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47,219
result(s) for
"feature engineering"
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Incorporating domain knowledge in machine learning for soccer outcome prediction
by
Lopes, Philippe
,
Dubitzky, Werner
,
Berrar, Daniel
in
Artificial intelligence
,
Feature extraction
,
Machine learning
2019
The task of the 2017 Soccer Prediction Challenge was to use machine learning to predict the outcome of future soccer matches based on a data set describing the match outcomes of 216,743 past soccer matches. One of the goals of the Challenge was to gauge where the limits of predictability lie with this type of commonly available data. Another goal was to pose a real-world machine learning challenge with a fixed time line, involving the prediction of real future events. Here, we present two novel ideas for integrating soccer domain knowledge into the modeling process. Based on these ideas, we developed two new feature engineering methods for match outcome prediction, which we denote as recency feature extraction and rating feature learning. Using these methods, we constructed two learning sets from the Challenge data. The top-ranking model of the 2017 Soccer Prediction Challenge was our k-nearest neighbor model trained on the rating feature learning set. In further experiments, we could slightly improve on this performance with an ensemble of extreme gradient boosted trees (XGBoost). Our study suggests that a key factor in soccer match outcome prediction lies in the successful incorporation of domain knowledge into the machine learning modeling process.
Journal Article
Forecasting Stock Market Indices Using the Recurrent Neural Network Based Hybrid Models: CNN-LSTM, GRU-CNN, and Ensemble Models
2023
Various deep learning techniques have recently been developed in many fields due to the rapid advancement of technology and computing power. These techniques have been widely applied in finance for stock market prediction, portfolio optimization, risk management, and trading strategies. Forecasting stock indices with noisy data is a complex and challenging task, but it plays an important role in the appropriate timing of buying or selling stocks, which is one of the most popular and valuable areas in finance. In this work, we propose novel hybrid models for forecasting the one-time-step and multi-time-step close prices of DAX, DOW, and S&P500 indices by utilizing recurrent neural network (RNN)–based models; convolutional neural network-long short-term memory (CNN-LSTM), gated recurrent unit (GRU)-CNN, and ensemble models. We propose the averaging of the high and low prices of stock market indices as a novel feature. The experimental results confirmed that our models outperformed the traditional machine-learning models in 48.1% and 40.7% of the cases in terms of the mean squared error (MSE) and mean absolute error (MAE), respectively, in the case of one-time-step forecasting and 81.5% of the cases in terms of the MSE and MAE in the case of multi-time-step forecasting.
Journal Article
VEST: automatic feature engineering for forecasting
by
Soares, Carlos
,
Cerqueira, Vitor
,
Moniz, Nuno
in
Artificial Intelligence
,
Autoregressive processes
,
Computer Science
2024
Time series forecasting is a challenging task with applications in a wide range of domains. Auto-regression is one of the most common approaches to address these problems. Accordingly, observations are modelled by multiple regression using their past lags as predictor variables. We investigate the extension of auto-regressive processes using statistics which summarise the recent past dynamics of time series. The result of our research is a novel framework called VEST, designed to perform feature engineering using univariate and numeric time series automatically. The proposed approach works in three main steps. First, recent observations are mapped onto different representations. Second, each representation is summarised by statistical functions. Finally, a filter is applied for feature selection. We discovered that combining the features generated by VEST with auto-regression significantly improves forecasting performance in a database composed by 90 time series with high sampling frequency. However, we also found that there are no improvements when the framework is applied for multi-step forecasting or in time series with low sample size. VEST is publicly available online.
Journal Article
Coefficient tree regression: fast, accurate and interpretable predictive modeling
by
Malthouse, Edward C.
,
Apley, Daniel W.
,
Sürer, Özge
in
Algorithms
,
Artificial Intelligence
,
Computer Science
2024
The proliferation of data collection technologies often results in large data sets with many observations and many variables. In practice, highly relevant engineered features are often groups of predictors that share a common regression coefficient (i.e., the predictors in the group affect the response only via their collective sum), where the groups are unknown in advance and must be discovered from the data. We propose an algorithm called coefficient tree regression (CTR) to discover the group structure and fit the resulting regression model. In this regard CTR is an automated way of engineering new features, each of which is the collective sum of the predictors within each group. The algorithm can be used when the number of variables is larger than, or smaller than, the number of observations. Creating new features that affect the response in a similar manner improves predictive modeling, especially in domains where the relationships between predictors are not known a priori. CTR borrows computational strategies from both linear regression (fast model updating when adding/modifying a feature in the model) and regression trees (fast partitioning to form and split groups) to achieve outstanding computational and predictive performance. Finding features that represent hidden groups of predictors (i.e., a hidden ontology) that impact the response only via their sum also has major interpretability advantages, which we demonstrate with a real data example of predicting political affiliations with television viewing habits. In numerical comparisons over a variety of examples, we demonstrate that both computational expense and predictive performance are far superior to existing methods that create features as groups of predictors. Moreover, CTR has overall predictive performance that is comparable to or slightly better than the regular lasso method, which we include as a reference benchmark for comparison even though it is non-group-based, in addition to having substantial computational and interpretive advantages over lasso.
Journal Article
Targeted Twitter Sentiment Analysis for Brands Using Supervised Feature Engineering and the Dynamic Architecture for Artificial Neural Networks
by
Ghiassi, Manoochehr
,
Zimbra, David
,
Lee, Sean
in
artificial neural networks
,
feature engineering
,
sentiment analysis
2016
Social media communications offer valuable feedback to firms about their brands. We present a targeted approach to Twitter sentiment analysis for brands using supervised feature engineering and the dynamic architecture for artificial neural networks. The proposed approach addresses challenges associated with the unique characteristics of the Twitter language and brand-related tweet sentiment class distribution. We demonstrate its effectiveness on Twitter data sets related to two distinctive brands. The supervised feature engineering for brands offers final tweet feature representations of only seven dimensions with greater feature density. Reducing the dimensionality of the representations reduces the complexity of the classification problem and feature sparsity. Two sets of experiments are conducted for each brand in three-class and five-class tweet sentiment classification. We examine five-class classification to target the mild sentiment expressions that are of particular interest to firms and brand management practitioners. We compare the proposed approach to the performances of two state-of-the-art Twitter sentiment analysis systems from the academic and commercial domains. The results indicate that it outperforms these state-of-the-art systems by wide margins, with classification F
1
-measures as high as 88 percent and excellent recall of tweets expressing mild sentiments. Furthermore, they demonstrate the tweet feature representations, though consisting of only seven dimensions, are highly effective in capturing indicators of Twitter sentiment expression. The proposed approach and vast majority of features identified through supervised feature engineering are applicable across brands, allowing researchers and brand management practitioners to quickly generate highly effective tweet feature representations for Twitter sentiment analysis on other brands.
Journal Article
Predictive Power of XGBoost_BiLSTM Model: A Machine-Learning Approach for Accurate Sleep Apnea Detection Using Electronic Health Data
by
Dallora, Ana Luiza
,
Anderberg, Peter
,
Javeed, Ashir
in
Artificial Intelligence
,
Blood pressure
,
Brain
2023
Sleep apnea is a common disorder that can cause pauses in breathing and can last from a few seconds to several minutes, as well as shallow breathing or complete cessation of breathing. Obstructive sleep apnea is strongly associated with the risk of developing several heart diseases, including coronary heart disease, heart attack, heart failure, and stroke. In addition, obstructive sleep apnea increases the risk of developing irregular heartbeats (arrhythmias), which can lead to low blood pressure. To prevent these conditions, this study presents a novel machine-learning (ML) model for predicting sleep apnea based on electronic health data that provides accurate predictions and helps in identifying the risk factors that contribute to the development of sleep apnea. The dataset used in the study includes 75 features and 10,765 samples from the Swedish National Study on Aging and Care (SNAC). The proposed model is based on two modules: the XGBoost module assesses the most important features from feature space, while the Bidirectional Long Short-Term Memory Networks (BiLSTM) module classifies the probability of sleep apnea. Using a cross-validation scheme, the proposed XGBoost_BiLSTM algorithm achieves an accuracy of 97% while using only the six most significant features from the dataset. The model’s performance is also compared with conventional long-short-term memory networks (LSTM) and other state-of-the-art ML models. The results of the study suggest that the proposed model improved the diagnosis and treatment of sleep apnea by identifying the risk factors.
Journal Article
PeerAmbush: Multi-Layer Perceptron to Detect Peer-to-Peer Botnet
by
Manickam, Selvakumar
,
Anbar, Mohammed
,
Karuppayah, Shankar
in
Communications traffic
,
Data analysis
,
Deep learning
2022
Due to emerging internet technologies that mostly depend on the decentralization concept, such as cryptocurrencies, cyber attackers also use the decentralization concept to develop P2P botnets. P2P botnets are considered one of the most serious and challenging threats to internet infrastructure security. Consequently, several open issues still need to be addressed, such as improving botnet intrusion detection systems, because botnet detection is essentially a confrontational problem. This paper presents PeerAmbush, a novel approach for detecting P2P botnets using, for the first time, one of the most effective deep learning techniques, which is the Multi-Layer Perceptron, with certain parameter settings to detect this type of botnet, unlike most current research, which is entirely based on machine learning techniques. The reason for employing machine learning/deep learning techniques, besides data analysis, is because the bots under the same botnet have a symmetrical behavior, and that makes them recognizable compared to benign network traffic. The PeerAmbush also takes the challenge of detecting P2P botnets with fewer selected features compared to the existing related works by proposing a novel feature engineering method based on Best First Union (BFU). The proposed approach showed considerable results, with a very high detection accuracy of 99.9%, with no FPR. The experimental results showed that PeerAmbush is a promising approach, and we look forward to building on it to develop better security defenses.
Journal Article
Special issue on feature engineering editorial
by
vanden Broucke, Seppe
,
Verdonck, Tim
,
Óskarsdóttir, María
in
Algorithms
,
Artificial Intelligence
,
Computer Science
2024
In order to improve the performance of any machine learning model, it is important to focus more on the data itself instead of continuously developing new algorithms. This is exactly the aim of feature engineering. It can be defined as the clever engineering of data hereby exploiting the intrinsic bias of the machine learning technique to our benefit, ideally both in terms of accuracy and interpretability at the same time. Often times it will be applied in combination with simple machine learning techniques such as regression models or decision trees to boost their performance (whilst maintaining the interpretability property which is so often needed in analytical modeling) but it may also improve complex techniques such as XGBoost and neural networks. Feature engineering aims at designing smart features in one of two possible ways: either by adjusting existing features using various transformations or by extracting or creating new meaningful features (a process often called “featurization”) from different sources (e.g., transactional data, network data, time series data, text data, etc.).
Journal Article
Malware Detection Issues, Challenges, and Future Directions: A Survey
by
Aboaoja, Faitouri A.
,
Zainal, Anazida
,
Al-rimy, Bander Ali Saleh
in
Automation
,
Behavior
,
Classification
2022
The evolution of recent malicious software with the rising use of digital services has increased the probability of corrupting data, stealing information, or other cybercrimes by malware attacks. Therefore, malicious software must be detected before it impacts a large number of computers. Recently, many malware detection solutions have been proposed by researchers. However, many challenges limit these solutions to effectively detecting several types of malware, especially zero-day attacks due to obfuscation and evasion techniques, as well as the diversity of malicious behavior caused by the rapid rate of new malware and malware variants being produced every day. Several review papers have explored the issues and challenges of malware detection from various viewpoints. However, there is a lack of a deep review article that associates each analysis and detection approach with the data type. Such an association is imperative for the research community as it helps to determine the suitable mitigation approach. In addition, the current survey articles stopped at a generic detection approach taxonomy. Moreover, some review papers presented the feature extraction methods as static, dynamic, and hybrid based on the utilized analysis approach and neglected the feature representation methods taxonomy, which is considered essential in developing the malware detection model. This survey bridges the gap by providing a comprehensive state-of-the-art review of malware detection model research. This survey introduces a feature representation taxonomy in addition to the deeper taxonomy of malware analysis and detection approaches and links each approach with the most commonly used data types. The feature extraction method is introduced according to the techniques used instead of the analysis approach. The survey ends with a discussion of the challenges and future research directions.
Journal Article