Regression
The Sylvester Graphical Lasso (SyGlasso)
Wang, Yu, Jang, Byoungwook, Hero, Alfred
This paper introduces the Sylvester graphical lasso (SyGlasso) that captures multiway dependencies present in tensor-valued data. The model is based on the Sylvester equation that defines a generative model. The proposed model complements the tensor graphical lasso (Greenewald et al., 2019) that imposes a Kronecker sum model for the inverse covariance matrix by providing an alternative Kronecker sum model that is generative and interpretable. A nodewise regression approach is adopted for estimating the conditional independence relationships among variables. The statistical convergence of the method is established, and empirical studies are provided to demonstrate the recovery of meaningful conditional dependency graphs. We apply the SyGlasso to an electroencephalography (EEG) study to compare the brain connectivity of alcoholic and nonalcoholic subjects. We demonstrate that our model can simultaneously estimate both the brain connectivity and its temporal dependencies.
Estimation of Z-Thickness and XY-Anisotropy of Electron Microscopy Images using Gaussian Processes
Ambegoda, Thanuja D., Martel, Julien N. P., Adamcik, Jozef, Cook, Matthew, Hahnlose, Richard H. R.
Martel, Jozef Adamcik, Matthew Cook, Richard H. R. Hahnloser Abstract --Serial section electron microscopy (ssEM) is a widely used technique for obtaining volumetric information of biological tissues at nanometer scale. However, accurate 3D reconstructions of identified cellular structures and volumetric quantifications require precise estimates of section thickness and anisotropy (or stretching) along the XY imaging plane. In fact, many image processing algorithms simply assume isotropy within the imaging plane. T o ameliorate this problem, we present a method for estimating thickness and stretching of electron microscopy sections using nonparametric Bayesian regression of image statistics. We verify our thickness and stretching estimates using direct measurements obtained by atomic force microscopy (AFM) and show that our method has a lower estimation error compared to a recent indirect thickness estimation method as well as a relative Z coordinate estimation method. Furthermore, we have made the first dataset of ssSEM images with directly measured section thickness values publicly available for the evaluation of indirect thickness estimation methods. I NTRODUCTION Electron microscopy (EM) has enabled imaging of nano-scale neuroanatomical structures such as synapses. Serial section Scanning Electron Microscopy (ssSEM) and serial section Transmission Electron Microscopy (ssTEM) are used to inspect tissue volumes on the scale of tens to hundreds of micrometers in each dimension. Tissue sections suitable for ssEM typically have a thickness that ranges from 30 nm to 70 nm .
Machine Learning: Models to Production
This post builds up from the earlier code of building a pipeline. This is just a part of the code which uses three main files: pipeline.py, Every folder must have a __init__.py Trained_model: the place for saving the models in .pkl All the fit and transform functions used in the pipeline Train_pipeline.py:
Statistical stability indices for LIME: obtaining reliable explanations for Machine Learning models
Visani, Giorgio, Bagli, Enrico, Chesani, Federico, Poluzzi, Alessandro, Capuzzo, Davide
Nowadays we are witnessing a transformation of the business processes towards a more computation driven approach. The ever increasing usage of Machine Learning techniques is the clearest example of such trend. This sort of revolution is often providing advantages, such as an increase in prediction accuracy and a reduced time to obtain the results. However, these methods present a major drawback: it is very difficult to understand on what grounds the algorithm took the decision. To address this issue we consider the LIME method. We give a general background on LIME then, we focus on the stability issue: employing the method repeated times, under the same conditions, may yield to different explanations. Two complementary indices are proposed, to measure LIME stability. It is important for the practitioner to be aware of the issue, as well as to have a tool for spotting it. Stability guarantees LIME explanations to be reliable, therefore a stability assessment, made through the proposed indices, is crucial. As a case study, we apply both Machine Learning and classical statistical techniques to Credit Risk data. We test LIME on the Machine Learning algorithm and check its stability. Eventually, we examine the goodness of the explanations returned.
Boosting Algorithms for Estimating Optimal Individualized Treatment Rules
Wang, Duzhe, Fu, Haoda, Loh, Po-Ling
The proposed algorithms are based on the XGBoost algorithm, which is known as one of the most powerful algorithms in the machine learning literature. Our main idea is to model the conditional mean of clinical outcome or the decision rule via additive regression trees, and use the boosting technique to estimate each single tree iteratively. Our approaches overcome the challenge of correct model specification, which is required in current parametric methods. The major contribution of our proposed algorithms is providing efficient and accurate estimation of the highly nonlinear and complex optimal individualized treatment rules that often arise in practice. Finally, we illustrate the superior performance of our algorithms by extensive simulation studies and conclude with an application to the real data from a diabetes Phase III trial. 1 Introduction Precision medicine, as an emerging medical approach for disease treatment and prevention, has received more and more attention among government, healthcare industry and academia in recent years. It is a well-known fact that there exists a significant heterogeneity for patients in response to treatments. For example, as demonstrated in [9], for patients who are infected with human immunodeficiency virus and tuberculosis, their optimal timing of antiretroviral therapy (ART) varies significantly.
Stable Prediction with Model Misspecification and Agnostic Distribution Shift
Kuang, Kun, Xiong, Ruoxuan, Cui, Peng, Athey, Susan, Li, Bo
For many machine learning algorithms, two main assumptions are required to guarantee performance. One is that the test data are drawn from the same distribution as the training data, and the other is that the model is correctly specified. In real applications, however, we often have little prior knowledge on the test data and on the underlying true model. Under model misspecification, agnostic distribution shift between training and test data leads to inaccuracy of parameter estimation and instability of prediction across unknown test data. To address these problems, we propose a novel Decor-related Weighting Regression (DWR) algorithm which jointly optimizes a variable decorrelation regularizer and a weighted regression model. The variable decorrelation regularizer estimates a weight for each sample such that variables are decor-related on the weighted training data. Then, these weights are used in the weighted regression to improve the accuracy of estimation on the effect of each variable, thus help to improve the stability of prediction across unknown test data. Extensive experiments clearly demonstrate that our DWR algorithm can significantly improve the accuracy of parameter estimation and stability of prediction with model misspecification and agnostic distribution shift.
Cost-Sensitive Logistic Regression for Imbalanced Classification
Logistic regression does not support imbalanced classification directly. Instead, the training algorithm used to fit the logistic regression model must be modified to take the skewed distribution into account. This can be achieved by specifying a class weighting configuration that is used to influence the amount that logistic regression coefficients are updated during training. The weighting can penalize the model less for errors made on examples from the majority class and penalize the model more for errors made on examples from the minority class. The result is a version of logistic regression that performs better on imbalanced classification tasks, generally referred to as cost-sensitive or weighted logistic regression.
A Sparsity Inducing Nuclear-Norm Estimator (SpINNEr) for Matrix-Variate Regression in Brain Connectivity Analysis
Brzyski, Damian, Hu, Xixi, Goni, Joaquin, Ances, Beau, Randolph, Timothy W., Harezlak, Jaroslaw
For example, it is of clinical interest to understand associations between: (a) alcoholism and the electrical activity of different brain regions over time collected from electroencephalography (EEG) (Li et al., 2010); (b) cognitive function and three-dimensional white-matter structure data collected from diffusion tensor imaging (DTI) (Goldsmith et al., 2014) for patients with multiple sclerosis (MS); and (c) cognitive impairment and brain's metabolic activity data collected from three-dimensional positron emission tomography (PET) imaging (Wang et al., 2014). Our work focuses on the problem of identifying brain network connections that are associated with neurocognitive measures for HIVinfected individuals. The outcome (response) is a continuous variable and the predictors are matrix representations of functional connectivity between the brain's cortical regions. Biophysical considerations motivate our interest in estimating a matrix of regression coefficients that has the following two properties: (i) it should be relatively sparse, since we aim to identify connections that most strongly predict the outcome; and more importantly, (ii) the response-related connections form clusters, since brain activity networks are known to consist of densely connected regions. These two properties translate to the coefficient matrix having relatively small clusters, or blocks of nonzero entries, which implies that it is low-rank. Hence, we aim to solve the matrix regression problem by estimating a coefficient matrix that is both sparse and low-rank. To further illustrate our approach, consider the three matrices in Figure 1. The one in the left panel is sparse, but full-rank, the one on the right panel is low-rank, but not sparse, while the one in the middle panel is both low-rank and sparse, which is the structure we are interested in. To find such a solution, we propose a regularization method called SParsity Inducing Nuclear Norm EstimatoR (SpINNEr).
A Hybrid Two-layer Feature Selection Method Using GeneticAlgorithm and Elastic Net
Feature selection, as a critical pre-processing step for machine learning, aims at determining representative predictors from a high-dimensional feature space dataset to improve the prediction accuracy. However, the increase in feature space dimensionality, comparing to the number of observations, poses a severe challenge to many existing feature selection methods with respect to computational efficiency and prediction performance. This paper presents a new hybrid two-layer feature selection approach that combines a wrapper and an embedded method in constructing an appropriate subset of predictors. In the first layer of the proposed method, the Genetic Algorithm(GA) has been adopted as a wrapper to search for the optimal subset of predictors, which aims to reduce the number of predictors and the prediction error. As one of the meta-heuristic approaches, GA is selected due to its computational efficiency; however, GAs do not guarantee the optimality. To address this issue, a second layer is added to the proposed method to eliminate any remaining redundant/irrelevant predictors to improve the prediction accuracy. Elastic Net(EN) has been selected as the embedded method in the second layer because of its flexibility in adjusting the penalty terms in regularization process and time efficiency. This hybrid two-layer approach has been applied on a Maize genetic dataset from NAM population, which consists of multiple subsets of datasets with different ratio of the number of predictors to the number of observations. The numerical results confirm the superiority of the proposed model.