In critical care, intensivists are required to continuously monitor high dimensional vital signs and lab measurements to detect and diagnose acute patient conditions. This has always been a challenging task. In this study, we propose a novel self-correcting deep learning prediction approach to address this challenge. We focus on an example of the prediction of acute kidney injury (AKI). Compared with the existing models, our method has a number of distinct features: we utilized the accumulative data of patients in ICU; we developed a self-correcting mechanism that feeds errors from the previous predictions back into the network; we also proposed a regularization method that takes into account not only the model's prediction error on the label but also its estimation errors on the input data. This mechanism is applied in both regression and classification tasks. We compared the performance of our proposed method with the conventional deep learning models on two real-world clinical datasets and demonstrated that our proposed model constantly outperforms these baseline models. In particular, the proposed model achieved area under ROC curve at 0.893 on the MIMIC III dataset, and 0.871 on the Philips eICU dataset.

Biological data are extremely diverse, complex but also quite sparse. The recent developments in deep learning methods are offering new possibilities for the analysis of complex data. However, it is easy to be get a deep learning model that seems to have good results but is in fact either overfitting the training data or the validation data. In particular, the fact to overfit the validation data, called "information leak", is almost never treated in papers proposing deep learning models to predict protein-protein interactions (PPI). In this work, we compare two carefully designed deep learning models and show pitfalls to avoid while predicting PPIs through machine learning methods. Our best model predicts accurately more than 78% of human PPI, in very strict conditions both for training and testing. The methodology we propose here allow us to have strong confidences about the ability of a model to scale up on larger datasets. This would allow sharper models when larger datasets would be available, rather than current models prone to information leaks. Our solid methodological foundations shall be applicable to more organisms and whole proteome networks predictions.

As mobile devices become more and more popular, mobile gaming has emerged as a promising market with billion-dollar revenues. A variety of mobile game platforms and services have been developed around the world. A critical challenge for these platforms and services is to understand the churn behavior in mobile games, which usually involves churn at micro level (between an app and a specific user) and macro level (between an app and all its users). Accurate micro-level churn prediction and macro-level churn ranking will benefit many stakeholders such as game developers, advertisers, and platform operators. In this paper, we present the first large-scale churn analysis for mobile games that supports both micro-level churn prediction and macro-level churn ranking. For micro-level churn prediction, in view of the common limitations of the state-of-the-art methods built upon traditional machine learning models, we devise a novel semi-supervised and inductive embedding model that jointly learns the prediction function and the embedding function for user-app relationships. We model these two functions by deep neural networks with a unique edge embedding technique that is able to capture both contextual information and relationship dynamics. We also design a novel attributed random walk technique that takes into consideration both topological adjacency and attribute similarities. To address macro-level churn ranking, we propose to construct a relationship graph with estimated micro-level churn probabilities as edge weights and adapt link analysis algorithms on the graph. We devise a simple algorithm SimSum and adapt two more advanced algorithms PageRank and HITS. The performance of our solutions for the two-level churn analysis problems is evaluated on real-world data collected from the Samsung Game Launcher platform.

Statistical inference of analytically non-tractable posteriors is a difficult problem because of marginalization of correlated variables and stochastic methods such as MCMC and VI are commonly used. We argue that stochastic KL divergence minimization used by MCMC and VI is noisy, and we propose instead EL_2O, expectation optimization of L_2 distance squared between the approximate log posterior q and the un-normalized log posterior of p. When sampling from q the solutions agree with stochastic KL divergence minimization based VI in the large sample limit, however EL_2O method is free of sampling noise, has better optimization properties, and requires only as many sample evaluations as the number of parameters we are optimizing if q covers p. As a consequence, increasing the expressivity of q improves both the quality of results and the convergence rate, allowing EL_2O to approach exact inference. Use of automatic differentiation methods enables us to develop Hessian, gradient and gradient free versions of the method, which can determine M(M+2)/2+1, M+1 and 1 parameter(s) of q with a single sample, respectively. EL_2O provides a reliable estimate of the quality of the approximating posterior, and converges rapidly on full rank gaussian approximation for q and extensions beyond it, such as nonlinear transformations and gaussian mixtures. These can handle general posteriors, while still allowing fast analytic marginalizations. We test it on several examples, including a realistic 13 dimensional galaxy clustering analysis, showing that it is several orders of magnitude faster than MCMC, while giving smooth and accurate non-gaussian posteriors, often requiring a few to a few dozen of iterations only.

This paper presents a non-trivial reconstruction of a previous joint topic-sentiment-preference review model TSPRA with stick-breaking representation under the framework of variational inference (VI) and stochastic variational inference (SVI). TSPRA is a Gibbs Sampling based model that solves topics, word sentiments and user preferences altogether and has been shown to achieve good performance, but for large data set it can only learn from a relatively small sample. We develop the variational models vTSPRA and svTSPRA to improve the time use, and our new approach is capable of processing millions of reviews. We rebuild the generative process, improve the rating regression, solve and present the coordinate-ascent updates of variational parameters, and show the time complexity of each iteration is theoretically linear to the corpus size, and the experiments on Amazon data sets show it converges faster than TSPRA and attains better results given the same amount of time. In addition, we tune svTSPRA into an online algorithm ovTSPRA that can monitor oscillations of sentiment and preference overtime. Some interesting fluctuations are captured and possible explanations are provided. The results give strong visual evidence that user preference is better treated as an independent factor from sentiment.

We present a novel notion of outlier, called the Concentration Free Outlier Factor, or CFOF. As a main contribution, we formalize the notion of concentration of outlier scores and theoretically prove that CFOF does not concentrate in the Euclidean space for any arbitrary large dimensionality. To the best of our knowledge, there are no other proposals of data analysis measures related to the Euclidean distance for which it has been provided theoretical evidence that they are immune to the concentration effect. We determine the closed form of the distribution of CFOF scores in arbitrarily large dimensionalities and show that the CFOF score of a point depends on its squared norm standard score and on the kurtosis of the data distribution, thus providing a clear and statistically founded characterization of this notion. Moreover, we leverage this closed form to provide evidence that the definition does not suffer of the hubness problem affecting other measures. We prove that the number of CFOF outliers coming from each cluster is proportional to cluster size and kurtosis, a property that we call semi-locality. We determine that semi-locality characterizes existing reverse nearest neighbor-based outlier definitions, thus clarifying the exact nature of their observed local behavior. We also formally prove that classical distance-based and density-based outliers concentrate both for bounded and unbounded sample sizes and for fixed and variable values of the neighborhood parameter. We introduce the fast-CFOF algorithm for detecting outliers in large high-dimensional dataset. The algorithm has linear cost, supports multi-resolution analysis, and is embarrassingly parallel. Experiments highlight that the technique is able to efficiently process huge datasets and to deal even with large values of the neighborhood parameter, to avoid concentration, and to obtain excellent accuracy.

Recent GAN-based architectures have been able to deliver impressive performance on the general task of image-to-image translation. In particular, it was shown that a wide variety of image translation operators may be learned from two image sets, containing images from two different domains, without establishing an explicit pairing between the images. This was made possible by introducing clever regularizers to overcome the under-constrained nature of the unpaired translation problem. In this work, we introduce a novel architecture for unpaired image translation, and explore several new regularizers enabled by it. Specifically, our architecture comprises a pair of GANs, as well as a pair of translators between their respective latent spaces. These cross-translators enable us to impose several regularizing constraints on the learnt image translation operator, collectively referred to as latent cross-consistency. Our results show that our proposed architecture and latent cross-consistency constraints are able to outperform the existing state-of-the-art on a wide variety of image translation tasks.

The field of probabilistic numerics (PN), loosely speaking, attempts to provide a statistical treatment of the errors and/or approximations that are made en route to the output of a deterministic numerical method, e.g. the approximation of an integral by quadrature, or the discretised solution of an ordinary or partial differential equation. This decade has seen a surge of activity in this field. In comparison with historical developments that can be traced back over more than a hundred years, the most recent developments are particularly interesting because they have been characterised by simultaneous input from multiple scientific disciplines: mathematics, statistics, machine learning, and computer science. The field has, therefore, advanced on a broad front, with contributions ranging from the building of overarching generaltheory to practical implementations in specific problems of interest. Over the same period of time, and because of increased interaction among researchers coming from different communities, the extent to which these developments were -- or were not -- presaged by twentieth-century researchers has also come to be better appreciated. Thus, the time appears to be ripe for an update of the 2014 Tübingen Manifesto on probabilistic numerics[Hennig, 2014, Osborne, 2014d,c,b,a] and the position paper[Hennig et al., 2015] to take account of the developments between 2014 and 2019, an improved awareness of the history of this field, and a clearer sense of its future directions. In this article, we aim to summarise some of the history of probabilistic perspectives on numerics (Section 2), to place more recent developments into context (Section 3), and to articulate a vision for future research in, and use of, probabilistic numerics (Section 4).

In the supervised high dimensional settings with a large number of variables and a low number of individuals, one objective is to select the relevant variables and thus to reduce the dimension. That subspace selection is often managed with supervised tools. However, some data can be missing, compromising the validity of the sub-space selection. We propose a Partial Least Square (PLS) based method, called Multi-block Data-Driven sparse PLS mdd-sPLS, allowing jointly variable selection and subspace estimation while training and testing missing data imputation through a new algorithm called Koh-Lanta. This method was challenged through simulations against existing methods such as mean imputation, nipals, softImpute and imputeMFA. In the context of supervised analysis of high dimensional data, the proposed method shows the lowest prediction error of the response variables. So far this is the only method combining data imputation and response variable prediction. The superiority of the supervised multi-block mdd-sPLS method increases with the intra-block and inter-block correlations. The application to a real data-set from a rVSV-ZEBOV Ebola vaccine trial revealed interesting and biologically relevant results. The method is implemented in a R-package available on the CRAN and a Python-package available on pypi.

Learning the undirected graph structure of a Markov network from data is a problem that has received a lot of attention during the last few decades. As a result of the general applicability of the model class, a myriad of methods have been developed in parallel in several research fields. Recently, as the size of the considered systems has increased, the focus of new methods has been shifted towards the high-dimensional domain. In particular, the introduction of the pseudo-likelihood function has pushed the limits of score-based methods originally based on the likelihood. At the same time, an array of methods based on simple pairwise tests have been developed to meet the challenges set by the increasingly large data sets in computational biology. Apart from being applicable on high-dimensional problems, methods based on the pseudo-likelihood and pairwise tests are fundamentally very different. In this work, we perform an extensive numerical study comparing the different types of methods on data generated by binary pairwise Markov networks. For sampling large networks, we use a parallelizable Gibbs sampler based on sparse restricted Boltzmann machines. Our results show that pairwise methods can be more accurate than pseudo-likelihood methods in settings often encountered in high-dimensional structure learning.