Text-entry aims to provide an effective and efficient pathway for humans to deliver their messages to computers. With the advent of mobile computing, the recent focus of text-entry research has moved from physical keyboards to soft keyboards. Current soft keyboards, however, increase the typo rate due to lack of tactile feedback and degrade the usability of mobile devices due to their large portion on screens. To tackle these limitations, we propose a fully imaginary keyboard (I-Keyboard) with a deep neural decoder (DND). The invisibility of I-Keyboard maximizes the usability of mobile devices and DND empowered by a deep neural architecture allows users to start typing from any position on the touch screens at any angle. To the best of our knowledge, the eyes-free ten-finger typing scenario of I-Keyboard which does not necessitate both a calibration step and a predefined region for typing is first explored in this work. For the purpose of training DND, we collected the largest user data in the process of developing I-Keyboard. We verified the performance of the proposed I-Keyboard and DND by conducting a series of comprehensive simulations and experiments under various conditions. I-Keyboard showed 18.95 and 4.06 increases in typing speed (45.57 WPM) and accuracy (95.84 ), respectively over the baseline.
Conventional statistical decoding algorithms, however, cannot perfectly deal with the complex dynamics of user inputs. The independence assumption applied in these methods cannot count both long-term and short-term dependencies among the key strokes. The independence assumption confines the conventional approaches to regard only the current input. Furthermore, the previous research outcomes have proposed fixed models for statistical decoding, thus they cannot adaptively handle hand drift and tap variability that vary over time. Though a few have designed adaptive models, those models require either an additional calibration step or a controlled experiment environment @cite_19 .
@cite_19
2762596667 2950541101 2124486835 1795258949
Abstract Nowadays fast-arriving information flows lay the basis of many data mining applications. Such data streams are usually affected by non-stationary events that eventually change their distribution (concept drift), causing that predictive models trained over these data become obsolete and do not adapt suitably to the new distribution. Specially in online learning scenarios, there is a pressing need for new algorithms that adapt to this change as fast as possible, while maintaining good performance scores. Recent studies have revealed that a good strategy is to construct highly diverse ensembles towards utilizing them shortly after the drift (independently from the type of drift) to obtain good performance scores. However, the existence of the so-called trade-off between stability (performance over stable data concepts) and plasticity (recovery and adaptation after drift events) implies that the construction of the ensemble model should account simultaneously for these two conflicting objectives. In this regard, this work presents a new approach to artificially generate an optimal diversity level when building prediction ensembles once shortly after a drift occurs. The approach uses a Kernel Density Estimation (KDE) method to generate synthetic data, which are subsequently labeled by means a multi-objective optimization method that allows training each model of the ensemble with a different subset of synthetic samples. Computational experiments reveal that the proposed approach can be hybridized with other traditional diversity generation approaches, yielding optimized levels of diversity that render an enhanced recovery from drifts. A great deal of effort has been devoted to reducing the risk of spurious scientific discoveries, from the use of sophisticated validation techniques, to deep statistical methods for controlling the false discovery rate in multiple hypothesis testing. However, there is a fundamental disconnect between the theoretical results and the practice of data analysis: the theory of statistical inference assumes a fixed collection of hypotheses to be tested, or learning algorithms to be applied, selected non-adaptively before the data are gathered, whereas in practice data is shared and reused with hypotheses and new analyses being generated on the basis of data exploration and the outcomes of previous analyses. In this work we initiate a principled study of how to guarantee the validity of statistical inference in adaptive data analysis. As an instance of this problem, we propose and investigate the question of estimating the expectations of @math adaptively chosen functions on an unknown distribution given @math random samples. We show that, surprisingly, there is a way to estimate an exponential in @math number of expectations accurately even if the functions are chosen adaptively. This gives an exponential improvement over standard empirical estimators that are limited to a linear number of estimates. Our result follows from a general technique that counter-intuitively involves actively perturbing and coordinating the estimates, using techniques developed for privacy preservation. We give additional applications of this technique to our question. Olshausen and Field (1996) applied the principle of independence maximization by sparse coding to extract features from natural images. This leads to the emergence of oriented linear filters that have simultaneous localization in space and in frequency, thus resembling Gabor functions and simple cell receptive fields. In this article, we show that the same principle of independence maximization can explain the emergence of phase- and shift-invariant features, similar to those found in complex cells. This new kind of emergence is obtained by maximizing the independence between norms of projections on linear subspaces (instead of the independence of simple linear filter outputs). The norms of the projections on such “independent feature subspaces” then indicate the values of invariant features. Stochastic variational inference makes it possible to approximate posterior distributions induced by large datasets quickly using stochastic optimization. The algorithm relies on the use of fully factorized variational distributions. However, this "mean-field" independence approximation limits the fidelity of the posterior approximation, and introduces local optima. We show how to relax the mean-field approximation to allow arbitrary dependencies between global parameters and local hidden variables, producing better parameter estimates by reducing bias, sensitivity to local optima, and sensitivity to hyperparameters.