Regression
DPpack: An R Package for Differentially Private Statistical Analysis and Machine Learning
Differential privacy (DP) is the state-of-the-art framework for guaranteeing privacy for individuals when releasing aggregated statistics or building statistical/machine learning models from data. We develop the open-source R package DPpack that provides a large toolkit of differentially private analysis. The current version of DPpack implements three popular mechanisms for ensuring DP: Laplace, Gaussian, and exponential. Beyond that, DPpack provides a large toolkit of easily accessible privacy-preserving descriptive statistics functions. These include mean, variance, covariance, and quantiles, as well as histograms and contingency tables. Finally, DPpack provides user-friendly implementation of privacy-preserving versions of logistic regression, SVM, and linear regression, as well as differentially private hyperparameter tuning for each of these models. This extensive collection of implemented differentially private statistics and models permits hassle-free utilization of differential privacy principles in commonly performed statistical analysis. We plan to continue developing DPpack and make it more comprehensive by including more differentially private machine learning techniques, statistical modeling and inference in the future.
Multi-dimensional domain generalization with low-rank structures
In conventional statistical and machine learning methods, it is typically assumed that the test data are identically distributed with the training data. However, this assumption does not always hold, especially in applications where the target population are not well-represented in the training data. This is a notable issue in health-related studies, where specific ethnic populations may be underrepresented, posing a significant challenge for researchers aiming to make statistical inferences about these minority groups. In this work, we present a novel approach to addressing this challenge in linear regression models. We organize the model parameters for all the sub-populations into a tensor. By studying a structured tensor completion problem, we can achieve robust domain generalization, i.e., learning about sub-populations with limited or no available data. Our method novelly leverages the structure of group labels and it can produce more reliable and interpretable generalization results. We establish rigorous theoretical guarantees for the proposed method and demonstrate its minimax optimality. To validate the effectiveness of our approach, we conduct extensive numerical experiments and a real data study focused on education level prediction for multiple ethnic groups, comparing our results with those obtained using other existing methods.
Sex-based Disparities in Brain Aging: A Focus on Parkinson's Disease
Beheshti, Iman, Booth, Samuel, Ko, Ji Hyun
PD is linked to faster brain aging. Sex is recognized as an important factor in PD, such that males are twice as likely as females to have the disease and have more severe symptoms and a faster progression rate. Despite previous research, there remains a significant gap in understanding the function of sex in the process of brain aging in PD patients. The T1-weighted MRI-driven brain-predicted age difference was computed in a group of 373 PD patients from the PPMI database using a robust brain-age estimation framework that was trained on 949 healthy subjects. Linear regression models were used to investigate the association between brain-PAD and clinical variables in PD, stratified by sex. All female PD patients were used in the correlational analysis while the same number of males were selected based on propensity score matching method considering age, education level, age of symptom onset, and clinical symptom severity. Despite both patient groups being matched for demographics, motor and non-motor symptoms, it was observed that males with Parkinson's disease exhibited a significantly higher mean brain age-delta than their female counterparts . In the propensity score-matched PD male group, brain-PAD was found to be associated with a decline in general cognition, a worse degree of sleep behavior disorder, reduced visuospatial acuity, and caudate atrophy. Conversely, no significant links were observed between these factors and brain-PAD in the PD female group.
Invariant Probabilistic Prediction
Henzi, Alexander, Shen, Xinwei, Law, Michael, Bühlmann, Peter
In recent years, there has been a growing interest in statistical methods that exhibit robust performance under distribution changes between training and test data. While most of the related research focuses on point predictions with the squared error loss, this article turns the focus towards probabilistic predictions, which aim to comprehensively quantify the uncertainty of an outcome variable given covariates. Within a causality-inspired framework, we investigate the invariance and robustness of probabilistic predictions with respect to proper scoring rules. We show that arbitrary distribution shifts do not, in general, admit invariant and robust probabilistic predictions, in contrast to the setting of point prediction. We illustrate how to choose evaluation metrics and restrict the class of distribution shifts to allow for identifiability and invariance in the prototypical Gaussian heteroscedastic linear model. Motivated by these findings, we propose a method to yield invariant probabilistic predictions, called IPP, and study the consistency of the underlying parameters. Finally, we demonstrate the empirical performance of our proposed procedure on simulated as well as on single-cell data.
Walking fingerprinting
Koffman, Lily, Crainiceanu, Ciprian, Leroux, Andrew
We consider the problem of predicting an individual's identity from accelerometry data collected during walking. In a previous paper we introduced an approach that transforms the accelerometry time series into an image by constructing its complete empirical autocorrelation distribution. Predictors derived by partitioning this image into grid cells were used in logistic regression to predict individuals. Here we: (1) implement machine learning methods for prediction using the grid cell-derived predictors; (2) derive inferential methods to screen for the most predictive grid cells; and (3) develop a novel multivariate functional regression model that avoids partitioning of the predictor space into cells. Prediction methods are compared on two open source data sets: (1) accelerometry data collected from $32$ individuals walking on a $1.06$ kilometer path; and (2) accelerometry data collected from six repetitions of walking on a $20$ meter path on two separate occasions at least one week apart for $153$ study participants. In the $32$-individual study, all methods achieve at least $95$% rank-1 accuracy, while in the $153$-individual study, accuracy varies from $41$% to $98$%, depending on the method and prediction task. Methods provide insights into why some individuals are easier to predict than others.
Globally Convergent Accelerated Algorithms for Multilinear Sparse Logistic Regression with $\ell_0$-constraints
Tensor data represents a multidimensional array. Regression methods based on low-rank tensor decomposition leverage structural information to reduce the parameter count. Multilinear logistic regression serves as a powerful tool for the analysis of multidimensional data. To improve its efficacy and interpretability, we present a Multilinear Sparse Logistic Regression model with $\ell_0$-constraints ($\ell_0$-MLSR). In contrast to the $\ell_1$-norm and $\ell_2$-norm, the $\ell_0$-norm constraint is better suited for feature selection. However, due to its nonconvex and nonsmooth properties, solving it is challenging and convergence guarantees are lacking. Additionally, the multilinear operation in $\ell_0$-MLSR also brings non-convexity. To tackle these challenges, we propose an Accelerated Proximal Alternating Linearized Minimization with Adaptive Momentum (APALM$^+$) method to solve the $\ell_0$-MLSR model. We provide a proof that APALM$^+$ can ensure the convergence of the objective function of $\ell_0$-MLSR. We also demonstrate that APALM$^+$ is globally convergent to a first-order critical point as well as establish convergence rate by using the Kurdyka-Lojasiewicz property. Empirical results obtained from synthetic and real-world datasets validate the superior performance of our algorithm in terms of both accuracy and speed compared to other state-of-the-art methods.
The Projected Covariance Measure for assumption-lean variable significance testing
Lundborg, Anton Rask, Kim, Ilmun, Shah, Rajen D., Samworth, Richard J.
Testing the significance of a variable or group of variables $X$ for predicting a response $Y$, given additional covariates $Z$, is a ubiquitous task in statistics. A simple but common approach is to specify a linear model, and then test whether the regression coefficient for $X$ is non-zero. However, when the model is misspecified, the test may have poor power, for example when $X$ is involved in complex interactions, or lead to many false rejections. In this work we study the problem of testing the model-free null of conditional mean independence, i.e. that the conditional mean of $Y$ given $X$ and $Z$ does not depend on $X$. We propose a simple and general framework that can leverage flexible nonparametric or machine learning methods, such as additive models or random forests, to yield both robust error control and high power. The procedure involves using these methods to perform regressions, first to estimate a form of projection of $Y$ on $X$ and $Z$ using one half of the data, and then to estimate the expected conditional covariance between this projection and $Y$ on the remaining half of the data. While the approach is general, we show that a version of our procedure using spline regression achieves what we show is the minimax optimal rate in this nonparametric testing problem. Numerical experiments demonstrate the effectiveness of our approach both in terms of maintaining Type I error control, and power, compared to several existing approaches.
Triple Regression for Camera Agnostic Sim2Real Robot Grasping and Manipulation Tasks
Zeng, Yuanhong, Zhao, Yizhou, Wu, Ying Nian
Sim2Real (Simulation to Reality) techniques have gained prominence in robotic manipulation and motion planning due to their ability to enhance success rates by enabling agents to test and evaluate various policies and trajectories. In this paper, we investigate the advantages of integrating Sim2Real into robotic frameworks. We introduce the Triple Regression Sim2Real framework, which constructs a real-time digital twin. This twin serves as a replica of reality to simulate and evaluate multiple plans before their execution in real-world scenarios. Our triple regression approach addresses the reality gap by: (1) mitigating projection errors between real and simulated camera perspectives through the first two regression models, and (2) detecting discrepancies in robot control using the third regression model. Experiments on 6-DoF grasp and manipulation tasks (where the gripper can approach from any direction) highlight the effectiveness of our framework. Remarkably, with only RGB input images, our method achieves state-of-the-art success rates. This research advances efficient robot training methods and sets the stage for rapid advancements in robotics and automation.
Inverse classification with logistic and softmax classifiers: efficient optimization
Carreira-Perpiñán, Miguel Á., Hada, Suryabhan Singh
In recent years, a certain type of problems have become of interest where one wants to query a trained classifier. Specifically, one wants to find the closest instance to a given input instance such that the classifier's predicted label is changed in a desired way. Examples of these ``inverse classification'' problems are counterfactual explanations, adversarial examples and model inversion. All of them are fundamentally optimization problems over the input instance vector involving a fixed classifier, and it is of interest to achieve a fast solution for interactive or real-time applications. We focus on solving this problem efficiently for two of the most widely used classifiers: logistic regression and softmax classifiers. Owing to special properties of these models, we show that the optimization can be solved in closed form for logistic regression, and iteratively but extremely fast for the softmax classifier. This allows us to solve either case exactly (to nearly machine precision) in a runtime of milliseconds to around a second even for very high-dimensional instances and many classes.
Sameness Entices, but Novelty Enchants in Fanfiction Online
Jing, Elise, DeDeo, Simon, Wright, Devin Robert, Ahn, Yong-Yeol
Cultural evolution is driven by how we choose what to consume and share with others. A common belief is that the cultural artifacts that succeed are ones that balance novelty and conventionality. This balance theory suggests that people prefer works that are familiar, but not so familiar as to be boring; novel, but not so novel as to violate the expectations of their genre. We test this idea using a large dataset of fanfiction. We apply a multiple regression model and a generalized additive model to examine how the recognition a work receives varies with its novelty, estimated through a Latent Dirichlet Allocation topic model, in the context of existing works. We find the opposite pattern of what the balance theory predicts$\unicode{x2014}$overall success decline almost monotonically with novelty and exhibits a U-shaped, instead of an inverse U-shaped, curve. This puzzle is resolved by teasing out two competing forces: sameness attracts the mass whereas novelty provides enjoyment. Taken together, even though the balance theory holds in terms of expressed enjoyment, the overall success can show the opposite pattern due to the dominant role of sameness to attract the audience. Under these two forces, cultural evolution may have to work against inertia$\unicode{x2014}$the appetite for consuming the familiar$\unicode{x2014}$and may resemble a punctuated equilibrium, marked by occasional leaps.