Terence van Zyl

Thokozile Manaka, Terence Van Zyl, Alisha N Wade et al.

Lower-and-middle income countries are faced with challenges arising from a lack of data on cause of death (COD), which can limit decisions on population health and disease management. A verbal autopsy(VA) can provide information about a COD in areas without robust death registration systems. A VA consists of structured data, combining numeric and binary features, and unstructured data as part of an open-ended narrative text. This study assesses the performance of various machine learning approaches when analyzing both the structured and unstructured components of the VA report. The algorithms were trained and tested via cross-validation in the three settings of binary features, text features and a combination of binary and text features derived from VA reports from rural South Africa. The results obtained indicate narrative text features contain valuable information for determining COD and that a combination of binary and text features improves the automated COD classification task. Keywords: Diabetes Mellitus, Verbal Autopsy, Cause of Death, Machine Learning, Natural Language Processing

Thokozile Manaka, Terence van Zyl, Deepak Kar

In many lower-and-middle income countries including South Africa, data access in health facilities is restricted due to patient privacy and confidentiality policies. Further, since clinical data is unique to individual institutions and laboratories, there are insufficient data annotation standards and conventions. As a result of the scarcity of textual data, natural language processing (NLP) techniques have fared poorly in the health sector. A cause of death (COD) is often determined by a verbal autopsy (VA) report in places without reliable death registration systems. A non-clinician field worker does a VA report using a set of standardized questions as a guide to uncover symptoms of a COD. This analysis focuses on the textual part of the VA report as a case study to address the challenge of adapting NLP techniques in the health domain. We present a system that relies on two transfer learning paradigms of monolingual learning and multi-source domain adaptation to improve VA narratives for the target task of the COD classification. We use the Bidirectional Encoder Representations from Transformers (BERT) and Embeddings from Language Models (ELMo) models pre-trained on the general English and health domains to extract features from the VA narratives. Our findings suggest that this transfer learning system improves the COD classification tasks and that the narrative text contains valuable information for figuring out a COD. Our results further show that combining binary VA features and narrative text features learned via this framework boosts the classification task of COD.

Pieter Cawood, Terence van Zyl

Techniques of hybridisation and ensemble learning are popular model fusion techniques for improving the predictive power of forecasting methods. With limited research that instigates combining these two promising approaches, this paper focuses on the utility of the Exponential-Smoothing-Recurrent Neural Network (ES-RNN) in the pool of base models for different ensembles. We compare against some state of the art ensembling techniques and arithmetic model averaging as a benchmark. We experiment with the M4 forecasting data set of 100,000 time-series, and the results show that the Feature-based Forecast Model Averaging (FFORMA), on average, is the best technique for late data fusion with the ES-RNN. However, considering the M4's Daily subset of data, stacking was the only successful ensemble at dealing with the case where all base model performances are similar. Our experimental results indicate that we attain state of the art forecasting results compared to N-BEATS as a benchmark. We conclude that model averaging is a more robust ensemble than model selection and stacking strategies. Further, the results show that gradient boosting is superior for implementing ensemble learning strategies.

Ruan Pretorius, Terence van Zyl

Traditional portfolio management methods can incorporate specific investor preferences but rely on accurate forecasts of asset returns and covariances. Reinforcement learning (RL) methods do not rely on these explicit forecasts and are better suited for multi-stage decision processes. To address limitations of the evaluated research, experiments were conducted on three markets in different economies with different overall trends. By incorporating specific investor preferences into our RL models' reward functions, a more comprehensive comparison could be made to traditional methods in risk-return space. Transaction costs were also modelled more realistically by including nonlinear changes introduced by market volatility and trading volume. The results of this study suggest that there can be an advantage to using RL methods compared to traditional convex mean-variance optimisation methods under certain market conditions. Our RL models could significantly outperform traditional single-period optimisation (SPO) and multi-period optimisation (MPO) models in upward trending markets, but only up to specific risk limits. In sideways trending markets, the performance of SPO and MPO models can be closely matched by our RL models for the majority of the excess risk range tested. The specific market conditions under which these models could outperform each other highlight the importance of a more comprehensive comparison of Pareto optimal frontiers in risk-return space. These frontiers give investors a more granular view of which models might provide better performance for their specific risk tolerance or return targets.

Nishai Kooverjee, Steven James, Terence van Zyl

Graph neural networks (GNNs) build on the success of deep learning models by extending them for use in graph spaces. Transfer learning has proven extremely successful for traditional deep learning problems: resulting in faster training and improved performance. Despite the increasing interest in GNNs and their use cases, there is little research on their transferability. This research demonstrates that transfer learning is effective with GNNs, and describes how source tasks and the choice of GNN impact the ability to learn generalisable knowledge. We perform experiments using real-world and synthetic data within the contexts of node classification and graph classification. To this end, we also provide a general methodology for transfer learning experimentation and present a novel algorithm for generating synthetic graph classification tasks. We compare the performance of GCN, GraphSAGE and GIN across both the synthetic and real-world datasets. Our results demonstrate empirically that GNNs with inductive operations yield statistically significantly improved transfer. Further we show that similarity in community structure between source and target tasks support statistically significant improvements in transfer over and above the use of only the node attributes.

Timilehin Ogundare, Terence Van Zyl

Our research focuses on developing a computational framework to simulate the transmission dynamics of COVID-19 pandemic. We examine the development of a system named ADRIANA for the simulation using South Africa as a case study. The design of the ADRIANA system interconnects three sub-models to establish a computational technique to advise policy regarding lockdown measures to reduce the transmission pattern of COVID-19 in South Africa. Additionally, the output of the ADRIANA can be used by healthcare administration to predict peak demand time for resources needed to treat infected individuals. ABM is suited for our research experiment, but to prevent the computational constraints of using ABM-based framework for this research, we develop an SEIR compartmental model, a discrete event simulator, and an optimized surrogate model to form a system named ADRIANA. We also ensure that the surrogate's findings are accurate enough to provide optimal solutions. We use the Genetic Algorithm (GA) for the optimization by estimating the optimal hyperparameter configuration for the surrogate. We concluded this study by discussing the solutions presented by the ADRIANA system, which aligns with the primary goal of our study to present an optimal guide to lockdown policy by the government and resource management by the hospital administrators.

Andrew Paskaramoorthy, Terence van Zyl, Tim Gebbie

The artificial segmentation of an investment management process into a workflow with silos of offline human operators can restrict silos from collectively and adaptively pursuing a unified optimal investment goal. To meet the investor's objectives, an online algorithm can provide an explicit incremental approach that makes sequential updates as data arrives at the process level. This is in stark contrast to offline (or batch) processes that are focused on making component level decisions prior to process level integration. Here we present and report results for an integrated, and online framework for algorithmic portfolio management. This article provides a workflow that can in-turn be embedded into a process level learning framework. The workflow can be enhanced to refine signal generation and asset-class evolution and definitions. Our results confirm that we can use our framework in conjunction with resampling methods to outperform naive market capitalisation benchmarks while making clear the extent of back-test over-fitting. We consider such an online update framework to be a crucial step towards developing intelligent portfolio selection algorithms that integrate financial theory, investor views, and data analysis with process-level learning.

Nishai Kooverjee, Steven James, Terence van Zyl

Pre-training a deep neural network on the ImageNet dataset is a common practice for training deep learning models, and generally yields improved performance and faster training times. The technique of pre-training on one task and then retraining on a new one is called transfer learning. In this paper we analyse the effectiveness of using deep transfer learning for character recognition tasks. We perform three sets of experiments with varying levels of similarity between source and target tasks to investigate the behaviour of different types of knowledge transfer. We transfer both parameters and features and analyse their behaviour. Our results demonstrate that no significant advantage is gained by using a transfer learning approach over a traditional machine learning approach for our character recognition tasks. This suggests that using transfer learning does not necessarily presuppose a better performing model in all cases.