Title of Invention

A COMPUTER-IMPLEMENTED METHOD AND SYSTEM FOR PROCESSING MULTIPLE DATA SETS.

Abstract A system and method for enhancing knowledge discovery from data using multiple learning machines in general and multiple support vector machines in particular. Training data for a learning machine is pre - processed (103, 203), in order to add meaning thereto. Pre - processing data may involve transforming the data points and/or expanding the data points. By adding meaning to the data, the learning machine is provided with a greater amount of information for processing. With regard to support vector machines in particular, the greater the amount of information that is processed, the better generalizations about the data that may be derived. Multiple support vector machines, each comprising distinct kernels, are trained with the pre-processed training data and are tested (112, 218, 220) with test data that is pre - processed (110, 214) in the same manner. The test outputs from multiple support vector machines are compared (222,1312) in order to determine which of the test outputs if any represents an optimal solution. Selection of one or more kernels may be adjusted and one or more support vector machines may be retrained and retested. Optimal solutions based on distinct input data sets may be combined to form a new input data set to be input into one or more additional support vector machine.
Full Text MULTIPLE DATA
Technical Field
The present invention relates to the use of learning machines to
discover knowledge from data. More particularly, the present invention relates to
optimizations for learning machines and associated input and output data, in
order to enhance the knowledge discovered from multiple data sets.
Background of the Invention
Knowledge discovery is the most desirable end product of data
collection. Recent advancements in database technology have lead to an
explosive growth in systems and methods for generating, collecting and storing
vast amounts of data. While database technology enables efficient collection and
storage of large data sets, the challenge of facilitating human comprehension of
the information in this data is growing ever more difficult. With many existing
techniques the problem has become unapproachable. Thus, there remains a need
for a new generation of automated knowledge discovery tools.
As a specific example, the Human Genome Project is populating a
multi-gigabyte database describing the human genetic code. Before this mapping
of the human genome is complete (expected in 2003), the size of the database is
expected to grow significantly. The vast amount of data in such a database
overwhelms traditional tools for data analysis, such as spreadsheets and ad hoc
queries. Traditional methods of data analysis may be used to create informative
reports from data, but do not have the ability to intelligently and automatically
assist humans in analyzing and finding patterns of useful knowledge in vast
amounts of data. Likewise, using traditionally accepted reference ranges and
standards for interpretation, it is often impossible for humans to identify patterns
of useful knowledge even with very small amounts of data.
One recent development that has been shown to be effective in
some examples of machine learning is the back-propagation neural network..
Back-propagation neural networks are learning machines that may be trained to
discover knowledge in a data set that is not readily apparent to a human.
However, there are various problems with back-propagation neural network
approaches that prevent neural networks from being well-controlled learning
machines. For example, a significant drawback of back-propagation neural
networks is that the empirical risk function may have many local minimums, a
case that can easily obscure the optimal solution from discovery by this
technique. Standard optimization procedures employed by back-propagation
neural networks may convergence to a minimum, but the neural network method
cannot guarantee that even a localized minimum is attained much less the desired
global minimum. The quality of the solution obtained from a neural network
depends on many factors. In particular the skill of the practitioner implementing
the neural network determines the ultimate benefit, but even factors as seemingly
benign as the random selection of initial weights can lead to poor results.
Furthermore, the convergence of the gradient based method used in neural
network learning is inherently slow. A further drawback is that the sigmoid
function has a scaling factor, which affects the quality of approximation. Possibly
the largest limiting factor of neural networks as related to knowledge discovery is
the "curse of dimensionality" associated with the disproportionate growth in
required computational time and power for each additional feature or dimension
in the training data.
The shortcomings of neural networks are overcome using support
vector machines. In general terms, a support vector machine maps input vectors
into high dimensional feature space through non-linear mapping function, chosen
a priori. In this high dimensional feature space, an optimal separating hyperplane
is constructed. The optimal hyperplane is then used to determine things such as
class separations, regression fit, or accuracy in density estimation.
Within a support vector machine, the dimensionally of the feature
space may be huge. For example, a fourth degree polynomial mapping function
causes a 200 dimensional input space to be mapped into a 1.6 billionth
dimensional feature space. The kernel trick and the Vapnik-Chervonenkis
dimension allow the support vector machine to thwart the "curse of
dimensionality" limiting other methods and effectively derive generalizable
answers from this very high dimensional feature space.
If the training vectors are separated by the optimal hyperplane (or
generalized optimal hyperplane), then the expectation value of the probability of
committing an error on a test example is bounded by the examples in the training
set. This bound depends neither on the dimensionality of the feature space, nor
on the norm of the vector of coefficients, nor on the bound of the number of the
input vectors. Therefore, if the optimal hyperplane can be constructed from a
small number of support vectors relative to the training set size, the
generalization ability will be high, even in infinite dimensional space.
As such, support vector machines provide a desirable solution for
the problem of discovering knowledge from vast amounts of input data.
However, the ability of a support vector machine to discover knowledge from a
data set is limited in proportion to the information included within the training
data set. Accordingly, there exists a need for a system and method for pre-
processing data so as to augment the training data to maximize the knowledge
discovery by the support vector machine.
Furthermore, the raw output from a support vector machine may
not fully disclose the knowledge in the most readily interpretable form. Thus,
there further remains a need for a system and method for post-processing data
output from a support vector machine in order to maximize the value of the
information delivered for human or further automated processing.
In addition, a the ability of a support vector machine to discover
knowledge from data is limited by the selection of a kernel. Accordingly, there
remains a need for an improved system and method for selecting and/or creating
a desired kernel for a support vector machine.
Summary of the Invention
The present invention meets the above described needs by
providing a system and method for enhancing knowledge discovered from
multiple data sets using a multiple learning machines in general and multiple
support vector machines in particular. One or more training data sets are pre-
processed in order to allow the most advantageous application of the learning
machine. Each training data point comprises a vector having one or more
coordinates. Pre-processing the training data set may comprise identifying
missing or erroneous data points and taking appropriate steps to correct the
flawed data or as appropriate remove the observation or the entire field from the
scope of the problem. Pre-processing the training data set may also comprise
adding dimensionality to each training data point by adding one or more new
coordinates to the vector. The new coordinates added to the vector may be
derived by applying a transformation to one or more of the original coordinates.
The transformation may be based on expert knowledge, or may be
computationally derived. In a situation where the training data set comprises a
continuous variable, the transformation may comprise optimally categorizing the
continuous variable of the training data set.
In this manner, the additional representations of the training data
provided by the preprocessing may enhance the learning machine's ability to
discover knowledge therefrom. In the particular context of support vector
machines, the greater the dimensionality of the training set, the higher the quality
of the generalizations that may be derived therefrom. When the knowledge to be
discovered from the data relates to a regression or density estimation or where
the training output comprises a continuous variable, the training output may be
post-processed by optimally categorizing the training output to derive
categorizations from the continuous variable.
A test data set is pre-processed in the same manner as was the
training data set. Then, the trained learning machine is tested using the pre-
processed test data set. A test output of the trained learning machine may be
post-processing to determine if the test output is an optimal solution. Post-
processing the test output may comprise interpreting the test output into a format
that may be compared with the test data set. Alternative postprocessing steps
may enhance the human interpretability or suitability for additional processing of
the output data.
In the context of a support vector machine, the present invention
also provides for the selection of a kernel prior to training the support vector
machine. The selection of a kernel may be based on prior knowledge of the
specific problem being addressed or analysis of the properties of any available
data to be used with the learning machine and is typically dependant on the
nature of the knowledge to be discovered from the data. Optionally, an iterative
process comparing postprocessed training outputs or test outputs can be applied
to make a determination as to which configuration provides the optimal solution.
If the test output is not the optimal solution, the selection of the kernel may be
adjusted and the support vector machine may be retrained and retested. When it
is determined that the optimal solution has been identified, a live data set may be
collected and pre-processed in the same manner as was the training data set. The
pre-processed live data set is input into the learning machine for processing. The
live output of the learning machine may then be post-processed by interpreting
the live output into a computationally derived alphanumeric classifier.
In an exemplary embodiment a system is provided enhancing
knowledge discovered from data using a support vector machine. The exemplary
system comprises a storage device for storing a training data set and a test data
set, and a processor for executing a support vector machine. The processor is
also operable for collecting the training data set from the database, pre-
processing the training data set to enhance each of a plurality of training data
points, training the support vector machine using the pre-processed training data
set, collecting the test data set from the database, pre-processing the test data set
in the same manner as was the training data set, testing the trained support vector
machine using the pre-processed test data set, and in response to receiving the
test output of the trained support vector machine, post-processing the test output
to determine if the test output is an optimal solution. The exemplary system may
also comprise a communications device for receiving the test data set and the
training data set from a remote source. In such a case, the processor may be
operable to store the training data set in the storage device prior pre-processing of
the training data set and to store the test data set in the storage device prior pre-
processing of the test data set. The exemplary system may also comprise a
display device for displaying the post-processed test data. The processor of the
exemplary system may further be operable for performing each additional
function described above. The communications device may be further operable
to send a computationally derived alphanumeric classifier to a remote source.
In an exemplary embodiment, a system and method are provided
for enhancing knowledge discovery from data using multiple learning machines
in general and multiple support vector machines in particular. Training data for a
learning machine is pre-processed in order to add meaning thereto. Pre-
processing data may involve transforming the data points and/or expanding the
data points. By adding meaning to the data, the learning machine is provided
with a greater amount of information for processing. With regard to support
vector machines in particular, the greater the amount of information that is
processed, the better generalizations about the data that may be derived.
Multiple support vector machines, each comprising distinct kernels, are trained
with the pre-processed training data and are tested with test data that is pre-
processed in the same manner. The test outputs from multiple support vector
machines are compared in order to determine which of the test outputs if any
represents a optimal solution. Selection of one or more kernels may be adjusted
and one or more support vector machines may be retrained and retested. When it
is determined that an optimal solution has been achieved, live data is pre-
processed and input into the support vector machine comprising the kernel that
produced the optimal solution. The live output from the learning machine may
then be post-processed into a computationally derived alphanumerical classifier
for interpretation by a human or computer automated process.
In another exemplary embodiment, a system and method are provided for
optimally categorizing a continuous variable. A data set representing a
continuous variable comprises data points that each comprise a sample from the
continuous variable and a class identifier. A number of distinct class identifiers
within the data set is determined and a number of candidate bins is determined
based on the range of the samples and a level of precision of the samples within
the data set. Each candidate bin represents a sub-range of the samples. For each
candidate bin, the entropy of the data points falling within the candidate bin is
calculated. Then, for each sequence of candidate bins that have a minimized
collective entropy, a cutoff point in the range of samples is defined to be at the
boundary of the last candidate bin in the sequence of candidate bins. As an
iterative process, the collective entropy for different combinations of sequential
candidate bins may be calculated. Also the number of defined cutoff points
may be adjusted in order to determine the optimal number of cutoff point, which
is based on a calculation of minimal entropy. As mentioned, the exemplary
system and method for optimally categorizing a continuous variable may be used
for pre-processing data to be input into a learning machine and for post-
processing output of a learning machine.
In still another exemplary embodiment, a system and method are
provided for for enhancing knowledge discovery from data using a learning
machine in general and a support vector machine in particular in a distributed
network environment. A customer may transmit training data, test data and live
data to a vendor's server from a remote source, via a distributed network. The
customer may also transmit to the server identification information such as a user
name, a password and a financial account identifier. The training data, test data
and live data may be stored in a storage device. Training data may then be pre-
processed in order to add meaning thereto. Pre-processing data may involve
transforming the data points and/or expanding the data points. By adding
meaning to the data, the learning machine is provided with a greater amount of
information for processing. With regard to support vector machines in particular,
the greater the amount of information that is processed, the better generalizations
about the data that may be derived. The learning machine is therefore trained
with the pre-processed training data and is tested with test data that is pre-
processed in the same manner. The test output from the learning machine is
post-processed in order to determine if the knowledge discovered from the test
data is desirable. Post-processing involves interpreting the test output into a
format that may be compared with the test data. Live data is pre-processed and
input into the trained and tested learning machine. The live output from the
learning machine may then be post-processed into a computationally derived
alphanumerical classifier for interpretation by a human or computer automated
process. Prior to transmitting the alpha numerical classifier to the customer via
the distributed network, the server is operable to communicate with a financial
institution for the purpose of receiving funds from a financial account of the
customer identified by the financial account identifier.
In yet another exemplary embodiment, one or more support vector
machines are trained using a first pre-processed training data set and one or more
second support vector machine are trained using a second pre-processed training
data set. The optimal outputs from like support vector machines may then be
combined to form a new input data set for one or more additional support vector
machines.
Brief Description of the Accompanying Drawings
FIG. 1 is a flow chart illustrating an exemplary general method for
increasing knowledge that may be discovered from data using a learning
machine.
FIG. 2 is a flowchart illustrating an exemplary method for
increasing knowledge that may be discovered from data using a support vector
machine.
FIG. 3 is a flowchart illustrating an exemplary optimal
categorization method that may be used in a stand-alone configuration or in
conjunction with a learning machine for pre-processing or post-processing
techniques in accordance with an exemplary embodiment of the present
invention.
FIG. 4 illustrates an exemplary unexpanded data set that may be
input into a support vector machine.
FIG. 5 illustrates an exemplary post-processed output generated
by a support vector machine using the data set of FIG. 4.
FIG. 6 illustrates an exemplary expanded data set that may be
input into a support vector machine.

FIG. 7 illustrates an exemplary post-processed output generated
by a support vector machine using the data set of FIG. 6.
FIG. 8 illustrates exemplary input and output for a standalone
application of the optimal categorization method of FIG. 3.
FIG. 9 is a comparison of exemplary post-processed output from a
first support vector machine comprising a linear kernel and a second support
vector machine comprising a polynomial kernel.
FIG. 10 is a functional block diagram illustrating an exemplary
operating environment for an exemplary embodiment of the present invention.
FIG. 11 is a functional block diagram illustrating an alternate
exemplary operating environment for an alternate embodiment of the present
invention.
FIG. 12 is a functional block diagram illustrating an exemplary
network operating environment for implementation of a further alternate
embodiment of the present invention.
FIG. 13 is a functional block diagram illustrating a hierarchical
system of multiple support vector machine.
Detailed Description of Exemplary Embodiments
The present invention provides improved methods for discovering
knowledge from data using learning machines. While several examples of
learning machines exist and advancements are expected in this field, the
exemplary embodiments of the present invention focus on the support vector
machine. As is known in the art, learning machines comprise algorithms that may
be trained to generalize using data with known outcomes. Trained learning
machine algorithms may then applied to cases of unknown outcome for
prediction. For example, a learning machine may be trained to recognize
patterns in data, estimate regression in data or estimate probability density within
data. Learning machines may be trained to solve a wide variety of problems as
known to those of ordinary skill in the art. A trained learning machine may
optionally be tested using test data to ensure that its output is validated within an
acceptable margin of error. Once a learning machine is trained and tested, live
data may be input therein. The live output of a learning machine comprises
knowledge discovered from all of the training data as applied to the live data.
A first aspect of the present invention seeks to enhance knowledge
discovery by optionally pre-processing data prior to using the data to train a
learning machine and/or optionally post-processing the output from a learning
machine. Generally stated, pre-processing data comprises reformatting or
augmenting the data in order to allow the learning machine to be applied most
advantageously. Similarly, post-processing involves interpreting the output of a
learning machine in order to discover meaningful characteristics thereof. The
meaningful characteristics to be ascertained from the output may be problem or
data specific. Post-processing involves interpreting the output into a form that
comprehendible by a human or one that is comprehendible by a computer.
Exemplary embodiments of the present invention will hereinafter
be described with reference to the drawing, in which like numerals indicate like
elements throughout the several figures. FIG. 1 is a flowchart illustrating a
general method 100 for enhancing knowledge discovery using learning
machines. The method 100 begins at starting block 101 and progresses to step
102 where a specific problem is formalized for application of knowledge
discovery through machine learning. Particularly important is a proper
formulation of the desired output of the learning machine. For instance, in
predicting future performance of an individual equity instrument, or a market
index, a learning machine is likely to achieve better performance when predicting
the expected future change rather than predicting the future price level. The
future price expectation can later be derived in a post-processing step as will be
discussed later in this specification.
After problem formalization, step 103 addresses training data
collection. Training data comprises a set of data points having known
characteristics. Training data may be collected from one or more local and/or
remote sources. The collection of training data may be accomplished manually
or by way of an automated process, such as known electronic data transfer
methods. Accordingly, an exemplary embodiment of the present invention may
be implemented in a networked computer environment. Exemplary operating

environments for implementing various embodiments of the present invention
will be described in detail with respect to FIGS. 10-12.
Next, at step 104 the collected training data is optionally pre-
processed in order to allow the learning machine to be applied most
advantageously toward extraction of the knowledge inherent to the training data.
During this preprocessing stage the training data can optionally be expanded
through transformations, combinations or manipulation of individual or multiple
measures within the records of the training data. As used herein, expanding data
is meant to refer to altering the dimensionality of the input data by changing the
number of observations available to determine each input point (alternatively,
this could be described as adding or deleting columns within a database table).
By way of illustration, a data point may comprise the coordinates (1,4,9). An
expanded version of this data point may result in the coordinates (1,1,4,2,9,3). In
this example, it may be seen that the coordinates added to the expanded data
point are based on a square-root transformation of the original coordinates. By
adding dimensionality to the data point, this expanded data point provides a
varied representation of the input data that is potentially more meaningful for
knowledge discovery by a learning machine. Data expansion in this sense
affords opportunities for learning machines to discover knowledge not readily
apparent in the unexpanded training data.
Expanding data may comprise applying any type of meaningful
transformation to the data and adding those transformations to the original data.
The criteria for determining whether a transformation is meaningful may depend
on the input data itself and/or the type of knowledge that is sought from the data.
Illustrative types of data transformations include: addition of expert information;
labeling; binary conversion; sine, cosine, tangent, cotangent, and other
trigonometric transformation; clustering; scaling; probabilistic and statistical
analysis; significance testing; strength testing; searching for 2-D regularities;
Hidden Markov Modeling; identification of equivalence relations; application of
contingency tables; application of graph theory principles; creation of vector
maps; addition, subtraction, multiplication, division, application of polynomial
equations and other algebraic transformations; identification of proportionality;

determination of discriminatory power; etc. In the context of medical data,
potentially meaningful transformations include: association with known standard
medical reference ranges; physiologic truncation; physiologic combinations;
biochemical combinations; application of heuristic rules; diagnostic criteria
determinations; clinical weighting systems; diagnostic transformations; clinical
transformations; application of expert knowledge; labeling techniques;
application of other domain knowledge; Bayesian network knowledge; etc.
These and other transformations, as well as combinations thereof, will occur to
those of ordinary skill in the art.
Those skilled in the art should also recognize that data
transformations may be performed without adding dimensionality to the data
points. For example a data point may comprise the coordinate (A, B, C). A
transformed version of this data point may result in the coordinates (1,2, 3),
where the coordinate "1" has some known relationship with the coordinate "A,"
the coordinate "2" has some known relationship with the coordinate "B," and the
coordinate "3" has some known "relationship with the coordinate "C." A
transformation from letters to numbers may be required, for example, if letters
are not understood by a learning machine. Other types of transformations are
possible without adding dimensionality to the data points, even with respect to
data that is originally in numeric form. Furthermore, it should be appreciated
that pre-processing data to add meaning thereto may involve analyzing
incomplete, corrupted or otherwise "dirty" data. A learning machine cannot
process "dirty" data in a meaningful manner. Thus, a pre-processing step may
involve cleaning up a data set in order to remove, repair or replace dirty data
points.
Returning to FIG. 1, the exemplary method 100 continues at step
106, where the learning machine is trained using the pre-processed data. As is
known in the art, a learning machine is trained by adjusting its operating
parameters until a desirable training output is achieved. The determination of
whether a training output is desirable may be accomplished either manually or
automatically by comparing the training output to the known characteristics of
the training data. A learning machine is considered to be trained when its

training output is within a predetermined error threshold from the known
characteristics of the training data. In certain situations, it may be desirable, if
not necessary, to post-process the training output of the learning machine at step
107. As mentioned, post-processing the output of a learning machine involves
interpreting the output into a meaningful form. In the context of a regression
problem, for example, it may be necessary to determine range categorizations for
the output of a learning machine in order to determine if the input data points
were correctly categorized. In the example of a pattern recognition problem, it is
often not necessary to post-process the training output of a learning machine.
At step 108, test data is optionally collected in preparation for
testing the trained learning machine. Test data may be collected from one or
more local and/or remote sources. In practice, test data and training data may be
collected from the same source(s) at the same time. Thus, test data and training
data sets can be divided out of a common data set and stored in a local storage
medium for use as different input data sets for a learning machine. Regardless of
how the test data is collected, any test data used must be pre-processed at step
110 in the same manner as was the training data. As should be apparent to those
skilled in the art, a proper test of the learning may only be accomplished by using
testing data of the same format as the training data. Then, at step 112 the
learning machine is tested using the pre-processed test data, if any. The test
output of the learning machine is optionally post-processed at step 114 in order to
determine if the results are desirable. Again, the post processing step involves
interpreting the test output into a meaningful form. The meaningful form may be
one that is comprehendible by a human or one that is comprehendible by a
computer. Regardless, the test output must be post-processed into a form which
may be compared to the test data to determine whether the results were desirable.
Examples of post-processing steps include but are not limited of the following:
optimal categorization determinations, scaling techniques (linear and non-linear),
transformations (linear and non-linear), and probability estimations. The method
100 ends at step 116.
FIG. 2 is a flow chart illustrating an exemplary method 200 for
enhancing knowledge that may be discovered from data using a specific type of

learning machine known as a support vector machine (SVM). A SVM
implements a specialized algorithm for providing generalization when estimating
a multi-dimensional function from a limited collection of data. A SVM may be
particularly useful in solving dependency estimation problems. More
specifically, a SVM may be used accurately in estimating indicator functions
(e.g. pattern recognition problems) and real-valued functions (e.g. function
approximation problems, regression estimation problems, density estimation
problems, and solving inverse problems). The SMV was originally developed by
Vladimir N. Vapnik. The concepts underlying the SVM are explained in detail in
his book, entitled Statistical Leaning Theory (John Wiley & Sons, Inc. 1998),
which is herein incorporated by reference in its entirety. Accordingly, a
familiarity with SVMs and the terminology used therewith are presumed
throughout this specification.
The exemplary method 200 begins at starting block 201 and
advances to step 202, where a problem is formulated and then to step 203, where
a training data set is collected. As was described with reference to FIG. 1,
training data may be collected from one or more local and/or remote sources,
through a manual or automated process. At step 204 the training data is
optionally pre-processed. Again, pre-processing data comprises enhancing
meaning within the training data by cleaning the data, transforming the data
and/or expanding the data. Those skilled in the art should appreciate that SVMs
are capable of processing input data having extremely large dimensionality. In
fact, the larger the dimensionality of the input data, the better generalizations a
SVM is able to calculate. Therefore, while training data transformations are
possible that do not expand the training data, in the specific context of SVMs it is
preferable that training data be expanded by adding meaningful information
thereto.
At step 206 a kernel is selected for the SVM. As is known in the
art, different kernels will cause a SVM to produce varying degrees of quality in
the output for a given set of input data. Therefore, the selection of an appropriate
kernel may be essential to the desired quality of the output of the SVM. In one
embodiment of the present invention, a kernel may be chosen based on prior

performance knowledge. As is known in the art, exemplary kernels include
polynomial kernels, radial basis classifier kernels, linear kernels, etc. In an
alternate embodiment, a customized kernel may be created that is specific to a
particular problem or type of data set. In yet another embodiment, the multiple
SVMs may be trained and tested simultaneously, each using a different kernel.
The quality of the outputs for each simultaneously trained and tested SVM may
be compared using a variety of selectable or weighted metrics (see step 222) to
determine the most desirable kernel.
Next, at step 208 the pre-processed training data is input into the
SVM. At step 210, the SVM is trained using the pre-processed training data to
generate an optimal hyperplane. Optionally, the training output of the SVM may
then be post-processed at step 211. Again, post-processing of training output
may be desirable, or even necessary, at this point in order to properly calculate
ranges or categories for the output. At step 212 test data is collected similarly to
previous descriptions of data collection. The test data is pre-processed at step
214 in the same manner as was the training data above. Then, at step 216 the
pre-processed test data is input into the SVM for processing in order to determine
whether the SVM was trained in a desirable manner. The test output is received
from the SVM at step 218 and is optionally post-processed at step 220.
Based on the post-processed test output, it is determined at step
222 whether an optimal minimum was achieved by the SVM. Those skilled in
the art should appreciate that a SVM is operable to ascertain an output having a
global minimum error. However, as mentioned above output results of a SVM
for a given data set will typically vary in relation to the selection of a kernel.
Therefore, there are in fact multiple global minimums that may be ascertained by
a SVM for a given set of data. As used herein, the term "optimal minimum" or
"optimal solution" refers to a selected global minimum that is considered to be
optimal (e.g. the optimal solution for a given set of problem specific, pre-
established criteria) when compared to other global minimums ascertained by a
SVM. Accordingly, at step 222 determining whether the optimal minimum has
been ascertained may involve comparing the output of a SVM with a historical or
predetermined value. Such a predetermined value may be dependant on the test

data set. For example, in the context of a pattern recognition problem where a
data point are classified by a SVM as either having a certain characteristic or not
having the characteristic, a global minimum error of 50% would not be optimal.
In this example, a global minimum of 50% is no better than the result that would
be achieved by flipping a coin to determine whether the data point had the certain
characteristic. As another example, in the case where multiple SVMs are trained
and tested simultaneously with varying kernels, the outputs for each SVM may
be compared with each other SVM's outputs to determine the practical optimal
solution for that particular set of kernels. The determination of whether an
optimal solution has been ascertained may be performed manually or through an
automated comparison process.
If it is determined that the optimal minimum has not been
achieved by the trained SVM, the method advances to step 224, where the kernel
selection is adjusted. Adjustment of the kernel selection may comprise selecting
one or more new kernels or adjusting kernel parameters. Furthermore, in the
case where multiple SVMs were trained and tested simultaneously, selected
kernels may be replaced or modified while other kernels may be re-used for
control purposes. After the kernel selection is adjusted, the method 200 is
repeated from step 208, where the pre-processed training data is input into the
SVM for training purposes. When it is determined at step 222 that the optimal
minimum has been achieved, the method advances to step 226, where live data is
collected similarly as described above. The desired output characteristics that
were known with respect to the training data and the test data are not known with
respect to the live data.
At step 228 the live data is pre-processed in the same manner as
was the training data and the test data. At step 230, the live pre-processed data is
input into the SVM for processing. The live output of the SVM is received at
step 232 and is post-processed at step 234. In one embodiment of the present
invention, post-processing comprises converting the output of the SVM into a
computationally derived alpha-numerical classifier, for interpretation by a human
or computer. Preferably, the alphanumerical classifier comprises a single value

that is easily comprehended by the human or computer. The method 200 ends at
step 236.
FIG. 3 is a flow chart illustrating an exemplary optimal
categorization method 300 that may be used for pre-processing data or post-
processing output from a learning machine in accordance with an exemplary
embodiment of the present invention. Additionally, as will be described below,
the exemplary optimal categorization method may be used as a stand-alone
categorization technique, independent from learning machines. The exemplary
optimal categorization method 300 begins at starting block 301 and progresses to
step 302, where an input data set is received. The input data set comprises a
sequence of data samples from a continuous variable. The data samples fall
within two or more classification categories. Next, at step 304 the bin and class-
tracking variables are initialized. As is known in the art, bin variables relate to
resolution and class-tracking variables relate to the number of classifications
within the data set. Determining the values for initialization of the bin and class-
tracking variables may be performed manually or through an automated process,
such as a computer program from analyzing the input data set. At step 306, the
data entropy for each bin is calculated. Entropy is a mathematical quantity that
measures the uncertainty of a random distribution. In the exemplary method 300,
entropy is used to gauge the gradations of the input variable so that maximum
classification capability is achieved.
The method 300 produces a series of "cuts" on the continuous
variable, such that the continuous variable may be divided into discrete
categories. The cuts selected by the exemplary method 300 are optimal in the
sense that the average entropy of each resulting discrete category is minimized.
At step 308, a determination is made as to whether all cuts have been placed
within input data set comprising the continuous variable. If all cuts have not
been placed, sequential bin combinations are tested for cutoff determination at
step 310. From step 310, the exemplary method 300 loops back through step 306
and returns to step 308 where it is again determined whether all cuts have been
placed within input data set comprising the continuous variable. When all cuts
have been placed, the entropy for the entire system is evaluated at step 309 and

compared to previous results from testing more or fewer cuts. If it cannot be
concluded that a minimum entropy state has been determined, then other possible
cut selections must be evaluated and the method proceeds to step 311. From step
311 a heretofore untested selection for number of cuts is chosen and the above
process is repeated from step 304. When either the limits of the resolution
determined by the bin width has been tested or the convergence to a minimum
solution has been identified, the optimal classification criteria is output at step
312 and the exemplary optimal categorization method 300 ends at step 314.
The optimal categorization method 300 takes advantage of
dynamic programming techniques. As is known in the art, dynamic
programming techniques may be used to significantly improve the efficiency of
solving certain complex problems through carefully structuring an algorithm to
reduce redundant calculations. In the optimal categorization problem, the
straightforward approach of exhaustively searching through all possible cuts in
the continuous variable data would result in an algorithm of exponential
complexity and would render the problem intractable for even moderate sized
inputs. By taking advantage of the additive property of the target function, in
this problem the average entropy, the problem may be divide into a series of
sub-problems. By properly formulating algorithmic sub-structures for solving
each sub-problem and storing the solutions of the sub-problems, a great amount
of redundant computation may be identified and avoided. As a result of using the
dynamic programming approach, the exemplary optimal categorization method
300 may be implemented as an algorithm having a polynomial complexity,
which may be used to solve large sized problems.
As mentioned above, the exemplary optimal categorization
method 300 may be used in pre-processing data and/or post-processing the output
of a learning machine. For example, as a pre-processing transformation step, the
exemplary optimal categorization method 300 may be used to extract
classification information from raw data. As a post-processing technique, the
exemplary optimal range categorization method may be used to determine the
optimal cut-off values for markers objectively based on data, rather than relying
on ad hoc approaches. As should be apparent, the exemplary optimal

categorization method 300 has applications in pattern recognition, classification,
regression problems, etc. The exemplary optimal categorization method 300
may also be used as a stand-alone categorization technique, independent from
SVMs and other learning machines. An exemplary stand-alone application of the
optimal categorization method 300 will be described with reference to FIG. 8.
FIG. 4 illustrates an exemplary unexpanded data set 400 that may
be used as input for a support vector machine. This data set 400 is referred to as
"unexpanded" because no additional information has been added thereto. As
shown, the unexpanded data set comprises a training data set 402 and a test data
set 404. Both the unexpanded training data set 402 and the unexpanded test data
set 404 comprise data points, such as exemplary data point 406, relating to
historical clinical data from sampled medical patients. The data set 400 may be
used to train a SVM to determine whether a breast cancer patient will experience
a recurrence or not.
Each data point includes five input coordinates, or dimensions,
and an output classification shown as 406a-f which represent medical data
collected for each patient. In particular, the first coordinate 406a represents
"Age," the second coordinate 406b represents "Estrogen Receptor Level," the
third coordinate 406c represents "Progesterone Receptor Level," the fourth
coordinate 406d represents "Total Lymph Nodes Extracted," the fifth coordinate
406e represents "Positive (Cancerous) Lymph Nodes Extracted," and the output
classification 406f, represents the "Recurrence Classification." The important
known characteristic of the data 400 is the output classification 406f
(Recurrence Classification), which, in this example, indicates whether the
sampled medical patient responded to treatment favorably without recurrence of
cancer ("-1") or responded to treatment negatively with recurrence of cancer
("1"). This known characteristic will be used for learning while processing the
training data in the SVM, will be used in an evaluative fashion after the test data
is input into the SVM thus creating a "blind" test, and will obviously be unknown
in the live data of current medical patients.
FIG. 5 illustrates an exemplary test output 502 from a SVM
trained with the unexpanded training data set 402 and tested with the unexpanded

data set 404 shown in FIG. 4. The test output 502 has been post-processed to be
comprehensible by a human or computer. As indicated, the test output 502
shows that 24 total samples (data points) were examined by the SVM and that the
SVM incorrectly identified four of eight positive samples (50%) and incorrectly
identified 6 of sixteen negative samples (37.5%).
FIG. 6 illustrates an exemplary expanded data set 600 that may be
used as input for a support vector machine. This data set 600 is referred to as
"expanded" because additional information has been added thereto. Note that
aside from the added information, the expanded data set 600 is identical to the
unexpanded data set 400 shown in FIG. 4. The additional information supplied
to the expanded data set has been supplied using the exemplary optimal range
categorization method 300 described with reference to FIG. 3. As shown, the
expanded data set comprises a training data set 602 and a test data set 604. Both
the expanded training data set 602 and the expanded test data set 604 comprise
data points, such as exemplary data point 606, relating to historical data from
sampled medical patients. Again, the data set 600 may be used to train a SVM to
learn whether a breast cancer patient will experience a recurrence of the disease.
Through application of the exemplary optimal categorization
method 300, each expanded data point includes twenty coordinates (or
dimensions) 606al-3 through 606el-3, and an output classification 606f, which
collectively represent medical data and categorization transformations thereof for
each patient. In particular, the first coordinate 606a represents "Age," the second
coordinate through the fourth coordinate 606al - 606a3 are variables that
combine to represent a category of age. For example, a range of ages may be
categorized, for example, into "young" "middle-aged" and "old" categories
respective to the range of ages present in the data. As shown, a string of
variables "0" (606a1), "0" (606a2), "1" (606a3) may be used to indicate that a
certain age value is categorized as "old." Similarly, a string of variables "0"
(606a1), "1" (606a2), "0" (606a3) may be used to indicate that a certain age
value is categorized as "middle-aged." Also, a string of variables "1" (606a1),
"0" (606a2), "0" (606a1) may be used to indicate that a certain age value is
categorized as "young." From an inspection of FIG. 6, it may be seen that the

optimal categorization of the range of "Age" 606a values, using the exemplary
method 300, was determined to be 31-33 = "young," 34 = "middle-aged" and 35-
49 = "old." The other coordinates, namely coordinate 606b "Estrogen Receptors
Level," coordinate 606c "Progesterone Receptor Level," coordinate 606d "Total
Lymph Nodes Extracted," and coordinate 606e "Positive (Cancerous) Lymph
Nodes Extracted," have each been optimally categorized in a similar manner.
FIG. 7 illustrates an exemplary expanded test output 702 from a
SVM trained with the expanded training data set 602 and tested with the
expanded data set 604 shown in FIG. 6. The expanded test output 702 has been
post-processed to be comprehensible by a human or computer. As indicated, the
expanded test output 702 shows that 24 total samples (data points) were
examined by the SVM and that the SVM incorrectly identified four of eight
positive samples (50%) and incorrectly identified four of sixteen negative
samples (25%). Accordingly, by comparing this expanded test output 702 with
the unexpanded test output 502 of FIG. 5, it may be seen that the expansion of the
data points leads to improved results (i.e. a lower global minimum error),
specifically a reduced instance of patients who would unnecessarily be subjected
to follow-up cancer treatments.
FIG. 8 illustrates an exemplary input and output for a stand alone
application of the optimal categorization method 300 described in FIG. 3. In the
example of FIG. 8, the input data set 801 comprises a "Number of Positive
Lymph Nodes" 802 and a corresponding "Recurrence Classification" 804. In this
example, the optimal categorization method 300 has been applied to the input
data set 801 in order to locate the optimal cutoff point for determination of
treatment for cancer recurrence, based solely upon the number of positive lymph
nodes collected in a post-surgical tissue sample. The well-known clinical
standard is to prescribe treatment for any patient with at least three positive
nodes. However, the optimal categorization method 300 demonstrates that the
optimal cutoff 806, based upon the input data 801, should be at the higher value
of 5.5 lymph nodes, which corresponds to a clinical rule prescribing follow-up
treatments in patients with at least six positive lymph nodes.

As shown in the comparison table 808, the prior art accepted
clinical cutoff point (= 3.0) resulted in 47% correctly classified recurrences and
71% correctly classified non-recurrences. Accordingly, 53% of the recurrences
were incorrectly classified (further treatment was improperly not recommended)
and 29% of the non-recurrences were incorrectly classified (further treatment was
incorrectly recommended). By contrast, the cutoff point determined by the
optimal categorization method 300 (= 5.5) resulted in 33% correctly classified
recurrences and 97% correctly classified non-recurrences. Accordingly, 67% of
the recurrences were incorrectly classified (further treatment was improperly not
recommended) and 3% of the non-recurrences were incorrectly classified (further
treatment was incorrectly recommended).
As shown by this example, it may be feasible to attain a higher
instance of correctly identifying those patients who can avoid the post-surgical
cancer treatment regimes, using the exemplary optimal categorization method
300. Even though the cutoff point determined by the optimal categorization
method 300 yielded a moderately "higher percentage of incorrectly classified
recurrences, it yielded a significantly lower percentage of incorrectly classified
non-recurrences. Thus, considering the trade-off, and realizing that the goal of
the optimization problem was the avoidance of unnecessary treatment, the results
of the cutoff point determined by the optimal categorization method 300 are
mathematically superior to those of the prior art clinical cutoff point. This type
of information is potentially extremely useful in providing additional insight to
patients weighing the choice between undergoing treatments such as
chemotherapy or risking a recurrence of breast cancer.
FIG. 9 is a comparison of exemplary post-processed output from a
first support vector machine comprising a linear kernel and a second support
vector machine comprising a polynomial kernel. FIG. 9 demonstrates that a
variation in the selection of a kernel may affect the level of quality of the output
of a SVM. As shown, the post-processed output of a first SVM 902 comprising a
linear dot product kernel indicates that for a given test set of twenty four sample,
six of eight positive samples were incorrectly identified and three of sixteen
negative samples were incorrectly identified. By way of comparison, the post-
processed output for a second SVM 904 comprising a polynomial kernel
indicates that for the same test set only two of eight positive samples were
incorrectly identified and four of sixteen negative samples were identified. By
way of comparison, the polynomial kernel yielded significantly improved results
pertaining to the identification of positive samples and yielded only slightly
worse results pertaining to the identification of negative samples. Thus, as will
be apparent to those of skill in the art, the global minimum error for the
polynomial kernel is lower than the global minimum error for the linear kernel
for this data set.
FIG. 10 and the following discussion are intended to provide a
brief and general description of a suitable computing environment for
implementing the present invention. Although the system shown in FIG. 10 is a
conventional personal computer 1000, those skilled in the art will recognize that
the invention also may be implemented using other types of computer system
configurations. The computer 1000 includes a central processing unit 1022, a
system memory 1020, and an Input/Output ("I/O") bus 1026. A system bus 1021
couples the central processing unit 1022 to the system memory 1020. A bus
controller 1023 controls the flow of data on the I/O bus 1026 and between the
central processing unit 1022 and a variety of internal and external I/O devices.
The I/O devices connected to the I/O bus 1026 may have direct access to the
system memory 1020 using a Direct Memory Access ("DMA") controller 1024.
The I/O devices are connected to the I/O bus 1026 via a set of
device interfaces. The device interfaces may include both hardware components
and software components. For instance, a hard disk drive 1030 and a floppy disk
drive 1032 for reading or writing removable media 1050 may be connected to the
I/O bus 1026 through disk drive controllers 1040. An optical disk drive 1034 for
reading or writing optical media 1052 may be connected to the I/O bus 1026
using a Small Computer System Interface ("SCSI") 1041. Alternatively, an IDE
(ATAPI) or EIDE interface may be associated with an optical drive such as a
may be the case with a CD-ROM drive. The drives and their associated
computer-readable media provide nonvolatile storage for the computer 1000. In

addition to the computer-readable media described above, other types of
computer-readable media may also be used, such as ZIP drives, or the like.
A display device 1053, such as a monitor, is connected to the I/O
bus 1026 via another interface, such as a video adapter 1042. A parallel interface
1043 connects synchronous peripheral devices, such as a laser printer 1056, to the
I/O bus 1026. A serial interface 1044 connects communication devices to the I/O
bus 1026. A user may enter commands and information into the computer 1000
via the serial interface 1044 or by using an input device, such as a keyboard
1038, a mouse 1036 or a modem 1057. Other peripheral devices (not shown)
may also be connected to the computer 1000, such as audio input/output devices
or image capture devices.
A number of program modules may be stored on the drives and in
the system memory 1020. The system memory 1020 can include both Random
Access Memory ("RAM") and Read Only Memory ("ROM"). The program
modules control how the computer 1000 functions and interacts with the user,
with I/O devices or with other computers. Program modules include routines,
operating systems 1065, application programs, data structures, and other software
or firmware components. In an illustrative embodiment, the present invention
may comprise one or more pre-processing program modules 1075A, one or more
post-processing program modules 1075B, and/or one or more optimal
categorization program modules 1077 and one or more SVM program modules
1070 stored on the drives or in the system memory 1020 of the computer 1000.
Specifically, pre-processing program modules 1075A, post-processing program
modules 1075B, together with the SVM program modules 1070 may comprise
computer-executable instructions for pre-processing data and post-processing
output from a learning machine and implementing the learning algorithm
according to the exemplary methods described with reference to FIGS. 1 and 2.
Furthermore, optimal categorization program modules 1077 may comprise
computer-executable instructions for optimally categorizing a data set according
to the exemplary methods described with reference to FIG. 3.
The computer 1000 may operate in a networked environment
using logical connections to one or more remote computers, such as remote

computer 1060. The remote computer 1060 may be a server, a router, a peer
device or other common network node, and typically includes many or all of the
elements described in connection with the computer 1000. In a networked
environment, program modules and data may be stored on the remote computer
1060. The logical connections depicted in FIG. 10 include a local area network
("LAN") 1054 and a wide area network ("WAN") 1055. In a LAN environment,
a network interface 1045, such as an Ethernet adapter card, can be used to
connect the computer 1000 to the remote computer 1060. In a WAN
environment, the computer 1000 may use a telecommunications device, such as a
modem 1057, to establish a connection. It will be appreciated that the network
connections shown are illustrative and other devices of establishing a
communications link between the computers may be used.
FIG. 11 is a functional block diagram illustrating an alternate
exemplary operating environment for implementation of the present invention.
The present invention may be implemented in a specialized configuration of
multiple computer systems. An example of a specialized configuration of
multiple computer systems is referred to herein as the BIOWulfTM Support
Vector Processor (BSVP). The BSVP combines the latest advances in parallel
computing hardware technology with the latest mathematical advances in pattern
recognition, regression estimation, and density estimation. While the
combination of these technologies is a unique and novel implementation, the
hardware configuration is based upon Beowulf supercomputer implementations
pioneered by the NASA Goddard Space Flight Center.
The BSVP provides the massively parallel computational power
necessary to expedite SVM training and evaluation on large-scale data sets. The
BSVP includes a dual parallel hardware architecture and custom parallelized
software to enable efficient utilization of both multithreading and message
passing to efficiently identify support vectors in practical applications.
Optimization of both hardware and software enables the BSVP to significantly
outperform typical SVM implementations. Furthermore, as commodity
computing technology progresses the upgradability of the BSVP is ensured by its
foundation in open source software and standardized interfacing technology.

Future computing platforms and networking technology can be assimilated into
the BSVP as they become cost effective with no effect on the software
implementation.
As shown in FIG. 11, the BSVP comprises a Beowulf class
supercomputing cluster with twenty processing nodes 1104a-t and one host node
1112. The processing nodes 1104a-j are interconnected via switch 1102a, while
the processing nodes 1104k-t are interconnected via switch 1102b. Host node
1112 is connected to either one of the network switches 1102a or 1102b (1102a
shown) via an appropriate Ethernet cable 1114. Also, switch 1102a and switch
1102b are connected to each other via an appropriate Ethernet cable 1114 so that
all twenty processing nodes 1104a-t and the host node 1112 are effectively in
communication with each other. Switches 1102a and 1102b preferably comprise
Fast Ethernet interconnections. The dual parallel architecture of the BSVP is
accomplished through implementation of the Beowulf supercomputer's message
passing multiple machine parallel configuration and utilizing a high performance
dual processor SMP computer as the host node 1112.
In this exemplary configuration, the host node 1112 contains
glueless multi-processor SMP technology and consists of a dual 450Mhz
Pentium II Xeon based machine with 18GB of Ultra SCSI storage, 256MB
memory, two 100Mbit/sec NIC's, and a 24GB DAT network backup tape device.
The host node 1112 executes NIS, MPL and/or PMV under Linux to manage the
activity of the BSVP. The host node 1112 also provides the gateway between the
BSVP and the outside world. As such, the internal network of the BSVP is
isolated from outside interaction, which allows the entire cluster to appear to
function as a single machine.
The twenty processing nodes 1104a-t are identically configured
computers containing 150MHz Pentium processors, 32MB RAM, 850MB HDD,
1.44MB FDD, and a Fast Ethernet mb100Mb/s NIC. The processing nodes
1104a-t are interconnected with each other and the host node through NFS
connections over TCP/IP. In addition to BSVP computations, the processing
nodes are configured to provide demonstration capabilities through an attached
bank of monitors with each node's keyboard and mouse routed to a single

keyboard device and a single mouse device through the KVM switches
1108a. and 1108b.
Software customization and development allow optimization of
activities on the BSVP. Concurrency in sections of SVM processes is exploited
in the most advantageous manner through the hybrid parallelization provided by
the BSVP hardware. The software implements full cycle support from raw data
to implemented solution. A database engine provides the storage and flexibility
required for pre-processing raw data. Custom developed routines automate the
pre-processing of the data prior to SVM training. Multiple transformations and
data manipulations are performed within the database environment to generate
candidate training data.
The peak theoretical processing capability of the BSVP is
3.90GFLOPS. Based upon the benchmarks performed by NASA Goddard Space
Flight Center on their Beowulf class machines, the expected actual performance
should be about 1.56GFLOPS. Thus the performance attained using commodity
component computing power in this'Beowulf class cluster machine is in line with
that of supercomputers such as the Cray J932/8. Further Beowulf testing at
research and academic institutions indicates that a performance on the order of
18 times a single processor can generally be attained on a twenty node Beowulf
cluster. For example, an optimization problem requiring 17 minutes and 45
seconds of clock time on a single Pentium processor computer was solved in 59
seconds on a Beowulf with 20 nodes. Therefore, the high performance nature of
the BSVP enables practical analysis of data sets currently considered too
cumbersome to handle by conventional computer systems.
The massive computing power of the BSVP renders it particularly
useful for implementing multiple SVMs in parallel to solve real-life problems
that involve a vast number of inputs. Examples of the usefulness of SVMs in
general and the BSVP in particular comprise: genetic research, in particular the
Human Genome Project; evaluation of managed care efficiency; therapeutic
decisions and follow up; appropriate therapeutic triage; pharmaceutical
development techniques; discovery of molecular structures; prognostic
evaluations; medical informatics; billing fraud detection; inventory control; stock

evaluations and predictions; commodity evaluations and predictions; and
insurance probability estimates.
Those skilled in the art should appreciate that the BSVP
architecture described above is illustrative in nature and is not meant to limit the
scope of the present invention. For example, the choice of twenty processing
nodes was based on the well known Beowulf architecture. However, the BSVP
may alternately be implemented using more or less than twenty processing
nodes. Furthermore the specific hardware and software components recited
above are by way of example only. As mentioned, the BSVP embodiment of the
present invention is configured to be compatible with alternate and/or future
hardware and software components.
FIG. 12 is a functional block diagram illustrating an exemplary
network operating environment for implementation of a further alternate
embodiment of the present invention. In the exemplary network operating
environment, a customer 1202 or other entity may transmit data via a distributed
computer network, such as the Internet 1204, to a vendor 1212. Those skilled in
the art should appreciate that the customer 1202 may transmit data from any type
of computer or lab instrument that includes or is in communication with a
communications device and a data storage device. The data transmitted from the
customer 1202 may be training data, test data and/or live data to be processed by
a learning machine. The data transmitted by the customer is received at the
vendor's web server 1206, which may transmit the data to one or more learning
machines via an internal network 1214a-b. As previously described, learning
machines may comprise SVMs, BSVPs 1100, neural networks, other learning
machines or combinations thereof. Preferable, the web server 1206 is isolated
from the learning machine(s) by way of a firewall 1208 or other security system.
The vendor 1212 may also be in communication with one or more financial
institutions 1210, via the Internet 1204 or any dedicated or on-demand
communications link. The web server 1206 or other communications device may
handle communications with the one or more financial institutions. The financial
institution(s) may comprise banks, Internet banks, clearing houses, credit or debit
card companies, or the like.

In operation, the vendor may offer learning machine processing
services via a web-site hosted at the web-server 1206 or another server in
communication with the web-server 1206. A customer 1202 may transmit data to
the web server 1206 to be processed by a learning machine. The customer 1202
may also transmit identification information, such as a username, a password
and/or a financial account identifier, to the web-server. In response to receiving
the data and the identification information, the web server 1206 may
electronically withdraw a pre-determined amount of funds from a financial
account maintained or authorized by the customer 1202 at a financial institution
1210. In addition, the web server may transmit the customer's data to the BSVP
1100 or other learning machine. When the BSVP 1100 has completed processing
of the data and post-processing of the output, the post-processed output is
returned to the web-server 1206. As previously described, the output from a
learning machine may be post-processed in order to generate a single-valued or
multi-valued, computationally derived alpha-numerical classifier, for human or
automated interpretation. The web server 1206 may then ensure that payment
from the customer has been secured before the post-processed output is
transmitted back to the customer 1202 via the Internet 1204.
SVMs may be used to solve a wide variety of real-life problems.
For example, SVMs may have applicability in analyzing accounting and
inventory data, stock and commodity market data, insurance data, medical data,
etc. As such, the above-described network environment has wide applicability
across many industries and market segments. In the context of inventory data
analysis, for example, a customer may be a retailer. The retailer may supply
inventory and audit data to the web server 1206 at predetermined times. The
inventory and audit data may be processed by the BSVP and/or one or more
other learning machine in order to evaluate the inventory requirements of the
retailer. Similarly, in the context of medical data analysis, the customer may be a
medical laboratory and may transmit live data collected from a patient to the web
server 1206 while the patient is present in the medical laboratory. The output
generated by processing the medical data with the BSVP or other learning

machine may be transmitted back to the medical laboratory and presented to the
patient.
In another embodiment, the present invention contemplates that a
plurality of support vector machines may be configured to hierarchically process
multiple data sets in parallel or in sequence. In particular, one or more first-level
support vector machines may be trained and tested to process a first type of data
and one or more first-level support vector machines may be trained and tested to
process a second type of data. Additional types of data may be processed by
other first-level support vector machines as well. The output from some or all of
the first-level support vector machines may be combined in a logical manner so
as to produce an input data set for one or more second-level support vector
machines. In a similar fashion, output from a plurality of second-level support
vector machines may be combined in a logical manner to produce input data for
one or more third-level support vector machine. The hierarchy of support vector
machines may be expanded to any number of levels as may be appropriate. In
this manner, lower hierarchical level support vector machines may be used to
pre-process data that is to be input into higher hierarchical level support vector
machines. Also, higher hierarchical level support vector machines may be used
to post-process data that is output from lower hierarchical level support vector
machines.
Each support vector machine in the hierarchy or each hierarchical
level of support vector machines may be configured with a distinct kernel. For
example, support vector machines used to process a first type of data may be
configured with a first type of kernel, whereas support vector machines used to
process a second type of data may be configured with a second type of kernel. In
addition, multiple support vector machines in the same or different hierarchical
level may be configured to process the same type of data using distinct kernels.
FIG. 13 is presented by way of example only to illustrate a
hierarchical system of support vector machines. As shown, one or more first-
level support vector machines 1302A1 and 1302A2 may be trained and tested to
process a first type of input data 1304A, such as mamography data, pertaining to
a sample of medical patients. One or more of these support vector machines may

comprise a distinct kernel (shown as kernel 1 and kernel 2). Also one or more
additional first-level support vector machines 1302B1 and 1302B2 may be
trained and tested to process a second type of data 1304B, such as genomic data,
for the same or a different sample of medical patients. Again one or more of the
additional support vector machines may comprise a distinct kernel (shown as
kernel 1 and kernel 3). The output from each of the like first level support vector
machines may be compared with each other (i.e., output A1 1306A compared
with output A2 1306B; output B1 1306C compared with output B2 1306D) in
order to determine optimal outputs (1308A and 1308B). Then, the optimal
outputs from the two types of first-level support vector machines 1308A and
1308B may be combined to form a new multi-dimensional input data set 1310,
for example relating to mamography and genomic data. The new data set may
then be processed by one or more appropriately trained and tested second-level
support vector machines 1312A and 1312B. The resulting outputs 1314A and
1314B from the second-level support vector machines 1312A and 1312B may be
compared to determine an optimal output 1316. The optimal output 1316 may
identify causal relationships between the mamography and genomic data points.
As should be apparent to those of ordinary skill in the art, the contemplated
hierarchy of support vector machines may have applications in any field or
industry in which analysis of data by a learning machine is desired.
The hierarchical processing of multiple data sets using multiple
support vector machines may be used as a method for pre-processing or post-
processing data that is to be input to or output from still other support vector
machines or learning machines. In addition, pre-processing or post-processing of
data may be performed to the input data and/or output of the above-described
hierarchical architecture of support vector machines.
Alternative embodiments of the present invention will become
apparent to those having ordinary skill in the art to which the present invention
pertains. Such alternate embodiments are considered to be encompassed within
the spirit and scope of the present invention. Accordingly, the scope of the
present invention is described by the appended claims and is supported by the
foregoing description.

We Claim
--------------
1. A computer - implemented method for processing multiple data sets using
multiple support vector machines comprising:
receiving a training input (103; 203) comprising a plurality of
training data sets containing a plurality of training data points of
different data types;
pre-processing (104; 204) each of a first training data set
comprising a first data type and a second training data set
comprising a second data type to add dimensionality to each of the
training data points within the first and second training data sets;
training (105; 210) a first one or more first - level support
vector machines (1302A; 1302B) using the first pre-processed
training data set (1304A), each first one or more first - level
support vector machines comprising a first distinct kernel;
training (105; 210) a second one or more first - level
support vector machines (1302C; 1302D) using the second pre-
processed training data set (1304B), each second one or more first
- level support vector machine comprising a second distinct kernel;
receiving test input (108; 212) comprising a plurality of test
data sets containing a plurality of test data points of the different
data types;
pre-processing (110; 214) each of a first data set comprising
the first data type and a second test data set comprising the
second data type to add dimensionality to each of the test data
points within the first and second test data sets;
testing (112; 218; 220) the trained first level support vector
machines using the pre-processed first and second test data sets to
generate one or more first and second test outputs (1306A, 1306B,
1306C, 13060);
identifying (222) a first optimal solution (1308A), if any,
from the one or more first test outputs;
identifying (222) a second optimal solution (13088), if any,
from the one or more second test outputs;
combining the first optimal solution with the second optimal
solution to create a second - level input data set (1310) to be input
into one or more second - level support vector machines (1312A,
1312B);
generating a second - level output (1314A, 1314B) for each
one or more second - level support vector machine; and
identifying an optimal second-level solution (1316).
2. The method as claimed in claim 1, wherein each pre-processing step
comprises:
determining that at least one of the data points is dirty; and
in response to determining that the data point is dirty,
cleaning the dirty data point by deleting, repairing or replacing the
data point.
3. The method as claimed in either claim 1 or claim 2, comprising the steps
of: receiving live input comprising one or more live data sets containing a
plurality of live data points of the different data types;
pre-processing the plurality of live data sets to add
dimensionality to each live data point;
processing the pre-processed plurality of live data sets using
the first - level support vector machines that produced the first and
second optimal solutions and the second - level support vector
machine that produced the optimal second - level solution.
4. The method as claimed in any one of claims 1 to 3, wherein each training
data point comprises a vector having at least one original coordinate; and
wherein pre - processing the training data set comprises adding at
least one new coordinate to the vector.
5. The method as claimed in claim 4, wherein the at least one new
coordinate is derived by applying a transformation to the at least one
original coordinate.
6. The method as claimed in any one of claims 4 to 5, wherein the training
data set comprises a continuous variable; and wherein the transformation
comprises optimally categorizing the continuous variable of the training
data set
7. The method as claimed in any one of claims 5 to 7, wherein the step of
identifying a first optimal solution comprises:
post - processing each of the first test outputs by
interpreting the one or more first test outputs into a common
format; and
comparing each of the post - processed first test outputs
with each other to determine which of the one or more first test
outputs represents a first lowest global minimum error.
8. The method as claimed in any one of claims 1 to 7, wherein the step of
identifying a second optimal solution comprises:
post - processing each of the one or more second test
outputs by interpreting each of the second test outputs into a
common format; and
comparing each of the post - processed second test outputs
with each other to determine which of the one or more second test
outputs represents a second lowest global minimum error.
9. The method as claimed in any one of claims 1 to 7, wherein each first -
level support vector machine produces a training output comprising a
continuous variable; and
wherein the method comprises the step of post - processing
each of the training outputs by optimally categorizing the training
output to derive cutoff points in the continuous variable.
10.The method as claimed in any one of claims 5 to 9, comprising the steps
of:
if no first optimal solution is identified, selecting different
kernels for the first one or more first - level support vector
machines;
repeating the steps of training and testing the first one or
more first - level support vector machines; and
identifying the first optimal solution, if any, from the first
one or more test outputs.
11. The method as claimed in any one of claims 5 to 9, comprising the steps
of:
if no second optimal solution is identified, selecting different
kernels for the second one or more first - level support vector
machines;
repeating the steps of training and testing the second one or
more first - level support vector machines; and
identifying the second optimal solution, if any, from the
second one or more test outputs.
12.The method as claimed in either of claim 10 or claim 11, wherein the step
of selecting different kernels is performed based on prior performance or
historical data and is dependent on the nature of the data.
13. A computer system for processing multiple data sets containing a plurality
of data types, the computer system comprising a processor (1022); an
input device for receiving input data to be processed (1026); a memory
device (1020) in communication with the processor having a plurality of
program modules stored therein, the plurality of program modules
comprising a pre - processing module (1075A) for adding dimensionality
to input data and a support vector module; and an output device,
characterized in that:
the support vector module (1075B) executes a plurality of
first - level support vector machines (1302A, 1302B, 1302C,
1302D) and one or more second - level support vector machines
(1312A, 1312B) wherein the plurality of first - level support vector
machines comprises at least a first one or more first - level support
vector machine (1302A, 1302B) and a second one or more first -
level support vector machine (1302C, 1302D), each comprising one
or more distinct kernels, wherein the first one or more first - level
support vector machines are trained and tested using pre-
processed data of a first data type (1304A) to generate one or
more first outputs (1306A, 1306B) for identifying a first optimal
solution (1308A), and the second one or more first - level support
vector machines are trained using pre-processed data of a second
data type (1304B) to generate one or more second outputs (1306C,
1306D) to identify a second optimal solution (13088), and wherein
the first and second optimal solutions are combined as a second -
level input (1310) to the one or more second - level support vector
machines (1312A, 1312B); and
the output device generates a second - level output (1314A,
1314B) comprising an optimal second - level solution (1316)
generated by the one or more second - level support vector
machines.
14.The computer system as claimed in claim 13, wherein the plurality of
program modules comprises a post - processing module (1075B) for
interpreting one or more first test outputs from the first one or more first
- level support vector machines into a common format and identifying a
first lowest global minimum error.
15.The computer system as claimed in claim 13, wherein the plurality of
program modules comprises a post - processing module (1075B) for
interpreting one or more second test outputs from the second one or
more first - level support vector machines into a common format and
identifying a second lowest global minimum error.
16.The computer system as claimed in claim 13, wherein the one of more
first outputs comprise a continuous variable and the plurality of program
modules comprises an optimal categorization module (1077) for deriving
cut - off points in the continuous variable.
17.The computer system as claimed in claim 13, wherein the one of more
second outputs comprise a continuous variable and the plurality of
program modules comprises an optimal categorization module (1077) for
deriving cut - off points in the continuous variable.
A system and method for enhancing knowledge discovery from data using
multiple learning machines in general and multiple support vector machines in
particular. Training data for a learning machine is pre - processed (103, 203), in
order to add meaning thereto. Pre - processing data may involve transforming
the data points and/or expanding the data points. By adding meaning to the
data, the learning machine is provided with a greater amount of information for
processing. With regard to support vector machines in particular, the greater the
amount of information that is processed, the better generalizations about the
data that may be derived. Multiple support vector machines, each comprising
distinct kernels, are trained with the pre-processed training data and are tested
(112, 218, 220) with test data that is pre - processed (110, 214) in the same
manner. The test outputs from multiple support vector machines are compared
(222,1312) in order to determine which of the test outputs if any represents an
optimal solution. Selection of one or more kernels may be adjusted and one or
more support vector machines may be retrained and retested. Optimal solutions
based on distinct input data sets may be combined to form a new input data set
to be input into one or more additional support vector machine.

Documents:

in-pct-2001-1239-kol-granted-abstract.pdf

in-pct-2001-1239-kol-granted-assignment.pdf

in-pct-2001-1239-kol-granted-claims.pdf

in-pct-2001-1239-kol-granted-correspondence.pdf

in-pct-2001-1239-kol-granted-description (complete).pdf

in-pct-2001-1239-kol-granted-drawings.pdf

in-pct-2001-1239-kol-granted-examination report.pdf

in-pct-2001-1239-kol-granted-form 1.pdf

in-pct-2001-1239-kol-granted-form 18.pdf

in-pct-2001-1239-kol-granted-form 2.pdf

in-pct-2001-1239-kol-granted-form 26.pdf

in-pct-2001-1239-kol-granted-form 3.pdf

in-pct-2001-1239-kol-granted-form 5.pdf

in-pct-2001-1239-kol-granted-form 6.pdf

in-pct-2001-1239-kol-granted-reply to examination report.pdf

in-pct-2001-1239-kol-granted-specification.pdf

in-pct-2001-1239-kol-granted-translated copy of priority document.pdf


Patent Number 223409
Indian Patent Application Number IN/PCT/2001/1239/KOL
PG Journal Number 37/2008
Publication Date 12-Sep-2008
Grant Date 10-Sep-2008
Date of Filing 23-Nov-2001
Name of Patentee HEALTH DISCOVERY CORPORATION
Applicant Address 5501, 1/2 ABERCORN STREET, SAVANNAH, GEORGIA
Inventors:
# Inventor's Name Inventor's Address
1 STEPHEN D BARNHILL 19 MAD TURKEY CROSSLING, SAVANNAH, GA 31411
PCT International Classification Number G06N
PCT International Application Number PCT/US00/14326
PCT International Filing date 2000-05-24
PCT Conventions:
# PCT Application Number Date of Convention Priority Country
1 60/135715 1999-05-25 U.S.A.