This diploma thesis focuses on regularization and variable selection in regres- sion models. Basics of penalised likelihood, generalized linear models and their evaluation and comparison based on prediction quality and variable selection are described. Methods called LASSO and LARS for variable selection in normal linear regression are briefly introduced. The main topic of this thesis is method called Boosting. General Boosting algorithm is introduced including functional gradient descent, followed by selection of base procedure, especially the componentwise linear least squares method. Two specific application of general Boosting algorithm are introduced with derivation of some important characteristics. These methods are AdaBoost for data with conditional binomial distribution and L2Boosting for condi- tional normal distribution. As a final point a simulation study comparing LASSO, LARS and L2Boosting methods was conducted. It is shown that methods LASSO and LARS are more suitable for variable selection whereas L2Boosting is more fitting for new data prediction.

Goal of this work is to make acquaintance and study meta-learningu methods, program algorithm and compare with other machine learning methods.

My diploma thesis deals about face detection in picture. I try to outline problems of computer vision, artificial intelligence and machine learning. I described in details the proposed detection by Viola and Jones, which uses AdaBoost learning algorithm. This method was deliberately chosen for speed and detection accuracy. This detector was made in programming language C / C + + using the OpenCV library. To a final learning was used database of faces images „MIT CVCL Face Database“. The main goal was to propose the face detector utilizable also in video-sequences.

This thesis deals with the image object detection using Haar--like features and AdaBoost algorithm. The text describes methods how to train and test an object detector. The main contributon of this thesis consists in creation image object detector in Java programming language. Created algorithms were integrated as plugin into the RapidMiner tool, which is widely used and known worldwide as tool for data mining. The thesis contains the instructions for created operators and few exaples for executing in RapidMiner tool. The functionality of image object detector was demonstrated on selected medical images.

This MSc Thesis deals with face detection in image. In this approach, facial features (eyes, nose, mouth corners) are detected first and then joined to the whole face. For the facial features detection, classifiers trained with AdaBoost algorithm are used. Haar wavelets are used as features for classification.

In this thesis, we present the local rank differences (LRD). These novel image features are invariant to lighting changes and are suitable for object detection in programmable hardware, such as FPGA. The performance of AdaBoost classifiers with the LRD was tested on a face detection dataset with results which are similar to the Haar-like features which are the state of the art in real-time object detection. These results together with the fact that the LRD are evaluated much faster in FPGA then the Haar-like features are very encouraging and suggest that the LRD may be a solution for future hardware object detectors. We also present a framework for experiments with boosting methods in computer vision. This framework is very flexible and, at the same time, offers high learning performance and a possibility for future parallelization. The framework is available as open source software and we hope that it will simplify work for other researchers.

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This paper aims to reverse engineer the tradingstrategy of an actively managed mutual fund by identifyingtechnical patterns in their trading. Investment strategies formany institutional investors consists of both fundamental andtechnical analysis. The purpose of the paper is to explore towhich extent the latter can be used to predict the trading actionsby taking some commonly used technical indicators as input invarious machine learning algorithms to assess patterns betweenthem and the trading of the fund. Furthermore, the technicalindicators’ ability to predict future prices is analysed using thesame methods. The results are not sufficiently clear to suggestthat the fund uses technical indicators to begin with, let alonewhich ones. As for the prediction of future prices, the technicalindicators appear to have some predictive ability. / Syftet med denna rapport är att prediktera handeln i en aktivt förvaltad aktiefond med hjälp av fyra maskininlärningsmetoder. Investeringsstrategier kombinerar i regel två analysmetoder, fundamental respektive teknisk analys. Avsikten med rapporten är att utforska huruvida det sistnämnda kan användas för att förutspå fondens handel genom att använda ett antal vanligt förekommande tekniska indikatorer och medelst maskininlärningsmetoder söka efter mönster mellan dessa och handeln. Vidare innefattar även studien en analys över hur väl tekniska indikatorer predikterar upprespektive nedgångar på aktiepriser. Vad gäller investeringsstrategierna återfanns inga tydliga samband mellan de utvalda indikatorerna och transaktionerna. Resultaten för andra delen av studien tyder på viss prediktiv förmåga för tekniska indikatorer på marknadsrörelser. / Kandidatexjobb i elektroteknik 2021, KTH, Stockholm