Electronic Theses and Dissertations (Masters)

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Detecting and Understanding COVID-19 Misclassifications: A Deep Learning and Explainable AI Approach
(University of the Witwatersrand, Johannesburg, 2023-08) Mandindi, Nkcubeko Umzubongile Siphamandla; Vadapalli, Hima Bindu
Interstitial Lung Disease (IDL) is a catch-all term for over 200 chronic lung diseases. These diseases are distinguished by lung tissue inflammation (Pulmonary fibrosis). They are histologically heterogeneous dis eases with inconsistent microscopic appearances, but they have clinical manifestations similar to other lung disorders. The similarities in symptoms of these diseases make differential diagnosis difficult and may lead to COVID-19 misdiagnosis with various types of IDLs. Be cause the turnaround time is shorter and more sensitive for diagnosis, imaging technology has been mentioned as a critical detection method in combating the prevalence of COVID-19. The aim of this research is to investigate existing deep learning architectures for the aforementioned task, as well as incorporate evaluation modules to determine where and why misclassification occurred. In this study, three widely used deep learning architectures, ResNet-50, VGG-19, and CoroNet, were evaluated for detecting COVID-19 from other IDLs (bacterial pneumonia, nor mal (healthy), viral pneumonia, and tuberculosis). The baseline results demonstrate the effectivities of Coronet having a classification performance of 84.02% for accuracy, specificity of 89.87%, a sensitivity of 70.97%. Recall 84.12%, and F1 score of 0.84. The results further emphasize the effectiveness of transfer learning using pre-trained domain-specific architectures, resulting in fewer learnable parameters. The proposed work used Integrated Gradients (IG), an Explainable AI technique that uses saliency maps to observe pixel feature importances, to understand mis classifications. This refers to visually prominent features in input im ages that were used by the model to make predictions. As a result, the proposed work envisions future research directions for improved classi fication through misclassification understanding.
Creating an adaptive collaborative playstyle-aware companion agent
(University of the Witwatersrand, Johannesburg, 2023-09) Arendse, Lindsay John; Rosman, Benjamin
Companion characters in video games play a unique part in enriching player experience. Companion agents support the player as an ally or sidekick and would typically help the player by providing hints, resources, or even fight along-side the human player. Players often adopt a certain approach or strategy, referred to as a playstyle, whilst playing video games. Players do not only approach challenges in games differently, but also play games differently based on what they find rewarding. Companion agent characters thus have an important role to play by assisting the player in a way which aligns with their playstyle. Existing companion agent approaches fall short and adversely affect the collaborative experience when the companion agent is not able to assist the human player in a manner consistent with their playstyle. Furthermore, if the companion agent cannot assist in real time, player engagement levels are lowered since the player will need to wait for the agent to compute its action - leading to a frustrating player experience. We therefore present a framework for creating companion agents that are adaptive such that they respond in real time with actions that align with the player’s playstyle. Companion agents able to do so are what we refer to as playstyle-aware. Creating a playstyle-aware adaptive agent firstly requires a mechanism for correctly classifying or identifying the player style, before attempting to assist the player with a given task. We present a method which can enable the real time in-game playstyle classification of players. We contribute a hybrid probabilistic supervised learning framework, using Bayesian Inference informed by a K-Nearest Neighbours based likelihood, that is able to classify players in real time at every step within a given game level using only the latest player action or state observation. We empirically evaluate our hybrid classifier against existing work using MiniDungeons, a common benchmark game domain. We further evaluate our approach using real player data from the game Super Mario Bros. We out perform our comparative study and our results highlight the success of our framework in identifying playstyles in a complex human player setting. The second problem we explore is the problem of assisting the identified playstyle with a suitable action. We formally define this as the ‘Learning to Assist’ problem, where given a set of companion agent policies, we aim to determine the policy which best complements the observed playstyle. An action is complementary such that it aligns with the goal of the playstyle. We extend MiniDungeons into a two-player game called Collaborative MiniDungeons which we use to evaluate our companion agent against several comparative baselines. The results from this experiment highlights that companion agents which are able to adapt and assist different playstyles on average bring about a greater player experience when using a playstyle specific reward function as a proxy for what the players find rewarding. In this way we present an approach for creating adaptive companion agents which are playstyle-aware and able to collaborate with players in real time.
Procedural Content Generation for video game levels with human advice
(University of the Witwatersrand, Johannesburg, 2023-07) Raal, Nicholas Oliver; James, Steven
Video gaming is an extremely popular form of entertainment around the world and new video game releases are constantly being showcased. One issue with the video gaming industry is that game developers require a large amount of time to develop new content. A research field that can help with this is procedural content generation (PCG) which allows for an infinite number of video game levels to be generated based on the parameters provided. Many of the methods found in literature can generate content reliably that adhere to quantifiable characteristics such as playability, solvability and difficulty. These methods do not however, take into account the aesthetics of the level which is the parameter that makes them more reasonable levels for human players. In order to address this issue, we propose a method of incorporating high level human advice into the PCG loop. The method uses pairwise comparisons as a way in which a score can be assigned to a level based on its aesthetics. Using the score along with a feature vector describing each level, an SVR model is trained that will allow for a score to be assigned to unseen video game levels. This predicted score is used as an additional fitness function of a multi objective genetic algorithm (GA) and can be optimised as a standard fitness function would. We test the proposed method on two 2D platformer video games, Maze and Super Mario Bros (SMB), and our results show that the proposed method can successfully be used to generate levels with a bias towards the human preferred aesthetical features, whilst still adhering to standard video game characteristics such as solvability. We further investigate incorporating multiple inputs from a human at different stages of the PCG life cycle and find that it does improve the proposed method, but further testing is still required. The findings of this research is hopefully going to assist in using PCG in the video game space to create levels that are more aesthetically pleasing to a human player.
A Continuous Reinforcement Learning Approach to Self-Adaptive Particle Swarm Optimisation
(University of the Witwatersrand, Johannesburg, 2023-08) Tilley, Duncan; Cleghorn, Christopher
Particle Swarm Optimisation (PSO) is a popular black-box optimisation technique due to its simple implementation and surprising ability to perform well on various problems. Unfortunately, PSO is fairly sensitive to the choice of hyper-parameters. For this reason, many self-adaptive techniques have been proposed that attempt to both simplify hyper-parameter selection and improve the performance of PSO. Surveys however show that many self-adaptive techniques are still outperformed by time-varying techniques where the value of coefficients are simply increased or decreased over time. More recent works have shown the successful application of Reinforcement Learning (RL) to learn self-adaptive control policies for optimisers such as differential evolution, genetic algorithms, and PSO. However, many of these applications were limited to only discrete state and action spaces, which severely limits the choices available to a control policy, given that the PSO coefficients are continuous variables. This dissertation therefore investigates the application of continuous RL techniques to learn a self-adaptive control policy that can make full use of the continuous nature of the PSO coefficients. The dissertation first introduces the RL framework used to learn a continuous control policy by defining the environment, action-space, state-space, and a number of possible reward functions. An effective learning environment that is able to overcome the difficulties of continuous RL is then derived through a series of experiments, culminating in a successfully learned continuous control policy. The policy is then shown to perform well on the benchmark problems used during training when compared to other self-adaptive PSO algorithms. Further testing on benchmark problems not seen during training suggest that the learned policy may however not generalise well to other functions, but this is shown to also be a problem in other PSO algorithms. Finally, the dissertation performs a number of experiments to provide insights into the behaviours learned by the continuous control policy.
Self Supervised Salient Object Detection using Pseudo-labels
(University of the Witwatersrand, Johannesburg, 2023-08) Bachan, Kidhar; Wang, Hairong
Deep Convolutional Neural Networks have dominated salient object detection methods in recent history. A determining factor for salient object detection network performance is the quality and quantity of pixel-wise annotated labels. This annotation is performed manually, making it expensive (time-consuming, tedious), while limiting the training data to the available annotated datasets. Alternatively, unsupervised models are able to learn from unlabelled datasets or datasets in the wild. In this work, an existing algorithm [Li et al. 2020] is used to refine the generated pseudo labels before training. This research focuses on the changes made to the pseudo label refinement algorithm and its effect on performance for unsupervised saliency object detection tasks. We show that using this novel approach leads to statistically negligible performance improvements and discuss the reasons why this is the case.
Evaluating Pre-training Mechanisms in Deep Learning Enabled Tuberculosis Diagnosis
(University of the Witwatersrand, Johannesburg, 2024) Zaranyika, Zororo; Klein, Richard
Tuberculosis (TB) is an infectious disease caused by a bacteria called Mycobacterium Tuberculosis. In 2021, 10.6 million people fell ill because of TB and about 1.5 million lives are lost from TB each year even though TB is a preventable and curable disease. The latest global trends in TB death cases are shown in 1.1. To ensure a higher survival rate and prevent further transmissions, it is important to carry out early diagnosis. One of the critical methods of TB diagnosis and detection is the use of posterior-anterior chest radiographs (CXR). The diagnosis of Tuberculosis and other chest-affecting dis- eases like Pneumoconiosis is time-consuming, challenging and requires experts to read and interpret chest X-ray images, especially in under-resourced areas. Various attempts have been made to perform the diagnosis using deep learning methods such as Convolutional Neural Networks (CNN) using labelled CXR images. Due to the nature of CXR images in maintaining a consistent structure and overlapping visual appearances across different chest-affecting diseases, it is reasonable to believe that visual features learned in one disease or geographic location may transfer to a new TB classificationmodel. This would allow us to leverage large volumes of labelled CXR images available online hence decreasing the data required to build a local model. This work will explore to what extent such pre-training and transfer learning is useful and whether it may help decrease the data required for a locally trained classifier. In this research, we investigated various pre-training regimes using selected online datasets to under- stand whether the performance of such models can be generalised towards building a TB computer-aided diagnosis system and also inform us on the nature and size of CXR datasets we should be collecting. Our experiment results indicated that both supervised and self-supervised pre-training between the CXR datasets cannot significantly improve the overall performance metrics of a TB. We noted that pre-training on the ChestX-ray14, CheXpert, and MIMIC-CXR datasets resulted in recall values of over 70% and specificity scores of at least 90%. There was a general decline in performance in our experiments when we pre-trained on one dataset and fine-tuned on a different dataset, hence our results were lower than baseline experiment results. We noted that ImageNet weights initialisation yields superior results over random weights initialisation on all ex- periment configurations. In the case of self-supervised pre-training, the model reached acceptable metrics with a minimum number of labels as low as 5% when we fine-tuned on the TBX11k dataset, although slightly lower in performance compared to the super-vised pre-trained models and the baseline results. The best-performing self-supervised pre-trained model with the least number of training labels was the MoCo-ResNet-50 model pre-trained on the VinDr-CXR and PadChest datasets. These model configura- tions achieved recall scores of 81.90% and a specificity score of 81.99% on VinDr-CXR pre-trained weights while the PadChest weights scored a recall of 70.29% and a speci- ficity of 70.22%. The other self-supervised pre-trained models failed to reach scores of at least 50% on both recall or specificity with the same number of labels
Regime Based Portfolio Optimization: A Look at the South African Asset Market
(University of the Witwatersrand, Johannesburg, 2023-09) Mdluli, Nkosenhle S.; Ajoodha, Ritesh; Mulaudzi, Rudzani
Financial markets change their properties (i.e mean, volatility, correlation, and distribution) with time. However, traditional portfolio optimization strategies seek to create static, all weather portfolios oblivious to this and current economic conditions. This produces portfolios that are unable to predict events with excessive skewness and kurtosis. This research investigated the difference in portfolio percentage return, of portfolios that incorporate regimes against one that does not. HMMs, binary segmentation, and PELT algorithms were used to identify regimes in 7 macro-economic features. These regimes, with regimes identified by the SARB, were incorporated into Markowitz’s mean-variance optimization technique to optimize portfolios. The base portfolio, which did not incorporate regimes, produced the least return of 761% during the period under consideration. Portfolios using HMMs identified regimes, produced, on average, the highest returns, averaging 3211% whilst the portfolio using SARB identified regimes returned 1878% during the same period. This research, therefore, shows that incorporating regimes into portfolio optimization increases the percentage return of a portfolio. Moreover, it shows that, although HMMs, on average, produced the most profitable portfolio, portfolios using regimes based on data-driven techniques do not always out-perform portfolios using the SARB identified regimes.
Overlapping multidomain paired quasilinearization methods for solving boundary layer flow problems
(University of the Witwatersrand, Johannesburg, 2024) Nefale, Mpho Mendy; Otegbeye, Olumuyiwa; Oloniiju, Shina Daniel
There is a constant and continuous need to refine current numerical approaches used to solve non-linear differential equations, which are employed to model real- world problems that often do not have analytical solutions. Spectral-based techniques have proven to be one of the most efficient numerical techniques for finding solutions of differential equations. Numerous spectral-based linearization techniques have been developed, such as the spectral relaxation (SRM), the spectral local linearization (SLLM), the spectral quasilinearization (SQLM), and the paired quasilinearization (PQLM) methods, among others. Previous research suggests that the PQLM is an efficient approach for solving complex non-linear systems of ordinary (ODEs) and partial differential equations (PDEs). However, it has been observed that this method requires further enhancement when utilized for problems described over a large domain, be it temporal or spatial. This research aims to address this limitation by proposing a modified version of the PQLM called the overlapping multi-domain paired quasilinearization method (OMD-PQLM), that enhances the accuracy and convergence speed of the original approach. The new approach entails solving a system by a technique that involves decoupling the system into pairs of equations and partitioning the large domain into smaller overlapping sub-domains. A comparison between the OMD-PQLM and the PQLM is conducted by solving systems of ODEs and PDEs. The proposed numerical approach is evaluated based on the norms of the residual and convergence errors, computational time, and the influence of the number of grid points and sub-domains on the convergence speed of the iterative scheme and the accuracy of the solutions. The findings demonstrate that the OMD-PQLM remarkably improves the accuracy of the solution compared to the PQLM, suggesting that partitioning the problem domain into overlapping multiple-domains optimizes the performance of the PQLM.
A fully-decentralised general-sum approach for multi-agent reinforcement learning using minimal modelling
(University of the Witwatersrand, Johannesburg, 2023-08) Kruger, Marcel Matthew Anthony; Rosman, Benjamin; James, Steven; Shipton, Jarrod
Multi-agent reinforcement learning is a prominent area of research in machine learning, extending reinforcement learning to scenarios where multiple agents concurrently learn and interact within the same environment. Most existing methods rely on centralisation during training, while others employ agent modelling. In contrast, we propose a novel method that adapts the role of entropy to assist in fully-decentralised training without explicitly modelling other agents using additional information to which most centralised methods assume access. We augment entropy to encourage more deterministic agents, and instead, we let the non-stationarity inherent in MARL serve as a mode for exploration. We empirically evaluate the performance of our method across five distinct environments, each representing unique challenges. Our assessment encompasses both cooperative and competitive cases. Our findings indicate that the approach of penalising entropy, rather than rewarding it, enables agents to perform at least as well as the prevailing standard of entropy maximisation. Moreover, our alternative approach achieves several of the original objectives of entropy regularisation in reinforcement learning, such as increased sample efficiency and potentially better final rewards. Whilst entropy has a significant role, our results in the competitive case indicate that position bias is still a considerable challenge.
Generating Rich Image Descriptions from Localized Attention
(University of the Witwatersrand, Johannesburg, 2023-08) Poulton, David; Klein, Richard
The field of image captioning is constantly growing with swathes of new methodologies, performance leaps, datasets, and challenges. One new challenge is the task of long-text image description. While the vast majority of research has focused on short captions for images with only short phrases or sentences, new research and the recently released Localized Narratives dataset have pushed this to rich, paragraph length descriptions. In this work we perform additional research to grow the sub-field of long-text image descriptions and determine the viability of our new methods. We experiment with a variety of progressively more complex LSTM and Transformer-based approaches, utilising human-generated localised attention traces and image data to generate suitable captions, and evaluate these methods on a suite of common language evaluation metrics. We find that LSTM-based approaches are not well suited to the task, and under-perform Transformer-based implementations on our metric suite while also proving substantially more demanding to train. On the other hand, we find that our Transformer-based methods are well capable of generating captions with rich focus over all regions of the image and in a grammatically sound manner, with our most complex model outperforming existing approaches on our metric suite.
MultiI-View Ranking: Tasking Transformers to Generate and Validate Solutions to Math Word Problems
(University of the Witwatersrand, Johannesburg, 2023-11) Mzimba, Rifumo; Klein, Richard; Rosman, Benjamin
The recent developments and success of the Transformer model have resulted in the creation of massive language models that have led to significant improvements in the comprehension of natural language. When fine-tuned for downstream natural language processing tasks with limited data, they achieve state-of-the-art performance. However, these robust models lack the ability to reason mathematically. It has been demonstrated that, when fine-tuned on the small-scale Math Word Problems (MWPs) benchmark datasets, these models are not able to generalize. Therefore, to overcome this limitation, this study proposes to augment the generative objective used in the MWP task with complementary objectives that can assist the model in reasoning more deeply about the MWP task. Specifically, we propose a multi-view generation objective that allows the model to understand the generative task as an abstract syntax tree traversal beyond the sequential generation task. In addition, we propose a complementary verification objective to enable the model to develop heuristics that can distinguish between correct and incorrect solutions. These two goals comprise our multi-view ranking (MVR) framework, in which the model is tasked to generate the prefix, infix, and postfix traversals for a given MWP, and then use the verification task to rank the generated expressions. Our experiments show that the verification objective is more effective at choosing the best expression than the widely used beam search. We further show that when our two objectives are used in conjunction, they can effectively guide our model to learn robust heuristics for the MWP task. In particular, we achieve an absolute percentage improvement of 9.7% and 5.3% over our baseline and the state-of-the-art models on the SVAMP datasets. Our source code can be found on https://github.com/ProxJ/msc-final.
Pipeline for the 3D Reconstruction of Rigid, Handheld Objects through the Use of Static Cameras
(University of the Witwatersrand, Johannesburg, 2023-04) Kambadkone, Saatwik Ramakrishna; Klein, Richard
In this paper, we develop a pipeline for the 3D reconstruction of handheld objects using a single, static RGB-D camera. We also create a general pipeline to describe the process of handheld object reconstruction. This general pipeline suggests the deconstruction of this task into three main constituents: input, where we decide our main method of data capture; segmentation and tracking, where we identify and track the relevant parts of our captured data; and reconstruction where we develop a method for reconstructing our previous information into 3D models. We successfully create a handheld object reconstruction method using a depth sensor as our input; hand tracking, depth segmentation and optical flow to retrieve relevant information; and reconstruction through the use of ICP and TSDF maps. During this process, we also evaluate other possible variations of this successful method. In one of these variations, we test the effect of using depth-estimation to generate data as- the input to our pipeline. While this experimentation helps us quantify our method’s robustness to noise in the input data, we do conclude that current depth estimation techniques do not provide adequate detail for the reconstruction of handheld objects.
Improving audio-driven visual dubbing solutions using self-supervised generative adversarial networks
(University of the Witwatersrand, Johannesburg, 2023-09) Ranchod, Mayur; Klein, Richard
Audio-driven visual dubbing (ADVD) is the process of accepting a talking-face video, along with a dubbing audio segment, as inputs and producing a dubbed video such that the speaker appears to be uttering the dubbing audio. ADVD aims to address the language barrier inherent in the consumption of video-based content caused by the various languages in which videos may be presented. Specifically, a video may only be consumed by the audience that is familiar with the spoken language. Traditional solutions, such as subtitles and audio-dubbing, hinder the viewer’s experience by either obstructing the on-screen content or introducing an unpleasant discrepancy between the speaker’s mouth movements and the input dubbing audio, respectively. In contrast, ADVD strives to achieve a natural viewing experience by synchronizing the speaker’s mouth movements with the dubbing audio. A comprehensive survey of several ADVD solutions revealed that most existing solutions achieve satisfactory visual quality and lip-sync accuracy but are limited to low-resolution videos with frontal or near frontal faces. Since this is in sharp contrast to real-world videos, which are high-resolution and contain arbitrary head poses, we present one of the first ADVD solutions trained with high-resolution data and also introduce the first pose-invariant ADVD solution. Our results show that the presented solution achieves superior visual quality while also achieving high measures of lip-sync accuracy, consequently enabling the solution to achieve significantly improved results when applied to real-world videos.
Analyzing the performance and generalisability of incorporating SimCLR into Proximal Policy Optimization in procedurally generated environments
(University of the Witwatersrand, Johannesburg, 2024) Gilbert, Nikhil; Rosman, Benjamin
Multiple approaches to state representation learning have been shown to improve the performance of reinforcement learning agents substantially. When used in reinforcement learning, a known challenge in state representation learning is enabling an agent to represent environment states with similar characteristics in a manner that would allow said agent to comprehend it as such. We propose a novel algorithm that combines contrastive learning with reinforcement learning so that agents learn to group states by common physical characteristics and action preferences during training. We subsequently generalise these learnings to previously encountered environment obstacles. To enable a reinforcement learning agent to use contrastive learning within its environment interaction loop, we propose a state representation learning model that employs contrastive learning to group states using observations coupled with the action the agent chose within its current state. Our approach uses a combination of two algorithms that we augment to demonstrate the effectiveness of combining contrastive learning with reinforcement learning. The state representation model for contrastive learning is a Simple Framework for Contrastive Learning of Visual Representations (SimCLR) by Chen et al. [2020], which we amend to include action values from the chosen reinforcement learning environment. The policy gradient algorithm (PPO) is our chosen reinforcement learning approach for policy learning, which we combine with SimCLR to form our novel algorithm, Action Contrastive Policy Optimization (ACPO). When combining these augmented algorithms for contrastive reinforcement learning, our results show significant improvement in training performance and generalisation to unseen environment obstacles of similar structure (physical layout of interactive objects) and mechanics (the rules of physics and transition probabilities).
Federated learning in the detection of Covid -19 in patient Ct-Scans: A practical evaluation of external generalisation
(University of the Witwatersrand, Johannesburg, 2023-08) Wapenaar, Korstiaan; Ranchod, Pravesh
This research explores the practical utility of using convolutional neural networks in a federated learning architecture for COVID-19 diagnostics using chest CT-scans, and whether federated learning models can generalise to data from healthcare facilities that did not participate in training. A model that can generalise to these healthcare facilities could provide lower-resourced or over-utilised facilities with access to supplementary diagnostic services. Eleven models are trained using a modified VGG-16. The models are trained using data from five ‘sites’: four sites are single healthcare facilities and the fifth site is a composite of data from a variety of healthcare facilities. Eleven models are trained, evaluated and compared: five ‘independent models’ are each trained with data from a single site; three ‘global models’ are trained using centrally pooled data from a variety of sites; three ‘federated models’ are trained using a federated averaging approach. The site with composite data is held-out and never included in training the federated and global models. With the exception of this composite site, all models achieve a test accuracy of at least 0.93 when evaluated using test data from the sites used in training these models. All models are then evaluated using data from the composite site. The global and federated models achieve a 0.5 to 0.6 accuracy for the composite site, indicating that the model and training regime is unable to achieve useful accuracies for sites non-participant in training. The federated models are therefore not accurate enough to motivate a healthcare facility decision maker to use the federated models as an alternative or supplementary diagnostic tool to radiographers, or to developing their own independent model. Evaluation of the results suggests that high-quality and consistent image pre-processing may be a necessary precondition for the task.
Modelling Cohort Specific Metabolic Syndrome and Cardiovascular Disease Risk using Supervised Machine Learning
(University of the Witwatersrand, Johannesburg, 2023-08) Ngcayiya, Paulina Genet; Ranchod, Pravesh
Cardiovascular Disease (CVD) is the leading cause of death worldwide, with Coronary Heart Disease (CHD) being the most common type of CVD. The consequences of the presence of CVD risk factors often manifest as Metabolic Syndrome (MetS). In this study, a dataset from the Framingham Heart Study (FHS) was used to develop two different kinds of CHD risk prediction models. These models were developed using Random Forests (RF) and AutoPrognosis. Performance of the Framingham Risk Score model (AUC-ROC: 0.633) on the FHS dataset was used as the benchmark. The RF model with optimized hyperparameters (AUC-ROC: 0.728) produced the best results. This was by a very small margin to the AutoPrognosis model with an ensemble pipeline (AUC-ROC: 0.714). The performance of RF against AutoPrognosis when predicting the existence of MetS was evaluated using a dataset from the National Health and Nutrition Examination Survey (NHANES). The RF model with optimized hyperparameters (AUC ROC: 0.851) produced the best results. This was by a small margin to the AutoPrognosis model with an ensemble pipeline (AUC-ROC: 0.851). Datasets, varying in size from 100 to 4900, were used to test the performance of RF against AutoPrognosis. The RF model with optimized hyperparameters had the best performance results.
Applying Machine Learning to Model South Africa’s Equity Market Index Price Performance
(University of the Witwatersrand, Johannesburg, 2023-07) Nokeri, Tshepo Chris; Mulaudzi, Rudzani; Ajoodha, Ritesh
Policymakers typically use statistical multivariate forecasting models to forecast the reaction of stock market returns to changing economic activities. However, these models frequently result in subpar performance due to inflexibility and incompetence in modeling non-linear relationships. Emerging research suggests that machine learning models can better handle data from non-linear dynamic systems and yield outstanding model performance. This research compared the performance of machine learning models to the performance of the benchmark model (the vector autoregressive model) when forecasting the reaction of stock market returns to changing economic activities in South Africa. The vector autoregressive model was used to forecast the reaction of stock market returns. It achieved a mean absolute percentage error (MAPE) value of 0.0084. Machine learning models were used to forecast the reaction of stock market returns. The lowest MAPE value was 0.0051. The machine learning model trained on low economic data dimensions performed 65% better than the benchmark model. Machine learning models also identified key economic activities when forecasting the reaction of stock market returns. Most research focused on whole features, few models for comparison, and barely focused on how different feature subsets and reduced dimensionality change model performance, a limitation this research addresses when considering the number of experiments. This research considered various experiments, i.e., different feature subsets and data dimensions, to determine whether machine learning models perform better than the benchmark model when forecasting the reaction of stock market returns to changing economic activities in South Africa.
Using Machine Learning to Estimate the Photometric Redshift of Galaxies
(University of the Witwatersrand, Johannesburg, 2023-08) Salim, Shayaan; Bau, Hairong; Komin, Nukri
Machine learning has emerged as a crucial tool in the field of cosmology and astrophysics, leading to extensive research in this area. This research study aims to utilize machine learning models to estimate the redshift of galaxies, with a primary focus on utilizing photometric data to obtain accurate results. Five machine learning algorithms, including XGBoost, Random Forests, K-nearest neighbors, Artificial Neural Networks, and Polynomial Regression, are employed to estimate the redshifts, trained on photometric data derived from the Sloan Digital Sky Survey (SDSS) Data Release 17 database. Furthermore, various input parameters from the SDSS database are explored to achieve the most accurate redshift values. The research incorporates a comparative analysis, utilizing different evaluation metrics and statistical tests to determine the best-performing algorithm. The results indicate that the XGBoost algorithm achieves the highest accuracy, with an R2 value of 0.94, a Root Mean Square Error (RMSE) of 0.03, and a Mean Absolute Average Percentage (MAPE) of 12.04% when trained on the optimal feature subset. In comparison, the base model achieved an R2 of 0.84, a RMSE of 0.05, and a MAPE of 20.89%. The study contributes to the existing literature by utilizing photometric data during model training and comparing different high-performing algorithms from the literature.
Improving Semi-Supervised Learning Generative Adversarial Networks
(University of the Witwatersrand, Johannesburg, 2023-08) Moolla, Faheem; Bau, Hairong; Van Zyl, Terence
Generative Adversarial Networks (GANs) have shown remarkable potential in generating high-quality images, with semi-supervised GANs providing a high classification accuracy. In this study, an enhanced semi supervised GAN model is proposed wherein the generator of the GAN is replaced by a pre-trained decoder from a Variational Autoencoder. The model presented outperforms regular GAN and semi-supervised GAN models during the early stages of training, as it produces higher quality images. Our model demonstrated significant improvements in image quality across three datasets - namely the MNIST, Fashion MNIST, and CIFAR-10 datasets - as evidenced by higher accuracies obtained from a Convolutional Neural Network (CNN) trained on generated images, as well as superior inception scores. Additionally, our model prevented mode collapse and exhibited smaller oscillations in the discriminator and generator loss graphs compared to baseline models. The presented model also provided remarkably high levels of classification accuracy, by obtaining 99.32% on the MNIST dataset, 92.78% on the Fashion MNIST dataset, and 83.22% on the CIFAR-10 dataset. These scores are notably robust as they improved some of the classification accuracies obtained by two state-of-the-art models, indicating that the presented model is a significantly improved semi-supervised GAN model. However, despite the high classification accuracy for the CIFAR-10 dataset, a considerable drop in accuracy was observed when comparing generated images to real images for this dataset. This suggests that the quality of those generated images can be bettered and the presented model performs better with less complex datasets. Future work could explore techniques to enhance our model’s performance with more intricate datasets, ultimately expanding its applicability across various domains.
Learning to adapt: domain adaptation with cycle-consistent generative adversarial networks
(University of the Witwatersrand, Johannesburg, 2023) Burke, Pierce William; Klein, Richard
Domain adaptation is a critical part of modern-day machine learning as many practitioners do not have the means to collect and label all the data they require reliably. Instead, they often turn to large online datasets to meet their data needs. However, this can often lead to a mismatch between the online dataset and the data they will encounter in their own problem. This is known as domain shift and plagues many different avenues of machine learning. From differences in data sources, changes in the underlying processes generating the data, or new unseen environments the models have yet to encounter. All these issues can lead to performance degradation. From the success in using Cycle-consistent Generative Adversarial Networks(CycleGAN) to learn unpaired image-to-image mappings, we propose a new method to help alleviate the issues caused by domain shifts in images. The proposed model incorporates an adversarial loss to encourage realistic-looking images in the target domain, a cycle-consistency loss to learn an unpaired image-to-image mapping, and a semantic loss from a task network to improve the generator’s performance. The task network is con-currently trained with the generators on the generated images to improve downstream task performance on adapted images. By utilizing the power of CycleGAN, we can learn to classify images in the target domain without any target domain labels. In this research, we show that our model is successful on various unsupervised domain adaptation (UDA) datasets and can alleviate domain shifts for different adaptation tasks, like classification or semantic segmentation. In our experiments on standard classification, we were able to bring the models performance to near oracle level accuracy on a variety of different classification datasets. The semantic segmentation experiments showed that our model could improve the performance on the target domain, but there is still room for further improvements. We also further analyze where our model performs well and where improvements can be made.

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