Showing papers by "Ran El-Yaniv published in 2012"

Methods and systems of supervised learning of semantic relatedness

Abstract: A method of evaluating a semantic relatedness of terms. The method comprises providing a plurality of text segments, calculating, using a processor, a plurality of weights each for another of the plurality of text segments, calculating a prevalence of a co-appearance of each of a plurality of pairs of terms in the plurality of text segments, and evaluating a semantic relatedness between members of each the pair according to a combination of a respective the prevalence and a weight of each of the plurality of text segments wherein a co-appearance of the pair occurs.

Active learning via perfect selective classification

Abstract: We discover a strong relation between two known learning models: stream-based active learning and perfect selective classification (an extreme case of 'classification with a reject option'). For these models, restricted to the realizable case, we show a reduction of active learning to selective classification that preserves fast rates. Applying this reduction to recent results for selective classification, we derive exponential target-independent label complexity speedup for actively learning general (non-homogeneous) linear classifiers when the data distribution is an arbitrary high dimensional mixture of Gaussians. Finally, we study the relation between the proposed technique and existing label complexity measures, including teaching dimension and disagreement coefficient.

Pointwise Tracking the Optimal Regression Function

Abstract: This paper examines the possibility of a 'reject option' in the context of least squares regression. It is shown that using rejection it is theoretically possible to learn 'selective' regressors that can e-pointwise track the best regressor in hindsight from the same hypothesis class, while rejecting only a bounded portion of the domain. Moreover, the rejected volume vanishes with the training set size, under certain conditions. We then develop efficient and exact implementation of these selective regressors for the case of linear regression. Empirical evaluation over a suite of real-world datasets corroborates the theoretical analysis and indicates that our selective regressors can provide substantial advantage by reducing estimation error.

Autoregressive short-term prediction of turning points using support vector regression

Abstract: This work is concerned with autoregressive prediction of turning points in financial price sequences. Such turning points are critical local extrema points along a series, which mark the start of new swings. Predicting the future time of such turning points or even their early or late identification slightly before or after the fact has useful applications in economics and finance. Building on recently proposed neural network model for turning point prediction, we propose and study a new autoregressive model for predicting turning points of small swings. Our method relies on a known turning point indicator, a Fourier enriched representation of price histories, and support vector regression. We empirically examine the performance of the proposed method over a long history of the Dow Jones Industrial average. Our study shows that the proposed method is superior to the previous neural network model, in terms of trading performance of a simple trading application and also exhibits a quantifiable advantage over the buy-and-hold benchmark.

Supervised learning of semantic relatedness

Abstract: We propose and study a novel supervised approach to learning statistical semantic relatedness models from subjectively annotated training examples. The proposed semantic model consists of parameterized co-occurrence statistics associated with textual units of a large background knowledge corpus. We present an efficient algorithm for learning such semantic models from a training sample of relatedness preferences. Our method is corpus independent and can essentially rely on any sufficiently large (unstructured) collection of coherent texts. Moreover, the approach facilitates the fitting of semantic models for specific users or groups of users. We present the results of extensive range of experiments from small to large scale, indicating that the proposed method is effective and competitive with the state-of-the-art.