Machine-Learning-Based Coadaptive Calibration for Brain-Computer Interfaces.
ABSTRACT Brain-computer interfaces (BCIs) allow users to control a computer application by brain activity as acquired (e.g., by EEG). In our classic machine learning approach to BCIs, the participants undertake a calibration measurement without feedback to acquire data to train the BCI system. After the training, the user can control a BCI and improve the operation through some type of feedback. However, not all BCI users are able to perform sufficiently well during feedback operation. In fact, a nonnegligible portion of participants (estimated 15%--30%) cannot control the system (a BCI illiteracy problem, generic to all motor-imagery-based BCIs). We hypothesize that one main difficulty for a BCI user is the transition from offline calibration to online feedback. In this work, we therefore investigate adaptive machine learning methods to eliminate offline calibration and analyze the performance of 11 volunteers in a BCI based on the modulation of sensorimotor rhythms. We present an adaptation scheme that individually guides the user initially starting from a subject-independent classifier operating on simple features to a subject-optimized state-of-the-art classifier within one session while the user interacts continuously. These initial runs use supervised techniques for robust coadaptive learning of user and machine. Subsequent runs use unsupervised adaptation to track the features' drift during the session and provide an unbiased measure of BCI performance. Using this approach, without any offline calibration measurement, six users, including one novice, obtained good performance after 3 to 6 minutes of adaptation. More important, this novel guided learning also allows participants with BCI illiteracy to gain significant control with the BCI in less than 60 minutes. In addition, one volunteer without sensorimotor idle rhythm peak at the beginning of the BCI experiment developed it during the course of the session and used voluntary modulation of its amplitude to control the feedback application.
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ABSTRACT: A common assumption in supervised learning is that the input points in the training set follow the same probability distribution as the input points that will be given in the future test phase. However, this assumption is not satisfied, for example, when the outside of the training region is extrapolated. The situation where the training input points and test input points follow different distributions while the conditional distribution of output values given input points is unchanged is called the covariate shift. Under the covariate shift, standard model selection techniques such as cross validation do not work as desired since its unbiasedness is no longer maintained. In this paper, we propose a new method called importance weighted cross validation (IWCV), for which we prove its unbiasedness even under the covariate shift. The IWCV procedure is the only one that can be applied for unbiased classification under covariate shift, whereas alternatives to IWCV exist for regression. The usefulness of our proposed method is illustrated by simulations, and furthermore demonstrated in the brain-computer interface, where strong non-stationarity effects can be seen between training and test sessions.Journal of Machine Learning Research. 01/2007; 8:985-1005.
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ABSTRACT: Many applied problems require a covariance matrix estimator that is not only invertible, but also well-conditioned (that is, inverting it does not amplify estimation error). For large-dimensional covariance matrices, the usual estimator—the sample covariance matrix—is typically not well-conditioned and may not even be invertible. This paper introduces an estimator that is both well-conditioned and more accurate than the sample covariance matrix asymptotically. This estimator is distribution-free and has a simple explicit formula that is easy to compute and interpret. It is the asymptotically optimal convex linear combination of the sample covariance matrix with the identity matrix. Optimality is meant with respect to a quadratic loss function, asymptotically as the number of observations and the number of variables go to infinity together. Extensive Monte Carlo confirm that the asymptotic results tend to hold well in finite sample.Journal of Multivariate Analysis. 01/1996;
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ABSTRACT: Identifying temporally invariant components in complex multivariate time series is key to understanding the underlying dynamical system and predict its future behavior. In this Letter, we propose a novel technique, stationary subspace analysis (SSA), that decomposes a multivariate time series into its stationary and nonstationary part. The method is based on two assumptions: (a) the observed signals are linear superpositions of stationary and nonstationary sources; and (b) the nonstationarity is measurable in the first two moments. We characterize theoretical and practical properties of SSA and study it in simulations and cortical signals measured by electroencephalography. Here, SSA succeeds in finding stationary components that lead to a significantly improved prediction accuracy and meaningful topographic maps which contribute to a better understanding of the underlying nonstationary brain processes.Physical Review Letters 11/2009; 103(21):214101. · 7.94 Impact Factor