Segmentation of intracranial aneurysm(IA)from computed tomography angiography(CTA)images is of significant importance for quantitative assessment of IA and further surgical treatment.Manual segmentation of IA is a lab...Segmentation of intracranial aneurysm(IA)from computed tomography angiography(CTA)images is of significant importance for quantitative assessment of IA and further surgical treatment.Manual segmentation of IA is a labor-intensive,time-consuming job and suffers from inter-and intra-observer variabilities.Training deep neural networks usually requires a large amount of labeled data,while annotating data is very time-consuming for the IA segmentation task.This paper presents a novel weight-perceptual self-ensembling model for semi-supervised IA segmentation,which employs unlabeled data by encouraging the predictions of given perturbed input samples to be consistent.Considering that the quality of consistency targets is not comparable to each other,we introduce a novel sample weight perception module to quantify the quality of different consistency targets.Our proposed module can be used to evaluate the contributions of unlabeled samples during training to force the network to focus on those well-predicted samples.We have conducted both horizontal and vertical comparisons on the clinical intracranial aneurysm CTA image dataset.Experimental results show that our proposed method can improve at least 3%Dice coefficient over the fully-supervised baseline,and at least 1.7%over other state-of-the-art semi-supervised methods.展开更多
金融市场对于社会经济的发展非常重要,因此金融时间序列预测(Financial time series prediction,FTSP)一直是人们研究的焦点。至今,许多基于统计分析和软计算的方法被提出以解决FTSP问题,其中大多数方法将金融时间序列(Financial time s...金融市场对于社会经济的发展非常重要,因此金融时间序列预测(Financial time series prediction,FTSP)一直是人们研究的焦点。至今,许多基于统计分析和软计算的方法被提出以解决FTSP问题,其中大多数方法将金融时间序列(Financial time series,FTS)视为或转化为平稳序列进行处理。但是,由于绝大部分FTS是非平稳的,因此这些方法通常存在伪回归或预测性能不佳等问题。本文提出了一种自适应增量集成学习(Self-adaptive incremental ensemble learning,SIEL)算法,用于解决非平稳金融时间序列预测(Non-stationary FTSP,NS-FTSP)问题。SIEL算法的主要思想是为每个非平稳金融时间序列(Non-stationary FTS,NS-FTS)子集增量地训练一个基模型,然后使用自适应加权规则将各基模型组合起来。SIEL算法的重点在于数据权重和基模型权重的更新:数据权重基于当前集成模型在最新数据集上的性能进行更新,其目的不是为了数据采样,而是为了权衡误差;基模型权重基于其所处环境进行自适应更新,且基模型在越新环境下的性能应具有越高的权重。此外,针对NS-FTS的特征,SIEL算法提出了一种能协调新旧知识以及应对环境重演的策略。最后,给出了SIEL算法在3个NS-FTS数据集上的实验结果,并将其与已有算法进行了对比。实验结果表明,SIEL算法能很好地解决NS-FTSP问题。展开更多
基金supported by Shenzhen Fundamental Research Program of China under Grant Nos.JCYJ20200109110420626 and JCYJ20200109110208764the National Natural Science Foundation of China under Grant Nos.U1813204 and 61802385+1 种基金the Natural Science Foundation of Guangdong of China under Grant No.2021A1515012604the Clinical Research Project of Shenzhen Municiple Health Commission under Grant No.SZLY2017011.
文摘Segmentation of intracranial aneurysm(IA)from computed tomography angiography(CTA)images is of significant importance for quantitative assessment of IA and further surgical treatment.Manual segmentation of IA is a labor-intensive,time-consuming job and suffers from inter-and intra-observer variabilities.Training deep neural networks usually requires a large amount of labeled data,while annotating data is very time-consuming for the IA segmentation task.This paper presents a novel weight-perceptual self-ensembling model for semi-supervised IA segmentation,which employs unlabeled data by encouraging the predictions of given perturbed input samples to be consistent.Considering that the quality of consistency targets is not comparable to each other,we introduce a novel sample weight perception module to quantify the quality of different consistency targets.Our proposed module can be used to evaluate the contributions of unlabeled samples during training to force the network to focus on those well-predicted samples.We have conducted both horizontal and vertical comparisons on the clinical intracranial aneurysm CTA image dataset.Experimental results show that our proposed method can improve at least 3%Dice coefficient over the fully-supervised baseline,and at least 1.7%over other state-of-the-art semi-supervised methods.
文摘金融市场对于社会经济的发展非常重要,因此金融时间序列预测(Financial time series prediction,FTSP)一直是人们研究的焦点。至今,许多基于统计分析和软计算的方法被提出以解决FTSP问题,其中大多数方法将金融时间序列(Financial time series,FTS)视为或转化为平稳序列进行处理。但是,由于绝大部分FTS是非平稳的,因此这些方法通常存在伪回归或预测性能不佳等问题。本文提出了一种自适应增量集成学习(Self-adaptive incremental ensemble learning,SIEL)算法,用于解决非平稳金融时间序列预测(Non-stationary FTSP,NS-FTSP)问题。SIEL算法的主要思想是为每个非平稳金融时间序列(Non-stationary FTS,NS-FTS)子集增量地训练一个基模型,然后使用自适应加权规则将各基模型组合起来。SIEL算法的重点在于数据权重和基模型权重的更新:数据权重基于当前集成模型在最新数据集上的性能进行更新,其目的不是为了数据采样,而是为了权衡误差;基模型权重基于其所处环境进行自适应更新,且基模型在越新环境下的性能应具有越高的权重。此外,针对NS-FTS的特征,SIEL算法提出了一种能协调新旧知识以及应对环境重演的策略。最后,给出了SIEL算法在3个NS-FTS数据集上的实验结果,并将其与已有算法进行了对比。实验结果表明,SIEL算法能很好地解决NS-FTSP问题。
