Poly-bagging predictors for classification modelling for credit scoring

Credit scoring modelling comprises one of the leading formal tools for supporting the granting of credit. Its core objective consists of the generation of a score by means of which potential clients can be listed in the order of the probability of default. A critical factor is whether a credit scoring model is accurate enough in order to provide correct classification of the client as a good or bad payer. In this context the concept of bootstraping aggregating (bagging) arises. The basic idea is to generate multiple classifiers by obtaining the predicted values from the fitted models to several replicated datasets and then combining them into a single predictive classification in order to improve the classification accuracy. In this paper we propose a new bagging-type variant procedure, which we call poly-bagging, consisting of combining predictors over a succession of resamplings. The study is derived by credit scoring modelling. The proposed poly-bagging procedure was applied to some different artificial datasets and to a real granting of credit dataset up to three successions of resamplings. We observed better classification accuracy for the two-bagged and the three-bagged models for all considered setups. These results lead to a strong indication that the poly-bagging approach may promote improvement on the modelling performance measures, while keeping a flexible and straightforward bagging-type structure easy to implement.     

A parameterized shared-memory scheme for parameterized metaheuristics

This paper presents a parameterized shared-memory scheme for parameterized metaheuristics. The use of a parameterized metaheuristic facilitates experimentation with different metaheuristics and hybridation/combinations to adapt them to the particular problem we are working with. Due to the large number of experiments necessary for the metaheuristic selection and tuning, parallelism should be used to reduce the execution time. To obtain parallel versions of the metaheuristics and to adapt them to the characteristics of the parallel system, a unified parameterized shared-memory scheme is developed. Given a particular computational system and fixed parameters for the sequential metaheuristic, the appropriate selection of parameters in the unified parallel scheme eases the development of parallel efficient metaheuristics.     

MELM-GRBF: A modified version of the extreme learning machine for generalized radial basis function neural networks

In this paper, we propose a methodology for training a new model of artificial neural network called the generalized radial basis function (GRBF) neural network. This model is based on generalized Gaussian distribution, which parametrizes the Gaussian distribution by adding a new parameter τ. The generalized radial basis function allows different radial basis functions to be represented by updating the new parameter τ. For example, when GRBF takes a value of τ=2, it represents the standard Gaussian radial basis function. The model parameters are optimized through a modified version of the extreme learning machine (ELM) algorithm. In the methodology proposed (MELM-GRBF), the centers of each GRBF were taken randomly from the patterns of the training set and the radius and τ values were determined analytically, taking into account that the model must fulfil two constraints: locality and coverage. An thorough experimental study is presented to test its overall performance. Fifteen datasets were considered, including binary and multi-class problems, all of them taken from the UCI repository. The MELM-GRBF was compared to ELM with sigmoidal, hard-limit, triangular basis and radial basis functions in the hidden layer and to the ELM-RBF methodology proposed by Huang et al. (2004) [1]. The MELM-GRBF obtained better results in accuracy than the corresponding sigmoidal, hard-limit, triangular basis and radial basis functions for almost all datasets, producing the highest mean accuracy rank when compared with these other basis functions for all datasets.     

Designing adaptive learning itineraries using features modelling and swarm intelligence

In this paper, Bayesian network (BN) and ant colony optimization (ACO) techniques are combined in order to find the best path through a graph representing all available itineraries to acquire a professional competence. The combination of these methods allows us to design a dynamic learning path, useful in a rapidly changing world. One of the most important advances in this work, apart from the variable amount of pheromones, is the automatic processing of the learning graph. This processing is carried out by the learning management system and helps towards understanding the learning process as a competence-oriented itinerary instead of a stand-alone course. The amount of pheromones is calculated by taking into account the results acquired in the last completed course in relation to the minimum score required and by feeding this into the learning tree in order to obtain a relative impact on the path taken by the student. A BN is used to predict the probability of success, by taking historical data and student profiles into account. Usually, these profiles are defined beforehand; however, in our approach, some characteristics of these profiles, such as the level of knowledge, are classified automatically through supervised and/or unsupervised learning. By using ACO and BN, a fitness function, responsible for automatically selecting the next course in the learning graph, is defined. This is done by generating a path which maximizes the probability of each user??s success on the course. Therefore, the path can change in order to adapt itself to learners?? preferences and needs, by taking into account the pedagogical weight of each learning unit and the social behaviour of the system.     

Real-time collaboration of virtual laboratories through the Internet

Web-based learning environments are becoming increasingly popular in higher education. One of the most important web-learning resources is the virtual laboratory (VL), which gives students an easy way for training and learning through the Internet. Moreover, on-line collaborative communication represents a practical method to transmit the knowledge and experience from the teacher to students overcoming physical distance and isolation. Considering these facts, the authors of this document have developed a new dynamic collaborative e-learning system which combines the main advantages of virtual laboratories and collaborative learning practices. In this system, the virtual laboratories are based on Java applets which have embedded simulations developed in Easy Java Simulations (EJS), an open-source tool for teachers who do not need complex programming skills. The collaborative e-learning is based on a real-time synchronized communication among these Java applets. Therefore, this original approach provides a new tool which integrates virtual laboratories inside a synchronous collaborative e-learning framework. This paper describes the main features of this system and its successful application in a distance education environment among different universities from Spain.     

MOE prediction in Abies pinsapo Boiss. timber: Application of an artificial neural network using non-destructive testing

Determining the modulus of elasticity of wood by applying an artificial neural network using the physical properties and non-destructive testing can be a useful method in assessments of the timber structure in old constructions. The modulus of elasticity of Abies pinsapo Boiss. timber was predicted in this study through the parameters of density, width, thickness, moisture content, ultrasonic wave propagation velocity and visual grading of the test pieces. A feedforward multilayer perceptron network was designed for this purpose, achieving 75.0% success in the testing or unknown group.     

Invariant-driven specifications in Maude

This work presents a general mechanism for executing specifications that comply with given invariants, which may be expressed in different formalisms and logics. We exploit Maude’s reflective capabilities and its properties as a general semantic framework to provide a generic strategy that allows us to execute Maude specifications taking into account user-defined invariants. The strategy is parameterized by the invariants and by the logic in which such invariants are expressed. We experiment with different logics, providing examples for propositional logic, (finite future time) linear temporal logic and metric temporal logic.     

Hybrid crossover operators with multiple descendents for real‐coded genetic algorithms: Combining neighborhood‐based crossover operators

Most real‐coded genetic algorithm research has focused on developing effective crossover operators, and as a result, many different types of crossover operators have been proposed. Some forms of crossover operators are more suitable to tackle certain problems than others, even at the different stages of the genetic process in the same problem. For this reason, techniques that combine multiple crossovers, called hybrid crossover operators, have been suggested as alternative schemes to the common practice of applying only one crossover model to all the elements in the population. On the other hand, there are operators with multiple offsprings, more than two descendants from two parents, which present a better behavior than the operators with only two descendants, and achieve a good balance between exploration and exploitation. © 2009 Wiley Periodicals, Inc.     

Benchmarking Image Segmentation Algorithms

We present a thorough quantitative evaluation of four image segmentation algorithms on images from the Berkeley Segmentation Database. The algorithms are evaluated using an efficient algorithm for computing precision and recall with regard to human ground-truth boundaries. We test each segmentation method over a representative set of input parameters, and present tuning curves that fully characterize algorithm performance over the complete image database. We complement the evaluation on the BSD with segmentation results on synthetic images. The results reported here provide a useful benchmark for current and future research efforts in image segmentation.     

A model of the behavior of the limiting current oxygen sensors

A physical model describing the I(V) characteristics of planar limiting current oxygen sensors based in an ion-conducting electrolyte is presented. The model focuses on the minimization of the electrochemical potential and the diffusion across a porous layer covering the measuring electrode. The proposed model describes three key phenomena in the response of the sensors: the influence of the polarization resistance on the slope of I(V), the linearity between the limiting current and the diffusivity of the porous layer and a low non-zero current at zero polarization.