Tests for Esophageal cancer can be expensive, uncomfortable and can have side effects. For many patients, we can predict non-existence of disease with 100% certainty, just using demographics, lifestyle, and medical history information. Our objective is to devise a general methodology for customizing tests using user preferences so that expensive or uncomfortable tests can be avoided. We propose to use classifiers trained from electronic health records (EHR) for selection of tests. The key idea is to design classifiers with 100% false normal rates, possibly at the cost higher false abnormals. We compare Naive Bayes classification (NB), Random Forests (RF), Support Vector Machines (SVM) and Logistic Regression (LR), and find kernel Logistic regression to be most suitable for the task. We propose an algorithm for finding the best probability threshold for kernel LR, based on test set accuracy. Using the proposed algorithm, we describe schemes for selecting tests, which appear as features in the automatic classification algorithm, using preferences on costs and discomfort of the users. We test our methodology with EHRs collected for more than 3000 patients, as a part of project carried out by a reputed hospital in Mumbai, India. Kernel SVM and kernel LR with a polynomial kernel of degree 3, yields an accuracy of 99.8% and sensitivity 100%, without the MP features, i.e. using only clinical tests. We demonstrate our test selection algorithm using two case studies, one using cost of clinical tests, and other using "discomfort" values for clinical tests. We compute the test sets corresponding to the lowest false abnormals for each criterion described above, using exhaustive enumeration of 15 clinical tests. The sets turn out to different, substantiating our claim that one can customize test sets based on user preferences.

Subjective expected utility theory assumes that decision-makers possess unlimited computational resources to reason about their choices; however, virtually all decisions in everyday life are made under resource constraints - i.e. decision-makers are bounded in their rationality. Here we experimentally tested the predictions made by a formalization of bounded rationality based on ideas from statistical mechanics and information-theory. We systematically tested human subjects in their ability to solve combinatorial puzzles under different time limitations. We found that our bounded-rational model accounts well for the data. The decomposition of the fitted model parameter into the subjects' expected utility function and resource parameter provide interesting insight into the subjects' information capacity limits. Our results confirm that humans gradually fall back on their learned prior choice patterns when confronted with increasing resource limitations.

We introduce a machine learning approach for extracting fine-grained representations of protein evolution from molecular dynamics datasets. Metastable switching linear dynamical systems extend standard switching models with a physically-inspired stability constraint. This constraint enables the learning of nuanced representations of protein dynamics that closely match physical reality. We derive an EM algorithm for learning, where the E-step extends the forward-backward algorithm for HMMs and the M-step requires the solution of large biconvex optimization problems. We construct an approximate semidefinite program solver based on the Frank-Wolfe algorithm and use it to solve the M-step. We apply our EM algorithm to learn accurate dynamics from large simulation datasets for the opioid peptide met-enkephalin and the proto-oncogene Src-kinase. Our learned models demonstrate significant improvements in temporal coherence over HMMs and standard switching models for met-enkephalin, and sample transition paths (possibly useful in rational drug design) for Src-kinase.

A methodology for binary classification of EEG records which correspond to different mental states is proposed. This model-free methodology is based on our theory of the $\epsilon$-complexity of continuous functions which is extended here (see Appendix) to the case of vector functions. This extension permits us to handle multichannel EEG recordings. The essence of the methodology is to use the $\epsilon$-complexity coefficients as features to classify (using well known classifiers) different types of vector functions representing EEG-records corresponding to different types of mental states. We apply our methodology to the problem of classification of multichannel EEG-records related to a group of healthy adolescents and a group of adolescents with schizophrenia. We found that our methodology permits accurate classification of the data in the four-dimensional feather space of the $\epsilon$-complexity coefficients.

Motivated by electricity consumption metering, we extend existing nonnegative matrix factorization (NMF) algorithms to use linear measurements as observations, instead of matrix entries. The objective is to estimate multiple time series at a fine temporal scale from temporal aggregates measured on each individual series. Furthermore, our algorithm is extended to take into account individual autocorrelation to provide better estimation, using a recent convex relaxation of quadratically constrained quadratic program. Extensive experiments on synthetic and real-world electricity consumption datasets illustrate the effectiveness of our matrix recovery algorithms.

Privacy preserving networks can be modelled as decentralized networks (e.g., sensors, connected objects, smartphones), where communication between nodes of the network is not controlled by an all-knowing, central node. For this type of networks, the main issue is to gather/learn global information on the network (e.g., by optimizing a global cost function) while keeping the (sensitive) information at each node. In this work, we focus on text information that agents do not want to share (e.g., text messages, emails, confidential reports). We use recent advances on decentralized optimization and topic models to infer topics from a graph with limited communication. We propose a method to adapt latent Dirichlet allocation (LDA) model to decentralized optimization and show on synthetic data that we still recover similar parameters and similar performance at each node than with stochastic methods accessing to the whole information in the graph.

In this paper, a geometric framework for neural networks is proposed. This framework uses the inner product space structure underlying the parameter set to perform gradient descent not in a component-based form, but in a coordinate-free manner. Convolutional neural networks are described in this framework in a compact form, with the gradients of standard --- and higher-order --- loss functions calculated for each layer of the network. This approach can be applied to other network structures and provides a basis on which to create new networks.

Recurrent neural networks (RNNs) stand at the forefront of many recent developments in deep learning. Yet a major difficulty with these models is their tendency to overfit, with dropout shown to fail when applied to recurrent layers. Recent results at the intersection of Bayesian modelling and deep learning offer a Bayesian interpretation of common deep learning techniques such as dropout. This grounding of dropout in approximate Bayesian inference suggests an extension of the theoretical results, offering insights into the use of dropout with RNN models. We apply this new variational inference based dropout technique in LSTM and GRU models, assessing it on language modelling and sentiment analysis tasks. The new approach outperforms existing techniques, and to the best of our knowledge improves on the single model state-of-the-art in language modelling with the Penn Treebank (73.4 test perplexity). This extends our arsenal of variational tools in deep learning.

We develop a projected Nesterov's proximal-gradient (PNPG) approach for sparse signal reconstruction that combines adaptive step size with Nesterov's momentum acceleration. The objective function that we wish to minimize is the sum of a convex differentiable data-fidelity (negative log-likelihood (NLL)) term and a convex regularization term. We apply sparse signal regularization where the signal belongs to a closed convex set within the closure of the domain of the NLL; the convex-set constraint facilitates flexible NLL domains and accurate signal recovery. Signal sparsity is imposed using the $\ell_1$-norm penalty on the signal's linear transform coefficients or gradient map, respectively. The PNPG approach employs projected Nesterov's acceleration step with restart and an inner iteration to compute the proximal mapping. We propose an adaptive step-size selection scheme to obtain a good local majorizing function of the NLL and reduce the time spent backtracking. Thanks to step-size adaptation, PNPG does not require Lipschitz continuity of the gradient of the NLL. We present an integrated derivation of the momentum acceleration and its $\mathcal{O}(k^{-2})$ convergence-rate and iterate convergence proofs, which account for adaptive step-size selection, inexactness of the iterative proximal mapping, and the convex-set constraint. The tuning of PNPG is largely application-independent. Tomographic and compressed-sensing reconstruction experiments with Poisson generalized linear and Gaussian linear measurement models demonstrate the performance of the proposed approach.

This paper investigates the effectiveness of factorial speech processing models in noise-robust automatic speech recognition tasks. For this purpose, the paper proposes an idealistic approach for modeling state-conditional observation distribution of factorial models based on weighted stereo samples. This approach is an extension to previous single pass retraining for ideal model compensation which is extended here to support multiple audio sources. Non-stationary noises can be considered as one of these audio sources with multiple states. Experiments of this paper over the set A of the Aurora 2 dataset show that recognition performance can be improved by this consideration. The improvement is significant in low signal to noise energy conditions, up to 4% absolute word recognition accuracy. In addition to the power of the proposed method in accurate representation of state-conditional observation distribution, it has an important advantage over previous methods by providing the opportunity to independently select feature spaces for both source and corrupted features. This opens a new window for seeking better feature spaces appropriate for noisy speech, independent from clean speech features.