Asia
Causal Mediation Analysis Leveraging Multiple Types of Summary Statistics Data
Park, Yongjin, Sarkar, Abhishek, Nguyen, Khoi, Kellis, Manolis
Summary statistics of genome-wide association studies (GWAS) teach causal relationship between millions of genetic markers and tens and thousands of phenotypes. However, underlying biological mechanisms are yet to be elucidated. We can achieve necessary interpretation of GWAS in a causal mediation framework, looking to establish a sparse set of mediators between genetic and downstream variables, but there are several challenges. Unlike existing methods rely on strong and unrealistic assumptions, we tackle practical challenges within a principled summary-based causal inference framework. We analyzed the proposed methods in extensive simulations generated from real-world genetic data. We demonstrated only our approach can accurately redeem causal genes, even without knowing actual individual-level data, despite the presence of competing non-causal trails.
On the Transformation of Latent Space in Autoencoders
Cha, Jaehoon, Kim, Kyeong Soo, Lee, Sanghyuk
Noting the importance of the latent variables in inference and learning, we propose a novel framework for autoencoders based on the homeomorphic transformation of latent variables --- which could reduce the distance between vectors in the transformed space, while preserving the topological properties of the original space --- and investigate the effect of the transformation in both learning generative models and denoising corrupted data. The results of our experiments show that the proposed model can work as both a generative model and a denoising model with improved performance due to the transformation compared to conventional variational and denoising autoencoders.
Adversarial Variational Inference and Learning in Markov Random Fields
Li, Chongxuan, Du, Chao, Xu, Kun, Welling, Max, Zhu, Jun, Zhang, Bo
Markov random fields (MRFs) find applications in a variety of machine learning areas, while the inference and learning of such models are challenging in general. In this paper, we propose the Adversarial Variational Inference and Learning (AVIL) algorithm to solve the problems with a minimal assumption about the model structure of an MRF. AVIL employs two variational distributions to approximately infer the latent variables and estimate the partition function, respectively. The variational distributions, which are parameterized as neural networks, provide an estimate of the negative log likelihood of the MRF. On one hand, the estimate is in an intuitive form of approximate contrastive free energy. On the other hand, the estimate is a minimax optimization problem, which is solved by stochastic gradient descent in an alternating manner. We apply AVIL to various undirected generative models in a fully black-box manner and obtain better results than existing competitors on several real datasets.
On Local Optimizers of Acquisition Functions in Bayesian Optimization
Bayesian optimization is a sample-efficient method for finding a global optimum of an expensive-to-evaluate black-box function. A global solution is found by accumulating a pair of query point and corresponding function value, repeating these two procedures: (i) learning a surrogate model for the objective function using the data observed so far; (ii) the maximization of an acquisition function to determine where next to query the objective function. Convergence guarantees are only valid when the global optimizer of the acquisition function is found and selected as the next query point. In practice, however, local optimizers of acquisition functions are also used, since searching the exact optimizer of the acquisition function is often a non-trivial or time-consuming task. In this paper we present an analysis on the behavior of local optimizers of acquisition functions, in terms of instantaneous regrets over global optimizers. We also present the performance analysis when multi-started local optimizers are used to find the maximum of the acquisition function. Numerical experiments confirm the validity of our theoretical analysis.
Overcomplete Independent Component Analysis via SDP
Podosinnikova, Anastasia, Perry, Amelia, Wein, Alexander, Bach, Francis, d'Aspremont, Alexandre, Sontag, David
We present a novel algorithm for overcomplete independent components analysis (ICA), where the number of latent sources k exceeds the dimension p of observed variables. Previous algorithms either suffer from high computational complexity or make strong assumptions about the form of the mixing matrix. Our algorithm does not make any sparsity assumption yet enjoys favorable computational and theoretical properties. Our algorithm consists of two main steps: (a) estimation of the Hessians of the cumulant generating function (as opposed to the fourth and higher order cumulants used by most algorithms) and (b) a novel semi-definite programming (SDP) relaxation for recovering a mixing component. We show that this relaxation can be efficiently solved with a projected accelerated gradient descent method, which makes the whole algorithm computationally practical. Moreover, we conjecture that the proposed program recovers a mixing component at the rate k < p^2/4 and prove that a mixing component can be recovered with high probability when k < (2 - epsilon) p log p when the original components are sampled uniformly at random on the hyper sphere. Experiments are provided on synthetic data and the CIFAR-10 dataset of real images.
Pretending Fair Decisions via Stealthily Biased Sampling
Fukuchi, Kazuto, Hara, Satoshi, Maehara, Takanori
Fairness by decision-makers is believed to be auditable by third parties. In this study, we show that this is not always true. We consider the following scenario. Imagine a decision-maker who discloses a subset of his dataset with decisions to make his decisions auditable. If he is corrupt, and he deliberately selects a subset that looks fair even though the overall decision is unfair, can we identify this decision-maker's fraud? We answer this question negatively. We first propose a sampling method that produces a subset whose distribution is biased from the original (to pretend to be fair); however, its differentiation from uniform sampling is difficult. We call such a sampling method as stealthily biased sampling, which is formulated as a Wasserstein distance minimization problem, and is solved through a minimum-cost flow computation. We proved that the stealthily biased sampling minimizes an upper-bound of the indistinguishability. We conducted experiments to see that the stealthily biased sampling is, in fact, difficult to detect.
Machine Learning and Deep Learning Algorithms for Bearing Fault Diagnostics - A Comprehensive Review
Zhang, Shen, Zhang, Shibo, Wang, Bingnan, Habetler, Thomas G.
In this survey paper, we systematically summarize the current literature on studies that apply machine learning (ML) and data mining techniques to bearing fault diagnostics. Conventional ML methods, including artificial neural network (ANN), principal component analysis (PCA), support vector machines (SVM), etc., have been successfully applied to detecting and categorizing bearing faults since the last decade, while the application of deep learning (DL) methods has sparked great interest in both the industry and academia in the last five years. In this paper, we will first review the conventional ML methods, before taking a deep dive into the latest developments in DL algorithms for bearing fault applications. Specifically, the superiority of the DL based methods over the conventional ML methods are analyzed in terms of metrics directly related to fault feature extraction and classifier performances; the new functionalities offered by DL techniques that cannot be accomplished before are also summarized. In addition, to obtain a more intuitive insight, a comparative study is performed on the classifier performance and accuracy for a number of papers utilizing the open source Case Western Reserve University (CWRU) bearing data set. Finally, based on the nature of the time-series 1-D data obtained from sensors monitoring the bearing conditions, recommendations and suggestions are provided to applying DL algorithms on bearing fault diagnostics based on specific applications, as well as future research directions to further improve its performance.
Location reference identification from tweets during emergencies: A deep learning approach
Kumar, Abhinav, Singh, Jyoti Prakash
Twitter is recently being used during crises to communicate with officials and provide rescue and relief operation in real time. The geographical location information of the event, as well as users, are vitally important in such scenarios. The identification of geographic location is one of the challenging tasks as the location information fields, such as user location and place name of tweets are not reliable. The extraction of location information from tweet text is difficult as it contains a lot of nonstandard English, grammatical errors, spelling mistakes, nonstandard abbreviations, and so on. This research aims to extract location words used in the tweet using a Convolutional Neural Network (CNN) based model. We achieved the exact matching score of 0.929, Hamming loss of 0.002, and F Our model was able to extract even three-to four-word long location references which is also evident from the exact matching score of over 92%. The findings of this paper can help in early event localization, emergency situations, real-time road traffic management, localized advertisement, and in various location-based services. Keywords: Location references, Tweets, Geo-locations, Named entity recognition, Gazetteer, Convolutional Neural Network 1. Introduction Tweets are very responsive to real-world events, and are sometimes even more immediate than traditional news channels. Therefore, it is possible to keep track of the latest information by following tweets. Several examples were seen when the news was first reported on Twitter, such as an airplane crash over the Hudson River in New York in the year 2009 (Sakaki et al., 2013), the death of former British Prime Minister Margaret Thatcher in April 2013 Preprint submitted to Elsevier January 25, 2019 Sakaki et al., 2013; Singh et al., 2017; Yuan & Liu, 2018). In an American Red Cross survey, a question was asked to individuals that "whom they contacted in an emergency?" The estimation and detection of location information of events and users from tweets are a major concern in relation to the above-mentioned tasks. Twitter provides three location information fields for sharing a user's location: (1) User location; (2) Place name; and (3) Geo-coordinate. The user location field has 140 character spaces (previously it was limited to 30 characters) in which the user can write his/her home location information while creating their profile. This field is optional to the user and the user can write any arbitrary words or leave it blank.
High Dimensional Robust Estimation of Sparse Models via Trimmed Hard Thresholding
Liu, Liu, Li, Tianyang, Caramanis, Constantine
We study the problem of sparsity constrained $M$-estimation with arbitrary corruptions to both {\em explanatory and response} variables in the high-dimensional regime, where the number of variables $d$ is larger than the sample size $n$. Our main contribution is a highly efficient gradient-based optimization algorithm that we call Trimmed Hard Thresholding -- a robust variant of Iterative Hard Thresholding (IHT) by using trimmed mean in gradient computations. Our algorithm can deal with a wide class of sparsity constrained $M$-estimation problems, and we can tolerate a nearly dimension independent fraction of arbitrarily corrupted samples. More specifically, when the corrupted fraction satisfies $\epsilon \lesssim {1} /\left({\sqrt{k} \log (nd)}\right)$, where $k$ is the sparsity of the parameter, we obtain accurate estimation and model selection guarantees with optimal sample complexity. Furthermore, we extend our algorithm to sparse Gaussian graphical model (precision matrix) estimation via a neighborhood selection approach. We demonstrate the effectiveness of robust estimation in sparse linear, logistic regression, and sparse precision matrix estimation on synthetic and real-world US equities data.
A Universally Optimal Multistage Accelerated Stochastic Gradient Method
Aybat, Necdet Serhat, Fallah, Alireza, Gurbuzbalaban, Mert, Ozdaglar, Asuman
We study the problem of minimizing a strongly convex and smooth function when we have noisy estimates of its gradient. We propose a novel multistage accelerated algorithm that is universally optimal in the sense that it achieves the optimal rate both in the deterministic and stochastic case and operates without knowledge of noise characteristics. The algorithm consists of stages that use a stochastic version of Nesterov's accelerated algorithm with a specific restart and parameters selected to achieve the fastest reduction in the bias-variance terms in the convergence rate bounds.