domain can be replaced with bin-wise multiplications in the frequency domain, these frequency domain approaches are attractive due to the simple separating system. However, the replacement is valid only when the frame length is long enough to cover the entire reverberation of the mixing process [6]. Unfortunately, acoustic reverberation is often too long in real-world situations, which results in unsuccessful source separation. Kim et al. extended the conventional frequency domain ICA by using a feedforward separating ﬁlter structure to separate source signals in highly reverberant conditions [6]. Moreover, this method adopted the minimum power distortionless response (MPDR) beamformer with extra null-forming constraints based on spatial information of the sources to avoid arbitrary permutation and scaling. A feed-forward separating ﬁlter network on each frequency bin was employed in the framework of the IVA to successfully separate highly reverberated mixtures with the exploitation of a plausible source prior that models inherent dependencies across frequency [7]. A learning algorithm for the network was derived with the extended non-holonomic constraint and the minimal distortion principle (MDP) [8] to avoid the inter-frame whitening eﬀect and the scaling indeterminacy of the estimated source signals. In this paper, we describe an algorithm that uses a missing feature technique to accomplish noise-robust ASR with preprocessing of the IVA using feedforward separating ﬁlter networks. In order to discriminate reliable and unreliable time-frequency segments, we estimate signal-to-noise ratios (SNRs) from the log-spectral features of the separated speech and observed noisy speech and then compare them with a threshold. Among several missing feature techniques, we regard feature-vector imputation approaches since it may provide better performance by utilizing cepstral features and it does not have to alter the recognizer. In particular, the cluster-based reconstruction method is adopted since it can be more eﬃcient than the covariance-based reconstruction method for a small training corpus by using a simpler model [9]. After ﬁlling unreliable timefrequency segments by the cluster-based reconstruction, the log-spectral features are transformed into cepstral features to extract MFCCs. Noise robustness of the proposed algorithm is demonstrated by speech recognition experiments.

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Review on the IVA Using Feed-Forward Separating Filter Network

We brieﬂy review the IVA method using feed-forward separating ﬁlter network [7] which is employed as a preprocessing step for robust speech recognition. Let us consider unknown sources, {si (t), i = 1, · · · , N }, which are zero-mean and mutually independent. The sources are transmitted through acoustic channels and mixed to give observations, xi (t). Therefore, the mixtures are linear combinations of delayed and ﬁltered versions of the sources. One of them can be given by N L m −1 xi (t) = aij (p)sj (t − p), (1) j=1 p=0

where aij (p) and Lm denote a mixing ﬁlter coeﬃcient and the ﬁlter length, respectively. The time domain mixtures are converted into frequency domain signals by the short-time Fourier transform, in which the mixtures can be expressed as x(ω, τ ) = A(ω)s(ω, τ ), (2) where x(ω, τ ) = [x1 (ω, τ ) · · · xN (ω, τ )]T and s(ω, τ ) = [s1 (ω, τ ) · · · sN (ω, τ )]T denote the time-frequency representations of mixture and source signal vectors, respectively, at frequency bin ω and frame τ . A(ω) represents a mixing matrix at frequency bin ω. The source signals can be estimated from the mixtures by a network expressed as u(ω, τ ) = W(ω)x(ω, τ ), (3) where u(ω, τ ) = [u1 (ω, τ ) · · · uN (ω, τ )]T and W(ω) denote the time-frequency representation of an estimated source signal vector and a separating matrix, respectively. If the conventional IVA is applied, the Kullback-Leibler divergence between an exact joint probability density function (pdf) p(v1 (τ ) · · · vN (τ )) and N the product of hypothesized pdf models of the estimated sources i=1 q(vi (τ )) is used to measure dependency between estimated source signals, where vi (τ ) = [ui (1, τ ) · · · ui (Ω, τ )] and Ω is the number of frequency bins [5]. After eliminating the terms independent of the separating network, the cost function is given by Ω N J=− log | det W(ω)| − E{log q(vi (τ ))}. (4) ω=1

i=1

The on-line natural gradient algorithm to minimize the cost function provides the conventional IVA learning rule expressed as ΔW(ω) ∝ [I − ϕ(ω) (v(τ ))uH (ω, τ )]W(ω),

(5)

where the multivariate score function is given by ϕ(ω) (v(τ )) = [ϕ(ω) (v1 (τ )) · · · q(vi (τ )) ϕ(ω) (vN (τ ))]T and ϕ(ω) (vi (τ )) = − ∂ log = Ωui (ω,τ ) . Desired time ∂ui (ω,τ ) 2 ψ=1

|ui (ψ,τ )|

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domain source signals can be recovered by applying the inverse short-time Fourier transform to network output signals. Unfortunately, since acoustic reverberation is often too long to express the mixtures with Eq. (2), the mixing and separating models should be extended to x(ω, τ ) =

Km

A (ω, κ)s(ω, τ − κ),

(6)

W (ω, κ)x(ω, τ − κ),

(7)

κ=0

and u(ω, τ ) =

Ks κ=0

where A (ω, κ) and Km represent a mixing ﬁlter coeﬃcient matrix and the ﬁlter length, respectively [6]. In addition, W (ω, κ) and Ks denote a separating ﬁlter coeﬃcient matrix and the ﬁlter length, respectively. The update rule of the separating ﬁlter coeﬃcient matrix based on minimizing the Kullback-Leibler divergence has been derived as ΔW (ω, κ) ∝ −

Ks

{oﬀ-diag(ϕ(ω) (v(τ − Ks ))uH (ω, τ − Ks − κ + μ))

μ=0

+β(u(ω, τ − Ks ) − x(ω, τ − 3Ks /2))uH (ω, τ − Ks − κ + μ)}W (ω, μ),

(8)

where ‘oﬀ-diag(·)’ means a matrix with diagonal elements equal to zero and β is a small positive weighing constant [7]. In this derivation, non-causality was avoided by introducing a Ks -frame delay in the second term on the right side. In addition, the extended non-holonomic constraint and the MDP [8] were exploited to resolve scaling indeterminacy and whitening eﬀect on the inter-frame correlations of estimated source signals. The feed-forward separating ﬁlter coefﬁcients are initialized to zero, excluding the diagonal elements of W (ω, Ks /2) at all frequency bins which are initialized to one. To improve the performance, the MPDR beamformer with extra null-forming constraints based on spatial information of the sources can be applied before the separation processing [6].

3

Missing Feature Techniques for Robust Speech Recognition

Recovered speech signals obtained by the method mentioned in the previous section are exploited by missing feature techniques for robust speech recognition. The missing feature techniques is based on the observation that human listeners can perceive speech with considerable spectral excisions because of high redundancy of speech signals [10]. Missing feature techniques attempt either to obtain optimal decisions while ignoring time-frequency segments that are considered to be unreliable, or to ﬁll in the values of those unreliable features. The clusterbased method to restore missing features was used, where the various spectral

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proﬁles representing speech signals are assumed to be clustered into a set of prototypical spectra [10]. For each input frame, the cluster is estimated to which the incoming spectral features are most likely to belong from possibly reliable spectral components. Unreliable spectral components are estimated by bounded estimation based on the observed values of the reliable components and the knowledge of the spectral cluster to which the incoming speech is supposed to belong [10]. The original noisy speech and the separated speech signals are both used to extract log-spectral values in mel-frequency bands. Binary masks to discriminate reliable and unreliable log-spectral values for the cluster-based reconstruction method are obtained by [11] 0, Lorg (ωmel , τ ) − Lenh(ωmel , τ ) ≥ Th, (9) M (ωmel , τ ) = 1, otherwise, where M (ωmel , τ ) denotes a mask value at mel-frequency band ωmel and frame τ . Lorg and Lenh are the log-spectral values for the original noisy speech and the separated speech signals, respectively. The unreliable spectral components corresponding to zero mask values are reconstructed by the cluster-based method. The resulting spectral features are transformed into cepstral features, which are used as inputs of an ASR system [12].

4

Experiments

The proposed algorithm was evaluated through speech recognition experiments using the DARPA Resource Management database [13]. The training and test sets consisted of 3,990 and 300 sentences sampled at a rate of 16 kHz, respectively. The recognition system based on fully-continuous hidden Markov models (HMMs) was implemented by HMM toolkit [14]. Speech features were 13th-order mel-frequency cepstral coeﬃcients with the corresponding delta and acceleration coeﬃcients. The cepstral coeﬃcients were obtained from 24 mel-frequency bands with a frame size of 25 ms and a frame shift of 10 ms. The test set was generated by corrupting speech signal with babble noise [15]. Fig. 1 shows a virtual rectangular room to simulate acoustics from source positions to microphone positions. Two microphones were placed at positions marked by gray circles. The distance from a source to the center of two microphone positions was ﬁxed to 1.5 m, and the target speech and babble noise sources were placed at azimuthal angles of −20◦ and 50◦ , respectively. To simulate observations at the microphones, target speech and babble noise signals were mixed with four room impulse responses from two speakers to two microphones which had been generated by the image method [16]. Since the original sampling rate (16 kHz) is too low to simulate signal delay at the two microphones close to each other, the source signals were upsampled to 1,024 kHz, convolved with room impulse responses generated at a sampling rate of 1,024 kHz, and downsampled back to 16 kHz. To apply IVA as a preprocessing step, the short-time Fourier transforms were conducted with a frame size of 128 ms and a frame shift of 32 ms.

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Room size: 5m x 4m x 3m

T N

1.5 m 20º 50º 3m

20 cm

1.5 m

Fig. 1. Source and microphone positions to simulate corrupted speech

Table 1 shows the word accuracies in several echoic environments for corrupted speech signals whose SNR was 5 dB. As a preprocessing step, the conventional IVA method instead of the IVA using feed-forward network was also applied and compared in terms of the word accuracies. The optimal step size for each method was determined by extensive experiments. The proposed algorithm provided higher accuracies than the baseline without any processing for noisy speech and the method with the conventional IVA as a preprocessing step. For test speech signals whose SNR was varied from 5 dB to 20 dB, word accuracies accomplished by the proposed algorithm are summarized in Table 2. It is worthy Table 1. Word accuracies in several echoic environments for corrupted speech signals whose SNR was 5 dB Reverberation time 0.2 s Baseline

0.4 s

24.9 % 16.4 %

Conventional IVA 75.1 % 29.7 % Proposed method 80.6 % 32.2 %

Table 2. Word accuracies accomplished by the proposed algorithm for corrupted speech signals whose SNR was varied from 5 dB to 20 dB. The reverberation time was 0.2 s. Input SNR

20 dB 15 dB 10 dB 5 dB

Baseline

88.0 % 75.2 % 50.8 % 24.9 %

Proposed method 90.6 % 88.4 % 84.9 % 80.6 %

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of note that the proposed algorithm improved word accuracies signiﬁcantly in these cases.

5

Concluding Remarks

In this paper, we have presented a method for robust speech recognition using cluster-based missing feature reconstruction with binary masks in time-frequency segments estimated by the preprocessing of IVA using feed-forward network. Based on the preprocessing which can eﬃciently separate target speech, robust speech recognition was achieved by identifying time-frequency segments dominated by noise in log-spectral feature domain and by ﬁlling the missing features with the cluster-based reconstruction technique. Noise robustness of the proposed algorithm was demonstrated by recognition experiments. Acknowledgments. This research was supported by the Converging Research Center Program through the Converging Research Headquarter for Human, Cognition and Environment funded by the Ministry of Education, Science and Technology (2010K001130).

References 1. Juang, B.H.: Speech Recognition in Adverse Environments. Computer Speech & Language 5, 275–294 (1991) 2. Singh, R., Stern, R.M., Raj, B.: Model Compensation and Matched Condition Methods for Robust Speech Recognition. CRC Press (2002) 3. Raj, B., Parikh, V., Stern, R.M.: The Eﬀects of Background Music on Speech Recognition Accuracy. In: IEEE ICASSP, pp. 851–854 (1997) 4. Hyv¨ arinen, A., Harhunen, J., Oja, E.: Independent Component Analysis. John Wiley & Sons (2001) 5. Kim, T., Attias, H.T., Lee, S.-Y., Lee, T.-W.: Blind Source Separation Exploiting Higher-Order Frequency Dependencies. IEEE Trans. Audio, Speech, and Language Processing 15, 70–79 (2007) 6. Kim, L.-H., Tashev, I., Acero, A.: Reverberated Speech Signal Separation Based on Regularized Subband Feedforward ICA and Instantaneous Direction of Arrival. In: IEEE ICASSP, pp. 2678–2681 (2010) 7. Oh, M., Park, H.-M.: Blind Source Separation Based on Independent Vector Analysis Using Feed-Forward Network. Neurocomputing (in press) 8. Matsuoka, K., Nakashima, S.: Minimal Distortion Principle for Blind Source Separation. In: International Workshop on ICA and BSS, pp. 722–727 (2001) 9. Raj, B., Seltzer, M.L., Stern, R.M.: Reconstruction of Missing Features for Robust Speech Recognition. Speech Comm. 43, 275–296 (2004) 10. Raj, B., Stern, R.M.: Missing-Feature Methods for Robust Automatic Speech Recognition. IEEE Signal Process. Mag. 22, 101–116 (2005) 11. Kim, M., Min, J.-S., Park, H.-M.: Robust Speech Recognition Using Missing Feature Theory and Target Speech Enhancement Based on Degenerate Unmixing and Estimation Technique. In: Proc. SPIE 8058 (2011), doi:10.1117/12.883340 12. Rabiner, L., Juang, B.-H.: Fundamentals of Speech Recognition. Prentice-Hall (1993)

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13. Price, P., Fisher, W.M., Bernstein, J., Pallet, D.S.: The DARPA 1000-Word Resource Management Database for Continuous Speech Recognition. In: Proc. IEEE ICASSP, pp. 651–654 (1988) 14. Young, S.J., Evermann, G., Gales, M., Hain, T., Kershaw, D., Liu, X., Moore, G., Odell, J., Ollason, D., Povey, D., Valtchev, V., Woodland, P.C.: The HTK Book (for HTK Version 3.4). University of Cambridge (2006) 15. Varga, A., Steeneken, H.J.: Assessment for automatic speech recognition: II. In: NOISEX 1992: A Database and an Experiment to Study the Eﬀect of Additive Noise on Speech Recognition Systems. Speech Comm., vol. 12, pp. 247–251 (1993) 16. Allen, J.B., Berkley, D.A.: Image Method for Eﬃciently Simulating Small-Room Acoustics. Journal of the Acoustical Society of America 65, 943–950 (1979)

Learning to Rank Documents Using Similarity Information between Objects Di Zhou, Yuxin Ding, Qingzhen You, and Min Xiao Intelligent Computing Research Center, Computer Science and Technology, Harbin Institute of Technology Shenzhen Graduate School, 518055 Shenzhen, China {zhoudi_hitsz,qzhyou,xiaomin_hitsz}@hotmail.com, [email protected]

Abstract. Most existing learning to rank methods only use content relevance of objects with respect to queries to rank objects. However, they ignore relationships among objects. In this paper, two types of relationships between objects, topic based similarity and word based similarity, are combined together to improve the performance of a ranking model. The two types of similarities are calculated using LDA and tf-idf methods, respectively. A novel ranking function is constructed based on the similarity information. Traditional gradient descent algorithm is used to train the ranking function. Experimental results prove that the proposed ranking function has better performance than the traditional ranking function and the ranking function only incorporating word based similarity between documents. Keywords: learning to rank, lisewise, Latent Dirichlet Allocation.

1 Introduction Ranking is widely used in many applications, such as document retrieval, search engine. However, it is very difficult to design effective ranking functions for different applications. A ranking function designed for one application often does not work well on other applications. This has led to interest in using machine learning methods for automatically learning ranked functions. In general, learning-to-rank algorithms can be categorized into three types, pointwise, pairwise, and listwise approaches. The pointwise and pairwise approaches transform ranking problem into regression or classification on single object and object pairs respectively. Many methods have been proposed, such as Ranking SVM [1], RankBoost [2] and RankNet [3]. However, both pointwise and pairwise ignore the fact that ranking is a prediction task on a list of objects. Considering the fact, the listwise approach was proposed by Zhe Cao et. al [4]. In the listwise approach, a document list corresponding to a query is considered as an instance. The representative listwise ranking algorithms include ListMLE [5], ListNet[4], and RankCosine [6]. One problem of these listwise approaches mentioned above is that they only focus on the relationship between documents and queries, ignoring the similarity among documents. The relationship among objects when learning a ranking model is B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 374–381, 2011. © Springer-Verlag Berlin Heidelberg 2011

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considered in the algorithm proposed in paper [7]. But it is a pairwise ranking approach. One problem of pairwise ranking approaches is that the number of document pairs varies with the number of document [4], leading to a bias toward queries with more document pairs when training a model. Therefore, developing a ranking method with relationship among documents based on listwise approach is one of our targets. To design ranking functions with relationship information among objects, one of the key problems we need to address is how to calculate the relationship among objects. The work [12] is our previous study on rank learning. In this paper each document is represented as a word vector, and the relationship between documents is calculated by the cosine similarity between two word vectors representing the two documents. We call this relationship as word relationship among objects. However, in practice when we say two documents are similar, usually we mean the two documents have similar topics. Therefore, in this paper we try to use topic similarity between documents to represent the relationship between documents. We call this relationship as topic relationship among objects. The major contributions of this paper include (1) a novel ranking function is proposed for rank learning. This function not only considers content relevance of objects with respect to queries, but also incorporates two types of relationship information, word relationship among objects and topic relationship among objects. (2) We compare the performances of three types of ranking functions; they are the traditional ranking function, ranking function with word relationship among objects and the ranking function with word relationship and topic relationship among objects. The remaining part of this paper is organized as follows. Section two introduces how to construct ranking function using word relationship information and topic relationship information. Section three discusses how to construct the loss functions for rank learning and gives the training algorithm to learn ranking function. Section four describes the experiment setting and experimental results. Section five is the conclusion.

2 Ranking Function with Topic Based Relationship Information In this section, we discuss how to calculate topic relationships among documents and how to construct ranking function using relationships among documents. 2.1 Constructing Topic Relationship Matrix Based on LDA Latent Dirichlet Allocation or LDA [8] was proposed by David M. Blei. LDA is a generation model and it can be looked as an approach that builds topic models using document clusters [9]. Compared to traditional methods, LDA can offer topic-level features corresponding to a document. In this paper we represent a document as a topic vectors, and then calculate the topic similarity between documents. The architecture of LDA model is shown in Fig. 1. Assume that there are K topics and V words in a corpus. The corpus is a collection of M documents denoted as D = {d1, d2… dM}. A document di is constructed by N words denoted as wi = (wi1, wi2… wiN). β is a K × V matrix, denoted as {βk}K. Each βk denotes the mixture component

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of topic k. θ is a M × K matrix, denoted as {θm}M. Each θm denotes the topic mixture proportion for document dm. In other words, each element θm,k of θm denotes the probability of document dm belonging to topic k. We can obtain the probability for generating corpus D as following, M

Nd

d =1

n=1 zdn

p(D | α,η) = ∏ p(θd | α )(∏ p(zdn | θd ) p(wdn | zdn ,η))dθd

(1)

where α denotes hyper parameter on the mixing proportions, η denotes hyper parameter on the mixture components, and zdn indicates the topic for the nth word in document d.

η

α

θ

β

z

k

w

N

M

Fig. 1. Graphical model representation of LDA

In this paper, we utilize θm as the topic feature vectors of a document dm , and the topic similarity between two documents is calculated by the cosine similarity of two topic vectors representing the two documents. We incorporate topic relationship and word relationship to calculate document rank. To calculate the word relationship, we represent document dm as a word vector ζm. tf-idf method is employed to assign weights to words occurring in a document. The weight of a word is calculated according to (2).

ni ) DF (t ) wi ,t = ni TFt '2 (t ' , d i ) log 2 ( ) ' DF (t ' ) t ∈V TFt (t , di ) log(

(2)

In (2), wi,t indicates the weight assigned to term t. TFt(t, di) is the term frequency weight of term t in document di; ni denotes the number of documents in the collection Di, and DF(t) is the number of documents in which term t occurs. The word similarity between two documents is calculated by the cosine similarity of two word vectors representing the two documents. In our experiments, we select the vocabulary by removing words in stop word list. This yielded a vocabulary of 2082 words in average. The similarity measure defined in this paper incorporates topic similarity with word similarity, which is shown as (3). From (3) we can construct a M×M similarity matrix R to represent the relationship between objects, where R(i,j) and R (j,i) are equal to sim(dj, di). In our experiments, we set λ to 0.3 in ListMleNet and 0.5 in List2Net.

sim(d m , d m ' ) = λ cos(θ m , θ m ' ) + (1 − λ ) cos(ς m , ς m ' ), 0 < λ < 1

(3)

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2.2 Ranking Function with Relationship Information among Objects In this section we discuss how to design ranking function. Firstly, we define some notations used in this section. Let Q = {q1, q2, …, qn} represent a given query set. Each query qi is associated to a set of documents Di = {di1, di2, …, dim} where m denotes the number of documents in Di. Each document dij in Di is represented as a feature vector xij = Φ(qi,dij). The features in xij are defined in [10], which contain both conventional features (such as term frequency) and some ranking features (such as HostRank). Besides, each document set Di is associated with a set of judgments Li = {li1, li2, …, lim}, where lij is the relevance judgment of document dij with respect to query qi. For example, lij can denote the position of document dij in ranking list, or represent the relevance judgment of document dij with respect to query qi. Ri is the similarity matrix between documents in Di. We can see each query qi corresponds to a set of document Di, a set of feature vectors Xi = {xi1, xi2,…, xim} , a set of judgments Li [4], and a matrix Ri. Let f(Xi, Ri) denote a listwise ranking function for document set Di with respect to query qi . It outputs a ranking list for all documents in Di. The ranking function for each document dij is defined as (4). ni

f (xij , Ri | ζ ) = h(xij , w) + τ h(xiq , w ) ⋅ Ri( j ,q ) ⋅ Ri( j ,q ) ⋅ σ ( Ri( j ,q ) | ζ )

(4)

q≠ j

σ ( Ri

( j ,q )

( j ,q ) 1, if Ri ≥ ζ |ζ ) = ( j ,q ) 0, if Ri < ζ

h(x ij , w ) =< xij , w >= xij ⋅ w

(5) (6)

where ni denotes the number of documents in the collection Di and feature vector xij denotes the content relevance of dij with respect to query qi . h(xij,w) in (6) is content relevance of dij with respect to query qi .Vector w in h(xij,w) is unknown, which is exactly what we want to learn. In this paper, h(xij,w) is defined as a linear function, that is h(.) takes inner product between vector xij and w. Ri (j,q) denotes the similarity between document dij and diq as defined in (3). (5) is a threshold function. Its function is to prevent some documents which have little similarity with document dij affecting the rank of dij . ζ is constant, in our experiment set to 0.5. The second item of (4) can be interpreted as following: if the relevance score between diq and query qi is high and diq is very similar with dij , then the relevance value between dij and qi will be increased significantly, and vice versa. In (4) we can see the rank for document dij is decided by the content of dij and its similarities with other documents. The coefficient τ is weight of similarity information (the second item of (4)). We can change its value to adjust the contribution of similarity information to the whole ( j ,q ) ranking value. In our experiment, we set it to 0.5. Ri is a normalized value of Ri (j,q), which is calculated according to (7). Its function is to reduce the bias introduced by Ri (j,q) . From (4) we can see that the ranking function (4) tends to give high rank to an ( j ,q ) object which has more similar documents without the normalized Ri . In [12] we analyzed this bias in detail.

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Ri( j , q ) =

Ri( j ,q ) r ≠ j Ri( j ,r )

(7)

3 Training Algorithm of Ranking Function In this section, we use two training algorithms to learn the proposed listwise rankings function. The two algorithms are called ListMleNet and List2Net, respectively. The only difference between the two algorithms is that they use different loss functions. ListMleNet uses the likelihood loss proposed by [5], and List2Net uses the cross entropy proposed by [4]. The two algorithms all use stochastic gradient descent algorithm to search the local minimum of loss functions. The stochastic gradient descent algorithm is described as Algorithm 1. Table 1. Stochastic Gradient Descent Algorithm

Algorithm 1 Stochastic Gradient Descent Input: training data {{X1, L1, R1}, {X2, L2, R2},…, {Xn, Ln, Rn}} Parameter: learning rate η, number of iterations T Initialize parameter w For t = 1 to T do For i = 1 to n do Input {Xi, Li, Ri} to Neural Network Compute the gradient △w with current w ,

Update End for End for Output: w

In table 1, the function L(f(Xi,Ri)w,Li) denotes the surrogate loss function. In ListMleNet, the gradient of the likelihood loss L(f(Xi,Ri)w,Li) with respect to wj can be derived as (8). In List2Net the gradient of the cross entropy loss L(f(Xi,Ri)w,Li) with respect to wj can be derived as (9).

Δw j =

=−

∂L( f ( X i , Ri ) w , Li ) ∂w j

1 ni { k =1 ln10

∂f (xiLk , Ri ) i

∂w j

−

ni

[exp( f (xiLp , Ri )) ⋅ p=k i

ni

∂f (xiLp , Ri ) i

∂w j

exp( f (xiLp , Ri )) p =k i

] }

(8)

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Δw j =

379

∂L( f ( X i , Ri ) w , Li ) ∂w j

= − ki=1[ PLi (xik ) ⋅ n

In (8) and (9),

∂f ( xik , Ri ) ]+ ∂w j

ni k =1

[exp( f (xik , Ri )) ⋅

ni k =1

∂f ( x ik , Ri ) ] ∂w j

(9)

exp( f (x ik , Ri ))

∂f (xik , Ri ) ( j) = x(ikj ) + τ xip( j ) Ri( k , p ) Ri( k , p )σ ( Ri( k , p ) | ζ ) and x ik is ∂w j p =1, p ≠ k

the j-th element in xik.

4 Experiments We employed the dataset LETOR [10] to evaluate the performance of different ranking functions. The dataset contains 106 document collections corresponding to 106 queries. Five queries (8, 28, 49, 86, 93) and their corresponding document collections are discarded due to having no highly relevant query document pairs. In LETOR each document dij has been represented as a vector xij. The similarity matrix Ri for ith query is calculated according to (3). We partitioned the dataset into five subsets and conducted 5-fold cross-validation. Each subset contains about 20 document collections. For performance evaluation, we adopted the IR evaluation measures: NDCG (Normalized Discounted Cumulative Gain) [11]. In the experiments we randomly selected one perfect ranking among the possible perfect rankings for each query as the ground truth ranking list. In order to prove the effectiveness of the algorithm proposed in this paper, we compared the proposed algorithms with other two kind of listwise algorithms, ListMle[5] and listNet[4]. The difference of these algorithms is that they use different types of ranking functions and loss functions. In these algorithms two types of loss functions are used. They are likelihood loss (denoted as LL) and cross entropy (denoted as CE). In this paper we divide a ranking function into three parts. They are query relationship (denoted as QR), word relationship (denoted as WR) and topic relationship (denoted as TR). Query relationship refers to the content relevance of objects with respect to queries, that is the function h(xij , w) in (4). Word relationship and topic relationship have the same expression as the second term in (4). The difference between them is that word relationship uses the word similarity matrix (the first term in (3)), and topic relationship uses the topic similarity matrix (the second term in (3)). The performance comparison of different ranking learning algorithms is shown in Fig.2 and Fig.3, respectively. In Fig.2 and Fig.3, the x-axes represents top n documents; the y-axes is the value of NDCG; “TR n” represents n topics are selected by LDA. ListMle and ListMleNet all use likelihood loss function. From Figure 2, we can get the following results: 1) ListMleNet (QR+WR) and ListMleNet (QR+WR+TR) outperform ListMle in terms of NDCG measures. In average the NDCG value of ListMleNet is about 1-2 points higher than ListMle. 2) The performance of

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ListMleNet (QR+WR+TR) is affected by the topic numbers selected in LDA. In our experiments ListMleNet gets the best performance when topic number is 100. In average the NDCG value of ListMleNet (QR+WR+TR100) is about 0.3 points higher than ListMle(QR+WR). Especially, on [email protected] ListMleNet (QR+WR+TR100) has 2-point gain over ListMleNet (QR+WR). Therefore, topic similarity between documents is helpful for ranking documents. ListNet and List2Net all use likelihood loss function. Their performances are shown in Fig.3. From Fig. 3, we can get the similar results: 1) List2Net (QR+WR) and List2Net (QR+WR+TR) outperform ListNet in terms of NDCG measures. In average the NDCG value of List2Net is about 1-2 points higher than ListNet. 2) The performance of List2Net (QR+WR+TR) is also affected by the topic numbers. In our experiments List2Net gets the best performance when topic number is 100. In average the NDCG value of List2Net (QR+WR+TR100) is about 0.9 points higher than ListNet (QR+WR). It is also shown that topic similarity between documents is helpful for ranking documents. 0.43

ListMle(QR) ListMleNet(QR+WR)

0.41

ListMleNet(QR+WR+TR20)

0.39

ListMleNet(QR+WR+TR40) ListMleNet(QR+WR+TR60)

0.37

ListMleNet(QR+WR+TR80)

1

2

3

4

5

6

7

8

9

10

ListMleNet(QR+WR+TR100)

Fig. 2. Ranking performances of ListMle and ListMleNet

0.6

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List2Net(QR+WR) List2Net(QR+WR+TR20)

0.5

List2Net(QR+WR+TR40)

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0.4

List2Net(QR+WR+TR80)

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Fig. 3. Ranking performances of ListNet and List2Net

5 Conclusions In this paper we use relationship information among objects to improve the performance of ranking model. Two types of relationship information, word

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relationship and topic relationship among objects are incorporated into ranking function. Stochastic gradient descent algorithm is employed to learn ranking functions. Our experiments prove that ranking function with similarity information between objects performs better than the traditional ranking function and ranking functions with topic-based similarity information works more effectively than that only using word-based similarity information. Acknowledgments. This work was partially supported by Scientific Research Foundation in Shenzhen (Grant No. JC201005260159A), Scientific Research Innovation Foundation in Harbin Institute of Technology (Project No. HIT.NSRIF2010123), and Key Laboratory of Network Oriented Intelligent Computation (Shenzhen).

References 1. Herbrich, R., Graepel, T., Obermayer, K.: Support vector learning for ordinal regression. In: Ninth International Conference on Artificial Neural Networks, pp. 97–102. ENNS Press, Edinburgh (1999) 2. Freund, Y., Iyer, R., Schapire, R.E., Singer, Y.: An efficient boosting algorithm for Combining Preferences. Journal of Machine Learning Research 4, 933–969 (2003) 3. Burges, C., Shaked, T., Renshaw, E., Lazier, A., Deeds, M., Hamilton, N., Hullender, G.: Learning to rank using gradient descent. In: 22nd International Conference on Machine learning, pp. 89–96. ACM Press, New York (2005) 4. Cao, Z., Qin, T., Liu, T.Y., Tsai, M.F., Li, H.: Learning to rank: from pairwise approach to listwise approach. In: 24th International Conference on Machine learning, pp. 129–136. ACM Press, New York (2007) 5. Xia, F., Liu, T.Y., Wang, J., Zhang, W., Li, H.: Listwise Approach to Learning to Rank: Theory and Algorithm. In: 25th International Conference on Machine Learning, pp. 1192– 1199. ACM Press, New York (2008) 6. Qin, T., Zhang, X.D., Tsai, M.F., Wang, D.S., Liu, T.Y., Li, H.: Query-level loss functions for information retrieval. Information Processing and Management 44, 838–855 (2008) 7. Qin, T., Liu, T.Y., Zhang, X.D., Wang, D.S., Xiong, W.Y., Li, H.: Learning to Rank Relational Objects and Its Application to Web Search. In: 17th International World Wide Web Conference Committee, pp. 407–416. ACM Press, New York (2008) 8. Blei, D.M., Ng, A.Y., Jordan, M.I.: Latent Dirichlet Allocation. Journal of Machine Learning Research 3, 993–1022 (2003) 9. Wei, X., Croft, W.B.: LDA-Based Document Models for Ad-hoc Retrieval. In: 29th SIGIR Conference, pp. 178–185. ACM Press, New York (2006) 10. Liu, T.Y., Xu, J., Qin, T., Xiong, W., Li, H.: LETOR: Benchmark Dataset for Research on Learning to Rank for Information retrieval. In: SIGIR 2007 Workshop, pp. 1192–1199. ACM Press, New York (2007) 11. Jarvelin, K., Kekalainen, J.: IR evaluation methods for retrieving highly relevant documents. In: 23rd Annual International ACM SIGIR Conference on Research and Development in Information Retrieval, pp. 41–48. ACM Press, New York (2000) 12. Ding, Y.X., Zhou, D., Xiao, M., Dong, L.: Learning to Rank Relational Objects Based on the Listwise Approach. In: 2011 International Joint Conference on Neural Networks, pp. 1818–1824. IEEE Press, New York (2011)

Efficient Semantic Kernel-Based Text Classification Using Matching Pursuit KFDA Qing Zhang1, Jianwu Li2,*, and Zhiping Zhang3 1,3

Institute of Scientific and Technical Information of China, Beijing 100038, China 2 Beijing Laboratory of Intelligent Information Technology, School of Computer Science and Technology, Beijing Institute of Technology, Beijing 100081, China [email protected], [email protected], [email protected]

Abstract. A number of powerful kernel-based learning machines, such as support vector machines (SVMs), kernel Fisher discriminant analysis (KFDA), have been proposed with competitive performance. However, directly applying existing attractive kernel approaches to text classification (TC) task will suffer semantic related information deficiency and incur huge computation costs hindering their practical use in numerous large scale and real-time applications with fast testing requirement. To tackle this problem, this paper proposes a novel semantic kernel-based framework for efficient TC which offers a sparse representation of the final optimal prediction function while preserving the semantic related information in kernel approximate subspace. Experiments on 20-Newsgroup dataset demonstrate the proposed method compared with SVM and KNN (K-nearest neighbor) can significantly reduce the computation costs in predicating phase while maintaining considerable classification accuracy. Keywords: Kernel Method, Efficient Text Classification, Matching Pursuit KFDA, Semantic Kernel.

1

Introduction

Text classification (TC) is a challenging problem [1], which aims to automatically assign unlabeled documents to predefined one or more classes according to its contents and is characterized by its inherent high dimensionality and the inevitable existence of polysemy and synonym. To solve those problems, in the last decade, the related studies in document representation, dimensionality reduction and model construction have gained numerous attentions and fruitions [1]. Specifically, this paper mainly focuses on kernel based TC problem. In recent 20 years, a number of powerful kernel-based learning machines [2], such as support vector machines (SVMs), kernel Fisher discriminant analysis (KFDA), have been proposed and achieved competitive performance in a wide variety of *

Corresponding author.

B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 382–390, 2011. © Springer-Verlag Berlin Heidelberg 2011

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learning tasks. However, existing attractive kernel approaches are not designed originally for text categorization and often incur huge costs of computation [3]. Kernel method for text is pioneered by Joachims [4] who applies SVM to text classification successfully. Due to the straightforward use of bag of words (BOW) features [4] [5], the semantic relation between words is not taken into consideration. Subsequently, some attentions have been devoted to constructing kernels with semantic information, [6] [7]. Although these attempts take advantage of the modularity in kernel method for improving the performance of TC in the aspects of document representation model and similarity estimation metric, some TC tasks based kernel method are still not practical for the scalability demands which have been increasingly stressed by the advent of large scale and real time applications [8] [9]. The scalable deficiency is inherent for the kernel based methods because the operations on kernel matrix and final optimal solutions largely depend on the whole training examples. To overcome the former problem, previous attempts focus on low rank matrices approximation to make learning algorithms possible to manipulate large scale kernel matrix [10] [11]. For solving the latter one, some approaches straightforwardly deal with the final solution in kernel induced space, such as Burges et al. [12] with Reduced-Set method for SVM and Zhang et al. [13] using pre-image reconstruction for KFDA while another method adds a constraint to the learning algorithm, which explicitly controls the sparseness of the classifier e.g. Wu et al. [14]. Different from the methods discussed above, Diethe et al. [15] in 2009, propose a novel sparse KFDA called matching pursuit kernel Fisher discriminant analysis (MPKFDA), which can provide an explicit kernel induced subspace mapping, taking the classification labels into account. In this paper, taking advantage of the inherent modularity in kernel-based method and the availability of the explicit kernel subspace approximation in Diethe et al. 2009 [15], we propose a novel semantic kernel-based framework for efficient TC. In our proposed framework, three different mappings with particular purposes are involved: a) VSM construction mapping, b) semantic kernel space mapping, c) approximate semantic kernel subspace mapping. Using these mappings, the original high dimensional textual data can be transformed into a very low dimensional subspace while maintaining sufficient semantic information and then sparse kernelbased learning model is constructed for efficient testing. The remainder of this paper is organized as follows. Section 2 introduces kernel method briefly and the proposed method is presented in section 3 followed by the experiments in section 4. The last section concludes this paper.

2

Brief Review of Kernel Methods

Kernel Methods serve as a state-of-the-art framework for all kinds of learning problems which have been successfully introduced into text classification field pioneered by [4]. The main idea behind this approach is the kernel trick using a kernel function to map the data from the original input space into a kernel-induced space implicitly. Then, standard algorithms in input space are performed to solve the kernel induced learning problem reformulated into dot product form substituted by Mercer kernels [2].

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The general framework of kernel approach [2] is featured with the modularity, which enable different pattern analysis algorithms to obtain the solution with enhanced ability such as KPCA, which is the kernel version of PCA approach in particular kernel-induced space via diverse kernel functions implicitly. Given a training set {x1 , x2 ," , xL } , a mapping φ and a kernel function

k ( xi , x j ) , all similarity information between input patterns in kernel feature space is entirety preserved in kernel matrix ( also called Gram matrix),

K = ( k ( xi , x j ) )

i , j =1, L

(

= φ ( xi ), φ ( x j )

)

i , j =1, L

.

(1)

Usually, kernel-based algorithms can seek a linear function solution in feature space [2], as follows L

L

i =1

i =1

f ( x) = w 'φ ( x) = α iφ ( xi ), φ ( x) = α i k ( xi , x) .

3

(2)

A Novel Semantic Kernel-Based Framework for Efficient TC

As discussed above, the main drawback of this kernel-based TC method is usually lack of sparsity, which is linear proportional to all training samples. It will seriously undermine the classification efficiency on large scale text corpus in predicting phase, especially in real time applications [8] [9]. Framework 1. Semantic Kernel-based Subspace Text Classification.

di → φ (d i ) → R n → φ ' ( R n ) → R k → φ '' ( R k ) → R m Input: Training text corpus 1: Preprocessing on text corpus 2: Vector space mapping di → φ ( di ) → R n 3: Semantic space mapping

Rn → φ ' (Rn ) → Rk

4: Low-dim semantic kernel-based subspace approximation mapping

R k → φ '' ( R k ) → R m

m

5: Learning model in R using any standard classifier 6: Using Step1-4 mapping the test data into low dimensional semantic kernel-based subspace 7: Classifying the mapped data Output: Result labels for test corpus

To solve this problem, we propose a novel kernel-based framework for TC in this paper, shown in Framework 1. This method extends the general kernel-based framework for text processing. In the following, three mappings for constructing efficient semantic preserved sparse TC model are detailed. 3.1 VSM Construction Mapping Typical kernel-based algorithms (e.g., SVM) are originally designed for the numerical value vector-based examples in input space. Therefore, vector space model (VSM) [5]

Efficient Semantic Kernel-Based Text Classification Using Matching Pursuit KFDA

representation for textual data is of key importance in which each document

385

di in

corpus can be represented as a bag of words (BOW) using the irreversible mapping to N dimensional vector space,

φ : di 6 φ (di ) = (tf (t1 , di ), tf (t2 , di )," , tf (t N , di )) ' ∈ R N ,

(3)

tf (ti , di ) is the frequency of the term ti in d i and N is the terms extracted

where

from the corpus. As a result, we can construct the term-document matrix shown in (4) derived from the corpus containing L documents,

DVSM

3.2

tf (t1 , d1 ) " tf (t1 , d L ) # % # = . tf (t , d ) … tf (t , d ) 1 N N L

(4)

Semantic Kernel Space Mapping

Furthermore, using this mapping

φ , the vector space model-based kernel space can

be constructed. The corresponding kernel is the inner product between

φ ' : d 6 φ ' (d ) matrix

φ (d i )

and

K = D'D , with the entry ki , j in K as

φ (d j ) .

More generally, some mappings

as the linear transformations of the document can be defined [3] by

p,

φ ' ( d ) = Pφ ( d ) .

(5)

Subsequently, the kernel matrix becomes

K = (φ ( d i ) ' P ' P φ ( d j ) )

i , j =1, L

= D'P'PD .

(6)

In addition, Mercer's conditions for K require that P ' P should be positive semidefinite. Under this framework of kernel approach for textual data processing, different choices of P can trigger diverse variants of kernel space. In the case of P = I ( I is unit matrix), vector space model (VSM) induced kernel space is established, which maps each document to a vector representation as in (3). However, the main limitation of such approach lies in the absence of semantic information, which is incapable of addressing the problem of synonymy and polysemy [3]. In order to solve ambiguity in similarity measure, various methods have been developed for the extraction of semantic information in large scale corpus through textual contents such as Latent Semantic Indexing (LSI) [16], or exterior resources such as semantic networks in a hierarchical structure [17] [18]. All these methods can be incorporated into our framework.

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In this paper, we employ the LSI method to construct semantic kernel as described in Cristianini etc al. [3] for our proposed framework to overcome the semantic deficiency problem. LSI is a transformed-based feature reduction approach which offers the possibility of mapping the document in VSM into a semantic subspace defined by several concepts using Singular Value Decomposition (SVD) in an unsupervised way [16]. In that low-dimensional concept-based subspace, the similarity between documents can reflect the semantic structures by taking words cooccurrence information into account. More precisely, the term document matrix derived from (4) is decomposed using SVD,

D = UΣV ' ,

(7) '

'

where the columns of matrix U and V are the eigenvectors of DD and D D respectively, Σ is a diagonal matrix with nonnegative real diagonal singular values sorted in decreasing order. The key to building LSI kernel is to find the matrix P defined by the mapping

φ ' : d 6 φ ' (d ) .

For LSI case, the concept subspace is spanned by the first k

columns of U , which form the matrix P ,

P = U k ' = (u1,u2,",uk ) ' . Hence the LSI kernel mapping is

(8)

φ ' : d 6 φ ' (d ) = Uk 'φ (d )

and the kernel

matrix is

K = ( φ ( d i ) ' U k U k 'φ ( d j ) ) 3.3

i , j =1, L

= D'Uk U k 'D .

(9)

Approximate Semantic Kernel Subspace Mapping

The third mapping is crucial for our final sparse model construction. However, previous efforts addressing kernel-induced subspace approximation mainly focus on training phase using low-rank matrix approximation [10] [11] with the purpose to simplify specific optimizing process, which can not contribute to our third mapping. Although the approaches e.g. [12] [13] deal with our problem directly, those need a full final model in advance. Recently, Matching Pursuit Kernel Fisher Discriminant Analysis proposed by [15] in 2009 offers us a new approach to finding a low dimensional space by kernel subspace approximation, the fundamental principle of which is the use of Nyström method of low rank approximation for the Gram matrix in a greedy fashion. MPKFDA is suitable to our problem because it can find the explicit kernel-based subspace in which any standard machine learning can be applied. Thus, we incorporate MPKFDA into our framework such that the data in semantic kernel space can be projected into its approximation subspace with low dimensionality. We assume X is the data matrix containing the projected data in a semantic kernel induced space, which are stored as row vectors and

K[i, j ] = xi , x j

are

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K[:, i ] and K[i, i] represent the ith column of K and the square matrix defined by a set of indices i = {i1 ,… , im } , the entries of kernel matrix K . The notation of

respectively. According to [15], the final subspace projection is through K[:, i ]R' as a new data matrix in the low dimensional semantic kernel induced subspace, which is derived via applying the Nyström method of low rank approximation for the Kernel matrix,

= K[:, i]K[i, i]−1 K[:, i]' K = K[:, i ]R'RK[:, i ]', −1 where R is the Cholesky decomposition of K[i , i ] = R'R .

(10)

Moreover, this kernel matrix approximation can be viewed as a form of covariance matrix in this space,

= RK[:, i ]' K[:, i ]R' . (11) k In order to seek a set i = {i1 ,… , ik } , the iterative greedy procedure is performed to seek ik in the kth round by choosing the ik which leads to maximization of the Fisher discriminant ratio,

max J ( w) = w

where

μ w+

and

μ w−

( μ w+ − μ w− ) 2 (σ w+ ) 2 + (σ w− ) 2 + λ w

2

,

(12)

are the means of the projection of the positive and negative

examples respectively onto the direction

w and σ w+ , σ w− are the corresponding

K, K[:, ik ]K[:, ik ]' K = I K , K[:, ik ]'K[:, ik ]

standard deviations and then deflate the

(13)

ensuring the remaining potential basis vectors are orthogonal to those bases already picked. The maximization rule is

e'i XX'yyXX'ei K[:, i ]'yy'K[:, i ] , (14) max ρi = ' = i ei XX'BXX'ei K[:, i ]'BK[:, i ] which is derived via substituting w = X'ei in the following equation as the FDA problem [2]

w'X'yy'Xw , (15) w w'X'BXw where ei is the ith unit vector, y is the label vector with +1 or -1, and w = max

B = D - C+ - C- as defined in [2].

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After finding the low dimensional semantic kernel induced subspace, all the training data are projected into this space using K[:, i ]R' recomputed by the samples indexed in the optimal set

i = {i1 ,… , ik } as our third mapping. Then, we

can acquire the final classification model for testing phase by solving the linear FDA problem within this space. See [15] for details.

4

Experiments

4.1

Experimental Settings

In our experiments, 20-Newsgroups (20NG) dataset [19] is used to evaluate our proposed method compared with the SVM with linear kernel and KNN in LSI feature space. To make the task more challenging, we select the most similar sub-topics in the lowest level in 20NG as our six binary classification problems listed in Table 1 with the approximate 5 fold cross validation scheme. After some preprocessing procedures including stop words filtering and stemming, BOW model is created (4). The average dimensionalities of BOW generated are also shown in Table 1. It is noted that KNN is implemented in the nearest neighbor way and the LSI space holds 100 dimensions. Table 1. Six Binary Classification Problem Settings on 20-Newsgroups Dataset ID S-1 S-2 S-3 S-4 S-5 S-6

4.2

Class-P Class-N talk.politics.guns talk.politics.mideast talk.politics.guns talk.politics.misc talk.politics.mideast talk.politics.misc rec.autos rec.motorcycles com.sys.ibm.pc.hardware com.sys.mac.hardware sci.electronics sci.space

N-Train 1110 1011 1029 1192 1168 1184

N-Test 740 674 686 794 777 787

D-BOW 12825 10825 12539 9573 8793 10797

Experimental Results and Discussions

The experimental (best average) results are shown in Table 2 for the proposed method (SKF-ETC), LSI Kernel-SVM and KNN. Table 2 demonstrates our method can significantly decrease the number of the bases in the final solution. Specially, we can find KNN needs all the training samples to predict unknown patterns, and although SVM can decrease the number of training data responsible for constructing the final model by using support vectors (SV), the total number of SV is still large for large scale TC tasks. On the contrary, SKF-ETC can only hold very small number of bases spanning the approximate semantic kernel-based subspace for text classification. Moreover, as shown in Fig.1 to Fig.6, those experimental findings as well as the inherent convergence property of MPKFDA [15] to full solution can guarantee the effectiveness of the proposed SKF-ETC.

Efficient Semantic Kernel-Based Text Classification Using Matching Pursuit KFDA Table 2. Results on Six Binary Classifications for SKF-ETC, SVM and KNN Task ID

S-1 S-2 S-3 S-4 S-5 S-6

SKF-ETC N-Basis Accuracy

28 17 19 25 31 28

0.9108 0.8026 0.8772 0.8836 0.7863 0.8996

LSI Kernel-SVM N-SV Accuracy

107 231 128 192 392 123

0.9572 0.8420 0.9189 0.9153 0.8069 0.9432

LSI-KNN N-Train Accuracy

1110 1011 1029 1192 1168 1184

0.9481 0.8234 0.9131 0.8239 0.7127 0.8694

Fig. 1. ID-S-1

Fig. 2. ID-S-2

Fig. 3. ID-S-3

Fig. 4. ID-S-4

Fig. 5. ID-S-5

Fig. 6. ID-S-6

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Conclusions

The urgent requirements [8] [9] for speeding up the prediction for TC are demanded by numerous large scale and real-time applications using kernel-based approaches. In order to solve this problem, this paper proposes a novel framework for semantic kernel-based efficient TC. In fact, any other semantic kernels beyond LSI can be incorporated into our framework for TC with modularity, which also characterizes our proposed method at the scalability aspect.

References 1. Sebastiani, F.: Machine Learning in Automated Text Categorization. ACM Comput. Surv. (CSUR) 34(1), 1–47 (2002) 2. Shawe-Taylor, J., Cristianini, N.: Kernel Methods for Pattern Analysis. Cambridge University Press, New York (2004) 3. Cristianini, N., Shawe-Taylor, J., Lodhi, H.: Latent Semantic Kernels. J. Intell. Inf. Syst. (JIIS) 18(2-3), 127–152 (2002) 4. Joachims, T.: Text Categorization with Support Vector Machines: Learning with Many Relevant Features. In: Nédellec, C., Rouveirol, C. (eds.) ECML 1998. LNCS, vol. 1398, pp. 137–142. Springer, Heidelberg (1998) 5. Salton, G., Wong, A., Yang, C.S.: A Vector Space Model for Automatic Indexing. Commun. ACM (CACM) 18(11), 613–620 (1975) 6. Kandola, J., Shawe-Taylor, J., Cristianini, N.: Learning Semantic Similarity. In: NIPS, pp. 657–664 (2002) 7. Tsatsaronis, G., Varlamis, I., Vazirgiannis, M.: Text Relatedness Based on a Word Thesaurus. J. Artif. Intell. Res (JAIR) 37, 1–39 (2010) 8. Wang, H., Chen, Y., Dai, Y.: A Soft Real-Time Web News Classification System with Double Control Loops. In: Fan, W., Wu, Z., Yang, J. (eds.) WAIM 2005. LNCS, vol. 3739, pp. 81–90. Springer, Heidelberg (2005) 9. Miltsakaki, E., Troutt, A.: Real-time Web Text Classification and Analysis of Reading Difficulty. In: The Third Workshop on Innovative Use of NLP for Building Educational Applications at ACL, pp. 89–97 (2008) 10. Smola, A.J., Schökopf, B.: Sparse Greedy Matrix Approximation for Machine Learning. In: ICML, pp. 911–918 (2000) 11. Fine, S., Scheinberg, K.: Efficient SVM Training Using Low-Rank Kernel Representations. Journal of Machine Learning Research (JMLR) 2, 243–264 (2001) 12. Burges, C.J.C.: Simplified Support Vector Decision Rules. In: ICML, pp. 71–77 (1996) 13. Zhang, Q., Li, J.: Constructing Sparse KFDA Using Pre-image Reconstruction. In: Wong, K.W., Mendis, B.S.U., Bouzerdoum, A. (eds.) ICONIP 2010, Part II. LNCS, vol. 6444, pp. 658–667. Springer, Heidelberg (2010) 14. Wu, M., Schölkopf, B., Bakir, G.: Building Sparse Large Margin Classifiers. In: ICML, pp. 996–1003 (2005) 15. Diethe, T., Hussain, Z., Hardoon, D.R., Shawe-Taylor, J.: Matching Pursuit Kernel Fisher Discriminant Analysis. In: AISTATS, pp. 121–128 (2009) 16. Deerwester, S., Dumais, S.T., Furnas, G.W., Landauer, T.K., Harshman, R.: Indexing by Latent Semantic Analysis. JASIS 41(6), 391–407 (1990) 17. Wang, P., Domeniconi, C.: Building Semantic Kernels for Text Classification Using Wikipedia. In: KDD, pp. 713–21 (2008) 18. Hu, X., Zhang, X., Lu, C., Park, E.K., Zhou, X.: Exploiting Wikipedia as External Knowledge for Document Clustering. In: KDD, pp. 389–396 (2009) 19. 20 Newsgroups Dataset, http://people.csail.mit.edu/jrennie/20Newsgroups/

Introducing a Novel Data Management Approach for Distributed Large Scale Data Processing in Future Computer Clouds Amir H. Basirat and Asad I. Khan Clayton School of IT, Monash University Melbourne, Australia {Amir.Basirat,Asad.Khan}@monash.edu

Abstract. Deployment of pattern recognition applications for large-scale data sets is an open issue that needs to be addressed. In this paper, an attempt is made to explore new methods of partitioning and distributing data, that is, resource virtualization in the cloud by fundamentally re-thinking the way in which future data management models will need to be developed on the Internet. The work presented here will incorporate content-addressable memory into Cloud data processing to entail a large number of loosely-coupled parallel operations resulting in vastly improved performance. Using a lightweight associative memory algorithm known as Distributed Hierarchical Graph Neuron (DHGN), data retrieval/processing can be modeled as pattern recognition/matching problem, conducted across multiple records and data segments within a singlecycle, utilizing a parallel approach. The proposed model envisions a distributed data management scheme for large-scale data processing and database updating that is capable of providing scalable real-time recognition and processing with high accuracy while being able to maintain low computational cost in its function. Keywords: Distributed Data Processing, Neural Network, Data Mining, Associative Computing, Cloud Computing.

1

Introduction

With the advent of distributed computing, distributed data storage and processing capabilities have also contributed to the development of cloud computing as a new paradigm. Cloud computing can be viewed as a pay-per-use paradigm for providing services over the Internet in a scalable manner. The cloud paradigm takes on two different data management perspectives, namely storage and applications. With different kinds of cloud-based applications and a variety of database schemes, it is critical to consider integration between these two entities for seamless data access on cloud. Nevertheless, this integration has yet to be fully-realized. Existing frameworks such as MapReduce [1] and Hadoop [2] involve isolating basic operations within an application for data distribution and partitioning. This limits their applicability to many applications with complex data dependency considerations. According to Shiers [3], “it is hard to understand how data intensive B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 391–398, 2011. © Springer-Verlag Berlin Heidelberg 2011

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applications, such as those that exploit today’s production grid infrastructures, could achieve adequate performance through the very high-level interfaces that are exposed in clouds”. In addition to this complexity, there are other underlying issues that need to be addressed properly by any data management scheme deployed for clouds. Some of these concerns are highlighted by Abadi [4] including: capability to parallelize data workload, security concerns as a result of storing data at an untrusted host, and data replication functionality. The new surge in interest for cloud computing is accompanied with the exponential growth of data sizes generated by digital media (images/audio/video), web authoring, scientific instruments, and physical simulations. Thus the question, how to effectively process these immense data sets is becoming increasingly important. Also, the opportunities for parallelization and distribution of data in clouds make storage and retrieval processes very complex, especially in facing with real-time data processing [5]. With these particular aspects in mind, we would like to investigate novel schemes that can efficiently partition and distribute complex data for large-scale data processing in clouds. For this matter, loosely coupled associative techniques, not considered so far, hold the key to efficient partitioning and distributing such data in the clouds and its fast retrieval.

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Distributed Data Management

The efficiency of the cloud system in dealing with data intensive applications through parallel processing, essentially lies in how data is partitioned among nodes, and how collaboration among nodes are handled to accomplish a specific task. Our proposal is based on a special type of Associative Memory (AM) model, which is readily implemented within distributed architectures. AM is a subset of artificial neural networks, which utilizes the benefits of content-addressable memory (CAM) [6] in microcomputers. AM is also one of the important concepts in associative computing. In this regard, the development of associative memory (AM) has been largely influenced by the evolution of neural networks. Some of the established neural networks that have been used in pattern recognition applications include: Hopfield’s Associative Memory network [7], bidirectional associative memory (BAM) [8], and fuzzy associative memory (FAM) [9]. These associative memories generally apply the Hebbian learning rule or kernel-based learning approach. Thus, these AMs remain susceptible to the well-known limits of these learning approaches in terms of scalability, accuracy, and computational complexity. It has been suggested in the literature that graph-based algorithms provide various tools for graph-matching pattern recognition [10], while introducing universal representation formalism [11]. The main issue with these approaches lies in the significant increase in the computational expenses of the deployed methods as a result of increase in the size of the pattern database [12]. This increase puts a heavy practical burden on deployment of those algorithms in clouds for data-intensive applications, and real-time data processing and database updating. Hierarchical structures in associative memory models are of interest as these have been shown to improve the rate of recall in pattern recognition applications [13]. As we know, existing data access mechanisms for cloud computing such as MapReduce has proven the ability for parallel access approach to be performed on cloud infrastructure [14]. Thus, our aim is to apply a

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data access scheme that enables data retrieval to be conducted across multiple records and data segments within a single-cycle, utilizing a parallel approach. Using a lightweight associative memory algorithm known as Distributed Hierarchical Graph Neuron (DHGN), data retrieval/processing can be modeled as a pattern recognition/matching problem, and tackled in a very effective and efficient manner. DHGN extends the functionalities and capabilities of Graph Neuron (GN) and Hierarchical Graph Neuron (HGN) algorithms. 2.1

Graph Neuron (GN) for Scalable Pattern Recognition

GN pattern representation simply follows the representation of patterns in other graph-matching based algorithms. Each GN in the network holds a (value, position) pair information of elements that constitutes the pattern. In correspondence towards graph-based structure, each GN acts as a vertex that holds pattern element information (in the form of value or identification) while the adjacency communication between two or more GNs is represented by the edge of a graph. Message communications in GN network are restricted only to the adjacent nodes (of the array), hence there is no increase in the communication overheads with corresponding increases in the number of nodes in the network [15]. GN recognition process involves the memorization of adjacency information obtained from the edges of the graph (See Figure 1).

Fig. 1. GN network activation from input pattern “ABBAB”

2.2 Crosstalk Issue in Graph Neuron GN’s limited perspective on overall pattern information would result in a significant inaccuracy in its recognition scheme. As the size of the pattern increases, it is more difficult for a GN network to obtain an overview of the pattern’s composition. This produces incomplete results, where different patterns having similar sub-pattern structure lead to false recall. Let us suppose that there is a GN network which can allocate 6 possible element values, e.g. u, v, w, x, y, and z, for a 5-element pattern. A pattern uvwxz, followed by zvwxy is introduced. These two patterns would be stored by the GN array. Next, we introduce the pattern uvwxy, this will produce a recall. Clearly the recall is false since the last pattern does not match the previously stored patterns. The reason for this false recall is that a GN node only knows of its own value and its adjacent GN values. Hence, the input patterns in this case will be stored as segments uv, uvw, vwx, wxy, xy. The latest input pattern, though different from the two previous patterns, contain all the segments of the previously stored patterns

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In order to solve the issue of the crosstalk due to the limited perspective of GNs, the capabilities of perceiving GN neighbors in each GN is expanded in Hierarchical Graph Neuron (HGN) to prevent pattern interference. This is achieved by having higher layers of GN neurons that oversee the entire pattern information. Hence, it will provide a bird’s eye view of the overall pattern. Figure 2 shows the hierarchical layout of HGN for binary pattern with size of 7 bits.

Fig. 2. Hierarchical Graph Neuron (HGN) with binary pattern of size 7 bits

2.3 Hierarchical Graph Neuron (GN) for Scalable Pattern Recognition Each GN (except the ones on the edges) must be able to monitor the condition of not just the adjacent columns, but also the ones further away. This approach would however cause a communication bottleneck as the size of array increases. The problem is solved by introducing higher levels of GN arrays. These arrays receive inputs from their lower arrays. The array on the base level receives the actual pattern inputs. Higher level arrays are added until a single column is needed to oversee the underlying array. The number of GN at the base level array must, therefore, be an odd number in order to end up with a single column within the top array. In turn, the GN within a higher array only communicates with the adjacent columns at their level. Each higher level GN receives an input from the underlying GN in the lower array. The value sent by the GN at the base level is an index of the unique pair value p(left, right), i.e. the bias entry, of the current pattern. The index starts from unity and is incremented by one. The base level GN sends the index of every recorded or recalled pair value p(left, right) to their corresponding higher level GN. The higher level GN can thus provide a more authoritative assessment of the input pattern. 2.4 Distributed Hierarchical Graph Neuron (DHGN) HGN can be extended by dividing and distributing the recognition processes over the network. This distributed scheme minimizes the number of processing nodes by reducing the number of levels within the HGN. DHGN is in fact a single-cycle learning associative memory (AM) algorithm for pattern recognition. DHGN employs the collaborative-comparison learning approach in pattern recognition. It lowers the complexity of recognition processes by reducing the number of processing nodes. In addition, as depicted in Figure 3, pattern recognition using DHGN algorithm is improved through a two-level recognition process, which applies recognition at subpattern level and then recognition at the overall pattern level.

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Fig. 3. DHGN distributed pattern recognition architecture

The recognition process performed using DHGN algorithm is unique in a way that each subnet is only responsible for memorizing a portion of the pattern (rather than the entire pattern). A collection of these subnets is able to form a distributed memory structure for the entire pattern. This feature enables recognition to be performed in parallel and independently. The decoupled nature of the sub-domains is the key feature that brings dynamic scalability to data management within cloud computing. Figure 4 shows the divide-and-distribute transformation from a monolithic HGN composition (top) to a DHGN configuration for processing the same 35-bit patterns (bottom).

Fig. 4. Transformation of HGN structure (top) into an equivalent DHGN structure (bottom)

The base of the HGN structure in Figure 4 represents the size of the pattern. Note that the base of HGN structure is equivalent to the cumulative base of all the DHGN subnets/clusters. This transformation of HGN into equivalent DHGN composition allows on the average 80% reduction in the number of processing nodes required for the recognition process. Therefore, DHGN is able to substantially reduce the computational resource requirement for pattern recognition process – from 648 processing nodes to 126 for the case shown in Figure 4.

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Tests and Results

In order to validate the proposed scheme, a cloud computing environment is formulated for executing the proposed algorithm over very large number of GN nodes. The simulation program deals with data records as patterns and employs Distributed Hierarchical Graph Neuron (DHGN) to process those patterns. Since our proposed model relies on communications among adjacent nodes, the decentralized content location scheme is implemented for discovering adjacent nodes in minimum number of hops. A GN-based algorithm for optimally distributing DHGN subnets (clusters or sub-domains) among the cloud nodes is also deployed to automate the boot-strapping of the distributed application over the network. After initial network training, the cloud will be fed with new data records (patterns) and the responsible processing nodes will process the data record to see if there is an exact match or similar match (with distortion) for that record. The input pattern can also be defined with various levels of distortion rate. In fact, DHGN exhibits unique functional performance with regards to handling distorted data records (patterns) as is the norm in many cloud environments. Figure 5 illustrates parsing times at sub-pattern level. As clearly depicted, with an increase in the length of the sub-pattern, average parsing time also increases, however this increase is not substantial due to the layered and distributed structure of DHGN. This significant effect is at the heart of DHGN scalability, making it remarkably suitable for large-scale data processing in clouds.

Fig. 5. Average parsing time for sub-patterns as the length of sub-patterns increases

3.1 Superior Scalability Another important aspect of DHGN is that it can remain highly scalable. In fact, its response time to store or recall operations is not affected by an increase in the size of the stored pattern database. The flat slope in Figure 6 shows that the response times remain insensitive to the increase in stored patterns, representing the high scalability of the scheme. Hence, the issue of computational overhead increase due to the

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increase in the size of pattern space or number of stored patterns, as is the case in many graph-based matching algorithms will be alleviated in DHGN, while the solution can be achieved within fixed number of steps of single cycle learning and recall.

Fig. 6. Response time as more and more patterns are introduced in to the network

3.2 Recall Accuracy The DHGN data processing scheme continues to improve its accuracy as more and more patterns are stored. It can be seen from Figure 7 that the accuracy of DHGN in recognizing previously stored patterns remains consistent and in some cases shows significant increase as more and more patterns are stored (greater improvement with more one-shot learning experiences). The DHGN data processing achieved above 80% accuracy in our experiments after all the 10,000 patterns (with noise) had been presented.

Fig. 7. Recall accuracy for a DHGN composition as more and more patterns are introduced into the network

4

Conclusion

In contrast with hierarchical models proposed in the literature, DHGN’s pattern recognition capability and the small response time, that remains insensitive to the increases in the number of stored patterns, makes this approach ideal for Clouds.

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Moreover, the DHGN does not require definition of rules or manual interventions by the operator for setting of thresholds to achieve the desired results, nor does it require heuristics entailing iterative operations for memorization and recall of patterns. In addition, this approach allows induction of new patterns in a fixed number of steps. Whilst doing so it exhibits a high level of scalability i.e. the performance and accuracy do not degrade as the number of stored patterns increase over time. Furthermore all computations are completed within the pre-defined number of steps and as such the approach implements one-shot, single-cycle or single-pass, learning.

References 1. Dean, J., Ghemawat, S.: Mapreduce: simplified data processing on large clusters, In: Proceedings of 6th Conference on Operating Systems Design & Implementation (2004) 2. Hadoop, http://lucene.apache.org/hadoop 3. Shiers, J.: Grid today, clouds on the horizon. Computer Physics, 559–563 (2009) 4. Abadi, D.J.: Data Management in the Cloud: Limitations and Opportunities. Bulletin of the Technical Committee on Data Engineering, 3–12 (2009) 5. Szalay, A., Bunn, A., Gray, J., Foster, I., Raicu, I.: The Importance of Data Locality in Distributed Computing Applications, In: Proc. of the NSF Workflow Workshop (2006) 6. Chisvin, L., Duckworth, J.R.: Content-addressable and associative memory: alternatives to the ubiquitous RAM. IEEE Computer 22, 51–64 (1989) 7. Hopfield, J.J., Tank, D.W.: Neural Computation of Decisions in Optimization Problems. Biological Cybernetics 52, 141–152 (1985) 8. Kosko, B.: Bidirectional Associative Memories. IEEE Transactions on Systems and Cybernetics 18, 49–60 (1988) 9. Kosko, B.: Neural Networks and Fuzzy Systems: A Dynamical Systems Approach to Machine Intelligence. Prentice-Hall, NJ (1992) 10. Luo, B., Hancock, E.R.: Structural graph matching using the EM algorithm and singular value decomposition. IEEE Trans. Pattern Anal. Machine Intelligence 23(10), 1120–1136 (2001) 11. Irniger, C., Bunke, H.: Theoretical Analysis and Experimental Comparison of Graph Matching Algorithms for Database Filtering. In: Hancock, E.R., Vento, M. (eds.) GbRPR 2003. LNCS, vol. 2726, pp. 118–129. Springer, Heidelberg (2003) 12. Garey, M.R., Johnson, D.S.: Computers and Intractability: A Guide to the Theory of NPCompleteness. W. H. Freeman (1979) 13. Ohkuma, K.: A Hierarchical Associative Memory Consisting of Multi-Layer Associative Modules. In: Proc. of 1993 International Joint Conference on Neural Networks (IJCNN 1993), Nagoya, Japan (1993) 14. Dean, J., Ghemawat, S.: MapReduce: simplified data processing on large Clusters. Communications of the ACM, 107–113 (2008) 15. Khan, A.I., Mihailescu, P.: Parallel Pattern Recognition Computations within a Wireless Sensor Network. In: Proceedings of the 17th International Conference on Pattern Recognition. IEEE Computer Society, Cambridge (2004)

PatentRank: An Ontology-Based Approach to Patent Search Ming Li, Hai-Tao Zheng*, Yong Jiang, and Shu-Tao Xia Tsinghua-Southampton Web Science Laboratory, Graduate School at Shenzhen, Tsinghua University, China [email protected], {zheng.haitao,jiangy,xiast}@sz.tsinghua.edu.cn

Abstract. There has been much research proposed to use ontology for improving the effectiveness of search. However, there are few studies focusing on the patent area. Since patents are domain-specific, traditional search methods may not achieve a high performance without knowledge bases. To address this issue, we propose PatentRank, an ontology-based method for patent search. We utilize International Patent Classification (IPC) as an ontology to enable computer to better understand the domain-specific knowledge. In this way, the proposed method is able to well disambiguate user’s search intents. And also this method discovers the relationship between patents and employs it to improve the ranking algorithm. The empirical experiments have been conducted to demonstrate the effectiveness of our method. Keywords: Semantic Search, Lucene, Patent Search, Ontology, IPC.

1

Introduction

Due to the great advancement of Internet, Information Explosion has become a severe issue today. People may find it difficult to locate what they really want among massdata in the Web, which drives a number of scholars to commit themselves to the studying of information searching techniques, a lot of approaches have been proposed, and some search engines have been developed and commercialized consequently, such as the most outstanding Google. However, many questions remain left with no answer, even in terms of the tremendous searching power of Google. With the emerging of “Semantic Web” theory and technology, research on the search methods under the Semantic Web architecture is quite applicable and promising owing to the attributes of Semantic Web, e.g. the ability to improve the precision by means of getting the machine to understand user’s search intent and the specific meaning in the context of query space. In this study, we present a Semantic Search system in the patent area. The attributes of patent area are taken into consideration in this choice, namely with expanding of patent database size, it is a *

Corresponding author.

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tough problem to an applicant, especially to a non-expert user, who wants to confirm whether his/her invention has been registered by searching the patent database, while the lack of comprehensive patent search algorithm and professional patent search engine aggravate this morass. Thus we develop a novel approach to patent search in our system and extensive experiments are conducted to verify its effectiveness. The rest of this paper is organized as follows. In next Section we take a brief overview over existing work on Semantic Search and its sorting algorithm. We discuss the detailed methodology to build our system in Section 3. Section 4 describes evaluation. Finally Section 5 presents our conclusions and future work.

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Related Work

To our best knowledge, the concept of Semantic Search was firstly put forth in [1], which distinguished between two different kinds of searches-Navigational Searches and Research Search. With the advent of the Semantic Web, research in this area is flourishing. Many scholars have made great progress in various branches of Semantic Web, among which Semantic Search is a significant one [2][3]. Current web search engines do not work well with Semantic Web documents, for they are designed to address the traditional unstructured text. Thus research of search on semi-structured or structured documents has emerged tremendously in recent years [4][5][6][7]. [4] presented an entity retrieval system-SIREn based on a node indexing scheme, this system was able to index and query very large semi-structured datasets. [5] proposed an approach to XML keyword search and presents a XML TF*IDF ranking strategy to support their work. Ranking is a key part in a search system, thus ranking algorithm in Semantic Web is one of the fundamental research points[8][9]. [10] presented a technique for ranking based on the Semantic Web resource importance. Many scholars contribute to the research on retrieval of domain-specific documents [11][12].

3 Methodology 3.1 Hypothesis In order to maximize users’ fulfillment of their search intents, several principles must be taken into account in searching process, which are disambiguation of query expression, accuracy and comprehensiveness of search results. With the aim of achieving the above principles we develop our approach based on three guidelines: Guideline 1: The ambiguity of keyword in the query expression could be reduced greatly if it is confined to a certain area (or a specific domain); Guideline 2: Words or phrases that match the query expression should contribute differently to the ranking according to the position (field) they appear in the patent document. Guideline 3: The patent which has same keyphrases and IPCs with those ranks higher in the search results should be elevated in ranking.

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3.2 Ontology-Based Ranking In our system, we use Lucene [13] as the search engine and baseline, at the core of Lucene's logical architecture is the idea of a document containing fields of text, this feature allows Lucene's API to be independent of the file format; and the term “field” has been mentioned in Guideline 2, which could bring you much flexibility in precisely control how Lucene will index the field’s value and convenience if you want to boost a certain part of a document. Documents that matched the query are ranked according to the following scoring formula [14]: score q, d

coord q, d

queryNorm q

tf t in d

idf t

t. getBoost

norm t, d

Where: t: term(search keyword), q: query, d: document coord(q,d): is a score factor based on how many of the query terms are found in the specified document. queryNorm(q): is a normalizing factor used to make scores between queries comparable in search time, it does not affect document ranking. t.getBoost(): is a search time boost of term t in the query q as specified in the query expression, or as set by application calls to a method. norm(t,d): encapsulates a few (indexing time) boost and length factors. IPC is the semantic annotation data (ontology) of patents, in our system, we index IPC documents as well as patent documents respectively, and in searching process, we use the same query expression to search both the patents and the IPCs, thereafter score them separately, at last we sort the results by means of combining the patent score and its IPC score. Note that some patents have several IPCs (as result they have several IPC scores), it means that those patents could be categorized into more than one category, in this occasion we combine its highest IPC score with the patent’s. Use an equation to express this: Score(p) = (1-α)score(q, dpatent) +αMax(score(q, dIPC in patent))

(1)

where p: denotes the patent α: is an adjusting parameter, its range is [0, 1). 3.3 Reranking Based on Similarity In our system we first apply Maui [14] to extract the keyphrases from patents. Maui is a general algorithm for automatic topical indexing; it builds on the Kea system [15] that is employing the Naive Bayes machine learning method. Maui enhances Kea’s

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successful machine learning framework with semantic knowledge retrieved from Wikipedia, new features, and a new classification model. Next, we propose a novel ranking method, which is in fact a reranking process based on the initial search results due to the patents’ scores drawn from Formula (1). Patents with same IPC and keyphrases are assumed to be quite similar with each other and could be classified into one group, if one of the group members interests user, the others may also do. In practice we choose a certain number of patents (which might satisfy the user with high possibility, e.g. the first ten) from the initial results as roots, and then we define each root as a single source to build a directed acyclic patent graph respectively with the other patents in the search results. In the patent graph, nodes represent the patents and edges indicate the relationship between patents. When building a patent graph, the root or a higher ranking node (a parent) might has relationship with several lower ranking nodes (children), and directed edges should be draw from the parent to children, note that there might exist children who share the same keyphrases, see Fig. 1(a), node 13, 15 and 20 all have the same keyphrase Kx. Correspondingly, due to our principle we should establish subrelationship between the children nodes (e1, e2 and e3). Therefore some elevation is redundant, the original lowest ranking node (20) will probably gain the most promotion, for all the other nodes will elevate it once, apparently it is unreasonable. Given this we prune the e1, e2 and e3 in the graph. A point worth mentioning is that such pruning is not always perfectly justifiable when the shared keyphrases among children are not owned by their parent. See Fig. 1(b), node 14 and 17 share the same keyphrase Kg, they have a relatively independent relationship (e4) beyond their parent, so the elevation of 17 by means of 14 is not totally affected by node 2. Things will become more complicated with multilevel nodes, considering this will happen less commonly than that in Fig. 1(a) and in order to adopt a general pruning method we neglect this case.

(a)

(b)

Fig. 1. An example of patent graph; node label denotes the ranking

In our system, we exploit the Breadth First Search method to traverse the graph, whose traversal paths form a shortest path tree, and the redundant edges are pruned. Based on the analysis above, we develop our reranking formula with the similar idea of PageRank [16]:

PatentRank: An Ontology-Based Approach to Patent Search

β PatentRank(patentlevel-1) = β

S √ P

if level

1

if level

1

403

(2)

R √

where k: is the children number of a parent n, m, c: denote the keyphrases number of parent, child and that they shared β: is an adjusting parameter, its range is (0, 1] level: the node’s level in the shortest path tree, the root’s level is 0 In the formula, c/n and c/m represent the intimacy between the parent and child; k in the denominator indicates the score of parent is shared by its k children, while the square value is to slow down the decaying, given the root might has a myriad of children; in the denominator there is a constant 2, which denotes children could inherit half of its parent’s PatentRank score, this idea is borrowed from genetics.

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Evaluation

To conduct the experiments, we choose 2,000 patents in photovoltaic area and predefine six query expressions. Then we ask 10 human experts to tag each patent so as to identify whether it is relevant to the predefined queries, accordingly we could figure out the answer set to those queries. Besides, we ask the human experts to extract keyphrases from about 500 patents manually, which are used as training set to extract other patents’ keyphrases by means of Maui.

(a)

(b)

Fig. 2. (a)The precision of query expression “glass substrate” and “semiconductor thin film” when combing IPC with different weights. (b) Precision comparison between Lucene and PatentRank.

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Our experiment begins with indexing the patents and IPCs by Lucene, and then we execute the query expressions on that index with varying α in Formula(1), next we calculate the precision according to the answer set, given the length of the paper, we show only two result figures of our experiment in Fig. 2(a). From the results, we find that when the value of α is between 0.15 and 0.3, the precision of search results are on or proximity to their maximums although there are some noises owing to the patent tagging or keyphrases extraction. Note that whenα= 0, the y-coordinate value denotes the pure Lucene’s (without combing IPC) precision. According to our experiment we typically set β = 0.1, Fig. 2(b) are two examples show the comparison between our system and the pure Lucene system (α= 0, β= 0, no keyphrases field and no boost in title field). From the figures we could find precision is improved is our system substantially.

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Conclusion and Future Work

In this paper we propose a novel approach to patent oriented semantic search, this approach is based on the Lucene search engine, but we introduce IPC in its scoring system which makes the query more understandable by the computer; we also promote the weight of certain field in patent document considering their contribution to represent or identify the document; lastly we discover the relationship between the highly relevant patent and other ones, and upgrade the ranking of the patents that might interest the user. The experiments have proved the validity of our approach. In the future we will improve the scoring process for IPC documents and make it more effective. Acknowledgments. This research is supported by National Natural Science Foundation of China (Grant No. 61003100 and No. 60972011) and Research Fund for the Doctoral Program of Higher Education of China (Grant No. 20100002120018 and No. 20100002110033).

Reference 1. Guha, R., McCool, R., Miller, E.: Semantic Search. In: Proceedings of the 12th International Conference on World Wide Web, Budapest, Hungary, May 20-24 (2003) 2. Mangold, C.: A survey and Classification of Semantic Search Approaches. International Journal of Metadata, Semantics and Ontologies 2(1), 23–34 (2007) 3. Dong, H., Hussain, F.K., Chang, E.: A Survey in Semantic Search Technologies. In: 2nd IEEE International Conference on Digital Ecosystems and Technologies, pp. 403–408 (2008) 4. Delbru, R., Toupikov, N., Catasta, M., Tummarello, G.: A Node Indexing Scheme for Web Entity Retrieval. In: Aroyo, L., Antoniou, G., Hyvönen, E., ten Teije, A., Stuckenschmidt, H., Cabral, L., Tudorache, T. (eds.) ESWC 2010. LNCS, vol. 6089, pp. 240–256. Springer, Heidelberg (2010) 5. Bao, Z., Lu, J., Ling, T.W., Chen, B.: Towards an Effective XML Keyword Search. IEEE Transactions on Knowledge and Data Engineering 22(8), 1077–1092 (2010)

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6. Shah, U., Finin, T., Joshi, A., Cost, R.S., Matfield, J.: Information Retrieval on the Semantic Web. In: Proceedings of the Eleventh International Conference on Information and Knowledge Management, McLean, Virginia, USA, November 04-09 (2002) 7. Ding, L., Finin, T., Joshi, A., Pan, R., Cost, R.S., Peng, Y., Reddivari, P., Doshi, V., Sachs, J.: Swoogle: A Search and Meta Data Engine for the Semantic Web. In: Proceedings of the Thirteenth ACM International Conference on Information and Knowledge Management (CIKM 2004), Washington D.C., USA, pp. 652–659 (2004) 8. Stojanovic, N., Studer, R., Stojanovic, L.: An Approach for the Ranking of Query Results in the Semantic Web. In: Fensel, D., Sycara, K., Mylopoulos, J. (eds.) ISWC 2003. LNCS, vol. 2870, pp. 500–516. Springer, Heidelberg (2003) 9. Anyanwu, K., Maduko, A., Sheth, A.: SemRank: Ranking Complex Relationship Search Results on the Semantic Web. In: Proceedings of the 14th International World Wide Web Conference. ACM Press (May 2005) 10. Bamba, B., Mukherjea, S.: Utilizing Resource Importance for Ranking Semantic Web Query Results. In: Bussler, C.J., Tannen, V., Fundulaki, I. (eds.) SWDB 2004. LNCS, vol. 3372, pp. 185–198. Springer, Heidelberg (2005) 11. Price, S., Nielsen, M.L., Delcambre, L.M.L., Vedsted, P.: Semantic Components Enhance Retrieval of Domain-Specific Documents. In: 16th ACM Conference on Information and Knowledge Management, pp. 429–438. ACM Press, New York (2007) 12. Sharma, S.: Information Retrieval in Domain Specific Search Engine with Machine Learning Approaches. World Academy of Science, Engineering and Technology 42 (2008) 13. Apache Lucene, http://lucene.apache.org/ 14. Maui-indexer, http://code.google.com/p/maui-indexer/ 15. KEA, http://www.nzdl.org/Kea/ 16. Page, L., Brin, S., Motwani, R., Winograd, T.: The PageRank Citation Ranking: Bringing Order to the Web. Technical report, Stanford Digital Library Technologies Project (1998)

Fast Growing Self Organizing Map for Text Clustering Sumith Matharage1, Damminda Alahakoon1, Jayantha Rajapakse2, and Pin Huang1 1

Clayton School of Information Technology, Monash University, Australia {sumith.matharage,damminda.alahakoon}@monash.edu, [email protected] 2 School of Information Technology, Monash Univeristy, Malaysia [email protected]

Abstract. This paper presents an integration of a novel document vector representation technique and a novel Growing Self Organizing Process. In this new approach, documents are represented as a low dimensional vector, which is composed of the indices and weights derived from the keywords of the document. An index based similarity calculation method is employed on this low dimensional feature space and the growing self organizing process is modified to comply with the new feature representation model. The initial experiments show that this novel integration outperforms the state-of-the-art Self Organizing Map based techniques of text clustering in terms of its efficiency while preserving the same accuracy level. Keywords: GSOM, Fast Text Clustering, Document Representation.

1 Introduction With the rapid growth of the internet and the World Wide Web, availability of text data has massively increased over the recent years. There has been much interest in developing new text mining techniques to convert this tremendous amount of electronic data into useful information. There have been different techniques developed to explore, organize and navigate massive collections of text data over the years, but there is still for improvement in the existing techniques’ capabilities to handle the increasing volumes of textual data. Text Clustering is one of the most promising text mining techniques, which groups collection of documents based on their similarity. Moreover, it identifies inherent groupings of textual information by producing a set of clusters, which exhibits high level of intra-cluster similarity and low inter-cluster similarity [1]. Text clustering has received special attention from researchers in the past decades [2, 3]. Among many of the different text clustering techniques, the Self Organizing Map (SOM) [4] and many of its variants have shown great promise [5, 6]. But, many of these algorithms do not perform efficiently for large volume of text data. This performance drawback occurs due to the very frequent similarity calculations that become necessary in the high dimensional feature space and thus becoming a critical issue when handling large volumes of text. B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 406–415, 2011. © Springer-Verlag Berlin Heidelberg 2011

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There has been different techniques introduced to overcome these limitations, but still there is a significant gap between the current techniques and what is required. This paper introduces a novel integration of document vector representation and a modified growing self organizing process to cater for this new document representation, which leads to a more efficient text clustering algorithm, while preserving the same accuracy of the results. The initial experiments have shown that this novel algorithm have capabilities to bridge the efficiency gap in the existing text clustering techniques. The rest of the paper is organized as follows. Section 2 describes the related work on the document representation and SOM based text clustering techniques. Section 3 describes the new document feature selection algorithm followed by the Fast Growing Self Organizing Map algorithm in section 4. Section 5 describes the experimental results and related discussion. Finally, section 6 concludes the findings together with the future work.

2 Related Work 2.1 Document Vector Representation Text documents need to be converted into a numerical representation in order to be fed into the existing clustering algorithms. Most of the existing clustering algorithms use Vector Space Model (VSM) to represent the documents. In VSM, each document is represented with a multi dimensional vector, in which the dimensionality corresponds to the number of words or the terms in the document collection and value (the weight) represent the importance of the particular term in the document. The main drawback of this technique is that, the number of terms extracted from a document corpus is comparatively large resulting in high dimensional sparse vectors. This has a negative effect on the efficiency of the clustering algorithm. To overcome this different feature selection and dimensionality reduction mechanisms have been introduced. A systematic comparison of these dimensionality reduction techniques has been presented in [7]. In terms of feature selection, [8] has proven that each document can be represented using a few words. If we can represent a document with a fewer number of words this will remove the sparsity of the input vector, resulting in low dimensional vectors. To overcome the above issues, an index based document representation technique for efficient text clustering is proposed in FastSOM [9]. In FastSOM, a document is represented as a collection of indexes of the keywords present only in the document instead of the high dimensional feature vector which is constructed from the keywords extracted from the entire document set. Since a single document only contains a smaller amount of terms from the entire feature space, this will result in very low dimensional input vectors. The experiments have proven that the resulting low dimensional vectors significantly increase the efficiency of the clustering algorithm. Term weighting is another important technique when converting documents into its numerical representation. Although there have been different term weighting techniques proposed, in [8] it is shown that the term frequency itself will be

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sufficient rather using complex calculations which will increase the computation time. But, the FastSOM [9] doesn’t use a term weighting technique, rather it uses only whether a particular term is present in the document. But in general, if a particular term is more frequent in a document, it contributes more to the meaning of the document than the less frequent terms. Therefore incorporating a term weighting technique would increase the usage of the FastSOM algorithm. Based on the above findings, a novel document representation is presented in this paper by the combining the above mentioned advantages to overcome the limitations of the existing techniques. The detailed document representation algorithm is presented in Section 3. 2.2 SOM Based Text Clustering Techniques The Self Organizing Map (SOM) is a mostly distinguished unsupervised neural network based clustering technique which resembles the self organizing characteristics of the human brain. SOM maps a high dimensional input space into a lower dimensional output space while preserving the topological properties of the input space. SOM has been extensively used across different disciplines, and has shown impressive results. Moreover, in text clustering research it has been proven as one of the best text clustering and learning algorithms [10]. SOM consists of a collection of neurons, which are arranged in a two dimensional rectangular or hexagonal grid. Each neuron consists of a weight vector, which has the same dimensionality as the input patterns. During the training process, similarity between the input patterns and the weight vectors are calculated and the winner (the neuron with the closest weight vector to the input pattern) is selected and the weight vectors of the winner and its neighborhood is adapted towards the input vector. There have been different variations of the SOM introduced to improve the usefulness for data clustering applications. Among those, different algorithms such as, incremental growing grid [11], growing grid [12], and Growing SOM (GSOM) [13] have been proposed to address the shortcomings of SOM’s pre-fixed architecture. Among those, GSOM has been widely used in many of the applications across multiple disciplines. GSOM starts with a small map (mostly with a four nodes map) and adds neurons as required during the training phase, resulting a more efficient algorithm. More specifically, different variations of SOM and GSOM have been widely used in text mining applications. WEBSOM [14], GHSOM [15] and GSOM [13] are a few of the mostly used algorithms in the text clustering domain. In the next section, we propose a novel algorithm based on the key features of SOM and GSOM with the capability to support new document representation technique presented in Section 4.

3 Document Vector Representation The detailed novel document representation technique is presented in this section. In our approach, Term frequency is used as the term weighting technique. Each of the documents is represented as a map of pairs corresponding to the keywords present in the document.

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doc = Map () Term frequency

tf ij of term ti in document d j is calculated as, (1)

where n i is the number of occurrences of term ti and N is the number of keywords in the document dj. The document vector representation algorithm is described below. (The above notations doc and tf ij have the same meaning in the following algorithms) Algorithm 1. Document Vector Representation Input : documentCollection– collection of input text data Output : keywordSet – represent the complete keyword set docmentMap - Final representation of the document map Algorithm : for (document dj in documentCollection) tokenSet= tokenize(dj) for( token ti in tokenSet) if (ti is not in keywordSet) add ti into keywordSet calculate tfi,j add index i and tfi,j pair into docj add docj into docmentMap

tokenize(document) – This function tokenizes the content of the given document. Also, further preprocessing is carried out to remove the stop words, stem terms and to extract important terms based on the given lower and upper threshold values. 4 Fast Growing Self Organizing Map (FastGSOM) Algorithm FastGSOM algorithm is a faithful variation of GSOM to support the efficient text clustering. There are three main modifications included in this novel approach. 1. The input document’s vectors and the neuron’s weight vectors are represented as vectors with different dimensionalities, because of the novel document representation technique introduced. The neurons weights are represented as a high dimensional vector similar to that of the GSOM, while the input document vectors having a lower dimensionality corresponds to the number of different terms present in that document. A new similarity calculation method is employed to cater for this new representation. 2. Weight adaptation of the neurons is modified, to only adapt the weights of the indices in the input document vectors. In addition, the term frequencies are used to

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update the weight instead of the error calculated between the input and the neuron in the GSOM. 3. Growing criteria of the GSOM is also modified. The automatic growth of the network is no longer dependent on the accumulated error, but depends on whether the existing neurons are good enough to represent the current input using the similarity threshold. If the existing neurons don’t have the required similarity level, new neurons are added to the network. The detailed algorithm is explained in the following section. The algorithm consists of 3 phases, namely, Initialization, Training and Smoothing phases. 4.1 Initialization Phase A network is initialized with four nodes. Each of these four nodes contain a weight vector, that has a dimensionality equal to the total number of features extracted from the entire document collection. Each of these weights is initialized as below. 0,1 ⁄

(2)

0,1 function generates a random value in the where w – is the weight value, range of 0 and 1 and s is the initialization seed. Similarity Threshold (ST), which determines the growth of the network is initialized as, log

(3)

where SF is the Spread Factor and D is the dimensionality of the neurons weight vector. 4.2 Training Phase During the training phase, the input document collection docmentMap is repeatedly fed into the algorithm for a given number of iterations. The algorithm is explained in detail below. Algorithm 2. FastGSOM Training Algorithm Input :docmentMap, noOfIterations Algorithm : for (iteration i in noOfIterations) for (document docj in docmentMap) Neuron winner = CalculateSimilarity(docj) if (winner->similarity<ST) GrowNetwork(winner) UpdateWeights(winner,docj)

CaclculateSimilarity, GrowNetwork and UpdateWeightsalgorihms are described below.

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The Similarity Calculation Algorithm describes the index based similarity calculation and the modified winner finding algorithm. Algorithm 3. Similarity Calculation Algorithm Input : doc - represent an input document Output : winner – most similar neuron to the input doc Algorithm : winner– to keep track of the current winning neuron maxSimilarity = 0 – to keep track of the current highest similarity for (neuron neui in doc->neuronSet) Similarity = 0; for ( item in doc) Similarity +=neui[index] if( Similarity > maxSimilarity) winner = neui maxSimilarity = Similarity return winner Note : neui[index]

- return the weight value of neuron neui at index index

Weight updating algorithm describes the index based weight adaptation algorithm. This is used to update the winner’s weights and its neighborhood neurons weights. Algorithm 4. Weight Updating Algorithm Input :neuron, doc Algorithm : for (index i in neuron ->weights) if ( i is in doc ->indexes) neuron[i] += (1 - neuron [i]) * LR * doc[i] * distanceFactor else neuron [i] -= (neuron [i]- 0) * FR* distanceFactor

Note - neuron [i] return the weight value of the index i, doc[i] returns the weight value corresponding to the index I of the input document. LR is the learning rate and FR is the forgetting rate. distanceFactor returns a value based on the following Gaussian distribution function. ⁄

(4)

where dx – x distance between winner and neighbori, dy – y distance between winner and neighbori and r – learning radius which is taken as a parameter from the user. The value of the distance factor is 1 for the winner and it decreases as the neuron goes away from the winner.

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Network growth and weight initialization of the new nodes is something similar to that of GSOM. The algorithm checks whether the top, bottom, left and right neighbors are already present and if not new neurons are added to complete the winner’s neighborhood. The weights of the newly created neurons are initialized based on its neighborhood. A detailed weight initialization algorithm is not presented in this paper due to the space limitations, but is exactly similar to that of GSOM [13]. 4.3 Smoothing Phase The Smoothing phase is exactly similar to that of the training phase except for the following differences. 1. No new nodes will be added to the network during the smoothing phase, only the weight values of the neurons are updated. 2. A small Learning Rate and a small neighborhood radius is used.

5 Experimental Results and Discussion A set of experiments were conducted on the Reuters-21578 "ApteMod" corpus for text categorization. ApteMod is a collection of 10,788 documents from the Reuters financial newswire service, partitioned into a training set with 7769 documents and a test set with 3019 documents. A subset of this data set is used to analyse the different aspects of the FastGSOM algorithm in text clustering tasks. 5.1 Comparative Analysis of Accuracy and Efficiency of FastGSOM Experiment 1: Comparing the accuracy of FastGSOM with SOM, GSOM This experiment was conducted to measure the accuracy and the efficiency of the algorithm. The results are compared with that of the SOM and GSOM and are presented below. A subset of documents belonging to the above mentioned dataset is used. In detail, 50 documents from each of the six categories namely, acquisition, trade, jobs, earnings, interest and crude are used in this experiment. The resulting map structures are illustrated in Fig. 1.

Fig. 1. Resulting Map Structures

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The accuracy of the cluster results are calculated using the existing Reuter categorisation information as the basis. Precision, Recall and F-measure values are used as the accuracy measurements. The Precision P and Recall R of a cluster j with respect to a class i are defined as, ,

,

,

,

⁄

(5)

⁄

(6)

where Mi,j is the number of members of class i in cluster j, Mj is the number of members of cluster j , and Mi is the number of members of the class i . The Fmeasure of a class i is defined as, 2

⁄

(7)

The resulted values are summarized in the table 1. Table 1. Calculated Precision, Recall and F-Measure values for individual classes Class SOM acquisitions trade jobs earnings interest crude

0.83 0.79 0.92 0.85 0.86 0.83

Precision GSOM Fast GSOM 0.84 0.83 0.79 0.80 0.88 0.86 0.84 0.82 0.86 0.81 0.86 0.85

SOM

Recall GSOM

0.92 0.88 0.90 0.86 0.88 0.84

0.90 0.82 0.92 0.84 0.88 0.82

Fast GSOM 0.90 0.83 0.90 0.88 0.86 0.84

SOM 0.87 0.83 0.91 0.85 0.87 0.83

F- Measure GSOM Fast GSOM 0.87 0.86 0.80 0.81 0.90 0.88 0.84 0.85 0.87 0.83 0.84 0.84

Experiment 2: Comparing the efficiency of FastGSOM with SOM and GSOM This experiment was conducted to compare the efficiency of the algorithm with that of the SOM and GSOM. Different subsets of the same six classes are selected and the processing time was recorded. In addition, the computation times were also recorded separately for different spread factor values for the same document collection. The results are illustrated in Fig. 2.

Fig. 2. Comparison of efficiency (a) Time Vs Spread Factor (b) Time Vs No of Documents

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From the above results it is evident that the FastGSOM preserves the same accuracy as SOM and GSOM while giving a performance advantage over them. This performance advantage is more significant in low granularity (high detailed) maps and when the number of documents in the document collection is large. 5.2 Theoretical Analysis of the Runtime Complexity of the Algorithm The theoretical aspects of the runtime complexity of the SOM, GSOM and FastGSOM algorithms are described in this section together with some evidence from the experimental results. In SOM based algorithms, similarity calculation is more frequent, and it happens in the n dimensional feature space, where n is dimensionality of the input vectors. Therefore run time complexity of Similarity calculation is O (n). This similarity calculation is performed, (k * m * N) times where k is the number of neurons, m is the number of training iterations and N is the number of documents. Therefore, the complete runtime complexity of the SOM algorithm is O (n * k * m * N). In the GSOM algorithm, because of the initial small size of the network and it will only grow the neurons as necessary, kGSOM < kSOM resulting a more efficient calculation with a low computational time. Since the FastGSOM is also based on the growing self organizing process, it also has above mentioned performance advantage. But in addition, because of the novel feature representation technique introduced, a dimension of a document becomes very small compared to that of the complete feature set. As such, nFastGSOM < nGSOM resulting even better efficiency in the algorithm. Based on the above theoretical aspects, we can summarized that, Efficiency SOM < Efficiency GSOM < Efficiency FastGSOM . Experimental results have already proved this theoretical explanation.

6 Conclusions and Future Research In this paper, we presented a novel growing self organizing map based algorithm to facilitate efficient text clustering. The high efficiency was obtained by using the novel method of index based document vector representation and modified growing self organizing process based on index based similarity calculation introduced in this paper. The initial experiments were conducted to test accuracy, and efficiency of the algorithm in detail, using a subset of Reuters-21578 "ApteMod" corpus, and the results have proved the above mentioned advantages of the algorithm. There are a number of future research directions to extend and improve the work presented here. We are currently working on building a cognition based incremental text clustering model using the efficiency and the hierarchical capabilities of the FastGSOM algorithm,. Also, there is some room to analyze other aspects of the algorithm with its parameters, and fine-tune the algorithm to obtain even better results.

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References 1. Rigouste, L., Cappé, O., Yvon, F.: Inference and evaluation of the multinomial mixture model for text clustering. Information Processing & Management 43(5), 1260–1280 (2007) 2. Aliguliyev, R.M.: Clustering of document collection-A weighting approach. Expert Systems with Applications 36(4), 7904–7916 (2009) 3. Saraçoglu, R.I., Tütüncü, K., Allahverdi, N.: A new approach on search for similar documents with multiple categories using fuzzy clustering. Expert Systems with Applications 34(4), 2545–2554 (2008) 4. Kohonen, T.: Self-organized formation of topologically correct feature maps. Biological cybernetics 43(1), 59–69 (1982) 5. Chow, T.W.S., Zhang, H., Rahman, M.: A new document representation using term frequency and vectorized graph connectionists with application to document retrieval. Expert Systems with Applications 36(10), 12023–12035 (2009) 6. Hung, C., Chi, Y.L., Chen, T.Y.: An attentive self-organizing neural model for text mining. Expert Systems with Applications 36(3), 7064–7071 (2009) 7. Tang, B., Shepherd, M.A., Heywood, M.I., Luo, X.: Comparing Dimension Reduction Techniques for Document Clustering. In: Kégl, B., Lee, H.-H. (eds.) Canadian AI 2005. LNCS (LNAI), vol. 3501, pp. 292–296. Springer, Heidelberg (2005) 8. Sinka, M.P., Corne, D.W.: The BankSearch web document dataset: investigating unsupervised clustering and category similarity. Journal of Network and Computer Applications 28(2), 129–146 (2005) 9. Liu, Y., Wu, C., Liu, M.: Research of fast SOM clustering for text information. Expert Systems with Applications (2011) 10. Isa, D., Kallimani, V., Lee, L.H.: Using the self organizing map for clustering of text documents. Expert Systems with Applications 36(5), 9584–9591 (2009) 11. Blackmore, J., Miikkulainen, R.: Incremental grid growing: Encoding high-dimensional structure into a two-dimensional feature map. IEEE (1993) 12. Fritzke, B.: Growing Grid - a self-organizing network with constant neighborhood range and adaptation strength. Neural Processing Letters 2, 9–13 (1995) 13. Alahakoon, D., Halgamuge, S.K., Srinivasan, B.: Dynamic self-organizing maps with controlled growth for knowledge discovery. IEEE Transactions on Neural Networks 11(3), 601–614 (2000) 14. Kohonen, T., et al.: Self organizing of a massive document collection. IEEE Transactions on Neural Networks 11(3), 574–585 (2000) 15. Rauber, A., Merkl, D., Dittenbach, M.: The growing hierarchical self-organizing map: exploratory analysis of high-dimensional data. IEEE Transactions on Neural Networks 13(6), 1331–1341 (2002)

News Thread Extraction Based on Topical N-Gram Model with a Background Distribution Zehua Yan and Fang Li Department of Computer Science and Engineering, Shanghai Jiao Tong University {yanzehua,fli}@sjtu.edu.cn http://lt-lab.sjtu.edu.cn

Abstract. Automatic thread extraction for news events can help people know diﬀerent aspects of a news event. In this paper, we present a method of extraction using a topical N-gram model with a background distribution (TNB). Unlike most topic models, such as Latent Dirichlet Allocation (LDA), which relies on the bag-of-words assumption, our model treats words in their textual order. Each news report is represented as a combination of a background distribution over the corpus and a mixture distribution over hidden news threads. Thus our model can model “presidential election” of diﬀerent years as a background phrase and “Obama wins” as a thread for event “2008 USA presidential election”. We apply our method on two diﬀerent corpora. Evaluation based on human judgment shows that the model can generate meaningful and interpretable threads from a news corpus. Keywords: news thread, LDA, N-gram, background distribution.

1

Introduction

News events happen every day in the real world, and news reports describe diﬀerent aspects of the events. For example, when an earthquake occurs, news reports will report the damage caused, the actions taken by the government, the aid from the international world, and other things related to the earthquake. News threads represent these diﬀerent aspects of an event. Topic models, such as Latent Dirichlet Allocation (LDA) [1] can extract latent topics from a large corpus based on the bag-of-words assumption. Actually news reports are sets of semantic units represented by words or phrases. N-gram phrases are meaningful to represent these semantic units. For example, “Bush Government” and “Security Council” in table 1 are two news threads for the “Iran nuclear program” event. They capture two aspects of the meaning of the event reports. Our task is to automatically extract news threads from news reports. Reports of a news event or a topic discuss the same event or the same topic and share some common words. Based on the analysis of LDA results, we ﬁnd that such common words represent the background of the event. We then assume each B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 416–424, 2011. c Springer-Verlag Berlin Heidelberg 2011

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news report is represented by a combination of (a) a background distribution over the corpus, (b) a mixture distribution over hidden news threads. In this paper, we use a topical n-gram model with a background distribution (TNB) to extract news threads from a news event corpus. It is an extension of the LDA model with word order and a background distribution. In the following, our model will be introduced, then experiments described and results given. Table 1. Threads and news titles for news event“Iran nuclear program” Event corpus

Iran Nuclear Program

2

Thread

News report titles Options for the Security Council the Security Council Iran ends cooperation with IAEA Iran likely to face Security Council Rice: Iran can have nuclear energy, not arms the Bush government Bush plans strike on Iran’s nuclear sites Iran Details Nuclear Ambitions

Related Work

In [2]’s work, news event threading is deﬁned as the process of recognizing events and their dependencies. They proposed an event model to capture the rich structure of events and their dependencies in a news topic. Features such as temporal locality of stories and time-ordering are used to capture events. [3] proposed a probabilistic model that accounts for both general and speciﬁc aspects of documents. The model extends LDA by introducing a speciﬁc aspect distribution and a background distribution. In this paper, each document is represented as a combination of (a) a background distribution over common words, (b) a mixture distribution over general topics, and (c) a distribution over words that are treated as being speciﬁc to the documents. The model has been applied in information retrieval and showed that it can match documents both at a general level and at speciﬁc word level. Similarly, [4] proposed an entity-aspect model with a background distribution; the model can automatically generate summary templates from given collections of summary articles. Word order and phrases are often critical to capture the latent meaning of text. Much work has been done on probabilistic generation models with word order inﬂuence. [5] develops a bigram topic model on the basis of a hierarchical Dirichlet language model [6], by incorporating the concept of topic into bigrams. In this model, word choice is always aﬀected by the previous word. [7] proposed an LDA collocation model (LDACOL). Words can be generated from the original topic distribution or the distribution in relation to the previous word. A new bigram status variable is used to indicate whether to generate a bigram or a unigram. It is more realistic than the bigram topic model which always generates bigrams. However, in the LDA Collocation model, bigrams do not have topics because the second term of a bigram is generated from a distribution conditioned on its previous word only.

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Further, [8] extended LDACOL by changing the distribution of previous words into a compound distribution of previous word and topic. In this model, a word has the option to inherit a topic assignment from its previous word if they form a bigram phrase. Whether to form a bigram for two consecutive word tokens depends on their co-occurrence frequency and nearby context.

3

Our Methods

3.1

Motivation

We analyze diﬀerent news reports, and ﬁnd that there are three kinds of words in a news report: background words (B), thread words (T) and stop words (S). Background words describe the background of the event. They are shared by reports in the same corpus. Thread words illustrate diﬀerent aspects of an event. Stops words are meaningless and appear frequently across diﬀerent corpora. For example, there are two sentences from a news report of “US presidential election” in table 2. The ﬁrst sentence talks about “immigration policy” and the second discusses “healthcare”. Stop words are labeled with “S” such as “as” and “the”. Background words are “presidential” and “election” which appear in both sentences and are labeled with “B”. Other words are thread words that are speciﬁcally associated with diﬀerent aspects of the event, such as “immigration” and “healthcare”. Table 2. Two sentences from “US presidential election” As/S we/S approach the/S 2008 Presidential/B election/B,/S both/S John/B McCain/B and/S Barack/B Obama/B are/S sharpening/T their/S perspectives/B on/S immigration/T policy/B./S After/S the/S economy/T ,/S US/B healthcare/T is/S the/S biggest/T domestic/T issue/T inﬂuencing/B voters/B in/S the/S US/B presidential/B election/B ./S

Also, we note that adjacent words can form a meaningful phrase and provide a clearer meaning, for example, “presidential election” and “domestic issue”. Based on the analysis, there are four possible combinations as follows: 1. 2. 3. 4.

B+B: Presidential/B election/B B+T: US/B healthcare/T T+B: immigration/T policy/B T+T: domestic/T issue/T

There is no doubt that “B+B” is a background phrase, and the “T+T” is a thread phrase. Both “B+T” and “T+B” are regarded as thread phrases because the phrase contains a thread word. For example, immigration is a thread word and policy is a background word; the phrase “immigration policy” identiﬁes a type of “policy”, and should be viewed as a thread phrase.

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Topical N-Gram Model with Background Distribution

We now propose our topical n-gram model with a background distribution (TNB) for news reports. Notation used in this paper is listed in table 3. Stop words are identiﬁed and removed using a stop word list. In our model, each news report is represented as a combination of two kinds of multinomial word distribution: (a) There is a background word distribution Ω with Dirichlet prior parameter β1 , which generates common words across diﬀerent threads. (b) There are T thread word distributions φt (1 < t < T ) with Dirichlet prior parameter β0 . A hidden bigram variable xi is used to indicate whether a word is generated from the background word distribution or the thread word distribution. A hidden bigram variable yi is introduced to indicate whether word wi can form a phrase with its previous word wi−1 or not. Unlike [8], we assume phrase generation is only aﬀected by the the previous word.

(a) LDA

(b) TNB

Fig. 1. Graphical model for LDA and TNB

Figure 1 shows graphical models of LDA and TNB. For each word wi , LDA ﬁrst draws a topic zi from the document-topic distribution p(z|θd ) and then draws the word from the topic-word distribution p(wi |φzi ). TNB has a similar general structure to the LDA model but with additional machinery to identify word wi ’s category (background or thread word) and whether it can form a phrase with the previous word wi−1 . For each word wi , we ﬁrst sample variable yi . If yi = 0, wi is not inﬂuenced by wi−1 . If yi = 1, wi−1 and wi can form a phrase. As analyzed before, phrases have four possible combinations. There are two situations when yi = 1 : 1. if wi−1 ∈ zt , wi draws either from the thread zt or the background distribution. 2. if wi−1 is a background word, wi draws from any threads or the background distribution.

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Table 3. Notation used in this paper SYMBOL α β1 γ2 D (d) wi (d)

yi

θ(d) Ω λi

DESCRIPTION Dirichlet prior of θ Dirichlet prior of Ω Dirichlet prior of σ number of documents the ith word in document d

SYMBOL β0 γ1 T W (d)

zi

the bigram status between the (i − 1)th word and ith word in the document d the multinomial distribution of topics w.r.t the document d the multinomial distribution of words w.r.t the background the Bernoulli distribution of status variable xi (d)

xi (d) φz ψi

DESCRIPTION Dirichlet prior of φ Dirichlet prior of λ number of threads number of unique words the thread associated with ith word in the document d the bigram status indicate the ith word is a background word or topic word the multinomial distribution of words w.r.t the topic z the Bernoulli distribution of status variable yi (d)

Second, we sample variable xi . If xi = 1, wi is a background word, it is generated from M ulti(Ω). Else it is generated in the same way as LDA. 3.3

Inference

For this model, exact inference over hidden variables is intractable due to the large number of variables and parameters. There are several approximate inference techniques which can be used to solve this problem, such as variational methods [9], Gibbs sampling [10] and expectation propagation [11]. As [12] showed that phrase assignment can be sampled eﬃciently by Gibbs sampling, Gibbs sampling is adopted for approximate inference in our work. The conditional probability of wi given a document dj can be written as: p(wi |dj ) = (p(xi = 0|dj ) Tt=1 p(wi |zi = t, d) +p(xi = 1|dj )p (w)) × p(wi |yi , wi−1 )

(1)

where p(wi |zi = t, d) is the thread word distribution and p (w) is the background word distribution. p(wi |yi , wi−1 ) describe the wi−1 sinﬂuence over wi . In Figure 1(b), if yi = 0, the wi will not be inﬂuenced by wi−1 and will be generated from the background distribution and thread distribution. Gibbs sampling equations are derived as follows: p(xi = 0, yi = 0, zi = t|w, x−i , z−i , α, β0 , γ1 , γ2 ) ∝ Nd0,−i +γ1 Nd,−i +2γ1

×

TD Ctd,−i +α

TD t Ct d,−i +T α

×

WT Cwt,−i +β0

WT w Cw t,−i +T β0

×

w

N0 i−1 +γ2 Nwi −1 +2γ2

(2)

p(xi = 1, yi = 0|w, x−i , z−i , β1 , γ1 , γ2 ) ∝ Nd1,−i +γ1 Nd,−i +2γ1

×

W Cw,−i +β1

w

C W

w ,−i

+T β1

×

wi−1

N0 +γ2 Nwi −1 +2γ2

(3)

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If yi = 1, the wi can form a phrase with wi−1 . p(xi = 0, yi = 1, zi = t|wi−1 , zi−1 = t, α, β0 , γ1 , γ2 ) ∝ Nd0,−i +γ1 Nd,−i +2γ1

×

WT Cwt,−i +β0

WT w Cw t,−i +T β0

×

w

N1 i−1 +γ2 Nwi −1 +2γ2

(4)

p(xi = 1, yi = 1|wi−1 , zi−1 = t, α, β1 , γ1 , γ2 ) ∝ W Cw,−i +β1 Nd1,−i +γ1 W Nd,−i +2γ1 w Cw ,−i +T β1

×

w

N1 i−1 +γ2 Nwi −1 +2γ2

(5)

where the subscript −i stands for the count when word i is removed. Nd is the number of words in document d. Nd0 stands for the number of thread words in document d, and Nd1 is the number of background words in document d. Nwi−1 w w is the number of words wi−1 . N0 i−1 and N1 i−1 is the number of words wi−1 WT which have been drawn from as a unigram or as a part of phrase. Cwt , CwW are the number of times a word is assigned to a thread t, or to a background distribution respectively.

4 4.1

Experiments Experimental Settings

Two corpora are used in the experiments. The Chinese news corpus is an event based corpus, which contains 68 event sub-corpora, such as “2007 Nobel prize”. The number of news reports in a sub-corpus varies from 100 to 420. Another corpus is the Reuters-21578 ﬁnancial news corpus. We select ﬁve sub corpora from it, they are: “crude”, “grain”, “interest”, “money-fx” and “trade”. Each of them contains more than 300 reports which describe many events. Experiments are run on both corpora with diﬀerent numbers of threads. The experiments are run with 500 iterations for each case. And we set α = 50/T where T is the number of threads, β0 = 0.1, β1 = 0.1 and γ1 = 0.5, γ2 = 0.5 by experience. The LDA result is used as our baseline. The top three words of LDA are compared with the top three phrases generated by TNB on diﬀerent corpora at diﬀerent numbers of threads. 4.2

Evaluation Metrics

There is no golden standard for news thread extraction. Only humans can identify and understand news threads for diﬀerent news events. The top three phrases of TNB and top three words of LDA are evaluated by voluntary judges on a scale of 0 to 1. Report titles are provided as the basis for judging. Score 1 means the phrase or the word represents the meaning of the title well. Score 0 means the word or the phrase does not capture the meaning of the title. Score 0.5 is between them. The precision of news threads are calculated in the following three formula: T scoret1 top−1 = t (6) T

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T max(scoret1 , scoret2 ) top−2 = t T T max(scoret1 , scoret2 , scoret3 ) top−3 = t T th where scoreti is the score of the i word in thread t. 4.3

(7) (8)

Results and Analysis

Table 4 and 5 shows the precisions of news thread extraction from the Chinese and Ruters corpus with diﬀerent numbers of threads. As the number of thread increases, the precision decreases. We analyze both corpora. The Chinese corpus is event-based, the number of 5 or 8 matches its semantic meaning hidden in each event corpus. Twenty threads are adequate to the semantic meanings of the Reuters sub-corpora. The hidden semantics of the corpus dominate the precision and ﬁnal results. The precision of TNB is much better than LDA. We give two explanations. Table 7 shows both results extracted from the “2007 Nobel Prize” reports. First, the top LDA words do not consider the background inﬂuence, common words such as “Nobel” appearing in the top three words. Such words cannot be regarded as thread words to represent diﬀerent aspects of an event. In TNB, thread-speciﬁc words (such as “Peace”) can be extracted and form an n-gram phrase with backgroun word to represent the thread more clearly. The second explanation is that a phrase delivers more clear information than a unigram word. For example, “peace” vs. “Nobel Peace Prize”. The top three results of TNB for threads related to the Nobel Peace Prize convey two meanings ”Nobel Peace Prize” and ”Climate change problem”, while people need his knowledge to understand the top three words of LDA. Table 4. Precision on Chinese corpus Evaluations TNB TNB TNB LDA LDA LDA

top-1 top-2 top-3 top-1 top-2 top-3

Number of thread 5 8 10 12 72.3% 65.4% 61.5% 60.9% 85.2% 82.4% 77.7% 75.1% 90.6% 88.3% 82.9% 81.4% 43.4% 38.3% 31.9% 30.3% 51.3% 45.5% 37.5% 36.9% 58.4% 55.1% 46.9% 43.3%

Table 5. Precision on Reuter corpus Evaluations TNB top-1 TNB top-2 TNB top-3 LDA top-1 LDA top-2 LDA top-3

Number of thread 20 25 30 55.2% 44.3% 38.3% 73.2% 61.1% 57.7% 81.3% 69.4% 66.3% 32% 29.5% 28.3% 41.5% 37% 38.4% 52% 41.5% 40%

Table 6 lists the background words of ﬁve sub-corpora of Reuters news. These sub-corpora are not event-based, The background words still catch many features of each category. For example, words like “wheat”, “grain” and “agriculture” are easily identiﬁed as background words for the category of grain. The word ”say” appears as the top background word for all these sub-corpora. The reason is that reports in the Reuters corpus always reference diﬀerent peoples’ opinions, so the word frequency is really high. Therefore “say” is regarded as a background word.

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Table 6. Background words for Reuters corpus trade say trade japan japanese oﬃcial

crude say oil company dlrs mln

grain say wheat price grain corn

interest say rate bank market blah

money-fx say dollar rate blah trade

Table 7. LDA and TNB result for threads of “2007 Nobel prize” Nobel Peace Prize LDA Result Peace 0.032 Nobel 0.025 Climate 0.024 Gore 0.023 change 0.019 president 0.016 committee 0.013 global 0.013 TNB Background words America 0.015 university 0.013 gene 0.011 TNB Result Nobel Peace Prize 0.033 Climate change problem 0.032 Climate change 0.018

5

Nobel Economics Prize Nobel Sweden economics announce prize date winner economist

0.041 0.035 0.029 0.027 0.021 0.015 0.014 0.013

research nobel Prize

0.013 0.012 0.011

The Royal Swedish Academy 0.056 announce Nobel economics prize 0.052 Swedish kronor 0.038

Conclusion

In this paper, we present a topical n-gram model with background distribution (TNB) to extract news threads. The TNB model adds background analysis and the word-order feature to standard LDA. Experiments indicate that our model can extract more interpretable threads than LDA from a news corpus. We also ﬁnd that the number of threads and the event type can inﬂuence the precision of news thread extraction. Experiments show that TNB works well not only on an event-based corpus but also on a topic-based corpus. In the future, we plan to develop a dynamic mechanism to decide a suitable number of threads for diﬀerent news event types to improve the precision of news thread extraction. Acknowledgements. This research is supported by the Chinese Natural Science Foundation under Grant Numbers 60873134.The authors thank Mr.Sandy Harris for English improvment and other students for human evaluations in the experiments.

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References 1. Blei, D.M., Ng, A.Y., Jordan, M.I., Laﬀerty, J.: Latent dirichlet allocation. Journal of Machine Learning Research 3, 993–1022 (2003) 2. Nallapati, R., Feng, A., Peng, F., Allan, J.: Event threading within news topics. In: Proceedings of the Thirteenth ACM International Conference on Information and knowledge Management, pp. 446–453. ACM (2004) 3. Chemudugunta, C., Smyth, P., Steyvers, M.: Modeling General and Speciﬁc Aspects of Documents with a Probabilistic Topic Model. In: Advances in Neural Information Processing Systems, pp. 241–242 (2006) 4. Li, P., Jiang, J., Wang, Y.: Generating templates of entity summaries with an entity-aspect model and pattern mining. In: Proceedings of the 48th Annual Meeting of the Association for Computational Linguistics, pp. 640–649. Association for Computational Linguistics (2010) 5. Wallach, H.M.: Topic modeling: beyond bag-of-words. In: Proceedings of the 23rd International Conference on Machine Learning, pp. 977–984. ACM (2006) 6. MacKay, D.J.C., Peto, L.C.B.: A hierarchical dirichlet language model. Natural language engineering 1(03), 289–308 (1995) 7. Griﬃths, T.L., Steyvers, M., Tenenbaum, J.B.: Topics in semantic representation. Psychological Review 114(2), 211 (2007) 8. Wang, X., McCallum, A., Wei, X.: Topical n-grams: Phrase and topic discovery, with an application to information retrieval. In: Seventh IEEE International Conference on Data Mining ICDM 2007, pp. 697–702. IEEE (2007) 9. Jordan, M.I., Ghahramani, Z., Jaakkola, T.S., Saul, L.K.: An introduction to variational methods for graphical models. Machine learning 37(2), 183–233 (1999) 10. Andrieu, C., De Freitas, N., Doucet, A., Jordan, M.I.: An introduction to mcmc for machine learning. Machine learning 50(1), 5–43 (2003) 11. Minka, T., Laﬀerty, J.: Expectation-propagation for the generative aspect model. In: Proceedings of the 18th Conference on Uncertainty in Artiﬁcial Intelligence, pp. 352–359. Citeseer (2002) 12. Griﬃths, T.L., Steyvers, M.: Finding scientiﬁc topics. Proceedings of the National Academy of Sciences of the United States of America 101(suppl. 1), 5228 (2004)

Alleviate the Hypervolume Degeneration Problem of NSGA-II Fei Peng and Ke Tang University of Science and Technology of China, Hefei 230027, Anhui, China [email protected], [email protected]

Abstract. A number of multiobjective evolutionary algorithms, together with numerous performance measures, have been proposed during past decades. One measure that has been popular recently is the hypervolume measure, which has several theoretical advantages. However, the well-known nondominated sorting genetic algorithm II (NSGA-II) shows a fluctuation or even decline in terms of hypervolume values when applied to many problems. We call it the “hypervolume degeneration problem”. In this paper we illustrated the relationship between this problem and the crowding distance selection of NSGA-II, and proposed two methods to solve the problem accordingly. We comprehensively evaluated the new algorithm on four well-known benchmark functions. Empirical results showed that our approach is able to alleviate the hypervolume degeneration problem and also obtain better final solutions. Keywords: Multiobjective evolutionary optimization, evolutionary algorithms, hypervolume, crowding distance.

1 Introduction During past decades, a number of multiobjective evolutionary algorithms (MOEAs) have been investigated for solving multiobjective optimization problems (MOPs) [1], [2]. Among them, the nondominated sorting genetic algorithm II (NSGA-II) is regarded as one of the state-of-the-art approaches [3]. Together with the algorithms, various measures have been proposed to assess the performance of algorithms [6]-[8]. One measure that has been popular nowadays is the hypervolume measure, which essentially measures “size of the space covered” [7]. So far, it is the only unary measure that is known to be strictly monotonic with regard to Pareto dominance relation, i.e., whenever a solution set entirely dominates another one, the hypervolume value of the former will be better [9]. However, previous studies showed that, NSGA-II could not obtain solutions with good hypervolume values [5]. By further observation we found that, when applying NSGA-II to many MOPs, the hypervolume value of the solution set obtained in each generation may fluctuate or even decline during the optimization process. We call this problem the “hypervolume degeneration problem” (HDP). HDP may cause confusion about when to stop the algorithm and report solutions, because assigning more computation time to the algorithm can not promise better solutions. Intuitively, one may B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 425–434, 2011. c Springer-Verlag Berlin Heidelberg 2011

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calculate the hypervolume value for the solution set achieved in each generation, and stop the algorithm if the hypervolume value reaches a target value. However, calculating hypervolume for a solution set requires great computational effort, not to mention the computational overhead required for calculating hypervolume in each generation. In the literature of evolutionary multiobjective optimization (EMO), there have been several approaches for improving NSGA-II, whether in terms of hypervolume vaules or not. Researchers have investigated the effects of assigning different ranks to nondominated solutions [12]-[15], modifying the dominance relation or objective functions [16]-[18], using different fitness evaluation mechanisms (instead of Pareto dominance) [19], [20], and incorporating user preference into MOEAs [21], [22]. However, the hypervolume degeneration problem has yet been put forward, not to mention any effort on solving the problem. In this paper we illustrated the relationship between HDP and the crowding distance selection of NSGA-II. Then, two methods were proposed to alleviate the problem accordingly. To be specific, a single point hypervolume-based selection is appended to the crowding distance selection probabilistically, in order to achieve a trade-off between preserving diversity and progressing towards the Pareto front. Besides, the crowding distance of a certain solution in NSGA-II is the arithmetic mean of the normalized side lengths of the cuboid defined by its two neighbors [3]. We use the geometric mean of the normalized side lengthes as the crowding distance instead. The new algorithm was namedNSGA-II with geometric mean-based crowding distance selection and single point hypervolume-based selection (NSGA-II-GHV). To verify its effectiveness, we comprehensively evaluated it on four well-known functions. Compared to existing work on improving NSGA-II, this paper contributes from two aspects. First, from the motivation perspective, we for the first time address the HDP of NSGA-II. Second, from the methodology perspective, we focus on modifying the crowding distance selection of NSGA-II, which is quite different from existing approaches. The rest of the paper is organized as follows: Section II gives some preliminaries about multiobjective optimization and the hypervolume mesure. Then in Section III we will give a brief introduction to the crowding distance selection, and illustrate the relationship between HDP and the crowding distance selection. Methods for alleviating the HDP are also presented in this section. Experimental study is presented in Section IV. Finally, we draw the conclusion in Section V.

2 Preliminaries 2.1 Dominance Relation and Pareto Optimality Without loss of generality, we consider a multiobjective minimization problem with m objective functions: minimize F (x) = (f1 (x), ..., fm (x)) subject to x ∈ Ω.

(1)

where the decision vector x is a D-dimensional vector. Ω is the decision (variable) space, and the objective space is Rm .

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The dominance relation ≺ is generally used to compare two solutions with objective vectors x = (x1 , ..., xm ) and y = (y1 , ..., ym ): x ≺ y iff xi ≤ yi for all i = 1, ..., m and xj < yj for at least one index j ∈ {1, ..., m}. Otherwise, the relation between the two solutions is called nondominated. A solution set S is considered to be a nondominated set if all the solutions in S are mutually nondominated. The dominance relation ≺ can be easily extended to solution sets, i.e., for two solution sets A, B ⊆ Ω, A ≺ B iff ∀y ∈ B, ∃x ∈ A : x ≺ y. A solution x ∈ Ω is said to be Pareto optimal if there is no solution in decision space that dominates x . The corresponding objective vector F (x ) is then called a Pareto optimal (objective) vector. The set of all the Pareto optimal solutions is called Pareto set, and the set of their corresponding Pareto optimal vectors is called the Pareto front. 2.2 Hypervolume Measure The Pareto dominance relation ≺ only defines a partial order, i.e., there may exist incomparable sets, which could cause difficulties when assessing the performance of algorithms [23]. To tackle this problem, one direction is to define a total ordered performance measure that enables mutually comparable with respect to any two objective vector sets [23]. Specifically, this means that whenever A ≺ B ∧ B ⊀ A, the measure value of A is strictly better than the measure value of B. So far hypervolume is the only known measure with this property in the field of EMO [23]. The hypervolume measure was first proposed in [7] where it measures the space covered by a solution set. Mathematically, a reference point xr should be defined at first. For each solution in a solution set S = {xi = (xi,1 , ..., xi,m )|i = 1, ..., |S|}, the volume define by xi is Vi = [xi,1 , xr1 ] × [xi,2 , xr2 ] × ... × [xi,m , xrm ]. All these volumes construct the total volume of S, i.e., ∪Vi . Then, the hypervolume of S can be defined as [7], [23] · · · 1 · dv. (2) v⊆∪Vi

This measure has become more and more popular for assessing the performance of MOEAs nowadays.

3 Alleviate the Hypervolume Degeneration Problem of NSGA-II 3.1 Crowding Distance Selection of NSGA-II The main feature of NSGA-II is that it employs a fast nondominated sorting and crowding distance calculation procedure for selecting offspring. When conducting selection, taking into account the crowding distance is considered to be beneficial for diversity preservation [3]. It is estimated by calculating the average distance of two adjacent solutions surrounding a particular solution along each objective [3]. As shown in Fig. 1 (a), the crowding distance of solution xi is the average side lengths of the cuboid formed by its two adjacent solutions xi−1 and xi+1 (shown with a dashed box). Each

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objective value is divided by fjmax − fjmin , j = 1, ..., m for normalization, where fjmax and fjmin stand for the maximum and minimum values of the jth objective function. NSGA-II continuously accepts nondominated sets with nondominated ranks in ascending order (the lower the better) until the number of accepted solutions exceeds the population size. In this case, the crowding distance selection will be applied to the last accepted nondominated set: Solutions with larger crowding distances will survived. 3.2 Hypervolume Degeneration Problem When applying NSGA-II to MOPs, we found that the hypervolume value of the population in each generation may fluctuate or even decline. The reason can be illustrated in Fig. 1 (b). S = {x1 , ..., x5 } is a nondominated set. y is a new solution that is nondominated with all the points in S. In this situation, the crowding distance selection will be employed on the new set S ∪ {y}. Apparently the crowding distance of y is larger than that of x4 . Then, x4 will be replaced with y and the resultant new nondominated set will be S = {x1 , y, x2 , x3 , x5 }. Hence, the hypervolume of set S will be the hypervolume of set S minus area of the rectangle A plus area of the rectangle B. Since the area of A can be smaller than that of B, the crowding distance selection may cause a decline in terms of hypervolume values. This problem may even deteriorate in case of more than two objective problems [4]. f1

f1

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Fig. 1. (a) Crowding distance of calculation. (b) Illustration of the reason for hypervolume degeneration problem in biobjective case.

3.3 NSGA-II with Geometric Mean-Based Crowding Distance Selection and Single Point Hypervolume-Based Selection We use the original NSGA-II as the basic algorithm, and apply two methods to it in order to alleviate the aforementioned HDP.

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Single Point Hypervolume-Based Selection. As illustrated above, the HDP of NSGAII is due to the fact that, the crowding distance selection always preserves the solutions in sparse area, regardless of how far it is from them to the Pareto front. As a result, solutions which sit close to the Pareto front might be replaced by those ones which are distant from the Pareto font but with larger crowding distances. Consequently, the hypervolume value of the solution set after selection has a possibility to decline. For this reason, preserving some solutions that locate close to Pareto fronts but with small crowding distances may be beneficial. The hypervolume of a solution can indicate the distance between itself and the Pareto front to some extent, and thus can be used for selection. In this paper we simply employed the single point hypervolume-based selection rather than a multiple points based one, because the calculation of hypervolume for multiple points is quite time-consuming. On the other hand, if the algorithm biases too much to those solutions with good hypervolume values, the resultant solution set might assemble together and lose diversity severely. Based on the considerations, a single point hypervolume-based selection is appended to the crowding distance selection probabilistically. In detail, a predefined probability P is given at first. It determines the probability of performing the single point hypervolume-based selection. Then, when the crowding distance selection occurs on a nondominated set S, we modify the procedure as follows: – Copy S to another set S . – Calculate the crowding distances of solutions in S and calculate the hypervolume value of each single solution in S . – Sort S and S according to crowding distance values and single point hypervolume values, respectively. – Generate a random number r. If r < P , choose the solution with largest single point hypervolume value in S as offspring and remove the solution from S ; otherwise, choose the solution with largest crowding distance in S as offspring and remove the solution from S. Repeat this operation until the number of offspring reaches the limit of the population size. By applying the new selection, the resultant algorithm would show a trade-off between preserving diversity and progressing closer to the Pareto front. This property is expected to be beneficial for alleviating the HDP while still maintaining diversity to some extent. Geometric Mean-Based Crowding Distance. As stated in section III-A, the crowding distance of a solution is the arithmetic mean of the side lengths of the cuboid formed by its two adjacent solutions. Since each side length is normalized before conducting the calculation, it is essentially a ratio number, for which geometric mean would be more suitable than arithmetic mean. Moreover, the arithmetic mean can suffer from extremely large or extremely small values, especially the former ones. Thus, the crowding distance selection has an implicit bias to the solutions surrounded by a cuboid with a extremely large length (width) and a extremely small width (length). This bias is usually undesirable. The geometric mean has no such bias, and would be more appropriate for calculating the crowding distance.

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4 Experimental Studies In this section, the effectiveness of the NSGA-II-GHV is empirically evaluated on four well-known benchmark functions chosen from the DTLZ test suite [24]. The problem definitions are given in Table 1. For the four functions, the geometry of the Pareto fronts are totally different, which enables us to fully investigate the performance. We will first compare the hypervolume convergence graphs of NSGA-II-GHV and NSGAII to verify whether our approach is capable of alleviating the HDP. Further, we will compare the finally obtained Pareto front approximations of our approach with NSGAII. In all experiments, the objective number was set to three and the dimension of the decision vectors was set to ten. Table 1. Problem definitions of the test functions. A detailed description can be found in [24]. Problem Definition f1 (x) = 12 x1 x2 (1 + g(x)) f2 (x) = 12 x1 (1 − x2 )(1 + g(x)) f1 f3 (x) = 12 (1 − x1 )(1 + g(x)) 2 g(x) = 100[|x| − 2 + D i=3 ((xi − 0.5) − cos(20π(xi − 0.5)))] 0 ≤ xi ≤ 1, for i = 1, ..., D, D = 10 f1 (x) = cos(x1 π/2)cos(x2 π/2)(1 + g(x)) f2 (x) = cos(x1 π/2)sin(x2 π/2)(1 + g(x)) f2 f3 (x) = sin(x1 π/2)(1 + g(x)) 2 g(x) = 100[|x| − 2 + D i=3 ((xi − 0.5) − cos(20π(xi − 0.5)))] 0 ≤ xi ≤ 1, for i = 1, ..., D, D = 10 f1 (x) = cos(θ1 π/2)cos(θ2 )(1 + g(x)) f2 (x) = cos(θ1 π/2)sin(θ2 )(1 + g(x)) f3 (x) = sin(θ1 π/2)(1 + g(x)) 0.1 f3 g(x) = D i=3 xi π θ1 = x1 , θ2 = 4(1+g(x)) (1 + 2g(x)x2) 0 ≤ xi ≤ 1, for i = 1, ..., D, D = 10 f1 (x) = x1 f2 (x) = x2 f3 (x) = h(f1 , f2 , g)(1 + g(x)) D 9 f4 g(x) = |x|−2 i=3 xi fi h(f1 , f2 , g) = 3 − 2i=1 ( 1+g (1 + sin(3πfi ))) 0 ≤ xi ≤ 1, for i = 1, ..., D, D = 10

4.1 Experimental Settings All the results presented were obtained by executing 25 independent runs for each experiment. For NSGA-II, we adopted the parameters suggested in the corresponding publications [3]. The population sizes for the two algorithms were set to 300, and the maximum generations were set to 250. For the single point hypervolume-based selection, two issues need to be figured out in advance. First, the probability P was set to 0.05. Then, the objective values of each

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solution were normalized before calculating the hypervolume value. Since solutions could be far away from the Pareto front at the early stage, we simply use the upper and lower bound of each function to employ the normalization. By using relaxation method, the upper and lower bounds of f1 –f3 were set to 900 and 0 and for f4 they were set to 30 and -1, respectively. After that, the reference point can be simply chosen at (1, 1, 1). 4.2 Results and Discussions Figs. 2 (a)–(d) present the evolutionary curves of the two algorithms on the four functions in terms of the hypervolume value of solution set obtained in each generation. For each algorithm, we sorted the 25 runs by the hypervolume values of the final solution sets and picked out the median ones. The corresponding curve was then plotted. Accordingly, the objective values were normalized as discussed in section IV-A and the reference point was also set at (1, 1, 1). The Pareto front of f1 is a hyper-plane, while the Pareto front of f2 is the eighth spherical shell [24]. In this case, NSGA-II showed a fluctuation or decline in hypervolume at the late stage, as showed in Fig. 2 (a) and (b). In most cases NSGA-II fluctuated when it reached a good hypervolume value, which indicates that it might reach a good Pareto front approximation. We also found that most of the solutions are nondominated at this time. Then, the crowding distance selection would play an important part and thus should take the main responsibility for the HDP. On the contrary, NSGA-II-GHV smoothed the fluctuation. Meanwhile, NSGA-II-GHV generally converged faster and finally obtained better Pareto front approximations than NSGA-II. In Fig. 2 (c), both the two algorithms showed smooth convergence curves. The reason is, the Pareto front of this function is a continuous two-dimensional curve, and thus NSGA-II did not suffer greatly from the HDP as on three-dimensional surfaces. However, NSGA-II generally achieved higher convergence speed. Finally, in Fig. 2 (d), both the two algorithm suffered from the degeneration problem. The Pareto front of f4 is a three-dimensional discontinuous surfaces, which leads to great search difficulty. Anyhow, the convergence curve of our approach is generally above the one of NSGA-II. Below we will further investigate whether NSGA-II-GHV is able to obtain better final solution sets. The hypervolume and inverted generational distance (IGD) [25] were chosen as the performance measures. When calculating hypervolume, we also normalized the objective values and set reference point as mentioned in section II-A. In consequence, the hypervolume values would be quite close to 1, which causes difficulty for demonstration. Hence, we subtracted these values from 1 and presented the mean of the modified values in Table 2. Since a large hypervolume value is considered to indicate a good performance, then the item in Table 2 will indicates good performance when it is small. Two-sided Wilcoxon rank-sum tests [26] with significance level 0.05 have also been conducted based on these values. The one that is significantly better was highlighted in boldface. It can be found that the NSGA-II-GHV outperformed NSGAII on three out of the four functions, and the difference between the two algorithms is not statistically significant on f3 . Meanwhile, NSGA-II-GHV achieved comparable or superior results than NSGA-II in terms of the IGD values. Hence, the advantage of NSGA-II-GHV has also been verified.

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Fig. 2. The hypervolume evolutionary curves of NSGA-II-GHV and NSGA-II on function f1 –f4 Table 2. Comparison between NSGA-II-GHV and NSGA-II in terms of hypervolume and IGD values Function f1 f2 f3 f4

NSGA-II-GHV hypervolume IGD 1.54e − 09 8.48e − 09 1.44 − 06 8.57e − 02

3.08e − 01 4.36e − 02 3.71e − 02 1.97e − 01

NSGA-II hypervolume IGD 8.46e − 09 5.52e − 08 1.46 − 06 8.66e − 02

2.80e − 01 9.90e − 02 4.68e − 02 1.96e − 01

5 Conclusions In this paper, the HDP of NSGA-II was identified at first. Then, we illustrated that this problem is due to the fact that the crowding distance selection of NSGA-II always favors the solutions in sparse area regardless of the distances between them and the Pareto front. To solve this problem, a single point hypervolume-based selection was first appended to the crowding distance selection probabilistically to achieve a trade-off between preserving diversity and progressing towards good Pareto fronts. At the same

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time, the crowding distance of a solution is the arithmetic mean of side lengths of the cuboid surrounded by its two neighbors. Since the arithmetic mean suffers greatly from extreme values, it will make the crowding distance selection bias towards solutions surrounded by a cuboid with a extremely large length (width) and a extremely small width (length). Therefore, we use a geometric mean instead to remove this bias. To demonstrate the effectiveness, we comprehensively evaluated the new algorithm on four well-known benchmark functions. Empirical results showed that the proposed methods are capable of alleviating the HDP of NSGA-II. Moreover, the new algorithm also achieved superior or comparable performance in comparison with NSGA-II. Acknowledgment. This work is partially supported by two National Natural Science Foundation of China grant (No. 60802036 and No. U0835002) and an EPSRC grant (No. GR/T10671/01) on “Market Based Control of Complex Computational Systems.”

References 1. Deb, K.: Multi-Objective Optimization Using Evolutionary Algorithms. Wiley, New York (2001) 2. Coello, C.: Evolutionary multi-objective optimization: A historical view of the field. IEEE Computational Intelligence Magazine 1(1), 28–36 (2006) 3. Deb, K., Pratap, A., Agarwal, S., Meyarivan, T.: A fast and elitist multiobjective genetic algorithm: NSGA-II. IEEE Transactions on Evolutionary Computation 6(2), 182–197 (2002) 4. Wang, Z., Tang, K., Yao, X.: Multi-objective approaches to optimal testing resource allocation in modular software systems. IEEE Transactions on Reliability 59(3), 563–575 (2010) 5. Nebro, A.J., Luna, F., Alba, E., Dorronsoro, B., Durillo, J.J., Beham, A.: AbYSS: Adapting scatter search to multiobjective optimization. IEEE Transactions on Evolutionary Computation 12(4), 439–457 (2008) 6. Zitzler, E., Deb, K., Thiele, L.: Comparison of multiobjective evolutionary algorithms: Empirical results. Evolutionary Computation 8(2), 173–195 (2000) 7. Zitzler, E., Thiele, L., Laumanns, M., Fonseca, C., Fonseca, V.: Performance assessment of multiobjective optimizers: An analysis and review. IEEE Transactions on Evolutionary Computation 7(2), 117–132 (2003) 8. Tan, K., Lee, T., Khor, E.: Evolutionary algorithms for multi-objective optimization: Performance assessments and comparisons. Artificial Intelligence Review 17(4), 253–290 (2002) 9. Bader, J., Zitzler, E.: HypE: An algorithm for fast hypervolume-based many-objective optimization. Evolutionary Computation 19(1), 45–76 (2011) 10. Ishibuchi, H., Tsukamoto, N., Hitotsuyanagi, Y., Nojima, Y.: Effectiveness of scalability improvement attempts on the performance of NSGA-II for many-objective problems. In: 10th Annual Conference on Genetic and Evolutionary Computation (GECCO 2008), pp. 649–656. Morgan Kaufmann (2008) 11. Corne, D., Knowles, J.: Techniques for highly multiobjective optimization: Some nondominated points are better than others. In: 9th Annual Conference on Genetic and Evolutionary Computation (GECCO 2007), pp. 773–780. Morgan Kaufmann (2007) 12. Drechsler, N., Drechsler, R., Becker, B.: Multi-objective Optimisation Based on Relation Favour. In: Zitzler, E., Deb, K., Thiele, L., Coello Coello, C.A., Corne, D.W. (eds.) EMO 2001. LNCS, vol. 1993, pp. 154–166. Springer, Heidelberg (2001) 13. K¨oppen, M., Yoshida, K.: Substitute Distance Assignments in NSGA-II for Handling ManyObjective Optimization Problems. In: Obayashi, S., Deb, K., Poloni, C., Hiroyasu, T., Murata, T. (eds.) EMO 2007. LNCS, vol. 4403, pp. 727–741. Springer, Heidelberg (2007)

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14. Kukkonen, S., Lampinen, J.: Ranking-dominance and many-objective optimization. In: 2007 IEEE Congress on Evolutionary Computation (CEC 2007), pp. 3983–3990. IEEE Press (2007) 15. S¨ulflow, A., Drechsler, N., Drechsler, R.: Robust Multi-Objective Optimization in High Dimensional Spaces. In: Obayashi, S., Deb, K., Poloni, C., Hiroyasu, T., Murata, T. (eds.) EMO 2007. LNCS, vol. 4403, pp. 715–726. Springer, Heidelberg (2007) 16. Sato, H., Aguirre, H.E., Tanaka, K.: Controlling Dominance Area of Solutions and Its Impact on the Performance of MOEAs. In: Obayashi, S., Deb, K., Poloni, C., Hiroyasu, T., Murata, T. (eds.) EMO 2007. LNCS, vol. 4403, pp. 5–20. Springer, Heidelberg (2007) 17. Branke, J., Kaußler, T., Schmeck, H.: Guidance in evolutionary multi-objective optimization. Advances in Engineering Software 32(6), 499–507 (2001) 18. Ishibuchi, H., Nojima, Y.: Optimization of Scalarizing Functions Through Evolutionary Multiobjective Optimization. In: Obayashi, S., Deb, K., Poloni, C., Hiroyasu, T., Murata, T. (eds.) EMO 2007. LNCS, vol. 4403, pp. 51–65. Springer, Heidelberg (2007) 19. Ishibuchi, H., Nojima, Y.: Iterative approach to indicator-based multiobjective optimization. In: 2007 IEEE Congress on Evolutionary Computation (CEC 2007), pp. 3697–3704. IEEE Press, Singapore (2007) 20. Wagner, T., Beume, N., Naujoks, B.: Pareto-, Aggregation-, and Indicator-Based Methods in Many-Objective Optimization. In: Obayashi, S., Deb, K., Poloni, C., Hiroyasu, T., Murata, T. (eds.) EMO 2007. LNCS, vol. 4403, pp. 742–756. Springer, Heidelberg (2007) 21. Deb, K., Sundar, J.: Reference point based multi-objective optimization using evolutionary algorithms. In: 8th Annual Conference on Genetic and Evolutionary Computation (GECCO 2006), pp. 635–642. Morgan Kaufmann (2007) 22. Fleming, P.J., Purshouse, R.C., Lygoe, R.J.: Many-Objective Optimization: An Engineering Design Perspective. In: Coello Coello, C.A., Hern´andez Aguirre, A., Zitzler, E. (eds.) EMO 2005. LNCS, vol. 3410, pp. 14–32. Springer, Heidelberg (2005) 23. Zitzler, E., Brockhoff, D., Thiele, L.: The Hypervolume Indicator Revisited: On the Design of Pareto-compliant Indicators Via Weighted Integration. In: Obayashi, S., Deb, K., Poloni, C., Hiroyasu, T., Murata, T. (eds.) EMO 2007. LNCS, vol. 4403, pp. 862–876. Springer, Heidelberg (2007) 24. Deb, K., Thiele, L., Laumanns, M., Zitzler, E.: Scalable test problems for evolutionary multiobjective optimization. In: Evolutionary Multiobjective Optimization: Theoretical Advances and Applications, pp. 105–145. Springer, Berlin (2005) 25. Okabe, T., Jin, Y., Sendhoff, B.: A critical survey of performance indices for multiobjective optimisation. In: 2003 IEEE Congress on Evolutionary Computation (CEC 2003), pp. 878–885. IEEE Press, Canberra (2003) 26. Siegel, S.: Nonparametric Statistics for the Behavioral Sciences. McGraw-Hill, New York (1956)

A Hybrid Dynamic Multi-objective Immune Optimization Algorithm Using Prediction Strategy and Improved Differential Evolution Crossover Operator Yajuan Ma, Ruochen Liu, and Ronghua Shang Key Laboratory of Intelligent Perception and Image Understanding of Ministry of Education of China, Xidian University, Xi’an, 710071, China

Abstract. In this paper, a hybrid dynamic multi-objective immune optimization algorithm is proposed. In the algorithm, when a change in the objective space is detected, aiming to improve the ability of responding to the environment change, a forecasting model, which is established by the non-dominated antibodies in previous optimum locations, is used to generate the initial antibodies population. Moreover, in order to speed up convergence, an improved differential evolution crossover with two selection strategies is proposed. Experimental results indicate that the proposed algorithm is promising for dynamic multi-objective optimization problems. Keywords: Prediction Strategy, differential evolution, dynamic multi-objective, immune optimization algorithm.

1 Introduction Many real-world systems have different characteristics in different time. Dynamic single-objective optimization has received more attention in the past [10]. Recently, people have focused on dynamic multi-objective optimization (DMO) problems [5]. In DMO problems, the objective function, constraint or the associated problem parameters may change over time, and the DMO problems often aim to trace the movement of the Pareto front (PF) and the Pareto Set (PS) within the given computation budget. If the existed classical static multi-objective techniques are applied to DMO problems directly, they will have many limitations because of lacking of the ability to react change quickly. To this end, a correct prediction of the new location of the changed PS is of great interest. Hatzakis [4] proposed a forwardlooking approach to predict the new locations of the only two anchor points. Zhou [1] proposed a forecasting model to predict the new location of individuals from the location changes that have occurred in the history time environment. In this paper, we use the forecasting model [1] to guide future search. The main difference between our method and [1] is similarity detection which is used to detect whether a significant change take place in the system. Solution re-evaluation is used as similarity detection in [1], we use the population statistical information to detect environment. Moreover, if the historical information is too little to form a forecasting model, we perturb the last PS location to get the initial individuals. In the late stages of evolution, the forecasting model is used to predict the new individuals’ locations. B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 435–444, 2011. © Springer-Verlag Berlin Heidelberg 2011

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Recently, applying an immune system for dynamic optimization arouse much attraction due to its natural capability of reacting to new threats. Zhang [13] suggested a dynamic multi-objective immune optimization algorithm (DMIOA) to deal with DMO problems, in which, the dimension of the design space is time-variant. Shang [9] proposed a clone selection algorithm (CSADMO) with a well-known non-uniform mutation strategy to solve DMO problems. In our paper, static multi-objective immune algorithm with non-dominated neighbor-based selection (NNIA) [8] is extended to solve DMO problems. However, NNIA may be trapped in local optimal Pareto front and converge to only a point when current non-dominated antibodies selected for proportional cloning are very few. In order to solve this problem, an improved differential evolution (DE) crossover is proposed. Different from classic DE, two selection parent individuals’ strategies are used to generate new antibodies in the improved DE crossover.

2 Theoretical Background 2.1 The Definition of DMO Problems and Antibody Population In this paper, we will solve the following DMO problems: T min F ( x, t ) = ( f1 ( x, t ), f 2 ( x, t ),…, f m ( x, t )) s.t. x ∈ X

(1)

Where t = 0,1, 2, … represent time. x ⊂ R D is the decision space and x = ( x1 , … xl ) ∈ R D is the decision variable vector. F : ( X , t ) → R m consists of m realvalued objective functions which change over time f i ( x, t ) i = 1, 2,…, m . R m is the objective space. In this paper, an antibody b = ( b1 ,b2 ,… ,bl ) is the coding of

variable x , denoted by b = e( x ) , and x is called the decoding of antibody b , expressed as x = e−1( b ) . An antibody population B = { b1 ,b2 ,…bn },bi ∈ R l ,1 ≤ i ≤ n

(2)

is a set of n-dimensional antibodies, where n is the size of antibody population B . 2.2 Forecasting Model

The forecasting model [1] is introduced briefly as follows: Assume that the recorded antibodies in the historical time environment, i.e., Qt ,…, Q1 can provide information for predicting the new PS locations of t + 1 . The locations of PS of t + 1 are seen as a function of the locations Qt , …, Q1 :

Qt +1 = F (Qt , …, Q1 , t ) Where Qt +1 represents the new location of PS at t + 1 .

(3)

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Suppose that x1 , …, xt , xi ∈ Qi , i = 1, …, t are a series of antibodies which describe the movements of the PS, a generic model to predict the new antibodies locations for the (t + 1) -th time environment can be described as follows:

xt +1 = F ( xt , xt −1 ,…, xt − K +1 , t )

(4)

Where K denotes the number of the previous time environment that xt +1 is dependent on in the forecasting model. In this paper, we set K = 3 . Here, for an antibody xt ∈ Qt , its parent antibody in the pervious time environment can be defined as the nearest antibody in Qt −1 :

xt −1 = arg min y − xt y∈Qt −1

(5)

2

Once a time series is constructed for each antibody in the population, we use a simple linear model to predict the new antibody:

xt +1 = F ( xt , xt −1 ) = xt + ( x t − xt −1 )

(6)

2.3 Differential Evolution

Differential Evolution (DE) algorithm [6] is a simple and effective evolutionary algorithm for optimizing problems. The mutation operator can be described as follows:

Vi , t +1 = X r1 , t + F ∗ ( X r2 , t − X r3 , t )

(7)

Where Vi ,t +1 is mutant vector, X r 1 , t , X r 2 , t , X r3, t are three different individuals in population, F is a mutation factor. Then combine the current vector X i , t and the mutant vector Vi , t +1 to form the trial vector U i , t +1 : U i , t +1 = (U 1, t +1 , U 2, t +1 , " , U N , t +1 ) U ij , t +1

Vij , t +1 = X ij , t

if ( rand (0,1) ≤ CR ) or j = jrand if ( rand (0,1) > CR ) or j ≠ jrand

i = 1, 2, " N , j = 1, 2, " D

(8)

Where rand (0,1) is a random number within [0, 1], CR is a control parameter to determine the probability of crossover, jrand is a randomly chosen index from [1, D] .

3 Proposed Algorithm 3.1 Similarity Detection and Prediction Mechanism

The aim of similarity detection is to detect whether a change happens, and if a change is detected, whether the adjacent time environment is similar to each other. Two methods are usually used as similarity detection. One method is solution re-evaluation

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[5] [1]. A few solutions is randomly selected to evaluate them, if there is a change in any of the objectives and constraint functions, it is recognized that a change take place in the problem. In this paper, the population statistical information [7] is used as similarity detection operator. It can be formulated as follows: Nδ

ε (t ) =

( f j ( X , t ) − f j ( X , t − 1)) R (t ) − U (t )

j =1

(9)

Nδ

Where, R(t ) is composed of the maximum value of each dimensions of f ( X ,t ) and U (t ) is composed of the minimum value of each dimensions of f ( X ,t ) . N δ is the size of solutions used to test the environment change. If the ε(t ) is greater than a predefined threshold, we think that a significant change has taken place in the system, and then the Forecasting Model is used to predict the new location of individuals. The prediction strategy is described as: The prediction strategy (Output: the initial antibodies population Qt (0) ): Randomly select 5 sentry antibodies from Qt −1 (τT ) , and then use Similarity Detection to detect environment. If change is significant, do if t < 3 Qt ( 0 ) ← Perturb 20% of Qt −1 (τT ) with Gauss noise else Qt ( 0 ) ←Forecasting Model end if end if

Where Qt −1 ( τΤ ) is the optimal antibody population of the time t+1 . 3.2 The Proposed Dynamic Multi-objective Immune Optimization Algorithm

The flow of the hybrid dynamic multi-objective immune optimization algorithm (HDMIO) is shown as follows: The main pseudo-code of HDMIO (Output: every time environment PS: Q1 ,… ,QT ): max

P( 0 ) randomly, and get Non-dominated population B( 0 ) , select nA less-crowded non-dominated solutions from B( 0 ) to form Active Population A( 0 ) , Set t = 0 ; while t < Tmax do if t > 0 , do Conduct prediction strategy and get Pt ( 0 ) , then find Bt ( 0 ) and At ( 0 ) ; end if Initialize

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g = 0;

While g < τΤ ,do

Ct ( g ) ←Proportional clone At ( g ) ; Ct '( g ) ←The improved DE crossover and polynomial mutation; Ct '( g ) ∪ Bt ( g ) ←Combine Ct '( g ) and Bt ( g ) ; Bt ( g + 1 ) , At ( g + 1 ) ← Ct '( g ) ∪ Bt ( g )

；

g = g +1 end while Qt = Bt ( g ) ; t = t +1 end while

Where g is the generation counter, τΤ is the number of generations in time environment t. Tmax is the maximum number of time steps, nD is maximum size of Non-dominated Population. At ( g ) is Active Population, and nA is maximum size of Active Population. Ct ( g ) is Clone Population, and nc is size of Clone Population. At time t, similarity detection is applied to determining whether the new reinitialization strategy is used. After proportional clone, the improved DE crossover and polynomial mutation are operated on clone population, and then the nondominated antibodies are identified and selected from Ct '( g ) ∪ Bt ( g ) . When the number of non-dominated antibodies is greater than the maximum limitation nD and the size of non-dominated Population nD is greater than the maximum size of Active Population nA , both the reduction of non-dominated Population and the selection of active antibodies use the crowding-distance [3]. In the proposed algorithm, proportional cloning can be denoted as follows: r di = nc × niA i =1 ri

(10)

Where, ri denotes the normalized crowding-distance value of the active antibodies ai , di , i = 1, 2,…, n A is the cloning number assigned to i-th active antibody, and di = 1 denotes that there is no cloning on antibody ai . 3.3 Improved DE Crossover Operator

When selecting some antibodies to generate new antibodies in DE, a hybrid selection mechanism is used, which include selection 1 and selection 2. As Fig. 1, the antibodies in active population are less-crowded antibodies selected from nondominated population. Proportional cloning those antibodies in Active Population and get clone population. Every time environment, in the early stages of evolution, selection 1 is used, when the current generation is larger than a pre-defined number,

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the selection 2 is active. In two selection strategies, we choose the base parent X r1, t from the clone population randomly. While the methods of selecting other two parents X r 2, t and X r 3, t are different in two selection strategies. In selection 1, they are selected from non-dominated Population randomly, and in selection 2, they are randomly selected from clone population.

Vi , t +1 = X r1 ,t + F ∗ ( X r2 , t − X r3 , t )

Vi , t +1 = X r1 , t + F ∗ ( X r2 , t − X r3 , t )

Fig. 1. Illustration of two parent antibodies selection mechanisms in DE

4 Experimental Studies 4.1 Benchmark Problems

Four different problems are tested in this paper. In DMOP1 [7] and DMOP4 [7], the optimal PS change, and the optimal PF does not change. In DMOP2 [2], the optimal PS does not change, and the optimal PF change. In DMOP3 [2], both the optimal PS and PF change. The first three problems have two objectives, and the last problem has three objectives. Fig.2 shows the true PSs and PFs of DMOPs when they are changing with time. PSs 1

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4.2 Experiments on Prediction Scheme and the Improved DE Crossover Operator

The algorithms in comparison are all conducted under the framework of dynamic NNIA. Table 1 lists six algorithms. Parameters settings are as follows: nD = nc = 100 , nA = 20 , the severity of change nT = 10 , the frequency of change τT = 50 , Tmax = 30 , the thresh hold of ε(t ) is 2e-02, the parameters of DE is set

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to be: F = 0.5,CR = 0.1 .Inverted generational distance ( IGD ) [12] is used for measuring the performance of the algorithms, the lower values of IGD represent good convergence ability. We used IGD to denote the average IGD value of all time environments. Fig. 3 gives the tracking of IGD in 10 time steps, and the IGD and its standard variance (std) of 20 independent runs are listed in Table 2. Table 1. Indexs of different algorithms

Index 1 2 3 4 5 6

Algorithms DNNIA-res: restart 20% non-dominated antibodies randomly DNNIA-res-DE: restart scheme and DE crossover operator DNNIA-gauss: perturb 20% non-dominated antibodies with Gaussian noise DNNIA-gauss-DE: perturb scheme and DE crossover operator DNNIA-pre: prediction scheme HDMIO: prediction scheme and DE crossover operator

Taking the re-initialization scheme into consideration only, from Fig.3, we can see that, for DMOP1, DMOP3 and DMOP4, the advantage of prediction scheme is much more distinct than other re-initialization, perturb scheme is poor slightly, restart scheme works worst. When 0 < t < 3 , results of all the algorithms are very similar, since the quality of history information stored too small to form forecasting model, and the prediction scheme is in essence perturb scheme. When t > 3 , the algorithm with the prediction scheme has best performance and can react to the variations with a faster speed. For DMOP2, the stability of HDMIO is not good, and even in some time, its performance qualities are worse than those without prediction scheme. This may be because that the true PS of DMOP2 is instant all the time, prediction scheme could break the distribution of the history PS and lose efficacy. DMOP1 -1

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As the influence of new DE crossover operator to the result, from the Table 2, we can see that the IGD value can be improved to a certain extent for DMOP1, DMOP3 and DMOP4. For DMOP2, combining with prediction scheme, the new DE crossover operator does not improve the IGD value. Table 2. Comparison of IGD of DNNIA with different re-initialization and crossover

DNNIAres 1.33E-02 3.32E-02 1.66E-03 1.20E-03 9.87E-01 2.01E+00 2.75E-02 1.70E-03

mean std mean DMOP2 std mean DMOP3 std mean DMOP4 td DMOP1

DNNIA- DNNIA- DNNIAres-DE gauss gauss-DE 3.28E-03 4.76E-03 3.24E-03 8.17E-05 1.83E-04 1.03E-04 1.03E-03 1.60E-03 1.02E-03 1.68E-04 7.21E-04 2.45E-04 3.92E-03 5.67E-01 3.83E-03 1.51E-04 1.40E+00 1.51E-04 1.51E-02 2.50E-02 1.51E-02 2.55E-04 1.60E-03 1.93E-04

DNNIApre 2.62E-03 1.16E-04 1.53E-03 1.20E-03 3.16E-03 1.45E-04 1.86E-02 1.30E-03

HDMIO 2.15E-03 7.84E-05 1.74E-03 3.76E-04 2.57E-03 7.67E-05 1.41E-02 1.66E-04

4.3 Experiment of Comparing HDMIO with Other Three Different Dynamic Multi-objective Optimization Algorithms

In this section, we compared HDMIO with other four dynamic multi-objective optimization algorithms. They are DNAGAII-A [5], DNSGAII-B [5] and CSADMO [9]. For all these algorithms, τ0 = 100 , the population size N = 100 , in DNSGAII-A DMOP2

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and DNNIA-B, pc = 1 , pm = 1 / n , where n is the dimension of decision variable, the parameters of HDMIO are same with the precious section. In every t > 1 , for DNSGAII-A, DNSGAII-B and HDMIO, the number of fitness evaluations is FEs = 5000 , while the clone proportion of CSADMO is 3, and its FEs = 15000 . Fig. 4 shows the tracking of IGD in 10 time steps in details. From Fig. 4, we can see that, for DMOP1and DMOP3, although it is difficult to form the forecasting model in first three steps, our algorithm is still superior to other three algorithms. As time goes on, the advantage of our algorithm is remarkable, and the ability to react to change is fastest. For DMOP2, the performance stability of our algorithm is poor slightly. For DMOP4, HDMIO achieve best performance in the early stages, while CSADMO works best in the late stages.

5 Conclusion In this paper, we present a hybrid dynamic multi-objective immune optimization algorithm, in which, two mechanisms including a prediction mechanism and a new crossover operator is proposed. We use two sets of experiments to prove the effectiveness of the proposed algorithm, the first set of experiments demonstrate that the prediction mechanism can significantly improve the ability of responding to the environment, and the new crossover operator can enhance the convergence of proposed algorithm. It is concluded that the proposed algorithm for the classic DMO problems are encouraging and promising. While, when the change of the PS is insignificant or the PS is instant over time, the stability of our algorithm is not very good. So this problem is our priority for the future research. Acknowledgments. This work was supported by the National Natural Science Foundation of China under Grant (No.60803098 and No.61001202), and the Provincial Natural Science Foundation of Shaanxi of China (No. 2010JM8030 and No. 2009JQ8015).

References 1. Zhou, A.M., Jin, Y.C., Zhang, Q.F., Sendhoff, B., Tsang, E.: Prediction-Based Population Re-Initialization for Evolutionary Dynamic Multi-Objective Optimization. In: Obayashi, S., Deb, K., Poloni, C., Hiroyasu, T., Murata, T. (eds.) EMO 2007. LNCS, vol. 4403, pp. 832–846. Springer, Heidelberg (2007) 2. Goh, C.K., Tan, K.C.: A competitive –cooperative coevolutionary paradigm for dynamic multiobjective optimization. IEEE Transactions on Evolutionary Computation 13(1), 103–127 (2009) 3. Deb, K., Pratap, A., Agarwal, S., Meyarivan, T.: A fast and elitist multi-objective genetic algorithm: NSGA-II. IEEE Transactions on Evolutionary Computation 6(2), 182–197 (2002) 4. Hatzakis, I., Wallace, D.: Dynamic multi-objective optimization with evolutionary algorithms: A forward-looking approach. In: Proceedings of Genetic and Evolutionary Computation Conference (GECCO 2006), Seattle, Washington, USA, pp. 1201-1208 (2006)

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5. Deb, K., Bhaskara, U.N., Karthik, S.: Dynamic Multi-objective Optimization and Decision-Making Using Modified NSGA-II: A Case Study on Hydro-thermal Power Scheduling. In: Obayashi, S., Deb, K., Poloni, C., Hiroyasu, T., Murata, T. (eds.) EMO 2007. LNCS, vol. 4403, pp. 803–817. Springer, Heidelberg (2007) 6. Price, K.V., Storn, R.M., Lampinen, J.A.: Differential Evolution. A Practical Approach to Global Optimization. Springer, Berlin (2005) ISBN 3-540-29859-6 7. Farina, M., Amato, P., Deb, K.: Dynamic multi-objective optimization problems: Test cases, approximations and applications. IEEE Transactions on Evolutionary Computation 8(5), 425–442 (2004) 8. Gong, M.G., Jiao, L.C., Du, H.F., Bo, L.F.: Multi-objective immune algorithm with nondominated neighbor-based selection. Evolutionary Computation 16(2), 225–255 (2008) 9. Shang, R., Jiao, L., Gong, M., Lu, B.: Clonal Selection Algorithm for Dynamic Multiobjective Optimization. In: Hao, Y., Liu, J., Wang, Y.-P., Cheung, Y.-m., Yin, H., Jiao, L., Ma, J., Jiao, Y.-C. (eds.) CIS 2005, Part I. LNCS (LNAI), vol. 3801, pp. 846–851. Springer, Heidelberg (2005) 10. Yang, S.X., Yao, X.: Population-Based Incremental Learning With Associative Memory for Dynamic Environments. IEEE Transactions on Evolutionary Computation 12(5), 542–561 (2008) 11. Zhang, Z.H., Qian, S.Q.: Multiobjective optimization immune algorithm in dynamic environments and its application to greenhouse control. Applied Soft Computing 8, 959–971 (2008) 12. Van Veldhuizen, D.A.: Multi-Objective evolutionary algorithms: Classification, analyzes, and new innovations (Ph.D. Thesis). Wright-Patterson AFB: Air Force Institute of Technology (1999)

Optimizing Interval Multi-objective Problems Using IEAs with Preference Direction Jing Sun1,2 , Dunwei Gong1 , and Xiaoyan Sun1 1

School of Information and Electrical Engineering, China University of Mining and Technology, Xuzhou, China 2 School of Sciences, Huai Hai Institute of Technology, Lianyungang, China

Abstract. Interval multi-objective optimization problems (MOPs) are popular and important in real-world applications. We present a novel interactive evolutionary algorithm (IEA) incorporating an optimizationcum-decision-making procedure to obtain the most preferred solution that ﬁts a decision-maker (DM)’s preferences. Our method is applied to two interval MOPs and compared with PPIMOEA and the posteriori method, and the experimental results conﬁrm the superiorities of our method. Keywords: Evolutionary algorithm, Interaction, Multi-objective optimization, Interval, Preference direction.

1

Introduction

When handling optimization problems in real-world applications, it is usually necessary to simultaneously consider several conﬂicting objectives. Furthermore, due to many objective and/or subjective factors, these objectives and/or constraints frequently contain uncertain parameters, e.g., fuzzy numbers, random variables, and intervals. These problems are called uncertain MOPs. For many practical problems, compared with creating the precise probability distributions of random variables or the member function of fuzzy numbers, the bounds of the uncertain parameters can be much more easily identiﬁed [1]. We focus on MOPs with interval parameters [2] in this study. The mathematical model of this problem can be formulated as follows: max f (x, c) = (f1 (x, c), f2 (x, c), · · · , fm (x, c))T s.t.x ∈ S ⊆ Rn c = (c1 , c2 , · · · , cl )T , ck = [ck , ck ] , k = 1, 2, · · · , l

(1)

where x is an n-dimensional decision variable, S is a decision space of x, fi (x, c) is the i-th objective function with interval parameters for each i = 1, 2, · · · , m, c is an interval vector parameter, where ck is the k-th component of c with ck and ck being its lower and upper limits, respectively. Each objective value in problem (1) is an interval due to its interval parameters, and the i-th objective Δ value is denoted as fi (x, c) =[f (x, c), f i (x, c)] . i

B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 445–452, 2011. c Springer-Verlag Berlin Heidelberg 2011

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Evolutionary algorithms (EAs) are a kind of globally stochastic optimization methods inspired by nature evolution and heredity mechanisms. Since EAs can simultaneously search for several Pareto optimal solutions in one run, they become eﬃcient methods, such as NSGA-II [3], of solving MOPs. EAs for MOPs with interval parameters [2] aim to ﬁnd a set of well-converged and evenlydistributed Pareto optimal solutions. However, in practice, it is necessary to arrive at the DM’s most preferred solution [4]. The methods can be grouped into the following three categories, i.e., a priori methods, a posteriori methods, and interactive methods. There have been many interactive evolutionary multi-objective optimization methods for MOPs with deterministic parameters [4]-[7], however, there exists few interactive method for MOPs with interval parameters. To our best knowledge, there only exists our recently proposed method, named solving interval MOPs using EAs with preference polyhedron (PPIMOEA) [8]. Types of preference information asked from the DM include reference points [5], reference directions [6], and so on. For interactive based reference points/ directions methods, reference points and directions are expressed as the form of aspiration levels, which are comfortable and intuitive for the DM [5]. In the initial stage of evolution, the DM has no overview of the objective space and his/her aspiration levels are blind. The DM’s preference information can be acquired by pairwise comparing all optimal solutions, which can be used to construct his/her preference model. For preference cone based methods [7], it is necessary to select the best and the worst ones from the objective values corresponding to the alternatives. Compared with the method of specifying aspiration levels, it is much easier to select the worst value, which alleviates the cognitive burden on the DM. A preference polyhedron of [8] indicates the DM’s preference region and points out his/her preference direction. Given the above ideas, we propose an IEA for interval MOP based on preference direction by employing the framework of NSGA-II, which incorporates an optimization-cum-decision-making procedure. This algorithm makes the best of the DM’s preference information, and a preference direction is elicited from the preference polyhedron. In addition, an interval achievement scalarizing function is constructed by taking the worst value and the preference direction as the reference point and direction, respectively. The above function is used to rank optimal solutions and direct the search to the DM’s preference region. The remaining of this paper is organized as follows: Section 2 expounds framework of our algorithm. The applications of our method in typical bi-objective optimization problems with interval parameters are given in section 3. Section 4 outlines the main conclusions of our work and suggests possible opportunities to be further researched.

2

Proposed Algorithm

We propose an IEA for MOPs with interval parameters based on the preference polyhedron in this section. Having evolved τ generations by an EA for MOPs

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with interval parameters, the DM is provided with η ≥ 2 optimal solutions with large crowding/approximation metrics from the non-dominated solutions every τ generations, and chooses the worst one from the objective values corresponding to them. With these optimal solutions sent to the DM, a preference polyhedron is created in the objective space, and his/her preference direction is elicited from it, expounded in subsection 2.1. Till the next τ generations, the constructed preference polyhedron and an approximation metric, described in subsection 2.2, based on the above direction are used to modify the domination principle, elaborated in subsection 2.3. When the termination criterion is met, the ﬁrst superior individual in the population is the DM’s most preferred solution. 2.1

Preference Direction

For the theory of the preference polyhedron, please refer to [8]. From the theorems, the gray region in Fig. 1 is the DM’s preferred one, which implicitly shows the DM’s preference direction, and the rest is either the DM’s non-preferred or uncertain preference one. If the population evolves along the preference direction, the algorithm will rapidly ﬁnd the DM’s most preferred solution. To this end, we need to elicit the preference direction from the preference polyhedron. For the sake of simplicity, we choose the middle direction of the preference polyhedron as the DM’s preference direction. The detailed method of eliciting the preference direction from the preference polyhedron in the two-dimensional case is as follows. The discussion is divided into the following two cases: (1) When a component of the worst value is the minimal value of corresponding objective, the directions of direction vectors of the two lines are selected as the ones whose direction cosine in the objective, i.e. the component in the objective, are larger than 0; (2) When a component of the worst value is not the minimal value of corresponding objective, if the line lies above the worst value, the directions of direction vectors are selected as the ones whose direction cosine in the second objective is larger than 0; otherwise, those in the ﬁrst objective are chosen. The unit direction vectors of the two lines are denoted as v1 = (v11 , v12 ) and v2 = (v21 , v22 ) , respectively, then the direction of the sum of the two direction vectors is the preference direction. The direction, shown as the one of v1 + v2 in Fig. 1, is the DM’s preference direction. 2.2

Approximation Metric

The value of an achievement scalarizing function reﬂects the approximation of the objective value corresponding to an alternative to the DM’s most preferred value on the Pareto front. In maximization problems, the larger the value of the achievement function, the closer the alternative to the DM’s most preferred solution is. The objective values considered here are intervals, the above real-valued achievement function is, thus, not applicable. It is necessary to replace the

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Fig. 1. Elicitation of preference direction

real-valued variables of the achievement function with interval ones. Accordingly, the following interval achievement function is got. i (xk ,c)| s(f (x, c), f (xk , c), r) = max |fi (x,c)−f i r i=1,···,m m (2) +ρ |fi (x, c) − fi (xk , c)| i=1

where f (x, c) is the objective value corresponding to individual x in the t-th generation, f (xk , c) is the worst value, r = (r1 , r2 , · · · , rm ) is the preference direction, |fi (x, c) − fi (xk , c)| denotes the distance between c) and fi (xk , c), fi (x, whose deﬁnition is the maximum of f i (x, c) − f i (xk , c) and f i (x, c) − f i (xk , c) [9], where f i (x, c), f i (x, c) and f i (xk , c), f i (xk , c) are the lower and the upper limits of intervals fi (x, c) and fi (xk , c), respectively. ρ is a suﬃciently small positive scalar. The value of this function is called the approximation metric of individual x in this study. 2.3

Sorting Optimal Solutions

We use the following strategy to sort the individuals: ﬁrst, the dominance relation based on intervals [2] is used; then, the individuals with the same rank are classiﬁed into three categories, i.e. the preferred, the uncertain preference and the non-preferred individuals [8]; ﬁnally, the individuals with both the same rank and category are further ranked based on the approximation metric. The larger the approximation metric, the better the performance of the individual is. The above sorting strategy is suitable to select individuals in Step 4, too.

3

Applications

The proposed algorithm’s performances are conﬁrmed by optimizing two benchmark bi-objective optimization problems and comparing it with PPIMOEA and an a posteriori method. The implementation environment is as follows: Pentium(R) Dual-Core CPU, 2G RAM, and Matlab7.0.1. Each algorithm is run for 20 times independently, and the averages of these results are calculated. Two bi-objective optimization problems with interval parameters, i.e. ZDTI 1 and ZDTI 4, from [2] are chosen as benchmark problems.

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449

Preference Function

In our experiments, for ZDTI 1 and ZDTI 4, the following quasi-concave increasing value function V1 (f1 , f2 ) = (f1 + 0.4)2 + (f2 + 5.5)2

(3)

and linear value function V2 (f1 , f2 ) = 1.25f1 + 1.50f2

(4)

are used to emulate the DM to make decisions, respectively. 3.2

Parameter Settings

Our algorithm is run for 200 generations with the population size of 40. Simulated binary crossover (SBX) operator and polynomial mutation [4] are employed, and the crossover and mutation probabilities are set to 0.9 and 1/30, respectively. In addition, the distribution indexes for crossover and mutation operators with ηc = 20 and ηm = 20 are adopted, respectively. The number of decision variables, in the range of [0, 1], is 30 for these two test problems. The number of individuals provided to the DM for evaluation is 3. 3.3

Performance Measures

(1) The best value of the preference function (V metric, for short). This index measures the DM’s satisfaction with the optimal solution. The larger the value of V metric, the more satisfactory the DM with the optimal solution is. (2) CPU time (T metric, for short). The smaller the CPU time of an algorithm, the higher its eﬃciency is. 3.4

Results and Analysis

Our experiments are divided into two groups. The ﬁrst one investigates the inﬂuence of diﬀerent values of τ on the performance of our algorithm. We also compare the proposed method with the posteriori one, i.e., the value of τ is 200, and the decision-making is executed at the end of the algorithm. The second one compares the diﬀerence between our algorithm and PPIMOEA. Influence of τ on Our Algorithm’s Performance. Fig. 2 shows the curves of V metrics of two optimization problems w.r.t. the number of generations when the value of τ is 10, 40 and 200, respectively. It can be observed from Fig. 2 that: (1) For the same value of τ , the value of V metric increases along with the evolution of a population, indicating that the obtained solution is more and more suitable to the DM’s preferences. (2) For the same generation, the value of V metric increases along with the decrease of the value of τ , or equivalently, the increase of the interaction frequency,

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Fig. 2. Curves of V metrics w.r.t. number of generations

suggesting that the more frequent the interaction, the better the most preferred solution is. The interactive method thus obviously outperforms the posteriori method. Table 1 lists the T metrics of two optimization problems for diﬀerent values of τ . It can be observed from Table 1 that the value of T metric decreases along with the increase of the interaction frequency. This means that the increase of the interaction frequency can guide the search to the DM’s most preferred solution quickly. Table 1. Inﬂuence of τ on T metric (Unit: s) τ

10

40

200

ZDTI 1 12.77 13.03 16.45 ZDTI 4 10.22 10.41 15.64 Table 2. Comparison between our method and a posteriori method a posteriori method our method ZDTI 1 V T ZDTI 4 V T

metric metric metric metric

20.24 16.45 -57.10 15.64

26.45 13.33 -36.96 10.22

P(0) 1.3e-004 7.6e-004 0.0039 9.80e-011

Table 2 shows the data of our method when τ = 10 and the posteriori method on two performance measures. The last column gives the results of the hypotheses test, denoted as P(0). One-tailed test is utilized, and null hypothesis is that both medians are equal. It can be observed from Table 2 that our method outperforms the posteriori method at the signiﬁcant level of 0.05. Comparison between Our Method and PPIMOEA. The value of τ is set to be 10 in this group of experiments. Fig. 3 illustrates the values of V metrics of diﬀerent methods w.r.t. the number of generations. As it can be observed from Fig. 3, for the same generation, the value of V metric of our method is larger

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Fig. 3. V metrics of diﬀerent methods w.r.t. the number of generations

that the one of PPIMOEA, indicating that the most preferred solution obtained by our method is more suitable to the DM’s preferences. Table 3 lists the data of our method and PPIMOEA on two performance measures. It can be observed from Table 3 that our algorithm outperforms PPIMOEA at the signiﬁcant level of 0.05, suggesting that our method can reach the most preferred solution that more ﬁts the DM’s preferences in a short time. Table 3. Comparison between our method and PPIMOEA PPIMOEA our method ZDTI 1 V T ZDTI 4 V T

4

metric metric metric metric

21.81 16.39 -53.76 13.85

26.45 13.33 -36.96 10.22

P(0) 0.0030 2.2e-004 0.0039 5.7e-017

Conclusions

MOPs with interval parameters are popular and important, few eﬀective method of solving them, however, exists as a result of their complexity. We focus on these problems and present an IEA for MOPs with interval parameters based on the preference direction. The DM’s preference direction is elicited from a preference polyhedron, and the preference polyhedron and direction are used to rank optimal solutions. The DM’s most preferred solution is ﬁnally found. The DM’s preference direction points out the search direction. If the DM’s preference information is incorporated into genetic operators, e.g., crossover and mutation operators, the search performance of the algorithm will be further improved. This is our future research topic. Acknowledgments. This work was jointly supported by National Natural Science Foundation of China, grant No. 60775044, Program for New Century Excellent Talents in Universities, grant No. NCET-07-0802, and Natural Science Foundation of HHIT, grant No. 2010150037.

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References 1. Zhao, Z.H., Han, X., Jiang, C., Zhou, X.X.: A Nonlinear Interval-based Optimization Method with Local-densifying Approximation Technique. Struct. Multidisc. Optim. 42, 559–573 (2010) 2. Limbourg, P., Aponte, D.E.S.: An Optimizaiton Algorithm for Imprecise Multiobjective Problem Function. In: Proceedings of the IEEE International Conference on Evolutionary Computation, pp. 459–466. IEEE Press, New York (2005) 3. Deb, K., Pratap, A., Agarwal, S., Meyarivan, T.: A Fast and Elitist Multiobjective Genetic Algorithm: NSGA-II. IEEE Trans. Evol. Comput. 6, 182–197 (2002) 4. Branke, J., Deb, K., Miettinen, K., Slowi´ nski, R. (eds.): Multiobjective Optimization - Interactive and Evolutionary Approaches. LNCS, vol. 5252. Springer, Heidelberg (2008) 5. Luque, M., Miettinen, K., Eskelinen, P., Ruiz, F.: Incorporating Preference Information in Interactive Reference Point. Omega 37, 450–462 (2009) 6. Deb, K., Kumar, A.: Interactive Evolutionary Multi-objective Optimization and Decision-making Using Reference Direction Method. Technical report, KanGAL (2007) 7. Fowler, J.W., Gel, E.S., Koksalan, M.M., Korhonen, P., Marquis, J.L., Wallenius, J.: Interactive Evolutionary Multi-objective Optimization for Quasi-concave Preference Functions. Eur. J. Oper. Res. 206, 417–425 (2010) 8. Sun, J., Gong, D.W., Sun, X.Y.: Solving Interval Multi-objective Optimization Problems Using Evolutionary Algorithms with Preference Polyhedron. In: Genetic and Evolutionary Computation Conference, pp. 729–736. ACM, NewYork (2011) 9. Moore, R.E., Kearfott, R.B., Cloud, M.J.: Introduction to Interval Analysis. SIAM, Philadelphia (2009)

Fitness Landscape-Based Parameter Tuning Method for Evolutionary Algorithms for Computing Unique Input Output Sequences Jinlong Li1 , Guanzhou Lu2 , and Xin Yao2 1

Nature Inspired Computation and Applications Laboratory (NICAL), Joint USTC-Birmingham Research Institute in Intelligent Computation and Its Applications, School of Computer Science and Technology, University of Science and Technology of China, Hefei, Anhui 230026, China, University of Science and Technology of China, China 2 CERCIA, School of Computer Science, University of Birmingham, Edgbaston, Birmingham B15 2TT, UK, University of Birmingham, UK

Abstract. Unique Input Output (UIO) sequences are used in conformance testing of Finite state machines (FSMs). Evolutionary algorithms (EAs) have recently been employed to search UIOs. However, the problem of tuning evolutionary algorithm parameters remains unsolved. In this paper, a number of features of ﬁtness landscapes were computed to characterize the UIO instance, and a set of EA parameter settings were labeled with either ’good’ or ’bad’ for each UIO instance, and then a predictor mapping features of a UIO instance to ’good’ EA parameter settings is trained. For a given UIO instance, we use this predictor to ﬁnd good EA parameter settings, and the experimental results have shown that the correct rate of predicting ’good’ EA parameters was greater than 93%. Although the experimental study in this paper was carried out on the UIO problem, the paper actually addresses a very important issue, i.e., a systematic and principled method of tuning parameters for search algorithms. This is the ﬁrst time that a systematic and principled framework has been proposed in Search-Based Software Engineering for parameter tuning, by using machine learning techniques to learn good parameter values.

1

Introduction

Finite state machines (FSMs) have been usually used to model software, communication protocols and circuitslee94a. To test a state machine, state veriﬁcation should be implemented. While unique input output sequence (UIO) is the most used method to tackle with state veriﬁcation. In software engineering domain, search based software engineering attempts to use optimization techniques, such as Evolutionary Algorithms (EAs), for many computationally hard problems, and UIO problem was tested by [7,6]. Whether a given state has a UIO or not is an NP-hard problem pointed out by Lee and Yannakakis[5]. Guo and Derderian[7,4] have reformulated UIO problem B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 453–460, 2011. c Springer-Verlag Berlin Heidelberg 2011

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as an optimisation problem and solved it with EAs. Their experimental results have shown that EAs outperform random search on a larger FSM. Furthermore, Lehre and Yao conﬁrmed theoretically that the expected running time of (1+1) EA on some FSM instances is polynomial, while random search needs exponential time[10]. We will focus on tackling the problem of producing UIOs with EAs. Lehre and Yao have proposed[12] three types of UIO instances: EA-easy instances, EAhard instances and tunable diﬃculty instances. In addition to these instances, there are many other UIO instances that are diﬃcult to analyze theoretically. Lehre and Yao have pointed that[11,3] crossover and non-uniform mutation are useful for some UIO instances, which means diﬀerent parameters settings may seriously aﬀect performance of solving UIO instances with EA. In this paper, we aim to develop an automated approach to set up EA parameters for eﬀectively solving the problem of generating UIOs. Tuning EA parameters for a given problem instance is hard. Previous work revealed that 90% of the time is spent on ﬁne-tuning algorithm parameter settings[1]. Most of those approaches are attempting to ﬁnd one parameters setting for all problem instances or an instance class[2,15,9]. The features used by those approaches are problem based and the feature selection relies on the knowledge of domain experts. For example, SATzilla[17] uses 48 features mostly specify to SAT to construct per-instance algorithm portfolios for SAT. A problemindependent feature represented by a behavior sequence of a local search procedure is used to perform instance-based automatic parameter tuning[13]. A feature of problem instance called ﬁtness-probability cloud characterizing the evolvability of ﬁtness landscape was proposed[14] and this feature does not require any problem knowledge to calculate and predict the performances of EAs. In this paper, a number of ﬁtness-probability clouds are used to characterize a problem instance, since we believe that the more features of instance we know about, the more eﬀective algorithm for this instance will be designed. The major contributions of this paper include the following. – We propose a number of ﬁtness-probability clouds to characterize UIO problem instances, not just using one ﬁtness-probability cloud to characterize one ﬁtness landscape. To characterize an UIO instance, the knowledge of domain experts is not required, which means our method will be easily extended to other software engineering problems. – A framework of adaptively selecting EA parameters settings is designed. We have tested our framework on the UIO problem, and the experimental results have shown that a new UIO instance will get ’good’ EA parameters settings with probability greater than 93%.

2 2.1

Preliminaries Problem Definition

Definition 1. (Finite State Machine). A finite state machine(FSM) is a quintuple: M = (S,X,Y, δ, λ), where X,Y and S are finite and nonempty sets of

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input symbols, output symbols, and states, respectively; δ : S × X −→ S is the state transition function; and λ : S × X −→ Y is the output function. Definition 2. (Unique Input Output Sequence). An unique input output sequence for a given state si is an input/output sequence x/y, where x ∈ X∗ , y ∈ Y∗ , ∀sj = si , λ(si , x) = λ(sj , x) and λ(si , x) = y. There maybe exist k(≥ 0) UIOs for a given state. Suppose x/y is a UIO for state s ∈ S, concatenation(x, x ) will produce another UIO’s input string for state s, where ∀x ∈ S, which means we can deduce inﬁnitely many UIOs for state s. To compute UIOs with EAs, in this paper candidate solutions are represented by input strings restricted to Xn = {0, 1}n, where n is the number of states of FSM. In general, the length of shortest UIO is unknown, and so we assume that our objective is to search for a UIO of input string length n for state s1 in all FSM instances. The ﬁtness function is deﬁned as a function of the state partition tree[7,10,11]. Definition 3. (UIO fitness function[10,11]). For a FSM M with n states, the fitness function f : Xn −→ N is defined as f (x) := n − γM (s, x), where s is the initial state for which we want to find a UIO, and γM (s, x) := |{t ∈ S|λ(s, x) = λ(t, x)}|. There are |X|n candidate solutions with n − 1 diﬀerent values. A candidate solution x∗ is a global optimum if and only if x∗ produces a UIO and f (x∗ ) = n − 1. 2.2

Evolutionary Algorithm and Its Parameters

Here, we solve UIO problem with evolutionary algorithms (EAs) usually called target algorithms. The detailed steps of EA are shown as Algorithm 1. Algorithm 1. (μ + λ)- Evolutionary Algorithms (0)

(0)

(0)

Choose μ initial solutions P(0) = {x1 , x2 , . . . , xµ } uniformly at random from {0, 1}n k ←− 0 while termination criterion is no met do (k) Pm ←− Nj (P(k) ) %%mutation operator (k) %%selection operator P(k+1) ←− Si (P(k) , Pm ) k ←− k + 1 end

In this paper, (μ + λ) − EAs described by Algorithm 1 have three kinds of parameters: population sizes, neighborhood operators, selection operators. – Population sizes: We provide 3 diﬀerent (μ + λ) options: {(4 + 4), (7 + 3), (3 + 7)}.

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– Neighborhood operators Nj , (j = 1, 2, . . . , 12): There are 3 types of neighborhood operators with diﬀerent mutation probabilities. • N1 (x) ∼ N5 (x): Bit-wised mutation, ﬂip each bit with probability p = c/n, where c ∈ {0.5, 1, 2, n/2, n − 1}, and n is problem size; • N6 (x) ∼ N9 (x): c bits ﬂip, uniformly at random select c bits to ﬂip, where c = {1, 2, n/2, n − 1}; • N10 (x) ∼ N12 (x): Non-uniform mutation[3], for each bit i, 1 ≤ i ≤ n, ﬂip it with probability χ(i) = c/(i + 1), where c = {0.5, 1, 2}. These 12 neighborhood operators will be used to act on UIO ﬁtness function, and then generate 12 ﬁtness-probability clouds to characterize a UIO instance. – Selection operators Si , (i = 1, 2): Two selection schemes will be considered in this paper. (k)

• Truncation Selection: Sort all individuals in P(k) and Pm by their ﬁtness values, then select μ best individuals as the next generation P(k+1) . • Roulette Wheel Selection: Retain all the best individuals in P(k) and (k) Pm directly, and the rest of the individuals of population are selected by roulette wheel. For a given UIO instance, there are 72 diﬀerent EA parameter combinations which can be looked as 72 diﬀerent EA parameters settings, and our goal is to ﬁnd ’good’ settings for a given UIO instance. In Algorithm 1, the terminating criterion is satisﬁed when a UIO has been found.

3

Fitness-Probability Cloud

In the parameters tuning framework proposed, Fitness-Probability Clouds (f pc) have been employed as characterisations of the problem instance. f pc is initially proposed in [14] and is brieﬂy reviewed here. 3.1

Escape Probability

The notion of Escape Probability (Escape Rate) is introduced by Merz [16] to quantify a factor that inﬂuences the problem hardness for EAs. In theoretical runtime analysis of EAs, He and Yao [8] proposed an analytic way to estimate the mean ﬁrst hitting time of an absorbing Markov chain, in which the transition probability between states were used. To make the study of Escape Probability applicable in practice, we adopt the idea of transition probability in a Markov chain. Let us partition the search space into L+1 sets according to ﬁtness values, F = {f0 , f1 , . . . , fL | f0 < f1 < · · · < fL } denotes all possible ﬁtness values of the entire search space. Si denotes the average number of steps required to ﬁnd an improving move starting in an individual of ﬁtness values fi . The escape 1 probability P (fi ) is deﬁned as P (fi ) = . Si The greater the escape probability for a particular ﬁtness value fi , the easier it is to improve the ﬁtness quality.

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457

Fitness-Probability Cloud

We can extend the deﬁnition of escape probability to be on a set of ﬁtness values. Pi denotes the average escape probability for individuals of ﬁtness value equal fj ∈Ci P (fj ) to or above fi and is deﬁned as: Pi = , where Ci = {fj |j ≥ i}. |Ci | If we take into account all the Pi for a given problem, this would be a good indication of the degree of evolvability of the problem. For this reason, the FitnessProbability Cloud (f pc) is deﬁned as: f pc = {(f0 , P0 ), . . . , (fL , PL )}. 3.3

Accumulated Escape Probability

It is clear by deﬁnition that the Fitness-Probability Cloud (f pc) can demonstrate certain properties related to evolvability and problem hardness, however, the mere observation is not suﬃcient to quantify these properties. Hence we deﬁne a numerical measure called Accumulated Escape Probability (aep) based on the fi ∈F Pi concept of f pc: aep = , where F = {f0 , f1 , ..., fL | f0 < f1 < ... < |F | fL }.

4

Adaptive Selection of EA Parameters

This framework consists of two phases. The ﬁrst phase is mainly for training the predictor based on the existing data sets, then the features of new problem instances would be fed into the predictor and produce ’good’ parameters settings in the second phase. 4.1

The First Phase: Training Predictor

We are using Support Vector Machines (SVM) to train the predictor. First, training data structure is denoted by a tuple D = (F, PC, L). F represents the features of the problem instance. For a UIO instance, it is a vector of ﬁtness-probability clouds[14]. Fitness-probability cloud is a useful feature to characterise the ﬁtness landscape. One neighbourhood operator produces one distinct ﬁtness-probability cloud; the more neighbourhood operators acting on ﬁtness function, the more features of ﬁtness function will be generated. This paper adopts 12 common neighbourhood operators in the literature to generate 12 ﬁtness-probability clouds for characterizing UIO instance. PC of tuple D is the ID of an EA parameters settings. Each problem instance represented by its features F is solved by target algorithm with 72 parameters settings, and the performances are evaluated by the number of ﬁtness evaluations, Eij denotes the performance of the target algorithm with parameters setting j on problem instance i is Eij , where j = 1, 2, . . . , 72. L represents the categorical feature of the training data. The value of ’good’ or ’bad’ was labelled according to ﬁtness evaluations of target algorithm with

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parameters setting PC. A parameters setting is ’good’ if the ﬁtness evaluations of target algorithm EA with given setting is less than a threshold v. To generate training data, m problem instances are randomly selected, denoted by P = {p1 , p2 , . . . , pm }. For each problem instance, a set of neighbourhood operators Ni , i = 1, 2, . . . , 12 are applied to generate the corresponding Accumulated Escape Probability (aep) as its features. We end up with a vector (aep1 , aep2 , . . . , aep12 ) as the features of the problem instance. The categorical features will then labelled after executing EAs with diﬀerent parameters settings on the problem instances. The data sets used are identiﬁed to possess characteristics like small samples and imbalance data sets. In light of the characteristics of the data sets, given Support Vector Machine is a popular machine learning algorithm which can handle small samples, we employ a support vector machine classiﬁer. 4.2

The Second Phase: Predicting ‘good’ EA Parameters

Once the predictor is trained, for a new UIO instance, we can calculate its features (aep1 , aep2 , . . . , aep12 ) and then use them as input to the predictor to ﬁnd good EA parameters settings.

5

Experimental Studies

In order to test our framework, 24 UIO instances have been generated at random, the problem size across all instances is 20. We applied the approach described in Section 3 to generate the training data. The stopping criteria is set to ’found the optima’. EAs with each parameter setting is executed for 100 times on each UIO instance. For each UIO instance, 72 diﬀerent settings produce 72 diﬀerent samples, thus we have 1728 samples including training data and testing data partitioned randomly, and 10 × 10-fold cross validation will be adopted to evaluate our method. We are interested in ’good’ EA Parameters Settings (gEAPC), and the best EA parameters setting having the smallest ﬁtness evaluations on an instance was labeled ’good’ in our experiments, the remaining 71 settings were labeled ’good’ or ’bad’ depending on the diﬀerences between their ﬁtness evaluations and the ¯ i , where E ¯ i is the mean value of ﬁtness threshold value v. We let v = pr × E evaluations on instance i and pr replaces v to regulate the number of gEAPC. As shown in Table 1, the number of gEAPC (2nd column ’#gEAPC’) in all 1728 samples was decreasing while we were reducing pr. For one UIO instance must at least have one gEAPC in practice, and the ideal result is that the predictor gives just one best EA parameters setting, but when we set pr larger, too many gEAPC will be labeled and almost half of all settings are ’good’ which means predicting results useless for us to select gEAPC. The smaller the value of pr, the less gEAPC we will have, but the correct rate of predicting gEAPC, denoted by sg in Table 1, is decreasing when pr is smaller than 0.1. Furthermore, we found out that more and more instances have no gEAPC predicted when

Fitness Landscape-Based Parameter Tuning Method for EAs

459

Table 1. Correct rates of predicting gEAPC with diﬀerent values of pr. Values of sg in 3rd column, the average of 10 × 10 fold cross validation, are equal to (Correctly Classif ied gEAP C/T otal N umber of gEAP C). pr #gEAPC sg gEAPC found? 0.7 1180 0.500 yes 0.5 1007 0.709 yes 0.4 874 0.689 yes 0.3 716 0.726 yes 0.2 489 0.653 yes 0.16 391 0.709 yes 0.14 343 0.698 yes 0.13 326 0.687 yes 0.12 299 0.764 yes 0.11 267 0.933 yes 0.09 200 0.861 no 0.05 71 0.782 no

pr #gEAPC sg gEAPC found? 0.6 1115 0.510 yes 0.45 955 0.690 yes 0.35 806 0.685 yes 0.25 604 0.689 yes 0.18 441 0.656 yes 0.15 377 0.694 yes 0.135 328 0.632 yes 0.125 306 0.875 yes 0.115 286 0.903 yes 0.1 237 0.925 no 0.08 177 0.864 no 0.01 50 0.620 no

decreasing value of pr, and 4th column of Table 1 will be ’no’ if there exists any testing instance without predicted gEAPC. Table 1 shows that the best value of pr was 0.11 and there are about 267 gEAPC and all instances will have at least one predicted gEAPC.

6

Conclusions

EA parameter setting signiﬁcantly aﬀects the performance of the algorithm. This paper presents a learning-based framework to automatically select ’good’ EA parameter settings. The UIO problem has been used to evaluate this framework, experimental results showed that by properly setting the values of v or pr, the framework can learn at least one good parameter setting for each problem instance tested. Future work includes testing our framework on a wider range of problems and investigating the inﬂuence of the machine learning techniques employed, via studies on techniques other than the Support Vector Machine. Acknowledgments. This work was partially supported by an EPSRC grant (No. EP/D052785/1) and NSFC grants (Nos. U0835002 and 61028009). Part of the work was done while the ﬁrst author was visiting CERCIA, School of Computer Science, University of Birmingham, UK.

References 1. Adenso-Diaz, B., Laguna, M.: Fine-tuning of algorithms using fractional experimental design and local search. Operations Research 54(1), 99–114 (2006) 2. Birattari, M., Stuzle, T., Paquete, L., Varrentrapp, K.: A racing algorithm for conﬁguring metaheuristics. In: Proceedings of the 4th Annual Conference on Genetic and Evolutionary Computation, GECCO 2002, pp. 11–18. Morgan Kaufmann (2002)

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3. Cathabard, S., Lehre, P.K., Yao, X.: Non-uniform mutation rates for problems with unknown solution lengths. In: Proceedings of the 11th Workshop Proceedings on Foundations of Genetic Algorithms, FOGA 2011, pp. 173–180. ACM, New York (2011) 4. Derderian, K., Hierons, R.M., Harman, M., Guo, Q.: Automated unique input output sequence generation for conformance testing of fsms. The Computer Journal 49 (2006) 5. Lee, D., Yannakakis, M.: Testing ﬁnite-state machines: state identiﬁcation and veriﬁcation. IEEE Transactions on computers 43(3), 30–320 (1994) 6. Guo, Q., Hierons, R., Harman, M., Derderian, K.: Constructing multiple unique input/output sequences using metaheuristic optimisation techniques. IET Software 152(3), 127–140 (2005) 7. Guo, Q., Hierons, R.M., Harman, M., Derderian, K.: Computing Unique Input/Output Sequences Using Genetic Algorithms. In: Petrenko, A., Ulrich, A. (eds.) FATES 2003. LNCS, vol. 2931, pp. 164–177. Springer, Heidelberg (2004) 8. He, J., Yao, X.: Towards an analytic framework for analysing the computation time of evolutionary algorithms. Artiﬁcial Intelligence 145, 59–97 (2003) 9. Hutter, F., Hoos, H.H., Leyton-brown, K., Sttzle, T.: Paramils: An automatic algorithm conﬁguration framework. Journal of Artiﬁcial Intelligence Research 36, 267–306 (2009) 10. Lehre, P.K., Yao, X.: Runtime analysis of (1+l) ea on computing unique input output sequences. In: IEEE Congress on Evolutionary Computation, 2007, pp. 1882–1889 (September 2007) 11. Lehre, P.K., Yao, X.: Crossover can be Constructive When Computing Unique Input Output Sequences. In: Li, X., Kirley, M., Zhang, M., Green, D., Ciesielski, V., Abbass, H.A., Michalewicz, Z., Hendtlass, T., Deb, K., Tan, K.C., Branke, J., Shi, Y. (eds.) SEAL 2008. LNCS, vol. 5361, pp. 595–604. Springer, Heidelberg (2008) 12. Lehre, P.K., Yao, X.: Runtime analysis of the (1+1) ea on computing unique input output sequences. Information Sciences (2010) (in press) 13. Lindawati, Lau, H.C., Lo, D.: Instance-based parameter tuning via search trajectory similarity clustering (2011) 14. Lu, G., Li, J., Yao, X.: Fitness-probability cloud and a measure of problem hardness for evolutionary algorithms. In: Proceedings of the 11th European Conference on Evolutionary Computation in Combinatorial Optimization, EvoCOP 2011, pp. 108–117. Springer, Heidelberg (2011) 15. Maturana, J., Lardeux, F., Saubion, F.: Autonomous operator management for evolutionary algorithms. Journal of Heuristics 16, 881–909 (2010) 16. Merz, P.: Advanced ﬁtness landscape analysis and the performance of memetic algorithms. Evol. Comput. 12, 303–325 (2004) 17. Xu, L., Hutter, F., Hoos, H., Leyton-Brown, K.: Satzilla: Portfolio-based algorithm selection for sat. Journal of Artiﬁcial Intelligence Research 32, 565–606 (2008)

Introducing the Mallows Model on Estimation of Distribution Algorithms Josu Ceberio, Alexander Mendiburu, and Jose A. Lozano Intelligent Systems Group Faculty of Computer Science The University of The Basque Country Manuel de Lardizabal pasealekua, 1 20018 Donostia - San Sebastian, Spain [email protected], {alexander.mendiburu,ja.lozano}@ehu.es http://www.sc.ehu.es/isg

Abstract. Estimation of Distribution Algorithms are a set of algorithms that belong to the ﬁeld of Evolutionary Computation. Characterized by the use of probabilistic models to learn the (in)dependencies between the variables of the optimization problem, these algorithms have been applied to a wide set of academic and real-world optimization problems, achieving competitive results in most scenarios. However, they have not been extensively developed for permutation-based problems. In this paper we introduce a new EDA approach speciﬁcally designed to deal with permutation-based problems. In this paper, our proposal estimates a probability distribution over permutations by means of a distance-based exponential model called the Mallows model. In order to analyze the performance of the Mallows model in EDAs, we carry out some experiments over the Permutation Flowshop Scheduling Problem (PFSP), and compare the results with those obtained by two state-of-the-art EDAs for permutation-based problems. Keywords: Estimation of Distribution Algorithms, Probabilistic Models, Mallows Model, Permutations, Flow Shop Scheduling Problem.

1

Introduction

Estimation of Distribution Algorithms (EDAs) [10, 15, 16] are a set of Evolutionary Algorithms (EAs). However, unlike other EAs, at each step of the evolution, EDAs learn a probabilistic model from a population of solutions trying to explicitly express the interrelations between the variables of the problem. The new oﬀspring is then obtained by sampling the probabilistic model. The algorithm stops when a certain criterion is met, such as a maximum number of generations, homogeneous population, or lack of improvement in the last generations. Many diﬀerent approaches have been given in the literature to deal with permutation problems by means of EDAs. However, most of these proposals B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 461–470, 2011. c Springer-Verlag Berlin Heidelberg 2011

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are adaptations of classical EDAs designed to solve discrete or continuous domain problems. Discrete domain EDAs follow the path-representation codiﬁcation [17] to encode permutation problems. These approaches learn, departing from a dataset of permutations, a probability distribution over a set Ω = {0, . . . , n − 1}n , where n ∈ N. Therefore, the sampling of these models has to be modiﬁed in order to provide permutation individuals. Algorithms such as Univariate Marginal Distribution Algorithm (UMDA), Estimation of Bayesian Networks Algorithm (EBNAs), or Mutual Information Maximization for Input Clustering (MIMIC) have been applied with this encoding to diﬀerent problems [2, 11, 17]. Adaptations of continuous EDAs [3, 11, 17] use the Random Keys representation [1] to encode a solution with random numbers. These numbers are used as sort keys to obtain the permutation. Thus, to encode a permutation of length n, each index in the permutation is assigned a value (key) from some real domain, which is usually taken to be the interval [0, 1]. Subsequently, the indexes are sorted using the keys to get the permutation. The main advantage of random keys is that they always provide feasible solutions, since each encoding represents a permutation. However, solutions are not processed in the permutation space, but in the largely redundant real-valued space. For example, for length 3 permutation, strings (0.2, 0.1, 0.7) and (0.4, 0.3, 0.5) represent the same permutation (2, 1, 3). The limitations of these direct approaches, both in the discrete and continuous domains, encouraged the research community of EDAs to implement speciﬁc algorithms for solving permutation-based problems. Bosman and Thierens introduced the ICE [3, 4] algorithm to overcome the bad performance of Random Keys in permutation optimization. The ICE replaces the sampling step with a special crossover operator which is guided by the probabilistic model, guaranteeing feasible solutions. In [18] a new framework for EDAs called Recursive EDAs (REDAs) is introduced. REDAs is an optimization strategy that consists of separately optimizing diﬀerent subsets of variables of the individual. Tsutsui et al. [19, 20] propose two new models to deal with permutation problems. The ﬁrst approach is called Edge Histogram Based Sampling Algorithm (EHBSA). EHBSA builds an Edge Histogram Matrix (EHM), which models the edge distribution of the indexes in the selected individuals. A second approach called Node Histogram Based Sampling Algorithm (NHBSA), introduced later by the authors, models the frequency of the indexes at each absolute position in the selected individuals. Both algorithms simulate new individuals by sampling the marginals matrix. In addition, the authors proposed the use of a templatebased method to create new solutions. This method consists of randomly choosing an individual from the previous generation, dividing it into c random segments and sampling the indexes for one of the segments, leaving the remaining indexes unchanged. A generalization of these approaches was given by Ceberio et al. [6], where the proposed algorithm learns k-order marginal models.

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As stated in [5], Tsutsui’s EHBSA and NHBSA approaches yield the best results for several permutation-based problems, such as Traveling Salesman Problem, Flow Shop Scheduling Problem, Quadratic Assignment Problem or Linear Ordering Problem. However, these approaches are still far from achieving optimal solutions, which means that there is still room for improvement. Note that the introduced approaches do not estimate a probability distribution over the space of permutations that allow us to calculate the probability of a given solution in a closed form. Motivated by this issue and working in that direction, we present a new EDA which models an explicit probability distribution over the permutation space: the Mallows EDA. The remainder of the paper is as follows: Section 2 introduces the optimization problem we tackle: The Permutation Flow Shop Scheduling Problem. In Section 3 the Mallows model is introduced. In section 4, some preliminary experiments are run to study the behavior of the Mallows EDA. Finally, conclusions are drawn in Section 5.

2

The Permutation Flowshop Scheduling Problem

The Flowshop Scheduling Problem [9] consists of scheduling n jobs (i = 1, . . . , n) with known processing time on m machines (j = 1, . . . , m). A job consists of m operations and the j-th operation of each job must be processed on machine j for a speciﬁc time. A job can start on the j-th machine when its (j − 1)-th operation has ﬁnished on machine (j − 1), and machine j is free. If the jobs are processed in the same order on diﬀerent machines, the problem is named as Permutation Flowshop Scheduling Problem (PFSP). The objective of the PFSP is to ﬁnd a permutation that achieves a speciﬁc criterion such as minimizing the total ﬂow time, the makespan, etc. The solutions (permutations) are denoted as σ = (σ1 , σ2 , . . . , σn ) where σi represents the job to be processed in the ith position. For instance, in a problem of 4 jobs and 3 machines, the solution (2, 3, 1, 4), indicates that job 2 is processed ﬁrst, next job 3 and so on. Let pi,j denote the processing time for job i on machine j, and ci,j denote the completion time of job i on machine j. Then, cσi ,j is the completion time of the job scheduled in the i-th position on machine j. cσi ,j is computed as cσi ,j = pσi ,j + max{cσi ,j−1 , cσi−1 ,j }. As this paper addresses the makespan performance measure, the objective function F is deﬁned as follows: F (σ1 , σ2 , . . . , σn ) = cσn ,m As can be seen, the solution of the problem is given by the processing time of the last job σn in the permutation, since this is the last job to ﬁnish.

3

The Mallows Model

The Mallows model [12] is a distance-based exponential probability model over permutation spaces. Given a distance d over permutations, it can be deﬁned

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by two parameters: the central permutation σ0 , and the spread parameter θ. (1) shows the explicit form of the probability distribution over the space of permutations: 1 −θd(σ,σ0 ) P (σ) = e (1) ψ(θ) where ψ(θ) is a normalization constant. When θ > 0, the central permutation σ0 is the one with the highest probability value and the probability of the other n! − 1 permutations exponentially decreases with the distance to the central permutation (and the spread parameter θ). Because of these properties, the Mallows distribution is considered analogous to the Gaussian distribution on the space of permutations (see Fig. 1). Note that when θ increases, the curve of the probability distribution becomes more peaked at σ0 . 0.12

θ = 0.1 θ = 0.3 θ = 0.7

0.1

P(σ)

0.08

0.06

0.04

0.02

0 10

5

0 τ(σ,σ0)

5

10

Fig. 1. Mallows probability distribution with the Kendall-τ distance for diﬀerent spread parameters. In this case, the dimension of the problem is n = 5.

3.1

Kendall-τ Distance

The Mallows model is not tied to a speciﬁc distance. In fact, it has been used with diﬀerent distances in the literature such as Kendall, Cayley or Spearman [8]. For the application of the Mallows model in EDAs, we have chosen the Kendallτ distance. This is the most commonly used distance with the Mallows model, and in addition, its deﬁnition resembles the structure of a basic neighborhood system in the space of permutations. Given two permutations σ1 and σ2 , the Kendall-τ distance counts the total number of pairwise disagreements between both of them i.e., the minimum number of adjacent swaps to convert σ1 into σ2 . Formally, it can be written as

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τ (σ1 , σ2 ) = |{(i, j) : i < j, (σ1 (i) < σ1 (j) ∧ σ2 (i) > σ2 (j)) ∨ (σ2 (i) < σ2 (j) ∧ σ1 (i) > σ1 (j)) }|. The above metric can be equivalently written as τ (σ1 , σ2 ) =

n−1

Vj (σ1 , σ2 )

(2)

j=1

where Vj (σ1 , σ2 ) is the minimum number of adjacent swaps to set in the j-th position of σ1 , σ1 (j), the value σ2 (j). This decomposition allows to factorize the distribution as a product of independent univariate exponential models[14], one for each Vj and that (see (3) and (4)). ψ(θ) =

n−1

ψj (θ) =

j=1

n−1 j=1

n−1

e−θ j=1 P (σ) = n−1 j=1

1 − e−(n−j+1)θ 1 − e−θ

Vj (σ,σ0 )

ψj (θ)

=

n−1 j=1

e−θVj (σ,σ0 ) ψj (θ)

(3)

(4)

This property of the model is essential to carry out an eﬃcient sampling. Furthermore, one can uniquely determine any σ by the n − 1 integers V1 (σ), V2 (σ),. . . , Vn−1 (σ) deﬁned as Vj (σ, I) = 1[l≺σ j] (5) l>j

where I denotes the identity permutation (1, 2,. . . n) and l ≺σ j means that l precedes j (i.e. is preferred to j) in permutation σ. 3.2

Learning and Sampling a Mallows Model

At each step of the EDA, we need to learn a Mallows model from the set of selected individuals (permutations). Therefore, given a dataset of permutations {σ0 , σ1 , . . . , σN } we need to estimate σ0 and θ. In order to do that, we use the maximum likelihood estimation method. The log-likelihood function can be written as n−1 log l(σ1 , ..., σN |σ0 , θ) = −N (θV¯j + log ψj (θ)) (6) N

j=1

where V¯j = i=1 Vj (σi , σ0 )/N , i.e. V¯j denotes the observed mean for Vj . The problem of ﬁnding the central permutation or consensus ranking is called rank aggregation and it is, in fact, equivalent to ﬁnding the MLE estimator of σ0 , which is NP-hard. One can ﬁnd several methods for solving this problem, both exact [7] and heuristic [13]. In this paper we propose the following: ﬁrst, the

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average of the values at each position is calculated, and then, we assign index 1 to the position with the lowest average value, next index 2 to the second lowest position, and so on until all the n values are assigned. Once σ0 is known, the estimation of θ maximizing the log-likelihood is immediate by numerically solving the following equation: n−1

n−1

n−j+1 n−1 V¯j = θ − e − 1 j=1 e(n−j+1)θ − 1 j=1

(7)

In general, this solution has no closed form expression, but can be solved numerically by standard iterative algorithms such as Netwon-Rapshon. In order to sample, we consider a bijection between the Vj -s and the permutations. By sampling the probability distribution of the Vj -s deﬁned by (8), a Vj -s vector is obtained. The new permutations are calculated applying the sampled Vj vector to the consensus permutation σ0 following a speciﬁc algorithm [14]. P [Vj (σσ0−1 , I) = r] =

4

e−θr ψj (θ)

(8)

Experiments

Once the Mallows model has been introduced, we devote this section to carrying out some experiments in order to analyze the behavior of this new EDA. As stated previously, the variance of the Mallows model is controlled by a spread parameter θ, and therefore it will be necessary to observe how the model behaves according to diﬀerent values of θ. In a second phase, and based on the values previously obtained, the Mallows EDA will be run for some instances of the FSP problem. In addition, for comparison purposes, two state-of-the-art EDAs [5] will be also included, in particular Tsutsui’s EHBSA and NHBSA approaches. 4.1

Analysis of the Spread Parameter θ

As can be seen in the description of the Mallows model, the spread parameter θ will be the key to control the trade-oﬀ between exploration and exploitation. As shown in Fig. 1, as the value of θ increases, the probability tends to concentrate on a particular permutation (solution). In order to better analyze this behavior, we have run some experiments, varying the values of θ and observing the probability assigned to the consensus ranking (σ0 ). Instances of diﬀerent sizes (10, 20, 50, and 100) and a wide range of θ values (from 0 to 10) have been studied. The results shown in Fig. 2 demonstrate how, for low values of θ, the probability of σ0 is quite small, thus encouraging a exploration stage. However, once a threshold is exceeded, the probability assigned to σ0 increases quickly, leading the algorithm to an exploitation phase. Based on these results, we completed a second set of experiments executing the Mallows EDA on some FSP instances. The θ parameter was ﬁxed using a

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1 n = 10 n = 20 n = 50 n = 100

0.9 0.8 0.7

0

P(σ )

0.6 0.5 0.4 0.3 0.2 0.1 0 0

1

2

3

4

5

θ

6

7

8

9

10

Fig. 2. Probability assigned to σ0 for diﬀerent θ and n values

range of promising values extracted from the previous experiment. Particularly, we decided to use 8 values in the range [0,2]. These values are {0.00001, 0.0001, 0.001, 0.01, 0.1, 0.5, 1, 2}. The rest of the parameters typically used in EDAs are presented in Table 1. Regarding the FSP instances, the ﬁrst instance of each set tai20×5, tai20×10, tai50×10, tai100×10 and tai100×20 1 was selected. Each experiment was run 10 times. Table 2 shows the error rate of these executions. This error rate is calculated as the normalized diﬀerence between the best value obtained by the algorithm and the best known solution. Table 1. Execution parameters of the algorithms. Being n the problem size. Parameter Population size Selection size Oﬀspring size Selection type Elitism selection method Stopping criteria

Value 10n 10n/2 10n − 1 Ranking selection method The best individual of the previous generation is guaranteed to survive 100n maximum generations or 10n maximum generations without improvement

The results shown in 2 indicate that the lowest or highest values of θ (in the [0,2] interval) provide the worst results, and as θ moves inside the interval the performance increases. Particularly, the best results are obtained for 0.1, 0.5 and 1 values. 1

´ Eric Taillard’s web page. http://mistic.heig-vd.ch/taillard/problemes.dir/ ordonnancement.dir/ordonnancement.html

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Table 2. Average error rate of the Mallows EDA with diﬀerent constant θs θ 0.00001 0.0001 0.001 0.01 0.1 0.5 1 2

4.2

20×5 0.0296 0.0316 0.0295 0.0297 0.0152 0.0081 0.0125 0.0182

20×10 0.0930 0.0887 0.0982 0.0954 0.0694 0.0347 0.0333 0.0601

50×10 0.1359 0.1342 0.1369 0.1275 0.0847 0.0780 0.0936 0.1192

100×10 0.0941 0.0917 0.0910 0.0776 0.0353 0.0408 0.0610 0.0781

100×20 0.1772 0.1748 0.1765 0.1629 0.1142 0.1236 0.1444 0.1649

Testing the Mallows EDA on FSP

Finally, we decided to run some preliminary tests for the Mallows EDA algorithm on the previously introduced set of FSP instances (taking in this case the ﬁrst six instances from each ﬁle). Taking into account the results extracted from the analysis of θ, we decided to ﬁx its initial value to 0.001, and to set the upper bound to 1. The parameters described in Table 1 were used for the EDAs. In particular, for NHBSA and EHBSA algorithms, Bratio was set to 0.0002 as suggested by the author in [20]. For each algorithm and problem instance, 10 runs have been completed. In order to analyze the eﬀect of the population size on the Mallows model, in addition to 10n we have also tested n, 5n and 20n sizes. Table 3 shows the average error and standard deviation of the Mallows EDA and Tsutsui’s approaches regarding the best known solutions. Note that each entry in the table is the average of 60 values (6 instances × 10 runs). Looking at these results, it can be seen that Tsutsui’s approaches yield better results for small instances. However, as the size of the problem grows, both approaches obtain similar results for 50 × 20 instances, and the Mallows EDA shows a better performance for the biggest instances 100 × 10 and 100 × 20. The results obtained show that the Mallows EDA is better for almost all population sizes. These results stress the potential of this Mallows EDA approach for permutationbased problems. Table 3. Average error and standard deviation for each type of problem. Results in bold indicate the best average result found. EDA 20×5 20×10 50×10 100×10 100×20

avg. dev. avg. dev. avg. dev. avg. dev. avg. dev.

n 0.0137 0.0042 0.0357 0.0054 0.0392 0.0067 0.0093 0.0040 0.0583 0.0116

Mallows 5n 10n 0.0102 0.0102 0.0037 0.0035 0.0258 0.0250 0.0033 0.0037 0.0345 0.0342 0.0071 0.0059 0.0078 0.0083 0.0040 0.0045 0.0610 0.0661 0.0130 0.0132

20n 0.0096 0.0039 0.0232 0.0030 0.0349 0.0062 0.0089 0.0053 0.0587 0.0121

EHBSA 10n 0.0039 0.0034 0.0065 0.0023 0.0323 0.0066 0.0199 0.0047 0.0676 0.0050

NHBSA 10n 0.0066 0.0032 0.0076 0.0016 0.033 0.0069 0.0157 0.0062 0.0631 0.0071

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Conclusions and Future Work

In this paper a speciﬁc EDA for dealing with permutation-based problems was presented. We introduced a novel EDA, that unlike previously designed permutation based EDAs, is intended for codifying probabilities over permutations by means of the Mallows model. In order to analyze the behavior of this new proposal, several experiments have been conducted. Firstly, the θ parameter has been analyzed, in an attempt to discover its inﬂuence in the explorationexploitation trade-oﬀ. Secondly, the Mallows EDA has been executed over several FSP instances using the information extracted from θ values in the initial experiments. Finally, for comparison purposes, two state-of-the-art EDAs have been executed: EHBSA and NHBSA. From these preliminary results, it can be concluded that the Mallows EDA approach presents an interesting behavior, obtaining better results than Tsutsui’s algorithms as the size of the problem increases. As future work, there are several points that deserve a deeper analysis. On the one hand, it would be interesting to extend the analysis of θ in order to obtain a better understanding of its inﬂuence: initial value, upper bound, etc. On the other hand, with the aim of ratifying these initial results it would be interesting to test this Mallows EDA on a wider set of problems, such as the Traveling Salesman Problem, the Quadratic Assignment Problem or the Linear Ordering Problem. Acknowledgments. We gratefully acknowledge the generous assistance and support of Ekhine Irurozki and Prof. S. Tsutsui in this work. This work has been partially supported by the Saiotek and Research Groups 2007-2012 (IT242-07) programs (Basque Government), TIN2010-14931 and Consolider Ingenio 2010 - CSD 2007 - 00018 projects (Spanish Ministry of Science and Innovation) and COMBIOMED network in computational biomedicine (Carlos III Health Institute). Josu Ceberio holds a grant from Basque Goverment.

References 1. Bean, J.C.: Genetic Algorithms and Random Keys for Sequencing and Optimization. INFORMS Journal on Computing 6(2), 154–160 (1994) 2. Bengoetxea, E., Larra˜ naga, P., Bloch, I., Perchant, A., Boeres, C.: Inexact graph matching by means of estimation of distribution algorithms. Pattern Recognition 35(12), 2867–2880 (2002) 3. Bosman, P.A.N., Thierens, D.: Crossing the road to eﬃcient IDEAs for permutation problems. In: Spector, L., et al. (eds.) Proceedings of Genetic and Evolutionary Computation Conference, GECCO 2001, pp. 219–226. Morgan Kaufmann, San Francisco (2001) 4. Bosman, P.A.N., Thierens, D.: Permutation Optimization by Iterated Estimation of Random Keys Marginal Product Factorizations. In: Guerv´ os, J.J.M., Adamidis, P.A., Beyer, H.-G., Fern´ andez-Villaca˜ nas, J.-L., Schwefel, H.-P. (eds.) PPSN 2002. LNCS, vol. 2439, pp. 331–340. Springer, Heidelberg (2002)

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5. Ceberio, J., Irurozki, E., Mendiburu, A., Lozano, J.A.: A review on Estimation of Distribution Algorithms in Permutation-based Combinatorial Optimization Problems. Progress in Artiﬁcial Intelligence (2011) 6. Ceberio, J., Mendiburu, A., Lozano, J.A.: A Preliminary Study on EDAs for Permutation Problems Based on Marginal-based Models. In: Krasnogor, N., Lanzi, P.L. (eds.) GECCO, pp. 609–616. ACM (2011) 7. Cohen, W.W., Schapire, R.E., Singer, Y.: Learning to order things. In: Proceedings of the 1997 Conference on Advances in Neural Information Processing Systems, NIPS 1997, vol. 10, pp. 451–457. MIT Press, Cambridge (1998) 8. Fligner, M.A., Verducci, J.S.: Distance based ranking Models. Journal of the Royal Statistical Society 48(3), 359–369 (1986) 9. Gupta, J., Staﬀord, J.E.: Flow shop scheduling research after ﬁve decades. European Journal of Operational Research (169), 699–711 (2006) 10. Larra˜ naga, P., Lozano, J.A.: Estimation of Distribution Algorithms: A New Tool for Evolutionary Computation. Kluwer Academic Publishers, Dordrecht (2002) 11. Lozano, J.A., Mendiburu, A.: Solving job schedulling with Estimation of Distribution Algorithms. In: Larra˜ naga, P., Lozano, J.A. (eds.) Estimation of Distribution Algorithms. A New Tool for Evolutionary Computation, pp. 231–242. Kluwer Academic Publishers (2002) 12. Mallows, C.L.: Non-null ranking models. Biometrika 44(1-2), 114–130 (1957) 13. Mandhani, B., Meila, M.: Tractable search for learning exponential models of rankings. In: Artiﬁcial Intelligence and Statistics (AISTATS) (April 2009) 14. Meila, M., Phadnis, K., Patterson, A., Bilmes, J.: Consensus ranking under the exponential model. In: 22nd Conference on Uncertainty in Artiﬁcial Intelligence (UAI 2007), Vancouver, British Columbia (July 2007) 15. M¨ uhlenbein, H., Paaß, G.: From Recombination of Genes to the Estimation of Distributions I. Binary Parameters. In: Ebeling, W., Rechenberg, I., Voigt, H.-M., Schwefel, H.-P. (eds.) PPSN 1996, Part IV. LNCS, vol. 1141, pp. 178–187. Springer, Heidelberg (1996) 16. Pelikan, M., Goldberg, D.E.: Genetic Algorithms, Clustering, and the Breaking of Symmetry. In: Deb, K., Rudolph, G., Lutton, E., Merelo, J.J., Schoenauer, M., Schwefel, H.-P., Yao, X. (eds.) PPSN 2000. LNCS, vol. 1917, Springer, Heidelberg (2000) 17. Robles, V., de Miguel, P., Larra˜ naga, P.: Solving the Traveling Salesman Problem with EDAs. In: Larra˜ naga, P., Lozano, J.A. (eds.) Estimation of Distribution Algorithms: A New Tool for Evolutionary Computation. Kluwer Academic Publishers (2002) 18. Romero, T., Larra˜ naga, P.: Triangulation of Bayesian networks with recursive Estimation of Distribution Algorithms. Int. J. Approx. Reasoning 50(3), 472–484 (2009) 19. Tsutsui, S.: Probabilistic Model-Building Genetic Algorithms in Permutation Representation Domain Using Edge Histogram. In: Guerv´ os, J.J.M., Adamidis, P.A., Beyer, H.-G., Fern´ andez-Villaca˜ nas, J.-L., Schwefel, H.-P. (eds.) PPSN 2002. LNCS, vol. 2439, pp. 224–233. Springer, Heidelberg (2002) 20. Tsutsui, S., Pelikan, M., Goldberg, D.E.: Node Histogram vs. Edge Histogram: A Comparison of PMBGAs in Permutation Domains. Technical report, Medal (2006)

Support Vector Machines with Weighted Regularization Tatsuya Yokota and Yukihiko Yamashita Tokyo Institute of Technology 2-12-1 Ookayama, Meguro-ku, Tokyo 152–8550, Japan [email protected], [email protected] http://www.titech.ac.jp

Abstract. In this paper, we propose a novel regularization criterion for robust classifiers. The criterion can produce many types of regularization terms by selecting an appropriate weighting function. L2 regularization terms, which are used for support vector machines (SVMs), can be produced with this criterion when the norm of patterns is normalized. In this regard, we propose two novel regularization terms based on the new criterion for a variety of applications. Furthermore, we propose new classifiers by applying these regularization terms to conventional SVMs. Finally, we conduct an experiment to demonstrate the advantages of these novel classifiers. Keywords: Regularization, classification.

1

Support

vector

machine,

Robust

Introduction

In this paper, we discuss binary classiﬁcation methods based on a discriminant model. Essentially, linear models, which consist of basis functions and their parameters, are often used as discriminant models. In particular, kernel classiﬁers, which are types of linear models, play an important role in pattern classiﬁcation, such as classiﬁcation based on support vector machines (SVMs) and kernel Fisher discriminants (KFDs) [3, 4, 6, 12]. In general, a criterion for learning is based on minimization of the regularization term and the cost function. There exist various cost functions, such as squared loss, hinge loss, logistic loss, L1-loss, and Huber’s robust loss [2, 5, 9, 10]. On the other hand, there is only a small variety of regularization terms(where L2 norm or L1 norm is usually used [11]) because it is considered meaningless to treat the parameters unequally for the regression problem. In this paper, we propose a novel regularization criterion for robust classiﬁers. The criterion is given as a positive weighting function and a discriminant model, and its regularization term takes the form of a convex quadratic term. The criterion is considered an extension of one with an L2 norm since the proposed term can produce regularization with an L2 norm. Also, we propose two regularization terms by choosing the weighting functions according to the distribution of B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 471–480, 2011. c Springer-Verlag Berlin Heidelberg 2011

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patterns. Novel classiﬁers can be created by replacing these regularization terms with basic regularization terms (i.e., L2-norm terms) in SVMs. This classiﬁcation procedure, which includes not only new classiﬁers but also basic SVMs, is referred to as “weighted regularization SVM” (WR-SVM). If we assign a large weight in a regularization term to a certain area where differently labeled patterns are mixed or outliers are included, the classiﬁer should become robust. Thus, we propose the use of two types of weighting functions. One function is the Gaussian distribution function, which can be used to strongly regularize areas where diﬀerently labeled patterns are mixed. The other function, which is based on the diﬀerence of two Gaussian distributions, can be used to strongly regularize areas including outliers. In fact, it is necessary to perform high-order integrations to obtain the proposed regularization terms. However, we can obtain these regularization terms analytically by using the above-mentioned weighting functions and the Gaussian kernel model. We denote these classiﬁers as “SVMG ” and “SVMD ”, respectively. The rest of this paper is organized as follows. In Section 2, general classiﬁcation criteria are explained. In Section 3, we describe the proposed regularization criterion and the new regularization terms, and also prove that this criterion includes the L2 norm. In Section 4, we present the results of experiments conducted in order to analyze the properties of SVMG and SVMD . In Section 5, we discuss the proposed approach and classiﬁers in depth. Finally, we provide our conclusions in Section 6.

2

Criterion for Classification

In this section, we recall classiﬁcation criteria based on discriminant functions. Let y ∈ {+1, −1} be the category to be estimated from a pattern x. We have independent and identically distributed samples: {(xn , yn )}N n=1 . A discriminant function is denoted by D(x), and estimated category yˆ is given by yˆ = sign[D(x)]. We deﬁne the basic linear discriminant function as D(x) := w, x + b, where

T w = w1 w2 · · · wM ,

T x = x1 x2 · · · xM

(1)

(2)

are respectively a parameter vector and a pattern vector, and b is a bias parameter. Although this is a rather simple model, if we replace the pattern vector x with a function φ(x) with an arbitrary basis, we notice that this model includes the kernel model and all other linear models. We discuss such models later in this paper. Most classiﬁcation criteria are based on minimization of regularization and loss terms. If we let R(D(x), y) and L(D(x), y) be respectively a regularization term and a loss function, the criterion is given as minimize

R(D(x), y) + c

N n=1

L(D(xn ), yn ),

(3)

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473

where c is an adjusting parameter between two terms. We often use R := ||w||2

(4)

as L2 regularization. This is a highly typical regularization term, and it is used in most classiﬁcation and regression methods. Combining (4) with the hinge loss function, we obtain the criterion for support vector machines (SVMs) [12]. Furthermore, regularization term (4) and the squared loss function provide the regularized least squares regression (LSR). In this way, a wide variety of classiﬁcation and regression methods can be produced by choosing a combination of a regularization term and a loss function.

3

Weighted Regularization

In this section, we deﬁne a novel criterion for regularization and explain its properties. Let a weighting function Q(x) satisfy Q(z) > 0

(5)

for all z ∈ D, where D is our data domain. The new regularization criterion is given by R := Q(x)| w, x |2 dx. (6) D

This regularization term can be rewritten as Q(x)| w, x |2 dx = wT Hw.

(7)

D

where H(i, j) := D Q(x)xi xj dx and H(i, j) denotes element (i, j) of the regularization matrix H. Note that H becomes a positive deﬁnite matrix from condition (5). Combining our regularization approach with the hinge loss function, we propose a classiﬁcation criterion whereby minimize

wT Hw + c

N

ξn ,

(8)

n=1

subject to yn (w, xn + b) ≥ 1 − ξn , ξn ≥ 0, n = 1, . . . , N,

(9) (10)

where ξn are slack variables. The proposed criterion can produce not only various new classiﬁers, but also a basic SVM by choosing an appropriate weighting function. We demonstrate this in the following sections 3.1 and 3.2. In this

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regard, we refer to the proposed classiﬁer as “Weighted Regularization SVM” (WR-SVM). 3.1

Basic Support Vector Machines

In this section, we demonstrate that our regularization criterion produces the basic regularization term (4). In other words, WR-SVM includes basic SVM. Let us assume that ||x|| = 1, and {xi , xj }(i = j) are orthogonal. The following assumption holds in the Gaussian kernel model: ||φ(x)||2 = k(x, x) = exp(−γ||x − x||2 ) = 1,

(11)

where k(x, y) = exp(−γ||x − y||2 ) is the Gaussian kernel function. We choose the weighting function to be uniform: Q1 (x) := S. Then, the constraint matrix is given by 1, i = j H(i, j) = S xi xj dx ∝ . (12) 0, i = j D We can see that the regularization matrix is deﬁned as H1 := IM , as well as that it is equivalent to (4). Thus, we can regard our regularization method as an extension of the basic regularization term. Also, we can infer that the weighted regularization becomes basic if Q(x) is uniform (i.e., no weight). 3.2

Novel Weighted Regularization

Next, we search for an appropriate weighting function. There are two approaches to this, one of which is to make Q(x) large in a mixed area of categories. Therefore, we deﬁne Q2 (x) as a normal distribution:

1 1 −1 Q2 (x) := N (x|μ, λΣ) = √ exp − (x − μ)Σ (x − μ) , 2λ ( 2π)M |λΣ| (13) where ¯ +1 + x ¯ −1 x μ := , Σ(i, j) := 2

1 N −1

0

N

n=1 (μ(i)

− xn (i))2 i = j , i = j

(14)

¯ +1 and x ¯ −1 denote the mean vectors of labeled patterns +1 and −1, and x respectively. The classiﬁer becomes robust if patterns of diﬀerent categories are mixed in the central area of the pattern distribution. Furthermore, if we let the parameter λ become suﬃciently large, this function becomes similar to a uniform function. Hence, its classiﬁer becomes similar to the basic SVM. Another approach is to make Q(x) small in dense areas and large in sparse areas. Then, this classiﬁer becomes robust for outliers. Thus, we deﬁne a weighting function as the diﬀerence of two types of normal distribution:

SVMs with Weighted Regularization

0.3

ν=2 ν=4 ν=8

0.2

0.2 Q(x)

Q(x)

ρ = 0.0 ρ = 0.2 ρ = 0.8

0.25

0.15

475

0.1

0.15 0.1

0.05 0.05 0

0 -4

-3

-2

-1

1

0 x

4

3

2

-4

-2

-3

-1

0 x

1

2

3

4

(b) ν = 2 is fixed

(a) ρ = 0.9 is fixed

Fig. 1. Q3 (x): ν and ρ are changed

Q3 (x) :=

1+

ρ M ν −1

N (x|μ, ν 2 Σ) −

νM

ρ N (x|μ, Σ), −1

(15)

where 0 < ρ < 1 and ν > 1. If we assume that Σ is a diagonal matrix, then this weighting function always satisﬁes Eq. (5). Fig 1 depicts examples of such a weighting function. If ν increases, the weighting function becomes smoother and wider. Essentially, ρ should be near 1 (e.g., ρ = 0.9), and if ρ is small, the function becomes similar to Q2 (x). The calculation of these regularization matrices includes integration; however, if we use the Gaussian kernel as a basis function, then we can calculate H analytically since Q(x) consists of Gauss functions. We present the details of this approach in Section 3.3. 3.3

Analytical Calculation of Regularization Matrices

We deﬁne the regularization matrices H2 and H3 as Ht (i, j) = Qt (x)k(xi , x)k(xj , x)dx, t = 2, 3.

(16)

D

Note that it is only necessary to perform integration of the normal distribution and two Gaussian kernel functions analytically. Then, we consider only the following integration: U (i, j) = N (x|μ, Σ)k(xi, x)k(xj , x)dx. (17) D

Using the general formula for a Gaussian integral; 1 T (2π)M 1 bT A−1 b e− 2 x Ax+bx dx = e2 , |A|

(18)

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we can calculate Eqs. (17) analytically as follows.

1 1 T −1 U (i, j) = exp bij A bij + Cij , 2 |4γΣ + IN | A = 4γIN + Σ −1 ,

(19) (20)

bij = 2γ(xi + xj ) + Σ

−1

μ,

(21)

1 Cij = −γ(||xi ||2 + ||xj ||2 ) − μT Σ −1 μ. 2

(22)

H2 and H3 can also be calculated in a similar manner. In practice, the regularization matrix Ht is normalized by (N Ht )/tr(Ht ) so that the adjusting parameter c becomes independence of multiplication factor. 3.4

Novel Classifiers

In this section, we propose novel classiﬁers by making use of weighted regularization terms. We assume that the discriminant function is given by D(x|α, b) =

N

αn k(xn , x) + b.

(23)

n=1

Then, the training problem is given by minimize

subject to

N 1 T α Ht α + c ξn , 2 n=1

N yn αi k(xi , xn ) + b ≥ 1 − ξn ,

(24)

(25)

i=1

ξn ≥ 0, n = 1, . . . , N.

(26)

We solve this problem by two steps. First, we solve its dual problem: maximize

subject to

N 1 − β T Y KHt−1 KY β + βn , 2 n=1

0 ≤ βn ≤ c,

N

βn yn = 0, n = 1, . . . , N,

(27)

(28)

n=1

where Y := diag(y), β is a dual parameter vector, and its solution βˆ can be obtained by quadratic programming [7]. In this regard, a number of quadratic programming solvers have been developed thus far, such as LOQO [1]. Second, ˆ and ˆb are given by the estimated parameters α ˆ ˆ = Ht−1 KY β, α

T T ˆ ˆb = 1 y − k α . N

(29)

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Table 1. UCI Data sets Name Training sample Test samples Realizations Dimensions Banana 400 4900 100 2 B.Cancer 200 77 100 9 Diabetes 468 300 100 8 Flare-Solar 666 400 100 9 German 700 300 100 20 Heart 170 100 100 13 Image 1300 1010 20 18 Ringnorm 400 7000 100 20 Splice 1000 2175 20 60 Thyroid 140 75 100 5 Titanic 150 2051 100 3 Twonorm 400 700 100 20 Waveform 400 4600 100 21

Substituting H2 or H3 into Eq.(27), we can construct two novel classiﬁers. We denote these classiﬁers as “SVMG ” and “SVMD ”, respectively (based on the initials of Gaussian and Diﬀerence).

4

Experiments

In this experiment, we used thirteen UCI data sets for binary problems to compare the two novel classiﬁers SVMG and SVMD with SVM and L1-norm regularized SVM (L1-SVM). These data sets are summarized in Table 1, which lists the data set name, the respective numbers of training samples, test samples, realizations, and dimensions. 4.1

Experimental Procedure

Several hyper parameters must be optimized, namely, the kernel parameter γ, the adjusting parameter c, and the weighting parameters λ of Q2 (x) and ν of Q3 (x), but ρ = 0.9 is ﬁxed. These parameters are optimized on the ﬁrst ﬁve realizations of each data set. The best values of each parameter are obtained by using each realization. Finally, the median of the ﬁve values is selected. After that, the classiﬁers are trained and tested for all of the remaining realizations (i.e., 95 or 15 realizations) by using the same parameters. 4.2

Experimental Results

Table 2 contains the results of this experiment. The values in the classiﬁer name column show “average ± standard deviation” of the error rates for all of the remaining realizations, and the minimum values among all classiﬁers are marked

478

T. Yokota and Y. Yamashita Table 2. Experimental results

Banana B.Cancer Diabetes F.Solar German Heart Image Ringnorm Splice Thyroid Titanic Twonorm Waveform Mean % P-value %

λ 1 .01 100 10 10 10 100 100 10 1 .01 10 1

SVMG 10.6 ± 0.4 26.3 ± 5.2 24.1 ± 2.0 36.7 ± 5.2 24.0 ± 2.4 15.3 ± 3.2 4.3 ± 0.9 1.5 ± 0.1 11.3 ± 0.7 7.3 ± 2.9 22.4 ± 1.0 2.4 ± 0.1 9.7 ± 0.4 12.0 87.2

L2 L1 ν + 8 4 − − 8 − − 2 16 2 − 16 + + 8 − + 8 − − 2 + 2 + + 4 + + 2

SVMD 10.4 ± 0.4 26.0 ± 4.4 24.0 ± 2.0 32.4 ± 1.8 24.7 ± 2.3 15.6 ± 3.2 4.1 ± 0.8 1.5 ± 0.1 11.0 ± 0.5 4.1 ± 2.0 22.5 ± 0.5 2.3 ± 0.1 9.6 ± 0.5 4.2 71.5

L2 L1 SVM + 11.5 ± 0.7 26.0 ± 4.7 − − 23.5 ± 1.7 + 32.4 ± 1.8 23.6 ± 2.1 16.0 ± 3.3 − + 3.0 ± 0.6 + + 1.7 ± 0.1 + 10.9 ± 0.7 + + 4.8 ± 2.2 + 22.4 ± 1.0 + + 3.0 ± 0.2 + + 9.9 ± 0.4 6.1 79.2

L1-SVM 10.5 ± 0.4 25.4 ± 4.5 23.4 ± 1.7 32.9 ± 2.7 24.0 ± 2.3 15.4 ± 3.4 4.8 ± 1.3 1.6 ± 0.1 12.4 ± 0.9 5.4 ± 2.4 23.0 ± 2.1 2.7 ± 0.2 10.1 ± 0.5 10.7 87.5

with bold font. The values in the columns for λ and ν show the value selected through model selection for each data set. The signs in columns L2 and L1 show the results of a signiﬁcance test (t-test with α = 5%) for the diﬀerences between SVMG /SVMD and SVM/L1-SVM, respectively. “+” indicates that the error obtained with the novel classiﬁer is signiﬁcantly smaller, while “−” indicates that this error is signiﬁcantly larger. The penultimate line for “Mean %”, is computed by using the average values for all data sets as follows. First, we normalize the error rates by taking (particular value) − 1 × 100[%] (30) (minimum value) for each data set. Next, the “average” values are computed for each classiﬁer. This evaluation method is taken from [8]. The last line shows the average of the p-value between “particular” and “minimum” (i.e., the minimum p-value is 50 %). SVMG provides the best results for two data sets. Compared to SVM, SVMG is signiﬁcantly better for four data sets and signiﬁcantly worse for ﬁve data sets. Compared to L1-SVM, SVMG is signiﬁcantly better for ﬁve data sets and signiﬁcantly worse for three data sets. Furthermore, SVMD provides the best results for six data sets. Compared to SVM, SVMD is signiﬁcantly better for ﬁve data sets and signiﬁcantly worse for two data sets. Compared to L1-SVM, SVMD is signiﬁcantly better for eight data sets and signiﬁcantly worse for one data sets. According to the results for both “mean” and “p-value”, the SVMD classiﬁer is the best among the four classiﬁers considered.

SVMs with Weighted Regularization

5

479

Discussion

We showed that the WR-SVM approach includes SVM, and we proposed two novel classiﬁers (SVMG and SVMD ). Furthermore, if the weighting parameters λ and ν are extremely large, then both weighting functions become similar to the uniform distribution. Although both SVMG and SVMD become similar to the SVM, the regularization matrix H does not become strictly K. Rather, H(i, j) ∝ k(xi , xj ). (31) Then, for λ and ν being suﬃciently large, neither of the novel classiﬁers is completely equivalent to SVM. This fact stems from the diﬀerences between 2 2 Q(x) w, φ(x) dφ(x) and Q(x) w, φ(x) dx. (32) D

D

If we switch the weighting functions depending on each data set from among Q1 (x), Q2 (x) and Q3 (x), the classiﬁer will become extremely eﬀective. In fact, Q3 (x) coincides with Q2 (x) when ρ = 0, and since we know that Q3 (x) becomes similar to Q1 (x) when ν is large, it is possible to choose an appropriate weighting function. However, this increases the number of hyper parameters and makes the model selection problem more diﬃcult.

6

Conclusions and Future Work

In this paper, we proposed both weighted regularization and WR-SVM, and we demonstrated that WR-SVM reduces to the basic SVM upon choosing an appropriate weighting function. This implies that the WR-SVM approach has high general versatility. Furthermore, we proposed two novel classiﬁers and conducted experiments to compare their performance with existing classiﬁers. The results demonstrated both the usefulness and the importance of the WR-SVM classiﬁer. In the future, we plan to improve the performance of the WR-SVM classiﬁer by considering other weighting functions, such as the Gaussian mixture model.

References 1. Benson, H., Vanderbei, R.: Solving problems with semideﬁnite and related constraints using interior-point methods for nonlinear programming (2002) 2. Bjorck, A.: Numerical methods for least squares problems. Mathematics of Computation (1996) 3. Canu, S., Smola, A.: Kernel methods and the exponential family. Neurocomputing 69, 714–720 (2005) 4. Chen, W.S., Yuen, P., Huang, J., Dai, D.Q.: Kernel machine-based oneparameter regularized ﬁsher discriminant method for face recognition. IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics 35(4), 659–669 (2005)

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5. Huber, P.J.: Robust Statistics. Wiley, New York (1981) 6. Mika, S., Ratsch, G., Weston, J., Scholkopf, B., Mullers, K.: Fisher discriminant analysis with kernels. In: Proceedings of the 1999 IEEE Signal Processing Society Workshop Neural Networks for Signal Processing IX, pp. 41–48 (August 1999) 7. Moraru, V.: An algorithm for solving quadratic programming problems. Computer Science Journal of Moldova 5(2), 223–235 (1997) 8. R¨ atsch, G., Onoda, T., M¨ uller, K.: Soft margins for adaboost. Tech. Rep. NC-TR-1998-021, Royal Holloway College. University of London, UK 42(3), 287–320 (1998) 9. Rennie, J.D.M.: Maximum-margin logistic regression (February 2005), http://people.csail.mit.edu/jrennie/writing 10. Smola, A.J., Sch¨ olkopf, B.: A tutorial on support vector regression. Statistics and Computing 14, 199–222 (2004) 11. Tibshirani, R.: Regression shrinkage and selection via the lasso. Journal of the Royal Statistical Society 58(1), 267–288 (1996) 12. Vapnik, V.: Statistical Learning Theory. Wiley, New York (1998)

Relational Extensions of Learning Vector Quantization Barbara Hammer, Frank-Michael Schleif, and Xibin Zhu CITEC center of excellence, Bielefeld University, 33615 Bielefeld, Germany {bhammer,fschleif,xzhu}@techfak.uni-bielefeld.de

Abstract. Prototype-based models oﬀer an intuitive interface to given data sets by means of an inspection of the model prototypes. Supervised classiﬁcation can be achieved by popular techniques such as learning vector quantization (LVQ) and extensions derived from cost functions such as generalized LVQ (GLVQ) and robust soft LVQ (RSLVQ). These methods, however, are restricted to Euclidean vectors and they cannot be used if data are characterized by a general dissimilarity matrix. In this approach, we propose relational extensions of GLVQ and RSLVQ which can directly be applied to general possibly non-Euclidean data sets characterized by a symmetric dissimilarity matrix. Keywords: LVQ, GLVQ, Soft LVQ, Dissimilarity data, Relational data.

1

Introduction

Machine learning techniques have revolutionized the possibility to deal with large electronic data sets by oﬀering powerful tools to automatically learn a regularity underlying the data. However, some of the most powerful machine learning tools which are available today such as the support vector machine act as a black box and their decisions cannot easily be inspected by humans. In contrast, prototype-based methods represent their decisions in terms of typical representatives contained in the input space. Since prototypes can directly be inspected by humans in the same way as data points, an intuitive access to the decision becomes possible: the responsible prototype and its similarity to the given data determine the output. There exist diﬀerent possibilities to infer appropriate prototypes from data: Unsupervised learning such as simple k-means, fuzzy-k-means, topographic mapping, neural gas, or the self-organizing map, and statistical counterparts such as the generative topographic mapping infer prototypes based on input data only [1,2,3]. Supervised techniques incorporate class labeling and ﬁnd decision boundaries which describe priorly known class labels, one of the most popular learning algorithm in this context being learning vector quantization (LVQ) and extensions thereof which are derived from explicit cost functions or statistical models [2,4,5]. Besides diﬀerent mathematical derivations, these learning algorithms share several fundamental aspects: they represent data in a sparse way B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 481–489, 2011. c Springer-Verlag Berlin Heidelberg 2011

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by means of prototypes, they form decisions based on the similarity of data to prototypes, and training is often very intuitive based on Hebbian principles. In addition, prototype-based models have excellent generalization ability [6,7]. Further, prototypes oﬀer a compact representation of data which can be beneﬁcial for life-long learning, see e.g. the approaches proposed in [8,9,10]. LVQ severely depends on the underlying metric, which is usually chosen as Euclicean metric. Thus, it is unsuitable for complex or heterogeneous data sets where input dimensions have diﬀerent relevance or a high dimensionality yields to accumulated noise which disrupts the classiﬁcation. This problem can partially be avoided by appropriate metric learning, see e.g. [7], or by kernel variants, see e.g. [11]. However, if data are inherently non-Euclidean, these techniques cannot be applied. In modern applications, data are often addressed using dedicated non-Euclidean dissimilarities such as dynamic time warping for time series, alignment for symbolic strings, the compression distance to compare sequences based on an information theoretic ground, and similar. These settings do not allow a Euclidean representation of data at all, rather, data are given implicitly in terms of pairwise dissimilarities or relations; we refer to a ‘relational data representation’ in the following when addressing such settings. In this contribution, we propose relational extensions of two popular LVQ algorithms derived from cost functions, generalized LVQ (GLVQ) and robust soft LVQ (RSLVQ), respectively [4,5]. This way, these techniques become directly applicable for relational data sets which are characterized in terms of a symmetric dissimilarity matrix only. The key ingredient is taken from recent approaches for relational data processing in the unsupervised domain [12,13]: if prototypes are represented implicitly as linear combinations of data in the so-called pseudo-Euclidean embedding, the relevant distances of data and prototypes can be computed without an explicit reference to a vectorial data representation. This principle holds for every symmetric dissimilarity matrix and thus, allows us to formalize a valid objective of RSLVQ and GLVQ for relational data. Based on this observation, optimization can take place using gradient techniques. In this contribution, we shortly review LVQ techniques derived from a cost function, and we extend these techniques to relational data. We test the technique on several benchmarks, leading to results comparable to SVM while providing prototype based presentations.

2

Prototype-Based Clustering and Classification

Assume data xi ∈ Rn , i = 1, . . . , m, are given. Prototypes are elements w j ∈ Rn , j = 1, . . . , k, of the same space. They decompose data into receptive ﬁelds R(w j ) = {xi : ∀k d(xi , wj ) ≤ d(xi , wk )} based on the squared Euclidean distance d(xi , w j ) = xi − wj 2 . The goal of prototype-based machine learning techniques is to ﬁnd prototypes which represent a given data set as accurately as possible. In supervised settings, data xi are equipped with class labels c(xi ) ∈ {1, . . . , L} in a ﬁnite set of known classes. Similarly, every prototype is equipped

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with a priorly ﬁxed class label c(wj ). A data point is mapped to the class of its closest classiﬁcation error of this mapping is given by the term prototype. The i j j xi ∈R(w j ) δ(c(x ) = c(w )) with the delta function δ. This cost function cannot easily be optimized explicitly due to vanishing gradients and discontinuities. Therefore, LVQ relies on a reasonable heuristic by performing Hebbian and unti-Hebbian updates of the prototypes, given a data point [2]. Extensions of LVQ derive similar update rules from explicit cost functions which are related to the classiﬁcation error, but display better numerical properties such that optimization algorithms can be derived thereof. Generalized LVQ (GLVQ) has been proposed in the approach [4]. It is derived from a cost function which can be related to the generalization ability of LVQ classiﬁers [7]. The cost function of GLVQ is given as d(xi , w + (xi )) − d(xi , w− (xi )) EGLVQ = Φ (1) d(xi , w + (xi )) + d(xi , w− (xi )) i where Φ is a diﬀerentiable monotonic function such as the hyperbolic tangent, and w+ (xi ) refers to the prototype closest to xi with the same label as xi , w − (xi ) refers to the closest prototype with a diﬀerent label. This way, for every data point, its contribution to the cost function is small if and only if the distance to the closest prototype with a correct label is smaller than the distance to a wrongly labeled prototype, resulting in a correct classiﬁcation of the point and, at the same time, by optimizing this so-called hypothesis margin of the classiﬁer, aiming at a good generalization ability. A learning algorithm can be derived thereof by means of a stochastic gradient descent. After a random initialization of prototypes, data xi are presented in random order. Adaptation of the closest correct and wrong prototype takes place by means of the update rules Δw ± (xi ) ∼ ∓ Φ (μ(xi )) · μ± (xi ) · ∇w± (xi ) d(xi , w ± (xi ))

(2)

where µ(xi ) =

d(x i , w + (xi )) − d(xi , w − (xi )) 2 · d(x i , w ∓ (xi )) , µ± (xi ) = . i + i i − i i d(x , w (x )) + d(x , w (x )) (d(x , w + (xi )) + d(xi , w − (xi ))2 (3)

For the squared Euclidean norm, the derivative yields ∇wj d(xi , w j ) = −2(xi − w j ), leading to Hebbian update rules of the prototypes which take into account the priorly known class information, i.e. they adapt the closest prototypes towards / away from a given data point depending on their labels. GLVQ constitutes one particularly eﬃcient method to adapt the prototypes according to a given labeled data sets. Robust soft LVQ (RSLVQ) as proposed in [5] constitutes an alternative approach which is based on a statistical model of the data. In the limit of small bandwidth, update rules which are very similar to LVQ result. For non-vanishing bandwidth, soft assignments of data points to prototypes take place. Every prototype induces a probability induced by Gaussians, for example, i.e. p(xi |w j ) =

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K · exp(−d(xi , w j )/2σ 2 ) with parameter σ ∈ R and normalization constant K = (2πσ 2 )−n/2 . Assuming that every prototype prior, we obtain the has thei same overall probability of a data point p(xi ) = wj p(x |w j )/k and the probability of a point and its corresponding class p(xi , c(xi )) = w j :c(wj )=c(xi ) p(xi |wj )/k . The cost function of RSLVQ is given by the quotient ERSLVQ = log

p(xi , c(xi )) i

p(xi )

=

i

log

p(xi , c(xi )) p(xi )

(4)

Considering gradients, we obtain the adaptation rule for every prototype w j given a training point xi i j i j 1 p(x p(x |w ) |w ) Δw j ∼ − 2 · − · ∇w j d(xi , wj ) (5) i j i j 2σ j:c(w j )=c(xi ) p(x |w ) j p(x |w ) i

j

|w ) if c(xi ) = c(w j ) and Δwj ∼ 2σ1 2 · p(x · ∇wj d(xi , w j ) if c(xi ) = c(w j ). i j j p(x |w ) Obviously, the scaling factors can be interpreted as soft assignments of the data to corresponding prototypes. The choice of an appropriate parameter σ can critically inﬂuence the overall behavior and the quality of the technique, see e.g. [5,14,15] for comparisons of GLVQ and RSLVQ and ways to automatically determine σ based on given data.

3

Dissimilarity Data

In recent years, data are becoming more and more complex in many application domains e.g. due to improved sensor technology or dedicated data formats. To account for this fact, data are often addressed by means of dedicated dissimilarity measures which account for the structural form of the data such as alignment techniques for bioinformatics sequences, dedicated functional norms for mass spectra, the compression distance for texts, etc. Prototype-based techniques such as GLVQ or RSLVQ are restricted to Euclidean vector spaces. Hence their suitability to deal with complex non-Euclidean data sets is highly limited. Prototype-based techniques such as neural gas have recently been extended towards more general data formats [12]. Here we extend GLVQ and RSLVQ to relational variants in a similar way by means of an implicit reference to a pseudoEuclidean embedding of data. We assume that data xi are given as pairwise dissimilarities dij = d(xi , xj ). D refers to the corresponding dissimilarity matrix. Note that it is easily possible to transfer similarities to dissimilarities and vice versa, see [13]. We assume symmetry dij = dji and we assume dii = 0. However, we do not require that d refers to a Euclidean data space, i.e. D does not need to be embeddable in Euclidean space, nor does it need to fulﬁll the conditions of a metric. As argued in [13,12], every such set of data points can be embedded in a so-called pseudo-Euclidean vector space the dimensionality of which is limited by the number of given points. A pseudo-Euclidean vector space is a real-vector

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space equipped with the bilinear form x, yp,q = xt Ip,q y where Ip,q is a diagonal matrix with p entries 1 and q entries −1. The tuple (p, q) is also referred to as the signature of the space, and the value q determines in how far the standard Euclidean norm has to be corrected by negative eigenvalues to arrive at the given dissimilarity measure. The data set is Euclidean if and only if q = 0. For a given matrix D, the corresponding pseudo-Euclidean embedding can be computed by means of an eigenvalue decomposition of the related Gram matrix, which is an O(m3 ) operation. It yields explicit vectors xi such that dij = xi −xj , xi −xj p,q holds for every pair of data points. Note that vector operations can be naturally transferred to pseudo-Euclidean space, i.e. we can deﬁne prototypes as linear combinations of data in this space. Hence we can perform techniques such as GLVQ explicitly in pseudo-Euclidean space since it relies on vector operations only. One problem of this explicit transfer is given by the computational complexity of the initial embedding, on the one hand, and the fact that out-of-sample extensions to new data points characterized by pairwise dissimilarities are not immediate. Because of this fact, we are interested in eﬃcient techniques which implicitly refer to such embeddings only. As a side product, such algorithms are invariant to coordinate transforms in pseudo-Euclidean space, rather they depend on the pairwise dissimilarities only instead of the chosen embedding. The key assumption is to restrict prototype positions to linear combination of data points of the form wj = αji xi with αji = 1 . (6) i

i

Since prototypes are located at representative points in the data space, it is a reasonable assumption to restrict prototypes to the aﬃne subspace spanned by the given data points. In this case, dissimilarities can be computed implicitly by means of the formula d(xi , wj ) = [D · αj ]i −

1 t · α Dαj 2 j

(7)

where αj = (αj1 , . . . , αjn ) refers to the vector of coeﬃcients describing the prototype w j implicitly, as shown in [12]. This observation constitutes the key to transfer GLVQ and RSLVQ to relational data without an explicit embedding in pseudo-Euclidean space. Prototype w j is represented implicitly by means of the coeﬃcient vectors αj . Then, we can use the equivalent characterization of distances in the GLVQ and RSVLQ cost function leading to the costs of relational GLVQ (RGLVQ) and relational RSLVG (RSLVQ), respectively: ERGLVQ =

i

Φ

[Dα+ ]i − [Dα+ ]i −

1 2 1 2

· (α+ )t Dα+ − [Dα− ]i + · (α+ )t Dα+ + [Dα− ]i −

1 2 1 2

· (α− )t Dα− · (α− )t Dα−

,

(8)

where as before the closest correct and wrong prototype are referred to, corresponding to the coeﬃcients α+ and α− , respectively. A stochastic gradient

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descent leads to adaptation rules for the coeﬃcients α+ and α− in relational GLVQ: component k of these vectors is adapted as

∂ [Dα± ]i − 12 · (α± )t Dα± ± i ± i Δαk ∼ ∓ Φ (μ(x )) · μ (x ) · (9) ∂α± k where μ(xi ), μ+ (xi ), and μ− (xi ) are as above. The partial derivative yields

∂ [Dαj ]i − 12 · αtj Dαj = dik − dlk αjl (10) ∂αjk l

Similarly, ERRSLVQ =

i

log

i αj :c(αj )=c(xi ) p(x |αj )/k i αj p(x |αj )/k

(11)

where p(xi |αj ) = K · exp − [Dαj ]i − 12 · αtj Dαj /2σ 2 . A stochastic gradient descent leads to the adaptation rule

∂ [Dαj ]i − 12 αtj Dαj 1 p(xi |αj ) p(xi |αj ) − · Δαjk ∼ − 2 · i i 2σ ∂αjk j:c(αj )=c(xi ) p(x |αj ) j p(x |αj ) (12) i ∂ ([Dαj ]i − 12 αtj Dαj ) p(x |α ) j 1 i i if c(x ) = c(αj ) and Δαjk ∼ 2σ2 · p(xi |αj ) · if c(x ) = c(αj ). ∂αjk j After every adaptation step, normalization takes place to guarantee i αji = 1. The prototypes are initialized as random vectors, i.e we initialize αij with small random values such that the sum is one. It is possible to take class information into account by setting all αij to zero which do not correspond to the class of the prototype. The prototype labels can then be determined based on their receptive ﬁelds before adapting the initial decision boundaries by means of supervised learning vector quantization. An extension of the classiﬁcation to new data is immediate based on an observation made in [12]: given a novel data point x characterized by its pairwise dissimilarities D(x) to the data used for training, the dissimilarity of x to a prototype represented by αj is d(x, wj ) = D(x)t · αj − 12 · αtj Dαj . Note that, for GLVQ, a kernelized version has been proposed in [11]. However, this refers to a kernel matrix only, i.e. it requires Euclidean similarities instead of general symmetric dissimilarities. In particular, it must be possible to embed data in a possibly high dimensional Euclidean feature space. Here we extended GLVQ and RSLVQ to relational data characterized by a general symmetric dissimilarities which might be induced by strictly non-Euclidean data.

4

Experiments

We evaluate the algorithms for several benchmark data sets where data are characterized by pairwise dissimilarities. On the one hand, we consider six data

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Table 1. Results of prototype based classiﬁcation in comparison to SVM for diverse dissimilarity data sets. The classiﬁcation accuracy obtained in a repeated cross-validation is reported, the standard deviation is given in parenthesis. SVM results marked with * are taken from [16]. For Cat Cortex, Vibrio, Chromosome, the respective best SVM result is reported by using diﬀerent preprocessing mechanisms clip, ﬂip, shift, and similarities as features with linear and Gaussian kernel.

Amazon47 Aural Sonar Face Rec. Patrol Protein Voting Cat Cortex Vibrio Chromosome

#Data Points #Labels 204 47 100 2 945 139 241 8 213 4 435 2 65 5 4200 22 1100 49

RGLVQ 0.81(0.01) 0.88(0.02) 0.96(0.00) 0.84(0.01) 0.92(0.02) 0.95(0.01) 0.93(0.01) 1.00(0.00) 0.93(0.00)

RRSLVQ best SVM #Proto. 0.83(0.02) 0.82* 94 0.85(0.02) 0.87* 10 0.96(0.00) 0.96* 139 0.85(0.01) 0.88* 24 0.53(0.01) 0.97* 20 0.62(0.01) 0.95* 20 0.94(0.01) 0.95 12 0.94(0.08) 1.00 49 0.80(0.01) 0.95 63

sets used also in [16]: Amazon47, Aural-Sonar, Face Recognition, Patrol, Protein and Voting. In additional we consider the Cat Cortex from [18], the Copenhagen Chromosomes data [17] and one own data set, the Vibrio data, which consists of 1,100 samples of vibrio bacteria populations characterized by mass spectra. The spectra contain approx. 42,000 mass positions. The full data set consists of 49 classes of vibrio-sub-species. The preprocessing of the Vibrio data is described in [20] and the underlying similarity measures in [21,20]. The article [16] investigates the possibility to deal with similarity/dissimilarity data which is non-Euclidean with the SVM. Since the corresponding Gram matrix is not positive semideﬁnite, according preprocessing steps have to be done which make the SVM well deﬁned. These steps can change the spectrum of the Gram matrix or they can treat the dissimilarity values as feature vectors which can be processed by means of a standard kernel. Since some of these matrices correspond to similarities rather than dissimilarities, we use standard preprocessing as presented in [13]. For every data set, a number of prototypes which mirrors the number of classes was used, representing every class by only few prototypes relating to the choices as taken in [12], see Tab. 1. The evaluation of the results is done by means of the classiﬁcation accuracy as evaluated on the test set in a ten fold repeated cross-validation (nine tenths of date set for training, one tenth for testing) with ten repeats. The results are reported in Tab. 1. In addition, we report the best results obtained by SVM after diverse preprocessing techniques [16]. Interestingly, in most cases, results which are comparable to the best SVM as reported in [16] can be found, whereby making preprocessing as done in [16] superﬂuous. Further, unlike for SVM which is based on support vectors in the data set, solutions are represented as typical prototypes.

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Conclusions

We have presented an extension of prototype-based techniques to general possibly non-Euclidean data sets by means of an implicit embedding in pseudoEuclidean data space and a corresponding extension of the cost function of GLVQ and RSLVQ to this setting. As a result, a very powerful learning algorithm can be derived which, in most cases, achieves results which are comparable to SVM but without the necessity of according preprocessing since relational LVQ can directly deal with possibly non-Euclidean data whereas SVM requires a positive semideﬁnite Gram matrix. Similar to SVM, relational LVQ has quadratic complexity due to its dependency on the full dissimilarity matrix. A speed-up to linear techniques e.g. by means of the Nystr¨ om approximation for dissimilarity data similar to [22] is the subject of ongoing research. Acknowledgement. Financial support from the Cluster of Excellence 277 Cognitive Interaction Technology funded in the framework of the German Excellence Initiative and from the ”German Science Foundation (DFG)“ under grant number HA-2719/4-1 is gratefully acknowledged.

References 1. Martinetz, T.M., Berkovich, S.G., Schulten, K.J.: ’Neural-gas’ Network for Vector Quantization and Its Application to Time-series Prediction. IEEE Trans. on Neural Networks 4(4), 558–569 (1993) 2. Kohonen, T.: Self-Organizing Maps, 3rd edn. Springer-Verlag New York, Inc. (2001) 3. Bishop, C., Svensen, M., Williams, C.: The Generative Topographic Mapping. Neural Computation 10(1), 215–234 (1998) 4. Sato, A., Yamada, K.: Generalized Learning Vector Quantization. In: Proceedings of the 1995 Conference Advances in Neural Information Processing Systems, vol. 8, pp. 423–429. MIT Press, Cambridge (1996) 5. Seo, S., Obermayer, K.: Soft Learning Vector Quantization. Neural Computation 15(7), 1589–1604 (2003) 6. Hammer, B., Villmann, T.: Generalized Relevance Learning Vector Quantization. Neural Networks 15(8-9), 1059–1068 (2002) 7. Schneider, P., Biehl, M., Hammer, B.: Adaptive Relevance Matrices in Learning Vector Quantization. Neural Computation 21(12), 3532–3561 (2009) 8. Denecke, A., Wersing, H., Steil, J.J., Koerner, E.: Online Figure-Ground Segmentation with Adaptive Metrics in Generalized LVQ. Neurocomputing 72(7-9), 1470– 1482 (2009) 9. Kietzmann, T., Lange, S., Riedmiller, M.: Incremental GRLVQ: Learning Relevant Features for 3D Object Recognition. Neurocomputing 71(13-15), 2868–2879 (2008) 10. Alex, N., Hasenfuss, A., Hammer, B.: Patch Clustering for Massive Data Sets. Neurocomputing 72(7-9), 1455–1469 (2009) 11. Qin, A.K., Suganthan, P.N.: A Novel Kernel Prototype-based Learning Algorithm. In: Proc. of ICPR 2004, pp. 621–624 (2004) 12. Hammer, B., Hasenfuss, A.: Topographic Mapping of Large Dissimilarity Data Sets. Neural Computation 22(9), 2229–2284 (2010)

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13. Pekalska, E., Duin, R.P.W.: The Dissimilarity Representation for Pattern Recognition. Foundations and Applications. World Scientiﬁc, Singapore (2005) 14. Schneider, P., Biehl, M., Hammer, B.: Hyperparameter Learning in Probabilistic Prototype-based Models. Neurocomputing 73(7-9), 1117–1124 (2010) 15. Seo, S., Obermayer, K.: Dynamic Hyperparameter Scaling Method for LVQ Algorithms. In: IJCNN, pp. 3196–3203 (2006) 16. Chen, Y., Eric, K.G., Maya, R.G., Ali, R.L.C.: Similarity-based Classiﬁcation: Concepts and Algorithms. Journal of Machine Learning Research 10, 747–776 (2009) 17. Neuhaus, M., Bunke, H.: Edit Distance Based Kernel functions for Structural Pattern Classiﬁcation. Pattern Recognition 39(10), 1852–1863 (2006) 18. Haasdonk, B., Bahlmann, C.: Learning with Distance Substitution Kernels. In: Rasmussen, C.E., B¨ ulthoﬀ, H.H., Sch¨ olkopf, B., Giese, M.A. (eds.) DAGM 2004. LNCS, vol. 3175, pp. 220–227. Springer, Heidelberg (2004) 19. Lundsteen, C., Phillip, J., Granum, E.: Quantitative Analysis of 6985 Digitized Trypsin g-banded Human Metaphase Chromosomes. Clinical Genetics 18, 355–370 (1980) 20. Maier, T., Klebel, S., Renner, U., Kostrzewa, M.: Fast and Reliable maldi-tof ms– based Microorganism Identiﬁcation. Nature Methods 3 (2006) 21. Barbuddhe, S.B., Maier, T., Schwarz, G., Kostrzewa, M., Hof, H., Domann, E., Chakraborty, T., Hain, T.: Rapid Identiﬁcation and Typing of Listeria Species by Matrix-assisted Laser Desorption Ionization-time of Flight Mass Spectrometry. Applied and Environmental Microbiology 74(17), 5402–5407 (2008) 22. Gisbrecht, A., Hammer, B., Schleif, F.-M., Zhu, X.: Accelerating Dissimilarity Clustering for Biomedical Data Analysis. In: Proceedings of SSCI (2011)

On Low-Rank Regularized Least Squares for Scalable Nonlinear Classification Zhouyu Fu, Guojun Lu, Kai-Ming Ting, and Dengsheng Zhang Gippsland School of IT, Monash University, Churchill, VIC 3842, Australia {zhouyu.fu,guojun.lu,kaiming.ting,dengsheng.zhang}@infotech.monash.edu.au

Abstract. In this paper, we revisited the classical technique of Regularized Least Squares (RLS) for the classiﬁcation of large-scale nonlinear data. Speciﬁcally, we focus on a low-rank formulation of RLS and show that it has linear time complexity in the data size only and does not rely on the number of labels and features for problems with moderate feature dimension. This makes low-rank RLS particularly suitable for classiﬁcation with large data sets. Moreover, we have proposed a general theorem for the closed-form solutions to the Leave-One-Out Cross Validation (LOOCV) estimation problem in empirical risk minimization which encompasses all types of RLS classiﬁers as special cases. This eliminates the reliance on cross validation, a computationally expensive process for parameter selection, and greatly accelerate the training process of RLS classiﬁers. Experimental results on real and synthetic large-scale benchmark data sets have shown that low-rank RLS achieves comparable classiﬁcation performance while being much more eﬃcient than standard kernel SVM for nonlinear classiﬁcation. The improvement in eﬃciency is more evident for data sets with higher dimensions. Keywords: Classiﬁcation, Regularized Least Squares, Low-Rank Approximation.

1

Introduction

Classiﬁcation is a fundamental problem in data mining. It involves learning a function that separates data points from diﬀerent classes. The support vector machine (SVM) classiﬁer, which aims at recovering a maximal margin separating hyperplane in the feature space, is a powerful tool for classiﬁcation and has demonstrated state-of-the-art performance in many problems [1]. SVM can operate directly in the input space by ﬁnding linear decision boundaries. Despite its simplicity, linear SVM is quite restricted in discriminative power and can not handle linearly inseparable data. This limits its applicability to nonlinear problems arising in real-world applications. We can also learn a SVM in the feature space via the kernel trick which leads to nonlinear decision boundaries. The kernel SVM has better classiﬁcation performance than linear SVM, but its scalability is an issue for large-scale nonlinear classiﬁcation. Despite the existence of faster SVM solvers like LibSVM [2], training of kernel SVM is still time B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 490–499, 2011. c Springer-Verlag Berlin Heidelberg 2011

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consuming for moderately large data sets. Linear SVM training, however, can be made very fast [3,4] due to its diﬀerent problem structure. It would be much desirable to have a classiﬁcation tool that achieves the best of the two worlds with the performance of nonlinear SVM while scaling well to larger data sets. In this paper, we examine Regularized Least Squares (RLS) as an alternative to SVM in the setting of large-scale nonlinear classiﬁcation. To this end, we focus on a low-rank formulation of RLS initially proposed in [5]. The paper makes the following contributions to low-rank RLS. Firstly, we have empirically investigated the performance of low-rank RLS for large-scale nonlinear classiﬁcation with real data sets. It can be observed from the empirical results that low-rank RLS achieves comparable performance to nonlinear SVM while being much more eﬃcient. Secondly, as suggested by our computational analysis and evidenced by experimental results, low-rank RLS has linear time complexity in the data size only and independent of the feature dimension and number of class labels. This property makes low-rank RLS particularly suited to multi-class problems with many class labels and moderate feature dimensions. Thirdly, we also propose a theorem on the closed-form estimation for Leave-One-Out-Cross-Validation (LOOCV) under mild conditions. This includes RLS as special cases and provides the LOOCV estimation for low-rank RLS. Consequently, we can avoid the time consuming step for choosing classiﬁer parameters using k-fold cross validation, which involves classiﬁer training and testing on diﬀerent data partitions k times for each parameter setting. With the proposed theorem, we can obtain exact prediction results of LOOCV by training the classiﬁer with the speciﬁed parameters only once. This greatly reduces the time spent on the selection of classiﬁer parameters.

2

Classification with Regularized Least Squares Classifier

In this section, we present the RLS classiﬁer. We focus on binary classiﬁcation, since multiclass problems can be converted to binary ones using decomposition schemes [6]. In a binary classiﬁcation problem, a i.i.d. training sample {xi , yi |i = 1, . . . , N } of size N is randomly drawn from some unknown but ﬁxed distribution PX ×Y , where X ⊂ Rd is the feature space with dimension d and Y = {−1, 1} specify the labels. The purpose is to design a classiﬁer function f : X → Y that can best predict the labels of novel test data drawn from the same distribution. This can usually be achieved by solving the following Empirical Risk Minimization (ERM) problem [1] (yi , f (xi )) (1) min L(f ) = λΩ(f ) + f

i

where the ﬁrst term on the right-hand-side is the regularization term for the classiﬁer function f (.), and the second term is the empirical risk over the training instances. : Y × R → R+ is the loss function correlated with classiﬁcation error. The ERM problem in Equation 1 speciﬁes a general framework for classiﬁer learning. Depending on diﬀerent forms of the loss function , diﬀerent types of

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classiﬁers can be derived based on the above formulation. Two widely used loss functions, namely the hinge loss for SVM and the squared loss for RLS, are listed below. (yi , fi ) = max (0, 1 − yi fi ) (yi , fi ) = (yi − fi )2 = (1 − yi fi )2

Hinge Loss (SVM) Square Loss (RLS)

(2) (3)

where fi = f (xi ) denotes the decision value for xi . The minor diﬀerence in the loss functions of SVM and RLS lead to very diﬀerent routines for optimization. Closed-form solutions can be obtained for RLS, whereas the optimization problem for SVM is much harder and remains an active research topic in machine learning [3,4]. Consider the linear RLS classiﬁer with linear decision function f (x) = wT x. The general ERM problem deﬁned in 1 reduces to (wT xi − yi )2 (4) min λw2 + w

i

The weight vector w can be obtained in closed-form by w = (XT X + λI)−1 XT y

(5)

where X = [x1 , . . . , xN ]T is the data matrix formed by input features in rows, y = [y1 , . . . , yN ]T the column vector of binary label variables, and I is an identify matrix. The ERM formulation can also be used to solve nonlinear classiﬁcation problems. In the nonlinear case, the classiﬁer function f (.) is deﬁned over the domain of Reproducing Kernel Hilbert Space (RKHS) H. An RKHS H is a Hilbert space associated with a kernel function κ : H × H → R. The kernel explicitly deﬁnes the inner product between two vectors in RKHS, i.e. κ(xi , x) = φ(xi ), φ(x) with φ(.) ∈ H. We can think of φ(xi ) as a mapping of the input feature vector x in the RKHS. In the linear case, φ(x) = x. In the nonlinear case, the explicit form of the mapping φ is unknown but the inner product is well deﬁned by the kernel κ. Let Ω(f ) = f 2H be the regularization term for f in RKHS, according to the representer theorem [1], the solution of Equation 1 takes the following solution N f (x) = αi κ(xi , x) (6) i=1

Let α = [α1 , . . . , αN ] be a vector of coeﬃcients, and K ∈ RN ×N be the Gram matrix whose (i, j)th entry stores the kernel evaluation for input examples xi and xj , i.e. Ki,j = κ(xi , xj ). The regularization term becomes Ω(f ) = f 2H = αT Kα The optimization problem for RLS can then be formulated by Kα − y2 min λαT Kα + α

i

(7)

On Low-Rank RLS for Scalable Nonlinear Classiﬁcation

The solution of α is

α = (K + λI)−1 y

493

(8)

The classiﬁer function is in the form of Equation 6 with above α.

3 3.1

Low-Rank Regularized Least Squares Low-Rank Approximation for RLS

It can be seen from Equation 8 that the main computation of RLS is the inversion of the N × N kernel matrix K, which depends on the size of the data set. For large-scale data sets with many training examples, it is infeasible to solve the above equation directly. A low-rank formulation of RLS ﬁrst proposed in [5] can be derived to tackle the larger data sets. The idea is quite straightforward. Instead of taking a full expansion of kernel function values over all training instances in Equation 6, we can take a subset of them leading to a reduced representation for the classiﬁer function f (.) m αi K(xi , x) (9) f (x) = i=1

Without loss of generality, we assume that the ﬁrst m instances are selected to form the above expansion with m N . The RLS problem arising from the above representation of classiﬁer function f (.) is given by min L(α) = λαT KS,S α + KX ,S α − y2 α

(10)

where α = [α1 , . . . , αm ]T is a vector of m coeﬃcients for the selected prototypes, and is much smaller than the full N -dimensional coeﬃcient vector in standard kernel RLS. KS,S is the m× m submatrix at the top-left corner of the big matrix K, and KX ,S is a N × m matrix by taking the ﬁrst m columns from matrix K. The above-deﬁned low-rank RLS problem has the following closed-form solution α = (KTX ,S KX ,S + λKS,S )−1 KTX ,S y

(11)

This only involves the inversion of a m × m matrix and is much more eﬃcient than inverting a N × N matrix. The classiﬁer function f (.) for low-rank RLS has the simple form below f (x) =

m

αi κ(xi , x)

(12)

i=1

3.2

Time Complexity Analysis

The three most time-consuming operations for solving Equation 11 are the evaluation of the reduced kernel matrix KX ,S , the matrix product KTX ,S KX ,S , and the

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inverse of KTX ,S KX ,S + λKS,S . The complexity of kernel evaluation is O(N md), which depends on the data size N , the subset size m and feature dimension d. The matrix product takes O(N m2 ) time to compute, and the inverse has a complexity of O(m3 ) for m × m square matrix. Since m N , the complexity of the inverse is dominated by that of matrix product. Besides, normally we have the relation d < m for classiﬁcation problems with moderate dimensions1 . Thus, the computation of Equation 11 is largely determined by the the calculation of matrix product KTX ,S KX ,S with complexity of O(N m2 ) , which scales linearly with the size of the training data set given ﬁxed m and does not depend on the dimension of the data. Besides, low-rank RLS also scales well to increasing number of labels. Each additional label just increase the complexity by O(N m), which is trivial compared to the expensive operations described above. 3.3

Closed-Form LOOCV Estimation

Another important problem is in the selection of the regularization parameter λ in RLS (Equations 5, 8 and 11). The standard way to do so is Cross Validation (CV) by splitting the training data sets into k folds and repeating training and testing k times. Each time using one fold data as the validation set and the remaining data for training. The performance is evaluated on each validation set for each CV round and candidate parameter value of λ. This could be quite time consuming for larger k values and a large search range for the parameter. In this subsection, we introduce a theorem for obtaining closed-form estimation for LOOCV under mild conditions, i.e. the case for k = N where each training instance is used once as the singleton validation set. The theorem provides a way to estimate LOOCV solution for low-rank in closed form by learning just a single classiﬁer on the whole training data set without retraining. It also includes standard RLS classiﬁers as special cases. Let Z∼j denote the jth Leave-One-Out (LOO) sample by removing the jth instance zj = {xj , yj } from the full data set Z. Let f (.) = arg minf L(f |Z, ) and f ∼j (.) = arg minf L(f |Z∼j , ) be the minimizers of the RLS problems for Z and Z∼j respectively. The LOOCV estimation on the training data is obtained by f ∼j (xj ) for each j. The purpose here is to ﬁnd a solution to f ∼j (xj ) directly from f without retraining the classiﬁer for each LOO sample Z∼j . This is not possible for arbitrary loss functions and general forms of function f . However, if and f satisfy certain conditions, it is possible to obtain a closed-form solution to LOOCV estimation. We now show the main theorem for LOOCV estimation in the following Theorem 1. Let f be the solution to the ERM problem in Equation 1 for a random sample Z = {X, y}. If the prediction vector f = [f (x1 ), . . . , f (xN )] can be expressed in the form f = Hy, and the loss function (f (x), y) = 0 whenever 1

We have ﬁxed m = 1000 for all our experiments in this paper. With m = 1000, we expect a feature dimension in the order of 100 or smaller would not much contribute to the time complexity compared to the calculation of KTX ,S KX ,S .

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f (x) = y, then the LOOCV estimate for the jth data point xj in the training set is given by f (xj ) − Hj,j yj f ∼j (xj ) = (13) 1 − Hj,j Proof. L(f ∼j |Z∼j , ) =

(yi , f ∼j (xi )) + λΩ(f )

(14)

i=j

=

i

(yij , f ∼j (xi )) + λΩ(f )

j [y1j , . . . , yN ]

with yij = yi for that (yjj , f ∼j (xj ))

where yj = i = j and yjj = f ∼j (xj ). The second equality is true due to = 0. Hence f ∼j is also the solution to the ERM problem on training data X with modiﬁed label vector yj . Let f ∼j be the solution vector for f ∼j (.). By the linearity assumption, we have f ∼j = Hyj and f = Hy. The LOOCV estimate for the jth instance f ∼j (xj ) is given by

the jth component of the solution vector f ∼j , i.e. f ∼j (xj ) = fj∼j . The following relation holds for fj∼j fj∼j = Hj,i yi∼j = Hj,i yi∼j + Hj,j yj∼j (15) i

=

i=j

Hj,i yi + Hj,j fj∼j = fj − Hj,j yj + Hj,j fj∼j

i=j

where fj = f (xj ) is the decision value for xj returned by f (.). This leads to fj∼j =

fj − Hj,j yj 1 − Hj,j

The loss function for RLS satisﬁes the identity relation (f (x), y) = (f (x)−y)2 = 0 whenever f (x) = y. The solution of RLS can also be expressed by the linear form over the label vector. Diﬀerent variations of RLS can take slightly diﬀerent forms of H in Equation 13, which is listed in Table 1. The closed-form LOOCV estimations for linear RLS and kernel RLS discussed in [5] are special cases of the theorem. Besides, the theorem also provides the closed-form solution to LOOCV for the low-rank RLS, which has not yet been discovered. Table 1. Summary of diﬀerent RLS solutions and H matrices RLS Type Weight Vector w Prediction H Linear (XT X + λI)−1 XT y Xw X(XT X + λI)−1 XT Kernel (K + λI)−1 y Kw K(K + λI)−1 T −1 T Low Rank (KX ,S KX ,S + λKS,S ) KS,S y KX ,S w KX ,S (KX ,S KX ,S + λKS,S )−1 KS,S

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Experimental Results

In this section, we describe the experiments performed to demonstrate the performance of the RLS classiﬁer for the classiﬁcation of large-scale nonlinear data sets and experimentally validate the claims established for RLS in the previous section about its linear-time complexity and closed form LOOCV estimation. The experiments were conducted on 8 large data sets chosen from the UCI machine learning repository [7], and 2 multi-label classiﬁcation data sets (tmc2007 and mediamill) chosen from the MULAN repository [8]. Table 2 gives a brief summary of the data sets used, such as number of labels, feature dimension, the sizes of training and testing sets for each data set. Due to the large sizes Table 2. Summary of data sets used for experiments

Labels Dimension Training Size Testing Size

satimage 6 36 4435 2000

usps letter tmc2007 mediamill connect-4 shuttle ijcnn1 10 26 22 50 3 7 2 256 16 500 120 126 9 22 7291 15000 21519 30993 33780 43500 49990 2007 5000 7077 12914 33777 14500 91701

mnist SensIT 10 3 778 100 60000 78823 10000 19705

of these data sets, standard RLS is infeasible here and the low-rank RLS has been used instead throughout our experiments. We simply refer the low-rank RLS as RLS hereafter. The subset of prototypes S were randomly chosen from the training instances and used to compute matrices KX ,S and KS,S in Equation 11. We have found that random selection of prototypes has performed well empirically. For each data set, we also applied standard kernel and linear SVM classiﬁers to compare their performances to RLS. The LibSVM package [2] was used to train kernel SVMs, which implements the SMO algorithm [9] for fast SVM training. For both kernel SVM and RLS, we have used the Gaussian kernel function κ(x, z) = exp (−gx − z) where g is empirically set to the inverse of feature dimension. The feature values are standardized to have zero mean and unit norm for each dimension before kernel computation and classiﬁer training are applied. The LibLinear package [4] was used to train linear SVMs in the primal formulation. We have adopted the one-vs-all framework to tackle both multi-class and multi-label data by training a binary classiﬁer for each class label to distinguish from other labels. The training and testing of each classiﬁcation algorithm was repeated 10 times for each data set. The Areas Under ROC Curve (AUC) value was used as the performance measure for classiﬁcation for two reasons. Firstly, AUC is a metric commonly used for both standard and multi-label classiﬁcation problems. More importantly, AUC is an aggregate measure for classiﬁcation performance which takes into consideration the full range of the ROC curve. In contrast, alternative measures like the error rate simply counts the number of misclassiﬁed examples corresponding to a single point on the ROC curve. This may lead to an over-estimation of classiﬁcation performance for imbalanced problems, where classiﬁcation error is largely determined by the performance on the dominant class. For multiclass problems, the

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average AUC value over all class labels was used for performance comparison. The means and standard deviations of AUC values over diﬀerent testing rounds achieved by RLS, linear (LSVM) and kernel SVMs are reported in Table 3. The average CPU time spent on a single training round for each method and data set is also included in the same table. Table 3. Performance comparison of RLS with kernel and linear SVMs in terms of accuracy in prediction and eﬃciency in training Dataset satimage usps letter tmc2007 mediamill connect-4 shuttle ijcnn1 mnist SensIT

AUC RLS 0.985 ± 0.002 0.997 ± 0.002 0.998 ± 0.000 0.929 ± 0.003 0.839 ± 0.012 0.861 ± 0.002 0.999 ± 0.002 0.994 ± 0.000 0.994 ± 0.000 0.934 ± 0.001

SVM 0.986 ± 0.001 0.998 ± 0.002 0.999 ± 0.000 0.927 ± 0.005 0.807 ± 0.020 0.895 ± 0.001 0.979 ± 0.029 0.997 ± 0.000 0.999 ± 0.000 0.939 ± 0.001

Time (sec) LSVM 0.925 ± 0.002 0.987 ± 0.004 0.944 ± 0.001 0.925 ± 0.014 0.827 ± 0.008 0.813 ± 0.001 0.943 ± 0.009 0.926 ± 0.005 0.985 ± 0.000 0.918 ± 0.001

RLS 6.0 ± 0.4 7.9 ± 0.5 10.2 ± 0.8 20.0 ± 1.4 23.8 ± 1.8 22.1 ± 1.1 26.0 ± 1.0 29.1 ± 0.7 53.9 ± 7.5 48.6 ± 9.8

SVM LSVM 2.3 ± 0.1 0.2 ± 0.0 26.8 ± 0.5 8.3 ± 0.3 24.8 ± 0.4 1.2 ± 0.0 289.6 ± 48.8 128.7 ± 15.0 3293.7 ± 370.6 181.2 ± 6.1 1783.1 ± 145.1 1.9 ± 0.1 7.1 ± 0.2 0.6 ± 0.0 38.1 ± 2.7 0.3 ± 0.0 16256.1 ± 400.5 211.5 ± 3.7 9588.4 ± 471.8 5.5 ± 0.2

From Table 3, we can see that RLS is highly competitive with SVM in classiﬁcation performance while being more eﬃcient. This is especially true for large data sets with higher dimensions and/or multiple labels. For most data sets, the performance gap between the two methods is small. On the other hand, linear SVM, although being very eﬃcient, does not achieve satisfactory performances and is outperformed by both RLS and SVM by a large gap on most data sets. The comparison results presented here clearly shows the potential of RLS for the classiﬁcation of large-scale nonlinear data. Another interesting observation we can make from Table 3 is the linear-time complexity of RLS with respect to the size of training set only. The rows in the table are actually arranged in increasing order by the size of the training set, which is monotonically related to the training time of RLS displayed in the 5th column of the same table. The training time of RLS is not much inﬂuenced by the number of labels as well as the feature dimension of the classiﬁcation problem. This is apparently not the case for SVM and LSVM, which spend more time on problems with more labels and larger number of features, like mnist. To better see the point that RLS has superior scalability as compared to SVM for higher dimensional data and multiple labels, we have further performed two experiments on synthetic data sets. In the ﬁrst experiment, we simulate a binary classiﬁcation setting by randomly generating data points from two separate Gaussian distributions in d dimensional Euclidean space. By varying the value d from 2 to 1024 incremented by the power of 2, we trained SVM and RLS classiﬁers for 10 random samples of size 10000 for each d and recorded the training times in seconds. The training times are plotted in log scale against the

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d values in Figure 1(a). From the ﬁgure, we can see that SVM is much faster than RLS initially for smaller values of d, but the training time increases dramatically with growing dimensions. RLS, on the other hand, scales surprisingly well to higher data dimensions, which have little eﬀect on the training speed of RLS as can be seen from the ﬁgure. In Figure 1(b), we show the training times against increasing number of labels by ﬁxing d = 8, where data points were generated from a separate Gaussian model for each label. Not surprisingly, we can see that increasing number of labels has little eﬀect on training speed for RLS.

(a)

(b)

Fig. 1. Comparison of training speed for SVM and RLS with (a) growing data dimensions; (b) increasing number of classes. Solid line shows the training time in seconds for RLS, and broken line shows the time for SVM.

In our ﬁnal experiment, we validate the proposed closed-form LOOCV estimation for RLS. To this end, we have compared the AUC value calculated from LOOCV estimation with that obtained from a separate 5-fold cross validation process for each candidate parameter value of λ. Figure 2 shows the plots of AUC values returned by the two diﬀerent processes against varying λ values. As can be seen from the plots, the curves returned by closed-form LOOCV estimations (in solid lines) are quite consistent with those returned by the empirical CV processes (in broken lines). Similar trends can be observed from the two curves in most subﬁgures. However, it involves classiﬁer training only once for LOOCV

(a) satimage

(b) letter

Fig. 2. Comparison of cross validation performance for closed-form LOOCV and 5-fold CV. LOOCV curves are oﬀset by 0.005 in the vertical direction for clarity.

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by using the closed-form estimation, whereas classiﬁer training and testing need be repeated k times for the empirical k-fold cross validation. In the worst case, this can be about k times as expensive as the analytic solution.

5

Conclusions

We examined low-rank RLS classiﬁer in the setting of large-scale nonlinear classiﬁcation, which achieves comparable performance with kernel SVM but scales much better to larger data sizes, higher feature dimensions and increasing number of labels. Low-rank RLS has much potential for diﬀerent classiﬁcation applications. One possibility is to apply it to multi-label classiﬁcation by combining it with various label transformation methods proposed for multi-label learning which is likely to produce many subproblems with the same data and diﬀerent labels [8]. Acknowledgments. This work was supported by the Australian Research Council under the Discovery Project (DP0986052) entitled “Automatic music feature extraction, classiﬁcation and annotation”.

References 1. Scholkopf, B., Smola, A.: Learning with Kernels: Support Vector Machines, Regularization, Optimization, and Beyond. MIT Press (2002) 2. Fan, R.E., Chen, P.H., Lin, C.J.: Working set selection using the second order information for training SVM. Journal of Machine Learning Research 6, 1889–1918 (2005) 3. Joachims, T.: Training linear SVMs in linear time. In: SIGKDD (2006) 4. Hsieh, C.-J., Chang, K.W., Lin, C.J., Keerthi, S., Sundararajan, S.: A dual coordinate descent method for large-scale linear SVM. In: Intl. Conf. on Machine Learning (2008) 5. Rifkin, R.: Everything Old Is New Again: A Fresh Look at Historical Approaches. PhD thesis, Mass. Inst. of Tech (2002) 6. Rifkin, R., Klautau, A.: In defense of one-vs-all classiﬁcation. Journal of Machine Learning Research 5, 101–141 (2004) 7. Frank, A., Asuncion, A.: UCI machine learning repository (2010) 8. Tsoumakas, G., Katakis, I., Vlahavas, I.: Mining multi-label data Data Mining and Knowledge Discovery Handbook, pp. 667–685 (2010) 9. Platt, J.: Fast training of support vector machines using sequential minimal optimization. In: Advances in Kernel Methods - Support Vector Learning. MIT Press (1998)

Multitask Learning Using Regularized Multiple Kernel Learning Mehmet G¨ onen1 , Melih Kandemir1 , and Samuel Kaski1,2 1

Aalto University School of Science Department of Information and Computer Science Helsinki Institute for Information Technology HIIT 2 University of Helsinki Department of Computer Science Helsinki Institute for Information Technology HIIT

Abstract. Empirical success of kernel-based learning algorithms is very much dependent on the kernel function used. Instead of using a single ﬁxed kernel function, multiple kernel learning (MKL) algorithms learn a combination of diﬀerent kernel functions in order to obtain a similarity measure that better matches the underlying problem. We study multitask learning (MTL) problems and formulate a novel MTL algorithm that trains coupled but nonidentical MKL models across the tasks. The proposed algorithm is especially useful for tasks that have diﬀerent input and/or output space characteristics and is computationally very eﬃcient. Empirical results on three data sets validate the generalization performance and the eﬃciency of our approach. Keywords: kernel machines, multilabel learning, multiple kernel learning, multitask learning, support vector machines.

1

Introduction

Given a sample of N independent and identically distributed training instances {(xi , yi )}N i=1 , where xi is a D-dimensional input vector and yi is its target output, kernel-based learners ﬁnd a decision function in order to predict the target output of an unseen test instance x [10,11]. For example, the decision function for binary classiﬁcation problems (i.e., yi ∈ {−1, +1}) can be written as f (x) =

N

αi yi k(xi , x) + b

i=1

where the kernel function (k : RD × RD → R) calculates a similarity metric between data instances. Selecting the kernel function is the most important issue in the training phase; it is generally handled by choosing the best-performing kernel function among a set of kernel functions on a separate validation set. In recent years, multiple kernel learning (MKL) methods have been proposed [4], for learning a combination kη of multiple kernels instead of selecting one: kη (xi , xj ; η) = fη ({km (xi , xj )P m=1 }; η) B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 500–509, 2011. c Springer-Verlag Berlin Heidelberg 2011

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where the combination function (fη : RP → R) forms a single kernel from P base kernels using the parameters η. Diﬀerent kernels correspond to diﬀerent notions of similarity and instead of searching which works best, the MKL method does the picking for us, or may use a combination of kernels. MKL also allows us to combine diﬀerent representations possibly from diﬀerent sources or modalities. When there are multiple related machine learning problems, tasks or data sets, it is reasonable to assume that also the models are related and to learn them jointly. This is referred to as multitask learning (MTL). If the input and output domains of the tasks are the same (e.g., when modeling diﬀerent users of the same system as the tasks), we can train a single learner for all the tasks together. If the input and/or output domains of the tasks are diﬀerent (e.g., in multilabel classiﬁcation where each task is deﬁned as predicting one of the labels), we can share the model parameters between the tasks while training. In this paper, we formulate a novel algorithm for multitask multiple kernel learning (MTMKL) that enables us to train a single learner for each task, beneﬁting from the generalization performance of the overall system. We learn similar kernel functions for all of the tasks using separate but regularized MKL parameters, which corresponds to using a similar distance metric for each task. We show that such coupled training of MKL models across the tasks is better than training MKL models separately on each task, referred to as single-task multiple kernel learning (STMKL). In Section 2, we give an overview of the related work. Section 3 explains the key properties of the proposed algorithm. We then demonstrate the performance of our MTMKL method on three data sets in Section 4. We conclude by a summary of the general aspects of our contribution in Section 5. We use the following notation throughout the rest of this paper. We use boldface lowercase letters to denote vectors and boldface uppercase letters to denote matrices. The i and j are used as indices for the training instances, r and s for the tasks, and m for the kernels. The T and P are the numbers of the tasks and the kernels to be combined, respectively. The number of training instances in task r is denoted by N r .

2

Related Work

[2] introduces the idea of multitask learning, in the sense of learning related tasks together by sharing some aspects of the task-speciﬁc models between all the tasks. The ultimate target is to improve the performance of each individual task by exploiting the partially related data points of other tasks. The most frequently used strategy for extending discriminative models to multitask learning is by following the hierarchical Bayes intuition of ensuring similarity in parameters across the tasks by binding the parameters of separate tasks [1]. Parameter binding typically involves a coeﬃcient to tune the similarity between the parameters of diﬀerent tasks. This idea is introduced to kernel-based algorithms by [3]. In essence, they achieve parameter similarity by decomposing

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the hyperplane parameters into shared and task-speciﬁc components. The model reduces to a single-kernel learner with the following kernel function: k(xri , xsj ) = (1/ν + δrs )k(xri , xsj ) where ν determines the similarity between the parameters of diﬀerent tasks and δrs is 1 if r = s and 0 otherwise. The same model can be extended to MKL using a combined kernel function: η (xr , xs ; η) = (1/ν + δ s )kη (xr , xs ; η) k i j r i j

(1)

where we can learn the combination parameters η using standard MKL algorithms. This task-dependent kernel approach has three disadvantages: (a) It requires all tasks to be in a common input space to be able to calculate the kernel function between the instances of diﬀerent tasks. (b) It requires all tasks to have similar target outputs to be able to capture them in a single learner. (c) It requires more time than training separate but small learners for each task. There are some recent attempts to integrate MTL and MKL in multilabel settings. [5] uses multiple hypergraph kernels with shared parameters across the tasks to learn multiple labels of a given data set together. Learning the large set of kernel parameters in this special case of the multilabel setup requires a computationally intensive learning procedure. In a similar study, [12] suggests decomposing the kernel weights into shared and label-speciﬁc components. They develop a computationally feasible, but still intensive, algorithm for this model. In a multitask setting, [9] proposes to use the same kernel weights for each task. [6] proposes a feature selection method that uses separate hyperplane parameters for the tasks and joins them by regularizing the weights of each feature over the tasks. This method enforces the tasks to use each feature either in all tasks or in none. [7] uses the parameter sharing idea to extend the large margin nearest neighbor classiﬁer to multitask learning by decomposing the covariance matrix of the Mahalanobis metric into task-speciﬁc and task-independent parts. They report that using diﬀerent but similar distance metrics for the tasks increases generalization performance. Instead of binding diﬀerent tasks using a common learner as in [3], we propose a general and computationally eﬃcient MTMKL framework that binds the diﬀerent tasks to each other through the MKL parameters, which is discussed under multilabel learning setup by [12]. They report that using diﬀerent kernel weights for each label does not help and suggest to use a common set of weights for all labels. We allow the tasks to have their own learners in order to capture the task-speciﬁc properties and to use similar kernel functions (i.e., separate but regularized MKL parameters), which corresponds to using similar distance metrics as in [7], in order to capture the task-independent properties.

3

Multitask Learning Using Multiple Kernel Learning

There are two possible approaches to integrate MTL and MKL under a general and computationally eﬃcient framework: (a) using common MKL parameters

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for each task, and (b) using separate MKL parameters but regularizing them in order to have similar kernel functions for each task. The ﬁrst approach is also discussed in [9] and we use this approach as a baseline comparison algorithm. Sharing exactly the same set of kernel combination parameters might be too restrictive for weakly correlated tasks. Instead of using the same kernel function, we can learn diﬀerent kernel combination parameters for each task and regularize them to obtain similar kernels. Model parameters can be learned jointly by solving the following min-max optimization problem: T r T r r r mininimize Oη = maximize Ω({η }r=1 ) + J (α , η ) (2) {η r ∈E}T {αr ∈Ar }T r=1 r=1 r=1 where Ω(·) is the regularization term calculated on the kernel combination parameters, the E denotes the domain of the kernel combination parameters, J r (·, ·) is the objective function of the kernel-based learner of task r, which is generally composed of a regularization term and an error term, and the Ar is the domain of the parameters of the kernel-based learner of task r. If the tasks are binary classiﬁcation problems (i.e., yir ∈ {−1, +1}) and the squared error loss is used implying least squares support vector machines, the objective function and the domain of the model parameters of task r become Nr Nr Nr 1 r r r r r r r r δij r r r r J (α , η ) = αi − α α y y k (x , x ; η ) + 2 i=1 j=1 i j i j η i j 2C i=1

r

A =

r

r

α :

N

αri yir

= 0,

αri

∈ R ∀i

i=1

where C is the regularization parameter. If the tasks are regression problems (i.e., yir ∈ R) and the squared error loss is used implying kernel ridge regression, the objective function and the domain of the model parameters of task r are Nr Nr Nr 1 r r r r r r δij r r r r r J (α , η ) = α i yi − αi αj kη (xi , xj ; η ) + 2 2C i=1

r

A =

i=1 j=1

r

r

α :

N

αri

= 0,

αri

∈ R ∀i .

i=1

If we use a convex combination of kernels, the domain of the kernel combination parameters becomes P E = η: ηm = 1, ηm ≥ 0 ∀m m=1

and the combined kernel function of task r with the convex combination rule is kηr (xri , xrj ; η r ) =

P m=1

r r ηm km (xri , xrj ).

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Similarity between the combined kernels is enforced by adding an explicit regularization term to the objective function. We propose the sum of the dot products between kernel combination parameters as the regularization term: Ω({η r }Tr=1 ) = −ν

T T

η r , η s .

(3)

r=1 s=1

Using a very small ν value corresponds to treating the tasks as unrelated, whereas a very large value enforces the model to use similar kernel combination parameters across the tasks. The regularization function can also be interpreted as the negative of the total correlation between the kernel weights of the tasks and we want to minimize the negative of the total correlation if the tasks are related. Note that the regularization function is concave but eﬃcient optimization is possible thanks to the bounded feasible sets of the kernel weights. The min-max optimization problem in (2) can be solved using an alternating optimization procedure analogous to many MKL algorithms in the literature [8,13,14]. Algorithm 1 summarizes the training procedure. First, we initialize the kernel combination parameters {ηr }Tr=1 uniformly. Given {η r }Tr=1 , the problem reduces to training T single-task single-kernel learners. After training these learners, we can update {η r }Tr=1 by performing a projected gradient-descent steps to order to satisfy two constraints on the kernel weights: (a) being positive and (b) summing up to one. For faster convergence, this update procedure can be interleaved with a line search method (e.g., Armijo’s rule) to pick the step sizes at each iteration. These two steps are repeated until convergence, which can be checked by monitoring the successive objective function values. Algorithm 1. Multitask Multiple Kernel Learning with Separate Parameters

1: Initialize η r as 1/P . . . 1/P ∀r 2: repeat N r 3: Calculate Krη = kηr (xri , xrj ; η r ) i,j=1 ∀r 4: Solve a single-kernel machine using Krη ∀r 5: Update η r in the opposite direction of ∂Oη /∂η r ∀r 6: until convergence

If the kernel combination parameters are regularized with the function (3), in the binary classiﬁcation case, the gradients with respect to η r are r

r

T N N ∂Oη 1 r r r r r r r s = −2ν η − α α y y k (x , x ) m r ∂ηm 2 i=1 j=1 i j i j m i j s=1

and, in the regression case, r

r

T N N ∂Oη 1 r r r r r s = −2ν η − α α k (x , x ). m r ∂ηm 2 i=1 j=1 i j m i j s=1

Multitask Learning Using Regularized Multiple Kernel Learning

4

505

Experiments

We test the proposed MTMKL algorithm on three data sets. We implement the algorithm and baseline methods, altogether one STMKL and three MTMKL algorithms, in MATLAB1 . STMKL learns separate STMKL models for each task. MTMKL(R) is the MKL variant of regularized MTL model of [3], outlined in (1). MTMKL(C) is the MTMKL model that has common kernel combination parameters across the tasks, outlined in [9]. MTMKL(S) is the new MTMKL model that has separate but regularized kernel combination parameters across the tasks, outlined in Algorithm 1. We use the squared error loss for both classiﬁcation and regression problems. The regularization parameters C and ν are selected using cross-validation from {0.01, 0.1, 1, 10, 100} and {0.0001, 0.01, 1, 100, 10000}, respectively. For each data set, we use the same cross-validation setting (i.e., the percentage of data used in training and the number of folds used for splitting the training data) reported in the previous studies to have directly comparable results. 4.1

Cross-Platform siRNA Eﬃcacy Data Set

The cross-platform small interfering RNA (siRNA) eﬃcacy data set2 contains 653 siRNAs targeted on 52 genes from 14 cross-platform experiments with corresponding 19 features. We combine 19 linear kernels calculated on each feature separately. Each experiment is treated as a separate task and we use ten random splits where 80 per cent of the data is used for training. We apply two-fold cross-validation on the training data to choose regularization parameters. Table 1. Root mean squared errors on the cross-platform siRNA data set Method STMKL

RMSE 23.89 ± 0.97

MTMKL(R) 37.66 ± 2.38 MTMKL(C) 23.53 ± 1.05 MTMKL(S) 23.45 ± 1.05

Table 1 gives the root mean squared error for each algorithm. MTMKL(R) is outperformed by all other algorithms because the target output spaces of the experiments are very diﬀerent. Hence, training a separate learner for each crossplatform experiment is more reasonable. MTMKL(C) and MTMKL(S) are both better than STMKL in terms of the average performance, and MTMKL(S) is statistically signiﬁcantly better (the paired t-test with the conﬁdence level α = 0.05). 1 2

Implementations are available at http://users.ics.tkk.fi/gonen/mtmkl Available at http://lifecenter.sgst.cn/RNAi

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4.2

MIT Letter Data Set

The MIT letter data set3 contains 8 × 16 binary images of handwritten letters from over 180 diﬀerent writers. A multitask learning problem, which has eight binary classiﬁcation problems as its tasks, is constructed from the following pairs of letters and the number of data instances for each task is given in parentheses: {a,g} (6506), {a,o} (7931), {c,e} (7069), {f,t} (3057), {g,y} (3693), {h,n} (5886), {i,j} (5102), and {m,n} (6626). We combine ﬁve diﬀerent kernels on binary feature vectors: the linear kernel and the polynomial kernel with degrees 2, 3, 4, and 5. We use ten random splits where 50 per cent of the data of each task is used for training. We apply three-fold cross-validation on the training data to choose regularization parameters. Note that MTMKL(R) cannot be trained for this problem because the output domains of the tasks are diﬀerent. STMKL 2

1 MTMKL(C) − STMKL MTMKL(S) − STMKL

0.5

1.5

MTMKL(C) Kernel Weight

Accuracy Difference

0 1

0.5

0

1 0.5 0 MTMKL(S) 1 L

−0.5

−1

P2

P3

P4

P5

0.5

{a,g}

{a,o}

{c,e}

{f,t}

{g,y} {h,n} Tasks

{i,j}

{m,n} Total

0

{a,g}

{a,o}

{c,e}

{f,t} {g,y} Tasks

{h,n}

{i,j}

{m,n}

Fig. 1. Comparison of the three algorithms on the MIT letter data set. Left: Average accuracy diﬀerences. Right: Average kernel weights.

Figure 1 shows the average accuracy diﬀerences of MTMKL(C) and MTMKL(S) over STMKL. We see that MTMKL(S) consistently improves classiﬁcation accuracy compared to STMKL and the improvement is statistically signiﬁcant on six out of eights tasks (the paired t-test with the conﬁdence level α = 0.05), whereas MTMKL(C) could not improve classiﬁcation accuracy on any of the tasks and it is statistically signiﬁcantly worse on two tasks. Figure 1 also gives the average kernel weights of STMKL, MTMKL(C), and MTMKL(S). We see that STMKL and MTMKL(C) use the ﬁfth degree polynomial kernel with very high weights, whereas MTMKL(S) uses all four polynomial kernels with nearly equal weights. 4.3

Cognitive State Inference Data Set

Finally, we evaluate the algorithms on a multilabel setting where each label is regarded as a task. The learning problem is to infer latent aﬀective and cognitive states of a computer user based on physiological measurements. In the 3

Available at http://www.cis.upenn.edu/~ taskar/ocr

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experiments, we measure six male users with four sensors (an accelerometer, a single-line EEG, an eye tracker, and a heart-rate sensor) while they are shown 35 web pages that include a personal survey, several preference questions, logic puzzles, feedback to their answers, and some instructions, one for each page. After the experiment, they are asked to annotate their cognitive state over three numerical Likert scales (valence, arousal, and cognitive load). Our features consist of summary measures of the sensor signals extracted from each page. Hence, our data set consisted of 6 × 35 = 210 data points and three output labels for each. We combine four Gaussian kernels on feature vectors of each sensor separately. We use ten random splits where 75 per cent of the data of each task is used for training. We apply three-fold cross-validation on the training data to choose regularization parameters. Note that MTMKL(R) cannot be applied to multilabel classiﬁcation. Learning inference models of this kind, which predict the cognitive and emotional state of the user, has a central role in cognitive user interface design. In such setups, a major challenge is that the training labels are inaccurate and scarce because collecting them is laborious to the users. STMKL

6 MTMKL(C) − STMKL MTMKL(S) − STMKL

5

0.5

0 MTMKL(C) Kernel Weight

Accuracy Difference

4 3 2 1

Accelerometer

EEG

Eye

Heart

0.5

0 MTMKL(S)

0 0.5

−1 −2

Valence

Arousal

Cognitive Load Tasks

Total

0

Valence

Arousal Tasks

Cognitive Load

Fig. 2. Comparison of the three algorithms on the cognitive state inference data set. Left: Average accuracy diﬀerences. Right: Average kernel weights.

Figure 2 shows the accuracy diﬀerences of MTMKL(C) and MTMKL(S) over STMKL and reveals that learning and predicting the labels jointly helps to eliminate the noise present in the labels. Two of the three output labels (valence and cognitive load) are predicted more accurately in a multitask setup, with a positive change in the total accuracy. Note that MTMKL(S) is better than MTMKL(C) at predicting these two labels, and they perform equally well for the remaining one (arousal). Figure 2 also gives the kernel weights of STMKL, MTMKL(C), and MTMKL(S). We see that STMKL assigns very diﬀerent weights to sensors for each label, whereas MTMKL(C) obtains better classiﬁcation performance using the same weights across labels. MTMKL(S) assigns kernel weights between these two extremes and further increases the classiﬁcation performance. We also see that the features extracted

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from the accelerometer are more informative than the other features for predicting valence; likewise, eye tracker is more informative for predicting cognitive load. 4.4

Computational Complexity

Table 2 summarizes the average running times of the algorithms on the data sets used. Note that MTMKL(R) and MTMKL(S) need to choose two parameters, C and ν, whereas STMKL and MTMKL(C) choose only C in the cross-validation phase. MTMKL(R) uses the training instances of all tasks in a single learner and always requires signiﬁcantly more time than the other algorithms. We also see that STMKL and MTMKL(C) take comparable times and MTMKL(S) takes more time than these two because of the longer cross-validation phase. Table 2. Running times of the algorithms in seconds Data Set

STMKL

Cross-Platform siRNA Eﬃcacy 7.14 MIT Letter 9211.60 Cognitive State Inference 5.23

5

MTMKL(R) MTMKL(C) MTMKL(S) 114.88 NA NA

4.78 8847.14 3.32

16.17 18241.32 20.53

Conclusions

In this paper, we introduce a novel multiple kernel learning algorithm for multitask learning. The proposed algorithm uses separate kernel weights for each task, regularized to be similar. We show that training using a projected gradientdescent method is eﬃcient. Deﬁning the interaction between tasks to be over kernel weights instead of over other model parameters allows learning multitask models even when the input and/or output characteristics of the tasks are different. Empirical results on several data sets show that the proposed method provides high generalization performance with reasonable computational cost. Acknowledgments. The authors belong to the Adaptive Informatics Research Centre (AIRC), a Center of Excellence of the Academy of Finland. This work was supported by the Nokia Research Center (NRC) and in part by the Pattern Analysis, Statistical Modeling and Computational Learning (PASCAL2), a Network of Excellence of the European Union.

References 1. Baxter, J.: A Bayesian/information theoretic model of learning to learn via multiple task sampling. Machine Learning 28(1), 7–39 (1997) 2. Caruana, R.: Multitask learning. Machine Learning 28(1), 41–75 (1997)

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3. Evgeniou, T., Pontil, M.: Regularized multi-task learning. In: Kim, W., Kohavi, R., Gehrke, J., DuMouchel, W. (eds.) Proceedings of the 10th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, pp. 109–117. ACM (2004) 4. G¨ onen, M., Alpaydın, E.: Multiple kernel learning algorithms. Journal of Machine Learning Research 12, 2211–2268 (2011) 5. Ji, S., Sun, L., Jin, R., Ye, J.: Multi-label multiple kernel learning. In: Koller, D., Schuurmans, D., Bengio, Y., Bottou, L. (eds.) Advances in Neural Information Processing Systems, vol. 21, pp. 777–784. MIT Press (2009) 6. Obozinski, G., Taskar, B., Jordan, M.I.: Joint covariate selection and joint subspace selection for multiple classiﬁcation problems. Statistics and Computing 20(2), 231– 252 (2009) 7. Parameswaran, S., Weinberger, K.Q.: Large margin multi-task metric learning. In: Laﬀerty, J., Williams, C.K.I., Shawe-Taylor, J., Zemel, R.S., Culotta, A. (eds.) Advances in Neural Information Processing Systems, vol. 23, pp. 1867–1875. MIT (2010) 8. Rakotomamonjy, A., Bach, F.R., Canu, S., Grandvalet, Y.: SimpleMKL. Journal of Machine Learning Research 9, 2491–2521 (2008) 9. Rakotomamonjy, A., Flamary, R., Gasso, G., Canu, S.: p − q penalty for sparse linear and sparse multiple kernel multi-task learning. IEEE Transactions on Neural Networks 22(8), 1307–1320 (2011) 10. Sch¨ olkopf, B., Smola, A.J.: Learning with Kernels: Support Vector Machines, Regularization, Optimization, and Beyond. MIT Press, Cambridge (2002) 11. Shawe-Taylor, J., Cristianini, N.: Kernel Methods for Pattern Analysis. Cambridge University Press, New York (2004) 12. Tang, L., Chen, J., Ye, J.: On multiple kernel learning with multiple labels. In: Boutilier, C. (ed.) Proceedings of the 21st International Joint Conference on Artiﬁcal Intelligence, pp. 1255–1260 (2009) 13. Varma, M., Babu, B.R.: More generality in eﬃcient multiple kernel learning. In: Danyluk, A.P., Bottou, L., Littman, M.L. (eds.) Proceedings of the 26th International Conference on Machine Learning, p. 134. ACM (2009) 14. Xu, Z., Jin, R., Yang, H., King, I., Lyu, M.R.: Simple and eﬃcient multiple kernel learning by group Lasso. In: F¨ urnkranz, J., Joachims, T. (eds.) Proceedings of the 27th International Conference on Machine Learning, pp. 1175–1182. Omnipress (2010)

Solving Support Vector Machines beyond Dual Programming Xun Liang School of Information, Renmin University of China, Beijing 100872, China [email protected]

Abstract. Support vector machines (SV machines, SVMs) are solved conventionally by converting the convex primal problem into a dual problem with the aid of a Lagrangian function, during whose process the non-negative Lagrangian multipliers are mandatory. Consequently, in the typical C-SVMs, the optimal solutions are given by stationary saddle points. Nonetheless, there may still exist solutions beyond the stationary saddle points. This paper explores these new points violating Karush-Kuhn-Tucker (KKT) condition. Keywords: Support vector machines, Generalized Lagrangian function, Commonwealth SVMs, Commonwealth points, Stationary saddle points, Singular points, KKT condition.

1

Introduction

Support vector machines (SV machines, SVMs) training involves a convex optimization problem, and SVMs’ solutions are solved at stationary points. However, affiliated SVM architectures could still possibly have negative or out-of-upper-bound configurations, sometimes found at non-stationary points. However, for optimal solutions at non-stationary points and/or outside the first quadrant or beyond the upper bound, most literature neither provided any justification nor furnished techniques to approach to optimal and equally applicable solutions for SVMs. For a purpose of safer applications, the geometrical structure of optimal solutions needs to be identified further. We show that optimal solutions at singular points outside the first quadrant or out of the upper bound universally allows for more prospective candidates to produce different topologies of SVMs. The training data are labeled as { Xi , yi } ∈ R d × { -1, +1 }, i = 1, …, l. In a typical SVM architecture, the outputs of the units established by SVs are formed by the kernel K(Xi , X). This could be written as K(Xi , X) = , where X = (x1, …, xd)T, Φ is a mapping from R d to high-dimensional feature space H, denotes the inner product, and (•)T stands for the transpose of •. Without loss of generality, we assume that the first s vectors in the feature space are SVs. In this paper, we study C-SVMs. The primal problem is LP = ||W||2/2 + C il=1ξi,

(1)

1 - ξi ≤ yi [WTΦ(Xi) + b], i = 1, … , l,

(2)

min W,b,ξ1 ,..., ξl s.t.

B.-L. Lu, L. Zhang, and J. Kwok (Eds.): ICONIP 2011, Part II, LNCS 7063, pp. 510–518, 2011. © Springer-Verlag Berlin Heidelberg 2011

Solving Support Vector Machines beyond Dual Programming

0 ≤ ξi, i = 1, … , l,

511

(3)

where 0 < C is a constant. The Lagrangian function is L = ||W||2/2 + C il=1 ξi - il=1 αi { yi [WTΦ(Xi) + b] - 1 + ξi } - il=1 λi ξi,

(4)

where 0 ≤ αi (i = 1, …, s). After taking differentials with respect to W and b, setting them to zero, and finally substituting the obtained equations back into L, the dual problem of (1) to (3) is built as max α1 , ..., αl s.t.

LD = il=1 αi - (1/2) il=1 jl=1 αiαj yi yj K(Xi, Xj), il=1 αi yi = 0,

(5) (6)

0 ≤ αi ≤ C, i = 1, … , l.

(7)

The reason that people set the restriction of 0 ≤ αi (i = 1, …, s) is that positivity of αi (i = 1, …, s) supports the Karush- Kuhn-Tucker (KKT) condition and the Saddle Point Theorem [1][2]. Eliminating 0 ≤ αi leads to invalidation of the derived dual programming. The research on non-positive Lagrangian multipliers is still developing [1][2]. In this paper, we first solve the dual problem with restricting 0 ≤ αi, and then remove the positive requirement for αi’s. In linear programming, negative multipliers may retain their practical significance. For example, a negative shadow price or negative Lagrangian multiplier in economics reflects greater spending resulting in lower utility [4][6][8]. SVM provides a decision function f(X) = sgn [ is=1 αi*yi K(Xi, X) + b* ]

(8)

where sgn is the indicator function with values -1 and +1; α is the optimal Lagrange multiplier; and b* is the optimal threshold. * i

Definition 1. A kernel row vector is defined by Λi = [ K(Xi, X1), …, K(Xi, Xl) ] ∈ R1×l, i = 1, ..., l. The kernel matrix is written as

Λ1 K( X1, X1 ) K − # # Λs K(X s , X1) K = Λs+1 = = Λs+1 K(X s+1, X1) # # # Λl Λl K(Xl , X1 )

" K(X1, Xl ) # # " K(X s , Xl ) ∈R s×l. " K(X s+1, Xl ) # # " K(Xl , Xl )

(9)

The remainder of the paper is organized in three sections. In Section 2, we define commonwealth points and singular points by allowing non-stationary points, as well as negative and out-of-upper-bound Lagrangian multipliers, in Lagrangian functions. We also study the geometrical structure of optimal solutions for primal and dual problems,

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as well as multiple SVM architectures supported by commonwealth, including singular points. Section 3 gives two examples. Section 4 concludes the paper.

2

SVMs Supported by Commonwealth Points

The work by [3] (p. 144) has presented an approach to obtain multiple optimal solutions αi* + αi′ of the dual problem by restricting α ′ such that (I) 0 ≤ αi* + αi′ ≤ C, (II) is=1αi′yi = 0, (III) α ′ ∈ N (Hij) with N (•) as the null space of •, and (IV) 1Tα ′ = 0 with 1 = (1, …, 1)T. This is simplified by (LD*)′ = il=1 (αi* + αi′) - (1/2) il=1 jl=1 (αi*+αi′) { yi yj K(Xi, Xj) (αj*+αj′) } = LD*.

(10)

Three weaknesses exist in this argument. First, the requirement of 0 ≤ αi′ results in the only-zero solution for 1Tα ′ = 0. Second, due to non-zero differentials, (LD*)′ is not a dual problem after artificially adding α ′,

∂L ∂W

l

W = (W * ) '

?

= W * − i=1 (α i* + α i' ) yiΦ ( X i ) = − i=1α i' yiΦ ( X i ) = 0 . l

(11)

As a result, verifying the no-change of non-dual problem (LD*)′ does not disclose anything meaningful. Third, to examine the no-change in optimal solution for the primal problem, it is more important to justify the unaltered separating hyperplane. Unfortunately, (W*)′ = is=1 (αi* + αi′) yiΦ(Xi) = W* + is=1 αi′yiΦ(Xi) ≠ W*, and (b*)′ = 1/yi - [(W*)′]TΦ(Xi) ≠ b*. In this paper, we remove restrictions (I) to (IV), as suggested in [3] (p. 144). Next, we define more terms used by this paper. Definition 2. Assume that 0 ≤ (α1*, …, αl*) ≤ C is obtained from solving dual problem (5) to (7). If ((α1*)′, …, (αl*)′) (≠ (α1*, …, αl*)) ∈ R1×l preserves W* and b* with (W*)′= W* and (b*)′= b*, then (α1*)′, …, (αl*)′ are termed as generalized Lagrangian multipliers, whereas ((α1*)′, …, (αl*)′) is called a commonwealth point. Accordingly, the two SVM architectures with ((α1*)′, …, (αl*)′) and (α1*, …, αl*) are named commonwealth SVMs. The allowance of (αi*)′ < 0 or C < (αi*)′ extends the limitation of 0 ≤ αi ≤ C in [3] (p. 144). Therefore, the optimal point could be located at any place in the coordinate system. In the inclusion of singular points, conditions (I) and (II) are eliminated in this paper, and we therefore have more solutions compared to those suggested in [3] (p. 144). Definition 3. A Lagrangian function with generalized Lagrangian multipliers is called a generalized Lagrangian function. A generalized Lagrangian function has a special case as the conventional Lagrangian function. Definition 4. In the dual problem (5) to (7), if (α1*, …, αl*) ∈ R1×l, then the dual space is called a generalized dual space.

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For convenience, the objective function of the generalized dual problem is still labeled LD* for formality purposes. The generalized Lagrangian function may not lead to definite programming, as it is a type of indefinite programming in SVMs. Another type of indefinite programming is a dual problem with indefinite kernels. Clearly, indefinite kernels are not generalized Lagrangian functions with generalized Lagrangian multipliers in this paper. In [5], a rule for pruning one SV was given as follows, if s Λi’s are linearly dependent, Lemma 1. Assume that s Λi’s are linearly dependent, is=1 βiΛi = 0, βi ∈ R , i = 1, …, s, ∃ k, 1 ≤ k ≤ s, βk ≠ 0,

(12)

then the kth SV can be removed and αi* should be updated by (αi*)′ = αi* - (β i /βk) αk* (yk /yi), i = 1, …, s.

(13)

Lemma 1 can serve as a tool to relocate commonwealth point (α1*, …, αl*) to ((α1*)′, …, (αl*)′) (see Fig. 1). According to Definition 2, (13) is just one of the methods that can generate commonwealth points. If a nonlinear dependency among Λi, i = 1, …, s, f(Λ1, …, Λs) = 0 can be found, we may also remove some SVs following a similar rule in (13). As nonlinearity incurs more complex scenarios for solutions of f(Λ1, …, Λs) = 0, we only consider the linear dependence among Λi’s in this paper. Theorem 1. The pruning rule (13) does not change LP* and L*, (LP*)′ = (L*)′ = LP* = L*, but changes LD*, (LD*)′ ≠ LD*. Proof: (LP*)′ = ||(W*)′||2/2 + C il=1 ξi* = (1/2) || is=1, i≠k (αi*)′yiΦ(Xi) ||2 + C il=1 ξi* = (1/2) is=1, i≠k [ αi* - (βi /βk)αk*(yk /yi) ] yiΦT(Xi) js=1, j≠k [ αj* - (βj /βk)αk*(yk /yj) ] yjΦ(Xj) + C il=1 ξi* = (1/2) [ is=1, i≠k αi*yiΦT(Xi)+αk* yk is=1, i≠k (-β i /βk)ΦT(Xi) ] [js=1, j≠kαj*yjΦ(Xj) + αk*yk js=1, j≠k(-βj /βk) Φ(Xj)] + C il=1ξi* = (1/2) [ is=1αi*yiΦT(Xi) ] [ js=1αj*yjΦ(Xj) ] + C il=1 ξi* = (1/2) || is=1αi*yiΦ(Xi) ||2 + C il=1 ξi* = LP*. (14) Also, (L*)′ = ||(W*)′||2/2 + C il=1ξi* - is=1, i≠k (αi*)′ { yi [((W*)′)TΦ(Xi)+(b*)′]-1+ξi*} - il=1λi*ξi*. (15) As yi [((W*)′)TΦ(Xi) + (b*)′] - 1 + ξi* = 0, for 0 < (α i*)′, i = 1, …, s,

(16)

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and

ξi* = 0, for 0 < λi*, i = 1, …, l,

(17)

the same must be true for (L*)′ = (LP*)′ = LP* = ||W*||2/2 + C il=1 ξi* - is=1 αi*{yi [(W*)TΦ(Xi) + b*] - 1 + ξi*} - il=1λi*ξi* = L*.

(18)

Additionally, (LD*)′ = is=1, i≠k [ αi* - (β i /βk)αk*(yk /yi) ] - (1/2) is=1, i≠k js=1, j≠k [ αi* - (βi /βk)αk*(yk /yi) ] [αj* - (β j /βk)αk*(yk /yj) ] yi yj K(Xi, Xj) s = i =1, i≠k αi* - is=1, i≠k (βi /βk)αk*(yk /yi)-(1/2) is=1, i≠k js=1, j≠k [ αi*-(β i /βk)αk*(yk /yi) ] [αj* - (β j /βk)αk*(yk /yj) ] yi yj K(Xi, Xj) * ≠ LD . (19) As mentioned earlier, (LD*)′ in Theorem 1 is only written superficially, as general (LD*)′ is not a dual problem after the update of (αi*)’s. Fig. 1 illustrates the geometrical structure for different scenarios of LP* and L*. As optimal solution αi* (i = 1, …, l) changes, LP* and L* retain the same values, LP*(Q) = LP*(R) = LP*(S) = L*(Q) = L*(R) = L*(S) = (LP*)′(Q) = (LP*)′(R) = (LP*)′(S) = (L*)′(Q) = (L*)′(R) = (L*)′(S). In Fig. 1(b), point Q represents the solution at the stationary

(a)

(b)

Fig. 1. (a) Stationary point Q, and (b) geometrical structure of commonwealth points in generalized dual space. In (b), points Q, R, and S are associated with commonwealth SVMs and can be located anywhere in the coordinate system. Q denotes stationary point (α1*(Q), …, αl*(Q)), while R and S stand for possibly non-stationary points (α1*(R), …, αl*(R)) and (α1*(S), …, αl*(S)), respectively. R is not in the first quadrant, and S is not in the C-cube. The shadow area in (b) illustrates the multiple optimal solutions in the generalized dual space corresponding to the multiple optimal solutions in the primal problem, or the dark line in (a). If only a unique solution exists for the primal problem, the dark line in (a) shrinks to a dot, while the shadow area in (b) might not generally. After finding an optimal solution for the dual problem, multiple optimal solutions can be applied, as indicated by the hollow arrows.

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point. Points R and S, possibly not in the first quadrant or in the C-cube, denote commonwealth points, often seen at non-stationary points with non-zero differentials, (∂L/∂W)|W=(W*)′ = W*- is=1, i≠k [ αi* - (β i /βk)αk*(yk /yi) ] yiΦT(Xi) = W*- is=1 αi*yiΦT(Xi) = 0, (∂L/∂b)|b=(b*)′ = -

s i =1, i≠k

[ αi - (βi /βk)α *

* k (yk

(20)

/yi) ] yi ?

= - is=1, i≠k αi*yi + αk*yk is=1, i≠k (βi /βk) = 0.

(21)

In many cases, at ((α1*)′, …, (αl*)′) ∈ R1×l, the corresponding (∂L/∂b)|b=(b*)′ ≠ 0. However, setting an extra condition of is=1 β i = 0 enables (21) to vanish. Theorem 2. If is=1 βiΛi = 0, βi ∈ R , i = 1, …, s, ∃ k, 1 ≤ k ≤ s, βk ≠ 0, and is=1 βi = 0, then (21) vanishes. Proof: is=1 β i = 0 implies is=1, i≠k (βi /βk) = -1. It follows that (21) is zero. As Theorem 2 does not preclude singular points, we do not elaborately evade singular points with the aid of Theorem 2. We list Lemmas 2 and 3; the proofs can be accomplished directly by KKT [7]. Lemma 2. Assume that (α1*, …, αl*) is a solution of the dual problem. If there exists an i ∈ {1, …, l}, such that αi*∈ (0, C), then the solution of primal problem is unique for W* = il=1 αi*yiΦ(Xi) and b* = 1/yj - il=1 αi*yi K(Xi, X). Lemma 3. Assume that (α1*, …, αl*) is a solution of the dual problem. If for all i ∈ { 1, …, l }, αi* = 0, or C, then the solution of the primal problem is unique for W* = l * * i =1 αi yiΦ(Xi), but may not be unique for b. Specifically, b ∈ [ b1, b2 ] with b1 = max { max j∈S- [ -1 - il=1 αi*yi K(Xi, Xj)], max j∈V+ [ 1 - il=1 αi*yi K(Xi, Xj)] },

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b2 = min { min j∈S+ [ 1 -