Regression
Augmented balancing weights as linear regression
Bruns-Smith, David, Dukes, Oliver, Feller, Avi, Ogburn, Elizabeth L.
We provide a novel characterization of augmented balancing weights, also known as automatic debiased machine learning (AutoDML). These popular doubly robust or double machine learning estimators combine outcome modeling with balancing weights -- weights that achieve covariate balance directly in lieu of estimating and inverting the propensity score. When the outcome and weighting models are both linear in some (possibly infinite) basis, we show that the augmented estimator is equivalent to a single linear model with coefficients that combine the coefficients from the original outcome model coefficients and coefficients from an unpenalized ordinary least squares (OLS) fit on the same data; in many real-world applications the augmented estimator collapses to the OLS estimate alone. We then extend these results to specific choices of outcome and weighting models. We first show that the augmented estimator that uses (kernel) ridge regression for both outcome and weighting models is equivalent to a single, undersmoothed (kernel) ridge regression. This holds numerically in finite samples and lays the groundwork for a novel analysis of undersmoothing and asymptotic rates of convergence. When the weighting model is instead lasso-penalized regression, we give closed-form expressions for special cases and demonstrate a ``double selection'' property. Our framework opens the black box on this increasingly popular class of estimators, bridges the gap between existing results on the semiparametric efficiency of undersmoothed and doubly robust estimators, and provides new insights into the performance of augmented balancing weights.
A New Approach to Overcoming Zero Trade in Gravity Models to Avoid Indefinite Values in Linear Logarithmic Equations and Parameter Verification Using Machine Learning
The presence of a high number of zero flow trades continues to provide a challenge in identifying gravity parameters to explain international trade using the gravity model. Linear regression with a logarithmic linear equation encounters an indefinite value on the logarithmic trade. Although several approaches to solving this problem have been proposed, the majority of them are no longer based on linear regression, making the process of finding solutions more complex. In this work, we suggest a two-step technique for determining the gravity parameters: first, perform linear regression locally to establish a dummy value to substitute trade flow zero, and then estimating the gravity parameters. Iterative techniques are used to determine the optimum parameters. Machine learning is used to test the estimated parameters by analyzing their position in the cluster. We calculated international trade figures for 2004, 2009, 2014, and 2019. We just examine the classic gravity equation and discover that the powers of GDP and distance are in the same cluster and are both worth roughly one. The strategy presented here can be used to solve other problems involving log-linear regression.
Genetic heterogeneity analysis using genetic algorithm and network science
Sha, Zhendong, Chen, Yuanzhu, Hu, Ting
Through genome-wide association studies (GWAS), disease susceptible genetic variables can be identified by comparing the genetic data of individuals with and without a specific disease. However, the discovery of these associations poses a significant challenge due to genetic heterogeneity and feature interactions. Genetic variables intertwined with these effects often exhibit lower effect-size, and thus can be difficult to be detected using machine learning feature selection methods. To address these challenges, this paper introduces a novel feature selection mechanism for GWAS, named Feature Co-selection Network (FCSNet). FCS-Net is designed to extract heterogeneous subsets of genetic variables from a network constructed from multiple independent feature selection runs based on a genetic algorithm (GA), an evolutionary learning algorithm. We employ a non-linear machine learning algorithm to detect feature interaction. We introduce the Community Risk Score (CRS), a synthetic feature designed to quantify the collective disease association of each variable subset. Our experiment showcases the effectiveness of the utilized GA-based feature selection method in identifying feature interactions through synthetic data analysis. Furthermore, we apply our novel approach to a case-control colorectal cancer GWAS dataset. The resulting synthetic features are then used to explain the genetic heterogeneity in an additional case-only GWAS dataset.
Combining Machine Learning Classifiers for Stock Trading with Effective Feature Extraction
Ullah, A. K. M. Amanat, Imtiaz, Fahim, Ihsan, Miftah Uddin Md, Alam, Md. Golam Rabiul, Majumdar, Mahbub
The unpredictability and volatility of the stock market render it challenging to make a substantial profit using any generalized scheme. Many previous studies tried different techniques to build a machine learning model, which can make a significant profit in the US stock market by performing live trading. However, very few studies have focused on the importance of finding the best features for a particular period for trading. Our top approach used the performance to narrow down the features from a total of 148 to about 30. Furthermore, the top 25 features were dynamically selected before each time training our machine learning model. It uses ensemble learning with four classifiers: Gaussian Naive Bayes, Decision Tree, Logistic Regression with L1 regularization and Stochastic Gradient Descent, to decide whether to go long or short on a particular stock. Our best model performed daily trade between July 2011 and January 2019, generating 54.35% profit. Finally, our work showcased that mixtures of weighted classifiers perform better than any individual predictor about making trading decisions in the stock market.
Knowledge Propagation over Conditional Independence Graphs
Chajewska, Urszula, Shrivastava, Harsh
Conditional Independence (CI) graph is a special type of a Probabilistic Graphical Model (PGM) where the feature connections are modeled using an undirected graph and the edge weights show the partial correlation strength between the features. Since the CI graphs capture direct dependence between features, they have been garnering increasing interest within the research community for gaining insights into the systems from various domains, in particular discovering the domain topology. In this work, we propose algorithms for performing knowledge propagation over the CI graphs. Our experiments demonstrate that our techniques improve upon the state-of-the-art on the publicly available Cora and PubMed datasets.
A Hierarchical Block Distance Model for Ultra Low-Dimensional Graph Representations
Nakis, Nikolaos, Çelikkanat, Abdulkadir, Jørgensen, Sune Lehmann, Mørup, Morten
Graph Representation Learning (GRL) has become central for characterizing structures of complex networks and performing tasks such as link prediction, node classification, network reconstruction, and community detection. Whereas numerous generative GRL models have been proposed, many approaches have prohibitive computational requirements hampering large-scale network analysis, fewer are able to explicitly account for structure emerging at multiple scales, and only a few explicitly respect important network properties such as homophily and transitivity. This paper proposes a novel scalable graph representation learning method named the Hierarchical Block Distance Model (HBDM). The HBDM imposes a multiscale block structure akin to stochastic block modeling (SBM) and accounts for homophily and transitivity by accurately approximating the latent distance model (LDM) throughout the inferred hierarchy. The HBDM naturally accommodates unipartite, directed, and bipartite networks whereas the hierarchy is designed to ensure linearithmic time and space complexity enabling the analysis of very large-scale networks. We evaluate the performance of the HBDM on massive networks consisting of millions of nodes. Importantly, we find that the proposed HBDM framework significantly outperforms recent scalable approaches in all considered downstream tasks. Surprisingly, we observe superior performance even imposing ultra-low two-dimensional embeddings facilitating accurate direct and hierarchical-aware network visualization and interpretation.
Selective Inference for Sparse Multitask Regression with Applications in Neuroimaging
Panigrahi, Snigdha, Stewart, Natasha, Sripada, Chandra Sekhar, Levina, Elizaveta
Multi-task learning is frequently used to model a set of related response variables from the same set of features, improving predictive performance and modeling accuracy relative to methods that handle each response variable separately. Despite the potential of multi-task learning to yield more powerful inference than single-task alternatives, prior work in this area has largely omitted uncertainty quantification. Our focus in this paper is a common multi-task problem in neuroimaging, where the goal is to understand the relationship between multiple cognitive task scores (or other subject-level assessments) and brain connectome data collected from imaging. We propose a framework for selective inference to address this problem, with the flexibility to: (i) jointly identify the relevant covariates for each task through a sparsity-inducing penalty, and (ii) conduct valid inference in a model based on the estimated sparsity structure. Our framework offers a new conditional procedure for inference, based on a refinement of the selection event that yields a tractable selection-adjusted likelihood. This gives an approximate system of estimating equations for maximum likelihood inference, solvable via a single convex optimization problem, and enables us to efficiently form confidence intervals with approximately the correct coverage. Applied to both simulated data and data from the Adolescent Brain Cognitive Development (ABCD) study, our selective inference methods yield tighter confidence intervals than commonly used alternatives, such as data splitting. We also demonstrate through simulations that multi-task learning with selective inference can more accurately recover true signals than single-task methods.
MetRoBERTa: Leveraging Traditional Customer Relationship Management Data to Develop a Transit-Topic-Aware Language Model
Leong, Michael, Abdelhalim, Awad, Ha, Jude, Patterson, Dianne, Pincus, Gabriel L., Harris, Anthony B., Eichler, Michael, Zhao, Jinhua
Transit riders' feedback provided in ridership surveys, customer relationship management (CRM) channels, and in more recent times, through social media is key for transit agencies to better gauge the efficacy of their services and initiatives. Getting a holistic understanding of riders' experience through the feedback shared in those instruments is often challenging, mostly due to the open-ended, unstructured nature of text feedback. In this paper, we propose leveraging traditional transit CRM feedback to develop and deploy a transit-topic-aware large language model (LLM) capable of classifying open-ended text feedback to relevant transit-specific topics. First, we utilize semi-supervised learning to engineer a training dataset of 11 broad transit topics detected in a corpus of 6 years of customer feedback provided to the Washington Metropolitan Area Transit Authority (WMATA). We then use this dataset to train and thoroughly evaluate a language model based on the RoBERTa architecture. We compare our LLM, MetRoBERTa, to classical machine learning approaches utilizing keyword-based and lexicon representations. Our model outperforms those methods across all evaluation metrics, providing an average topic classification accuracy of 90%. Finally, we provide a value proposition of this work demonstrating how the language model, alongside additional text processing tools, can be applied to add structure to open-ended text sources of feedback like Twitter. The framework and results we present provide a pathway for an automated, generalizable approach for ingesting, visualizing, and reporting transit riders' feedback at scale, enabling agencies to better understand and improve customer experience.
Automatically measuring speech fluency in people with aphasia: first achievements using read-speech data
Fontan, Lionel, Prince, Typhanie, Nowakowska, Aleksandra, Sahraoui, Halima, Martinez-Ferreiro, Silvia
Background: Speech and language pathologists (SLPs) often relyon judgements of speech fluency for diagnosing or monitoringpatients with aphasia. However, such subjective methods havebeen criticised for their lack of reliability and their clinical cost interms of time. Aims: This study aims at assessing the relevance of a signalprocessingalgorithm, initially developed in the field of language acquisition, for the automatic measurement of speech fluency in people with aphasia (PWA). Methods & Procedures: Twenty-nine PWA and five control participantswere recruited via non-profit organizations and SLP networks. All participants were recorded while reading out loud a set ofsentences taken from the French version of the Boston Diagnostic Aphasia Examination. Three trained SLPs assessed the fluency of each sentence on a five-point qualitative scale. A forward-backward divergence segmentation and a clustering algorithm were used to compute, for each sentence, four automatic predictors of speech fluency: pseudo-syllable rate, speech ratio, rate of silent breaks, and standard deviation of pseudo-syllable length. The four predictors were finally combined into multivariate regression models (a multiplelinear regression - MLR, and two non-linear models) to predict the average SLP ratings of speech fluency, using a leave-one speaker-out validation scheme. Outcomes & Results: All models achieved accurate predictions of speech fluency ratings, with average root-mean-square errors as low as 0.5. The MLR yielded a correlation coefficient of 0.87 with reference ratings at the sentence level, and of 0.93 when aggregating the data for each participant. The inclusion of an additional predictor sensitive to repetitions improved further the predictions with a correlation coefficient of 0.91 at the sentence level, and of 0.96 at the participant level. Conclusions: The algorithms used in this study can constitute a cost-effective and reliable tool for the assessment of the speech fluency of patients with aphasia in read-aloud tasks. Perspectives for the assessment of spontaneous speech are discussed.
Correlating Medi-Claim Service by Deep Learning Neural Networks
Vajiram, Jayanthi, Senthil, Negha, P, Nean Adhith.
Organized crime is a continuous issue, and predicting it is always under research. Medical insurance claims are one of the organized crimes related to patients, physicians, diagnostic centers, and insurance providers, forming a chain reaction that must be monitored constantly. These kinds of frauds affect the financial growth of both the insured people and the health insurance companies. The Convolution Neural Network architecture is used to detect fraudulent claims through a correlation study of regression models, which helps to detect money laundering on different claims given by different providers. Supervised and unsupervised classifiers are used to detect fraud and non-fraud claims. By using different attributes of patient case studies, diagnostic reports, and service provider reimbursement claim codes as control variables and attributes of the target class to detect performance metrics, this paper highlights the top reason for organized crime through the public dataset. The claims are filed by the provider, so the fraud can be organized crime. The performance metrics of accuracy, sensitivity, specificity, recall, precision, AUC, and f1-scores are calculated.