References of "Wehenkel, Louis"
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See detailExperiments with the interior-point method for solving large scale Optimal Power Flow problems
Capitanescu, Florin; Wehenkel, Louis ULg

in Electric Power Systems Research (2013), 95

This paper reports extensive results obtained with the interior-point method (IPM) for nonlinear programmes (NLPs) stemming from large-scale and severely constrained classical Optimal Power Flow (OPF) and ... [more ▼]

This paper reports extensive results obtained with the interior-point method (IPM) for nonlinear programmes (NLPs) stemming from large-scale and severely constrained classical Optimal Power Flow (OPF) and Security-Constrained Optimal Power Flow (SCOPF) problems. The paper discusses transparently the problems encountered such as convergence reliability and speed issues of the method. [less ▲]

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See detailSurvival analysis: finding relevant epistatic SNP pairs using Model- Based Multifactor Dimensionality Reduction
Van Lishout, François ULg; Vens, Céline; Urrea, Victor et al

Conference (2012, December 03)

Analyzing the combined effects of genes (and/or environmental factors) on the development of complex diseases is quite challenging, both from the statistical and computational perspective, even using a ... [more ▼]

Analyzing the combined effects of genes (and/or environmental factors) on the development of complex diseases is quite challenging, both from the statistical and computational perspective, even using a relatively small number of genetic and non-genetic exposures. Several data-mining methods have been proposed for interaction analysis, among them, the Multifactor Dimensionality Reduction Method (MDR). Model-Based Multifactor Dimensionality Reduction (MB-MDR), a relatively new dimensionality reduction technique, is able to unify the best of both nonparametric and parametric worlds, and has proven its utility in a variety of theoretical and practical settings. Until now, MB-MDR software has only accommodated traits that are measured on a binary or interval scale. Time-to-event data could therefore not be analyzed with the MB-MDR methodology. MB-MDR-3.0.0 overcomes this shortcoming of earlier versions. We show the added value of MB-MDR for censored traits by comparing the implemented strategies with more classical methods such as those based on a parametric regression paradigm. The simulation results are supplemented with an application to real-life data. [less ▲]

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See detailCautious operation planning under uncertainties
Capitanescu, Florin ULg; Fliscounakis, Stéphane; Panciatici, Patrick et al

in IEEE Transactions on Power Systems (2012), 27(4), 1859-1869

This paper deals with day-ahead power systems security planning under uncertainties, by posing an optimization problem over a set of power injection scenarios that could show up the next day and modeling ... [more ▼]

This paper deals with day-ahead power systems security planning under uncertainties, by posing an optimization problem over a set of power injection scenarios that could show up the next day and modeling the next day's real-time control strategies aiming at ensuring security with respect to contingencies by a combination of preventive and corrective controls. We seek to determine whether and which day-ahead decisions must be taken so that for scenarios over the next day there still exists an acceptable combination of preventive and corrective controls ensuring system security for any postulated contingency. We formulate this task as a three-stage feasibility checking problem, where the first stage corresponds to day-ahead decisions, the second stage to preventive control actions, and the third stage to corrective post-contingency controls. We propose a solution approach based on the problem decomposition into successive optimal power flow (OPF) and security-constrained optimal power flow (SCOPF) problems of a special type. Our approach is illustrated on the Nordic32 system and on a 1203-bus model of a real-life system. [less ▲]

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See detailPolicy search in a space of simple closed-form formulas: towards interpretability of reinforcement learning
Maes, Francis ULg; Fonteneau, Raphaël ULg; Wehenkel, Louis ULg et al

in Discovery Science 15th International Conference, DS 2012, Lyon, France, October 29-31, 2012. Proceedings (2012, October)

In this paper, we address the problem of computing interpretable solutions to reinforcement learning (RL) problems. To this end, we propose a search algorithm over a space of simple losed-form formulas ... [more ▼]

In this paper, we address the problem of computing interpretable solutions to reinforcement learning (RL) problems. To this end, we propose a search algorithm over a space of simple losed-form formulas that are used to rank actions. We formalize the search for a high-performance policy as a multi-armed bandit problem where each arm corresponds to a candidate policy canonically represented by its shortest formula-based representation. Experiments, conducted on standard benchmarks, show that this approach manages to determine both efficient and interpretable solutions. [less ▲]

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See detailOperating in the fog: security management under uncertainty
Panciatici, Patrick; Bareux, Gabriel; Wehenkel, Louis ULg

in IEEE Power & Energy Magazine (2012)

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See detailEmbedding Monte Carlo search of features in tree-based ensemble methods
Maes, Francis ULg; Geurts, Pierre ULg; Wehenkel, Louis ULg

in Flach, Peter; De Bie, Tijl; Cristianini, Nello (Eds.) Machine Learning and Knowledge Discovery in Data Bases (2012, September)

Feature generation is the problem of automatically constructing good features for a given target learning problem. While most feature generation algorithms belong either to the filter or to the wrapper ... [more ▼]

Feature generation is the problem of automatically constructing good features for a given target learning problem. While most feature generation algorithms belong either to the filter or to the wrapper approach, this paper focuses on embedded feature generation. We propose a general scheme to embed feature generation in a wide range of tree-based learning algorithms, including single decision trees, random forests and tree boosting. It is based on the formalization of feature construction as a sequential decision making problem addressed by a tractable Monte Carlo search algorithm coupled with node splitting. This leads to fast algorithms that are applicable to large-scale problems. We empirically analyze the performances of these tree-based learners combined or not with the feature generation capability on several standard datasets. [less ▲]

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See detailMixtures of Bagged Markov Tree Ensembles
Schnitzler, François ULg; Geurts, Pierre ULg; Wehenkel, Louis ULg

in Cano Utrera, Andrès; Gómez-Olmedo, Manuel; Nielsen, Thomas (Eds.) Proceedings of the 6th European Workshop on Probabilistic Graphical Models (2012, September)

Markov trees, a probabilistic graphical model for density estimation, can be expanded in the form of a weighted average of Markov Trees. Learning these mixtures or ensembles from observations can be ... [more ▼]

Markov trees, a probabilistic graphical model for density estimation, can be expanded in the form of a weighted average of Markov Trees. Learning these mixtures or ensembles from observations can be performed to reduce the bias or the variance of the estimated model. We propose a new combination of both, where the upper level seeks to reduce bias while the lower level seeks to reduce variance. This algorithm is evaluated empirically on datasets generated from a mixture of Markov trees and from other synthetic densities. [less ▲]

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See detailExploiting the use of DC SCOPF approximation to improve iterative AC SCOPF algorithms
Marano Marcolini, Alejandro; Capitanescu, Florin ULg; Jose Luis, Martinez Ramos et al

in IEEE Transactions on Power Systems (2012), 27(3), 1459-1466

This paper focuses on improving the solution techniques for the AC SCOPF problem of active power dispatch by using the DC SCOPF approximation within the SCOPF algorithm. Our approach brings two benefits ... [more ▼]

This paper focuses on improving the solution techniques for the AC SCOPF problem of active power dispatch by using the DC SCOPF approximation within the SCOPF algorithm. Our approach brings two benefits compared to benchmark SCOPF algorithms: it speeds-up the solution of an iterative AC SCOPF algorithm thanks to a more efficient identification of binding contingencies, and allows improving the objective by an appropriate choice of a limited number of corrective actions for each contingency. The proposed approach is illustrated on 5 test systems of 60, 118, 300, 1203, and 2746 buses. [less ▲]

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See detailComparator selection for RPC with many labels
Hiard, Samuel ULg; Geurts, Pierre ULg; Wehenkel, Louis ULg

in ECAI 2012 : 20th European Conference on Artificial Intelligence : 27-31 August 2012, Montpellier, France (2012, August)

The Ranking by Pairwise Comparison algorithm (RPC) is a well established label ranking method. However, its complexity is of O(N²) in the number N of labels. We present algorithms for selection, before ... [more ▼]

The Ranking by Pairwise Comparison algorithm (RPC) is a well established label ranking method. However, its complexity is of O(N²) in the number N of labels. We present algorithms for selection, before model construction, a subset of comparators of size O(N), to reduce the computational complexity without loss in accuracy. [less ▲]

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See detailWisdom of crowds for robust gene network inference
Marbach, Daniel; Costello, James C.; Küffner, Robert et al

in Nature Methods (2012), 9

Reconstructing gene regulatory networks from high-throughput data is a long-standing challenge. Through the Dialogue on Reverse Engineering Assessment and Methods (DREAM) project, we performed a ... [more ▼]

Reconstructing gene regulatory networks from high-throughput data is a long-standing challenge. Through the Dialogue on Reverse Engineering Assessment and Methods (DREAM) project, we performed a comprehensive blind assessment of over 30 network inference methods on Escherichia coli, Staphylococcus aureus, Saccharomyces cerevisiae and in silico microarray data. We characterize the performance, data requirements and inherent biases of different inference approaches, and we provide guidelines for algorithm application and development. We observed that no single inference method performs optimally across all data sets. In contrast, integration of predictions from multiple inference methods shows robust and high performance across diverse data sets. We thereby constructed high-confidence networks for E. coli and S. aureus, each comprising ~ 1,700 transcriptional interactions at a precision of ~50%. We experimentally tested 53 previously unobserved regulatory interactions in E. coli, of which 23 (43%) were supported. Our results establish community-based methods as a powerful and robust tool for the inference of transcriptional gene regulatory networks. [less ▲]

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See detailDecoding spontaneous brain activity from fMRI using Gaussian Processes: tracking brain reactivation
Schrouff, Jessica ULg; Kussé, Caroline ULg; Wehenkel, Louis ULg et al

in 2012 Second International Workshop on Pattern Recognition in NeuroImaging (PRNI 2012): proceedings (2012, July 03)

While Multi-Variate Pattern Analysis techniques based on machine learning have now been regularly applied to neuroimaging data, decoding brain activity is usually performed in highly controlled ... [more ▼]

While Multi-Variate Pattern Analysis techniques based on machine learning have now been regularly applied to neuroimaging data, decoding brain activity is usually performed in highly controlled experimental paradigms. In more realistic conditions, the number, sequence and duration of mental states are unpredictably generated by the individual, resulting in complex and imbalanced fMRI data sets. Moreover, in the case of spontaneous brain activity, the mental states can not be linked to any external or internal stimulation, which makes it a highly difficult condition to decode. This study tests the classification of brain activity, acquired on 14 volunteers using fMRI, during mental imagery, a condition in which the number and duration of mental events were not externally imposed but self-generated. Application of the obtained model on rest sessions allowed classifying spontaneous brain activity linked to the task which, overall, correlated with their behavioural performance to the task. [less ▲]

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See detailL1-based compression of random forest models
Joly, Arnaud ULg; Schnitzler, François ULg; Geurts, Pierre ULg et al

in Proceeding of the 21st Belgian-Dutch Conference on Machine Learning (2012, May 24)

Random forests are effective supervised learning methods applicable to large-scale datasets. However, the space complexity of tree ensembles, in terms of their total number of nodes, is often prohibitive ... [more ▼]

Random forests are effective supervised learning methods applicable to large-scale datasets. However, the space complexity of tree ensembles, in terms of their total number of nodes, is often prohibitive, specially in the context of problems with very high-dimensional input spaces. We propose to study their compressibility by applying a L1-based regularization to the set of indicator functions defined by all their nodes. We show experimentally that preserving or even improving the model accuracy while significantly reducing its space complexity is indeed possible. [less ▲]

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See detailApproximation efficace de mélanges bootstrap d’arbres de Markov pour l’estimation de densité
Schnitzler, François ULg; Ammar, Sourour; Leray, Philippe et al

in Bougrain, Laurent (Ed.) Actes de la 14e Conférence Francophone sur l'Apprentissage Automatique (CAp 2012) (2012, May 23)

Nous considérons des algorithmes pour apprendre des Mélanges bootstrap d'Arbres de Markov pour l'estimation de densité. Pour les problèmes comportant un grand nombre de variables et peu d'observations ... [more ▼]

Nous considérons des algorithmes pour apprendre des Mélanges bootstrap d'Arbres de Markov pour l'estimation de densité. Pour les problèmes comportant un grand nombre de variables et peu d'observations, ces mélanges estiment généralement mieux la densité qu'un seul arbre appris au maximum de vraisemblance, mais sont plus coûteux à apprendre. C'est pourquoi nous étudions ici un algorithme pour apprendre ces modèles de manière approchée, afin d'accélérer l'apprentissage sans sacrifier la précision. Plus spécifiquement, nous récupérons lors du calcul d'un premier arbre de Markov les arcs qui constituent de bons candidats pour la structure, et ne considérons que ceux-ci lors de l'apprentissage des arbres suivants. Nous comparons cet algorithme à l'algorithme original de mélange, à un arbre appris au maximum de vraisemblance, à un arbre régularisé et à une autre méthode approchée. [less ▲]

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See detailSupervised learning to tune simulated annealing for in silico protein structure prediction
Marcos Alvarez, Alejandro ULg; Maes, Francis ULg; Wehenkel, Louis ULg

in Verleysen, Michel (Ed.) ESANN 2012 proceedings, 20th European Symposium on Artificial Neural Networks, Computational Intelligence and Machine Learning (2012, April 25)

Simulated annealing is a widely used stochastic optimization algorithm whose efficiency essentially depends on the proposal distribu- tion used to generate the next search state at each step. We propose ... [more ▼]

Simulated annealing is a widely used stochastic optimization algorithm whose efficiency essentially depends on the proposal distribu- tion used to generate the next search state at each step. We propose to adapt this distribution to a family of parametric optimization problems by using supervised machine learning on a sample of search states derived from a set of typical runs of the algorithm over this family. We apply this idea in the context of in silico protein structure prediction. [less ▲]

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See detailStatistical interpretation of machine learning-based feature importance scores for biomarker discovery
Huynh-Thu, Vân Anh ULg; Saeys, Yvan; Wehenkel, Louis ULg et al

in Bioinformatics (2012), 28(13), 1766-1774

Motivation: Univariate statistical tests are widely used for biomarker discovery in bioinformatics. These procedures are simple, fast and their output is easily interpretable by biologists but they can ... [more ▼]

Motivation: Univariate statistical tests are widely used for biomarker discovery in bioinformatics. These procedures are simple, fast and their output is easily interpretable by biologists but they can only identify variables that provide a significant amount of information in isolation from the other variables. As biological processes are expected to involve complex interactions between variables, univariate methods thus potentially miss some informative biomarkers. Variable relevance scores provided by machine learning techniques, however, are potentially able to highlight multivariate interacting effects, but unlike the p-values returned by univariate tests, these relevance scores are usually not statistically interpretable. This lack of interpretability hampers the determination of a relevance threshold for extracting a feature subset from the rankings and also prevents the wide adoption of these methods by practicians. Results: We evaluated several, existing and novel, procedures that extract relevant features from rankings derived from machine learning approaches. These procedures replace the relevance scores with measures that can be interpreted in a statistical way, such as p-values, false discovery rates, or family wise error rates, for which it is easier to determine a significance level. Experiments were performed on several artificial problems as well as on real microarray datasets. Although the methods differ in terms of computing times and the tradeoff, they achieve in terms of false positives and false negatives, some of them greatly help in the extraction of truly relevant biomarkers and should thus be of great practical interest for biologists and physicians. As a side conclusion, our experiments also clearly highlight that using model performance as a criterion for feature selection is often counter-productive. [less ▲]

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See detailL1-based compression of random forest models
Joly, Arnaud ULg; Schnitzler, François ULg; Geurts, Pierre ULg et al

in 20th European Symposium on Artificial Neural Networks (2012, April)

Random forests are effective supervised learning methods applicable to large-scale datasets. However, the space complexity of tree ensembles, in terms of their total number of nodes, is often prohibitive ... [more ▼]

Random forests are effective supervised learning methods applicable to large-scale datasets. However, the space complexity of tree ensembles, in terms of their total number of nodes, is often prohibitive, specially in the context of problems with very high-dimensional input spaces. We propose to study their compressibility by applying a L1-based regularization to the set of indicator functions defined by all their nodes. We show experimentally that preserving or even improving the model accuracy while significantly reducing its space complexity is indeed possible. [less ▲]

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See detailLearning to play K-armed bandit problems
Maes, Francis ULg; Wehenkel, Louis ULg; Ernst, Damien ULg

in Proceedings of the 4th International Conference on Agents and Artificial Intelligence (ICAART 2012) (2012, February)

We propose a learning approach to pre-compute K-armed bandit playing policies by exploiting prior information describing the class of problems targeted by the player. Our algorithm first samples a set of K ... [more ▼]

We propose a learning approach to pre-compute K-armed bandit playing policies by exploiting prior information describing the class of problems targeted by the player. Our algorithm first samples a set of K-armed bandit problems from the given prior, and then chooses in a space of candidate policies one that gives the best average performances over these problems. The candidate policies use an index for ranking the arms and pick at each play the arm with the highest index; the index for each arm is computed in the form of a linear combination of features describing the history of plays (e.g., number of draws, average reward, variance of rewards and higher order moments), and an estimation of distribution algorithm is used to determine its optimal parameters in the form of feature weights. We carry out simulations in the case where the prior assumes a fixed number of Bernoulli arms, a fixed horizon, and uniformly distributed parameters of the Bernoulli arms. These simulations show that learned strategies perform very well with respect to several other strategies previously proposed in the literature (UCB1, UCB2, UCB-V, KL-UCB and $\epsilon_n$-GREEDY); they also highlight the robustness of these strategies with respect to wrong prior information. [less ▲]

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See detailDecoding Semi-Constrained Brain Activity from fMRI Using Support Vector Machines and Gaussian Processes
Schrouff, Jessica ULg; Kussé, Caroline ULg; Wehenkel, Louis ULg et al

in PLoS ONE (2012), 7(4),

Predicting a particular cognitive state from a specific pattern of fMRI voxel values is still a methodological challenge. Decoding brain activity is usually performed in highly controlled experimental ... [more ▼]

Predicting a particular cognitive state from a specific pattern of fMRI voxel values is still a methodological challenge. Decoding brain activity is usually performed in highly controlled experimental paradigms characterized by a series of distinct states induced by a temporally constrained experimental design. In more realistic conditions, the number, sequence and duration of mental states are unpredictably generated by the individual, resulting in complex and imbalanced fMRI data sets. This study tests the classification of brain activity, acquired on 16 volunteers using fMRI, during mental imagery, a condition in which the number and duration of mental events were not externally imposed but self-generated. To deal with these issues, two classification techniques were considered (Support Vector Machines, SVM, and Gaussian Processes, GP), as well as different feature extraction methods (General Linear Model, GLM and SVM). These techniques were combined in order to identify the procedures leading to the highest accuracy measures. Our results showed that 12 data sets out of 16 could be significantly modeled by either SVM or GP. Model accuracies tended to be related to the degree of imbalance between classes and to task performance of the volunteers. We also conclude that the GP technique tends to be more robust than SVM to model unbalanced data sets. [less ▲]

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See detailAn Efficient Algorithm to Perform Multiple Testing in Epistasis Screening
Van Lishout, François ULg; Cattaert, Tom ULg; Mahachie John, Jestinah ULg et al

Conference (2011, December 13)

Background: Research in epistasis or gene-gene interaction detection for human complex traits has grown exponentially over the last few years. It has been marked by promising methodological developments ... [more ▼]

Background: Research in epistasis or gene-gene interaction detection for human complex traits has grown exponentially over the last few years. It has been marked by promising methodological developments, improved translation efforts of statistical epistasis to biological epistasis and attempts to integrate different omics information sources into the epistasis screening to enhance power. The quest for gene-gene interactions poses severe multiple-testing problems. In this context, the maxT algorithm is one technique to control the false-positive rate. However, the memory needed by this algorithm rises linearly with the amount of hypothesis tests. In main-effects detection, this is not a problem since the memory required is thus proportional to the number of SNPs. In contrast, gene-gene interaction studies will require a memory proportional to the squared amount of SNPs. A genome wide epistasis would therefore require terabytes of memory. Hence, cache problems are likely to occur, increasing the computation time. Methods: In this work we present a new version of maxT, requiring an amount of memory independent from the number of genetic effects to be investigated. This algorithm was implemented in C++ in our epistasis screening software MB-MDR-2.6.2 and compared to MB-MDR's first implementation as an R-package (Calle et al., Bioinformatics 2010). We evaluate the new implementation in terms of memory efficiency and speed using simulated data. The software is illustrated on real-life data for Crohn's disease. Results: The sequential version of MBMDR-2.6.2 is approximately 5,500 times faster than its R counterparts. The parallel version (tested on a cluster composed of 14 blades, containing each 4 quad-cores Intel Xeon CPU E5520@2.27 GHz) is approximately 900,000 times faster than the latter, for results of the same quality on the simulated data. It analyses all gene-gene interactions of a dataset of 100,000 SNPs typed on 1000 individuals within 4 days. Our program found 14 SNP-SNP interactions with a p-value less than 0.05 on the real-life Crohn’s disease data. Conclusions: Our software is able to solve large-scale SNP-SNP interactions problems within a few days, without using much memory. A new implementation to reach genome wide epistasis screening is under construction. In the context of Crohn's disease, MBMDR-2.6.2 found signal in regions well known in the field and our results could be explained from a biological point of view. This demonstrates the power of our software to find relevant phenotype-genotype associations. [less ▲]

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