Timothy Masters

Discover the essential building blocks of a common and powerful form of deep belief network: convolutional nets. This book shows you how the structure of these elegant models is much closer to that of human brains than traditional neural networks; they have a ‘thought process’ that is capable of learning abstract concepts built from simpler primitives. These models are especially useful for image processing applications. At each step Deep Belief Nets in C++ and CUDA C: Volume 3 presents intuitive motivation, a summary of the most important equations relevant to the topic, and concludes with highly commented code for threaded computation on modern CPUs as well as massive parallel processing on computers with CUDA-capable video display cards. Source code for all routines presented in the book, and the executable CONVNET program which implements these algorithms, are available for free download. What You Will Learn Discover convolutional nets and how to use them Build deep feedforward nets using locally connected layers, pooling layers, and softmax outputs Master the various programming algorithms required Carry out multi-threaded gradient computations and memory allocations for this threading Work with CUDA code implementations of all core computations, including layer activations and gradient calculations Make use of the CONVNET program and manual to explore convolutional nets and case studies Who This Book Is For Those who have at least a basic knowledge of neural networks and some prior programming experience, although some C++ and CUDA C is recommended.

Convolutional Nets

Deep Belief Nets in C++ and CUDA C: Volume 3

David Aronson

This book serves two purposes. First, it teaches the importance of using sophisticated yet accessible statistical methods to evaluate a trading system before it is put to real-world use. In order to accommodate readers having limited mathematical background, these techniques are illustrated with step-by-step examples using actual market data, and all examples are explained in plain language. Second, this book shows how the free program TSSB (Trading System Synthesis & Boosting) can be used to develop and test trading systems. The machine learning and statistical algorithms available in TSSB go far beyond those available in other off-the-shelf development software. Intelligent use of these state-of-the-art techniques greatly improves the likelihood of obtaining a trading system whose impressive backtest results continue when the system is put to use in a trading account. Among other things, this book will teach the reader how to: Estimate future performance with rigorous algorithms Evaluate the influence of good luck in backtests Detect overfitting before deploying your system Estimate performance bias due to model fitting and selection of seemingly superior systems Use state-of-the-art ensembles of models to form consensus trade decisions Build optimal portfolios of trading systems and rigorously test their expected performance Search thousands of markets to find subsets that are especially predictable Create trading systems that specialize in specific market regimes such as trending/flat or high/low volatility More information on the TSSB program can be found at TSSBsoftware dot com.

Developing Predictive-model-based Trading Systems Using TSSB

Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments

Discover the essential building blocks of a common and powerful form of deep belief net: the autoencoder. You’ll take this topic beyond current usage by extending it to the complex domain for signal and image processing applications. Deep Belief Nets in C++ and CUDA C: Volume 2 also covers several algorithms for preprocessing time series and image data. These algorithms focus on the creation of complex-domain predictors that are suitable for input to a complex-domain autoencoder. Finally, you’ll learn a method for embedding class information in the input layer of a restricted Boltzmann machine. This facilitates generative display of samples from individual classes rather than the entire data distribution. The ability to see the features that the model has learned for each class separately can be invaluable. At each step this book provides you with intuitive motivation, a summary of the most important equations relevant to the topic, and highly commented code for threaded computation on modern CPUs as well as massive parallel processing on computers with CUDA-capable video display cards. What You'll Learn Code for deep learning, neural networks, and AI using C++ and CUDA C Carry out signal preprocessing using simple transformations, Fourier transforms, Morlet wavelets, and more Use the Fourier Transform for image preprocessing Implement autoencoding via activation in the complex domain Work with algorithms for CUDA gradient computation Use the DEEP operating manual Who This Book Is For Those who have at least a basic knowledge of neural networks and some prior programming experience, although some C++ and CUDA C is recommended.

Autoencoding in the Complex Domain

Deep Belief Nets in C++ and CUDA C: Volume 2

This is one of the first books to offer practical in-depth coverage of the Probabilistic Neural Network (PNN) and several other neural nets and their related algorithms critical to solving some of today's toughest real-world computing problems. Includes complete C++ source code for basic and advanced applications.

A C++ Sourcebook

Advanced Algorithms for Neural Networks

Discover a variety of data-mining algorithms that are useful for selecting small sets of important features from among unwieldy masses of candidates, or extracting useful features from measured variables. As a serious data miner you will often be faced with thousands of candidate features for your prediction or classification application, with most of the features being of little or no value. You’ll know that many of these features may be useful only in combination with certain other features while being practically worthless alone or in combination with most others. Some features may have enormous predictive power, but only within a small, specialized area of the feature space. The problems that plague modern data miners are endless. This book helps you solve this problem by presenting modern feature selection techniques and the code to implement them. Some of these techniques are: Forward selection component analysis Local feature selection Linking features and a target with a hidden Markov model Improvements on traditional stepwise selection Nominal-to-ordinal conversion All algorithms are intuitively justified and supported by the relevant equations and explanatory material. The author also presents and explains complete, highly commented source code. The example code is in C++ and CUDA C but Python or other code can be substituted; the algorithm is important, not the code that's used to write it. What You Will Learn Combine principal component analysis with forward and backward stepwise selection to identify a compact subset of a large collection of variables that captures the maximum possible variation within the entire set. Identify features that may have predictive power over only a small subset of the feature domain. Such features can be profitably used by modern predictive models but may be missed by other feature selection methods. Find an underlying hidden Markov model that controls the distributions of feature variables and the target simultaneously. The memory inherent in this method is especially valuable in high-noise applications such as prediction of financial markets. Improve traditional stepwise selection in three ways: examine a collection of 'best-so-far' feature sets; test candidate features for inclusion with cross validation to automatically and effectively limit model complexity; and at each step estimate the probability that our results so far could be just the product of random good luck. We also estimate the probability that the improvement obtained by adding a new variable could have been just good luck. Take a potentially valuable nominal variable (a category or class membership) that is unsuitable for input to a prediction model, and assign to each category a sensible numeric value that can be used as a model input. Who This Book Is For Intermediate to advanced data science programmers and analysts. C++ and CUDA C experience is highly recommended. However, this book can be used as a framework using other languages such as Python.

Recent Developments in Feature Extraction and Selection Algorithms for Data Science

Modern Data Mining Algorithms in C++ and CUDA C

Steve Lehto

Timothy Masters was a lonely, troubled teenager with a penchant for gory artwork when he first saw Peggy Lee Hettrick… …her dead, mutilated body nearly frozen in the early morning of Fort Collins, Colorado. Not believing it could really be a dead body, thinking he was the victim of yet another prank by his abusive classmates, the fifteen-year-old didn’t go to the police—but they came to him. So began a decade-long investigation led by a relentless detective who was sure that Masters was the killer, even without a shred of physical evidence. Against all reason, a conspiracy of silence and circumstantial evidence eventually put Masters behind bars. Only the determination of a lone investigator who believed the young man was innocent would reveal the shocking truth, and free Masters after ten years in prison. This is the compelling true story of one life ended in blood and murder, one life ruined by coincidence and prejudice, and justice long denied but finally found.

Timothy Masters

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