This repository is in development phase and will soon provide you with c++ code of various data structures and algorithms

This repository is the C++ Source Code of several algorithms of Extracting Background, which are based on OpenCV libraries after I learn about the theory of these algorithms(including Frame-Difference, Gauss-Background-Difference, ViBe algorithms).

Introduction Parkinson’s Disease is the second most prevalent neurodegenerative disorder after Alzheimer’s, affecting more than 10 million people worldwide. Parkinson’s is characterized primarily by the deterioration of motor and cognitive ability. There is no single test which can be administered for diagnosis. Instead, doctors must perform a careful clinical analysis of the patient’s medical history. Unfortunately, this method of diagnosis is highly inaccurate. A study from the National Institute of Neurological Disorders finds that early diagnosis (having symptoms for 5 years or less) is only 53% accurate. This is not much better than random guessing, but an early diagnosis is critical to effective treatment. Because of these difficulties, I investigate a machine learning approach to accurately diagnose Parkinson’s, using a dataset of various speech features (a non-invasive yet characteristic tool) from the University of Oxford. Why speech features? Speech is very predictive and characteristic of Parkinson’s disease; almost every Parkinson’s patient experiences severe vocal degradation (inability to produce sustained phonations, tremor, hoarseness), so it makes sense to use voice to diagnose the disease. Voice analysis gives the added benefit of being non-invasive, inexpensive, and very easy to extract clinically. Background Parkinson's Disease Parkinson’s is a progressive neurodegenerative condition resulting from the death of the dopamine containing cells of the substantia nigra (which plays an important role in movement). Symptoms include: “frozen” facial features, bradykinesia (slowness of movement), akinesia (impairment of voluntary movement), tremor, and voice impairment. Typically, by the time the disease is diagnosed, 60% of nigrostriatal neurons have degenerated, and 80% of striatal dopamine have been depleted. Performance Metrics TP = true positive, FP = false positive, TN = true negative, FN = false negative Accuracy: (TP+TN)/(P+N) Matthews Correlation Coefficient: 1=perfect, 0=random, -1=completely inaccurate Algorithms Employed Logistic Regression (LR): Uses the sigmoid logistic equation with weights (coefficient values) and biases (constants) to model the probability of a certain class for binary classification. An output of 1 represents one class, and an output of 0 represents the other. Training the model will learn the optimal weights and biases. Linear Discriminant Analysis (LDA): Assumes that the data is Gaussian and each feature has the same variance. LDA estimates the mean and variance for each class from the training data, and then uses properties of statistics (Bayes theorem , Gaussian distribution, etc) to compute the probability of a particular instance belonging to a given class. The class with the largest probability is the prediction. k Nearest Neighbors (KNN): Makes predictions about the validation set using the entire training set. KNN makes a prediction about a new instance by searching through the entire set to find the k “closest” instances. “Closeness” is determined using a proximity measurement (Euclidean) across all features. The class that the majority of the k closest instances belong to is the class that the model predicts the new instance to be. Decision Tree (DT): Represented by a binary tree, where each root node represents an input variable and a split point, and each leaf node contains an output used to make a prediction. Neural Network (NN): Models the way the human brain makes decisions. Each neuron takes in 1+ inputs, and then uses an activation function to process the input with weights and biases to produce an output. Neurons can be arranged into layers, and multiple layers can form a network to model complex decisions. Training the network involves using the training instances to optimize the weights and biases. Naive Bayes (NB): Simplifies the calculation of probabilities by assuming that all features are independent of one another (a strong but effective assumption). Employs Bayes Theorem to calculate the probabilities that the instance to be predicted is in each class, then finds the class with the highest probability. Gradient Boost (GB): Generally used when seeking a model with very high predictive performance. Used to reduce bias and variance (“error”) by combining multiple “weak learners” (not very good models) to create a “strong learner” (high performance model). Involves 3 elements: a loss function (error function) to be optimized, a weak learner (decision tree) to make predictions, and an additive model to add trees to minimize the loss function. Gradient descent is used to minimize error after adding each tree (one by one). Engineering Goal Produce a machine learning model to diagnose Parkinson’s disease given various features of a patient’s speech with at least 90% accuracy and/or a Matthews Correlation Coefficient of at least 0.9. Compare various algorithms and parameters to determine the best model for predicting Parkinson’s. Dataset Description Source: the University of Oxford 195 instances (147 subjects with Parkinson’s, 48 without Parkinson’s) 22 features (elements that are possibly characteristic of Parkinson’s, such as frequency, pitch, amplitude / period of the sound wave) 1 label (1 for Parkinson’s, 0 for no Parkinson’s) Project Pipeline pipeline Summary of Procedure Split the Oxford Parkinson’s Dataset into two parts: one for training, one for validation (evaluate how well the model performs) Train each of the following algorithms with the training set: Logistic Regression, Linear Discriminant Analysis, k Nearest Neighbors, Decision Tree, Neural Network, Naive Bayes, Gradient Boost Evaluate results using the validation set Repeat for the following training set to validation set splits: 80% training / 20% validation, 75% / 25%, and 70% / 30% Repeat for a rescaled version of the dataset (scale all the numbers in the dataset to a range from 0 to 1: this helps to reduce the effect of outliers) Conduct 5 trials and average the results Data a_o a_r m_o m_r Data Analysis In general, the models tended to perform the best (both in terms of accuracy and Matthews Correlation Coefficient) on the rescaled dataset with a 75-25 train-test split. The two highest performing algorithms, k Nearest Neighbors and the Neural Network, both achieved an accuracy of 98%. The NN achieved a MCC of 0.96, while KNN achieved a MCC of 0.94. These figures outperform most existing literature and significantly outperform current methods of diagnosis. Conclusion and Significance These robust results suggest that a machine learning approach can indeed be implemented to significantly improve diagnosis methods of Parkinson’s disease. Given the necessity of early diagnosis for effective treatment, my machine learning models provide a very promising alternative to the current, rather ineffective method of diagnosis. Current methods of early diagnosis are only 53% accurate, while my machine learning model produces 98% accuracy. This 45% increase is critical because an accurate, early diagnosis is needed to effectively treat the disease. Typically, by the time the disease is diagnosed, 60% of nigrostriatal neurons have degenerated, and 80% of striatal dopamine have been depleted. With an earlier diagnosis, much of this degradation could have been slowed or treated. My results are very significant because Parkinson’s affects over 10 million people worldwide who could benefit greatly from an early, accurate diagnosis. Not only is my machine learning approach more accurate in terms of diagnostic accuracy, it is also more scalable, less expensive, and therefore more accessible to people who might not have access to established medical facilities and professionals. The diagnosis is also much simpler, requiring only a 10-15 second voice recording and producing an immediate diagnosis. Future Research Given more time and resources, I would investigate the following: Create a mobile application which would allow the user to record his/her voice, extract the necessary vocal features, and feed it into my machine learning model to diagnose Parkinson’s. Use larger datasets in conjunction with the University of Oxford dataset. Tune and improve my models even further to achieve even better results. Investigate different structures and types of neural networks. Construct a novel algorithm specifically suited for the prediction of Parkinson’s. Generalize my findings and algorithms for all types of dementia disorders, such as Alzheimer’s. References Bind, Shubham. "A Survey of Machine Learning Based Approaches for Parkinson Disease Prediction." International Journal of Computer Science and Information Technologies 6 (2015): n. pag. International Journal of Computer Science and Information Technologies. 2015. Web. 8 Mar. 2017. Brooks, Megan. "Diagnosing Parkinson's Disease Still Challenging." Medscape Medical News. National Institute of Neurological Disorders, 31 July 2014. Web. 20 Mar. 2017. Exploiting Nonlinear Recurrence and Fractal Scaling Properties for Voice Disorder Detection', Little MA, McSharry PE, Roberts SJ, Costello DAE, Moroz IM. BioMedical Engineering OnLine 2007, 6:23 (26 June 2007) Hashmi, Sumaiya F. "A Machine Learning Approach to Diagnosis of Parkinson’s Disease."Claremont Colleges Scholarship. Claremont College, 2013. Web. 10 Mar. 2017. Karplus, Abraham. "Machine Learning Algorithms for Cancer Diagnosis." Machine Learning Algorithms for Cancer Diagnosis (n.d.): n. pag. Mar. 2012. Web. 20 Mar. 2017. Little, Max. "Parkinsons Data Set." UCI Machine Learning Repository. University of Oxford, 26 June 2008. Web. 20 Feb. 2017. Ozcift, Akin, and Arif Gulten. "Classifier Ensemble Construction with Rotation Forest to Improve Medical Diagnosis Performance of Machine Learning Algorithms." Computer Methods and Programs in Biomedicine 104.3 (2011): 443-51. Semantic Scholar. 2011. Web. 15 Mar. 2017. "Parkinson’s Disease Dementia." UCI MIND. N.p., 19 Oct. 2015. Web. 17 Feb. 2017. Salvatore, C., A. Cerasa, I. Castiglioni, F. Gallivanone, A. Augimeri, M. Lopez, G. Arabia, M. Morelli, M.c. Gilardi, and A. Quattrone. "Machine Learning on Brain MRI Data for Differential Diagnosis of Parkinson's Disease and Progressive Supranuclear Palsy."Journal of Neuroscience Methods 222 (2014): 230-37. 2014. Web. 18 Mar. 2017. Shahbakhi, Mohammad, Danial Taheri Far, and Ehsan Tahami. "Speech Analysis for Diagnosis of Parkinson’s Disease Using Genetic Algorithm and Support Vector Machine."Journal of Biomedical Science and Engineering 07.04 (2014): 147-56. Scientific Research. July 2014. Web. 2 Mar. 2017. "Speech and Communication." Speech and Communication. Parkinson's Disease Foundation, n.d. Web. 22 Mar. 2017. Sriram, Tarigoppula V. S., M. Venkateswara Rao, G. V. Satya Narayana, and D. S. V. G. K. Kaladhar. "Diagnosis of Parkinson Disease Using Machine Learning and Data Mining Systems from Voice Dataset." SpringerLink. Springer, Cham, 01 Jan. 1970. Web. 17 Mar. 2017.

This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored include: machine learning, high frequency trading, NLP, technical analysis and more. Hope you enjoy it!