Читать книгу Informatics and Machine Learning. From Martingales to Metaheuristics онлайн

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The signal analysis and pattern recognition methods described in this book are mainly applied to problems involving stochastic sequential data: power signals and genomic sequences in particular. The information modeling, feature selection/extraction, and feature‐vector discrimination, however, were each developed separately in a general‐use context. Details on the theoretical underpinnings are given in ssss1, including a collection of ab initio information theory tools to help “find your way around in the dark.” One of the main ab initio approaches is to search for statistical anomalies using information measures, so various information measures will be described in detail [103–115].

The background on information theory and variational/statistical modeling has significant roots in variational calculus. ssss1 describes information theory ideas and the information “calculus” description (and related anomaly detection methods). The involvement of variational calculus methods and the possible parallels with the nascent development of a new (modern) “calculus of information” motivates the detailed overview of the highly successful physics development/applications of the calculus of variations (ssss1). Using variational calculus, for example, it is possible to establish a link between a choice of information measure and statistical formalism (maximum entropy, ssss1). Taking the maximum entropy on a distribution with moment constraints leads to the classic distributions seen in mathematics and nature (the Gaussian for fixed mean and variance, etc.). Not surprisingly, variational methods also help to establish and refine some of the main ML methods, including Neural Nets (NNs) (ssss1, ssss1) and Support Vector Machines (SVM) (ssss1). SVMs are the main tool presented for both classification (supervised learning) and clustering (unsupervised learning), and everything in between (such as bag learning).

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