Credit scoring is very important process in banking industry during which each potential or current client is assigned credit score that in certain way expresses client's probability of default, i.e. failing to meet his or her obligations on time or in full amount. This is a cornerstone of credit risk management in banking industry. Traditionally, statistical models (such as logistic regression model) are used for credit scoring in practice. Despite many advantages of such approach, recent research shows many alternatives that are in some ways superior to those traditional models. This master thesis is focused on introducing ensemble learning models (in particular constructed by using bagging, boosting and stacking algorithms) with various base models (in particular logistic regression, random forest, support vector machines and artificial neural network) as possible alternatives and challengers to traditional statistical models used for credit scoring and compares their advantages and disadvantages. Accuracy and predictive power of those scoring models is examined using standard measures of accuracy and predictive power in credit scoring field (in particular GINI coefficient and LIFT coefficient) on a real world dataset and obtained results are presented. The main result of this comparative study is that...

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[pt] Boosting é uma técnica de aprendizado de máquina que combina diversos classificadores fracos com o objetivo de melhorar a acurácia geral. Em cada iteração, o algoritmo atualiza os pesos dos exemplos e constrói um classificador adicional. Um esquema simples de votação é utilizado para combinar os classificadores. O algoritmo mais famoso baseado em Boosting é o AdaBoost. Este algoritmo aumenta os pesos dos exemplos em que os classificadores anteriores cometeram erros. Assim, foca o classificador adicional nos exemplos mais difíceis. Inicialmente, uma distribuição uniforme de pesos é atribúda aos exemplos. Entretanto, não existe garantia que essa seja a melhor escolha para a distribuição inicial. Neste trabalho, apresentamos o Boosting at Start (BAS), uma nova abordagem de aprendizado de máquina baseada em Boosting. O BAS generaliza o AdaBoost permitindo a utilização de uma distribuição inicial arbitrária. Também apresentamos esquemas para determinação de tal distribuição. Além disso, mostramos como adaptar o BAS para esquemas de Aprendizado Semi-supervisionado. Adicionalmente, descrevemos a aplicação do BAS em diferentes problemas de classificação de dados e de texto, comparando o seu desempenho com o algoritmo AdaBoost original e alguns algoritmos do estado-da-arte para tais tarefas. Os resultados experimentais indicam que uma modelagem simples usando o algoritmo BAS gera classificadores eficazes. / [en] Boosting is a Machine Learning technique that combines several weak classifers with the goal of improving the overall accuracy. In each iteration, the algorithm updates the example weights and builds an additional classifer. A simple voting scheme is used to combine the classifers. The most famous Boosting-based algorithm is AdaBoost. This algorithm increases the weights of the examples that were misclassifed by the previous classifers. Thus, it focuses the additional classifer on the hardest examples. Initially, an uniform weight distribution is assigned to the examples. However, there is no guarantee that this is the best choice for the initial distribution. In this work, we present Boosting at Start (BAS), a new Machine Learning approach based on Boosting. BAS generalizes AdaBoost by allowing the use of an arbitrary initial distribution. We present schemes for the determination of such distribution. We also show how to adapt BAS to Semi-supervised learning schemes. Additionally, we describe the application of BAS in different problems of data and text classifcation, comparing its performance with the original AdaBoost algorithm and some state-of-the-art algorithms for such tasks. The experimental results indicate that a simple modelling using the BAS algorithm generates effective classifers.

The increase in popularity for wearable technologies (see: Apple Watch and Microsoft Band) has opened the door for an Internet of Things solution to healthcare. One of the most prevalent healthcare problems today is the poor survival rate of out-of hospital sudden cardiac arrests (9.5% on 360,000 cases in the USA in 2013). It has been proven that heart rate derived features can give an early indicator of sudden cardiac arrest, and that providing an early warning has the potential to save many lives. Many of these new wearable devices are capable of providing this warning through their heart rate sensors. This thesis paper introduces a prospective dataset of physical activity heart rates collected via Microsoft Band. This dataset is indicative of the heart rates that would be observed in the proposed Internet of Things solution. This dataset is combined with public heart rate datasets to provide a dataset larger than many of the ones used in related works and more indicative of out-of-hospital heart rates. This paper introduces the use of LogitBoost as a classifier for sudden cardiac arrest prediction. Using this technique, a five minute warning of sudden cardiac arrest is provided with 96.36% accuracy and F-score of 0.9375. These results are better than existing solutions that only include in-hospital data.

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Yes / Enterprises and individual users heavily rely on the abilities of antiviruses and other security mechanisms. However, the methodologies used by such software are not enough to detect and prevent most of the malicious activities and also consume a huge amount of resources of the host machine for their regular oper- ations. In this paper, we propose a combination of machine learning techniques applied on a rich set of features extracted from a large dataset of benign and malicious les through a bespoke feature extraction tool. We extracted a rich set of features from each le and applied support vector machine, decision tree, and boosting on decision tree to get the highest possible detection rate. We also introduce a cloud-based scalable architecture hosted on Amazon web services to cater the needs of detection methodology. We tested our methodology against di erent scenarios and generated high achieving results with lowest energy con- sumption of the host machine.

Baigiamajame magistro darbe nagrinėjama automatinės priešakinių veidų segmentacijos skaitmeniniuose vaizduose problematika. Pateikta išsami populiariausių bei su įgyvendinta sistema susijusių veidų segmentacijos metodikų teorinė ir praktinė analizė. Praktiškai įgyvendinta sistema, kuri grindžiama: 1) mokslinės literatūros analizės rezultate išrinkta efektyviausia DAB (Discrete AdaBoost) kaskada; 2) pasiūlytu greituoju simetriniu eksponentiniu glodinančiu filtru; 3) pasiūlytu glodinto vaizdo gradiento krypčių naiviuoju Bajeso klasifikatoriumi. Pastarieji du žingsniai pajungti siekiant pagerinti sistemos lokalizacijos tikslumo įverčius. Realizacijos segmentacijos patikimumas įvertintas naudojant viešai prieinamas veidų segmentacijos (BioID, MIT/CMU) ir veidų atpažinimo (FERET, FRGC) duomenų bazes ir remiantis aiškiai darbe apibrėžtu teisingos ir neteisingos segmentacijos kriterijumi. Atlikta lyginamoji analizė su kitomis metodikomis. Pateiktos gairės sistemos tikslumui ir / arba našumui tobulinti. / This master work presents a research upon the problem of automatic frontal face detection within digital images. A comprehensive theoretical and practical analysis of most widely used also implementation related methods is provided. Practically implemented face detection system that is based on the following algorithms: 1) DAB (Discrete AdaBoost) cascade chosen as the most effective method with reference to scientific literature analysis results; 2) proposed symmetric exponential blurring filter; 3) proposed blurred image gradient directions naïve Bayesian classifier. The latter two steps have been composed to improve face localization precision. Implementation reliability was evaluated on publicly available face detection (BioID, MIT/CMU) and face recognition (FERET, FRGC) databases using explicitly declared detected face accepting / rejecting criteria. A comparative study of the proposed approach has been accomplished. Recommendations for further accuracy and / or speed improving are provided as well.

Les méthodes d'agrégation en apprentissage statistique combinent plusieurs prédicteurs intermédiaires construits à partir du même jeu de données dans le but d'obtenir un prédicteur plus stable avec une meilleure performance. Celles-ci ont été amplement étudiées et ont données lieu à plusieurs travaux, théoriques et empiriques dans plusieurs contextes, supervisés et non supervisés. Dans ce travail nous nous intéressons dans un premier temps à l'apport de ces méthodes au problème de l'estimation de la densité. Nous proposons plusieurs estimateurs simples obtenus comme combinaisons linéaires d'histogrammes. La principale différence entre ceux-ci est quant à la nature de l'aléatoire introduite à chaque étape de l'agrégation. Nous comparons ces techniques à d'autres approches similaires et aux estimateurs classiques sur un choix varié de modèles, et nous démontrons les propriétés asymptotiques pour un de ces algorithmes (Random Averaged Shifted Histogram). Une seconde partie est consacrée aux extensions du Boosting pour le cas multiclasse. Nous proposons un nouvel algorithme (Adaboost.BG) qui fournit un classifieur final en se basant sur un calcul d'erreur qui prend en compte la marge individuelle de chaque modèle introduit dans l'agrégation. Nous comparons cette méthode à d'autres algorithmes sur plusieurs jeu de données artificiels classiques. / Ensemble methods in statistical learning combine several base learners built from the same data set in order to obtain a more stable predictor with better performance. Such methods have been extensively studied in the supervised context for regression and classification. In this work we consider the extension of these approaches to density estimation. We suggest several new algorithms in the same spirit as bagging and boosting. We show the efficiency of combined density estimators by extensive simulations. We give also the theoretical results for one of our algorithms (Random Averaged Shifted Histogram) by mean of asymptotical convergence under milmd conditions. A second part is devoted to the extensions of the Boosting algorithms for the multiclass case. We propose a new algorithm (Adaboost.BG) accounting for the margin of the base classifiers and show its efficiency by simulations and comparing it to the most used methods in this context on several datasets from the machine learning benchmark. Partial theoretical results are given for our algorithm, such as the exponential decrease of the learning set misclassification error to zero.