The foreseen growing role of outsourced machine learning services is raising concerns about the privacy of user data. Several technical solutions are being proposed to address the issue. Hardware security modules in cloud data centres appear limited to enterprise customers due to their complexity, while general multi-party computation techniques require a large number of message exchanges. This paper proposes a variety of protocols for privacy-preserving regression and classification that (i) only require additively homomorphic encryption algorithms, (ii) limit interactions to a mere request and response, and (iii) that can be used directly for important machine-learning algorithms such as logistic regression and SVM classification. The basic protocols are then extended and applied to feed-forward neural networks.

Precision medicine is becoming a focus in medical research recently, as its implementation brings values to all stakeholders in the healthcare system. Various statistical methodologies have been developed tackling problems in different aspects of this field, e.g., assessing treatment heterogeneity, identifying patient subgroups, or building treatment decision models. However, there is a lack of new tools devoted to selecting and prioritizing predictive biomarkers. We propose a novel tree-based ensemble method, random interaction forest (RIF), to generate predictive importance scores and prioritize candidate biomarkers for constructing refined treatment decision models. RIF was evaluated by comparing with the conventional random forest and univariable regression methods and showed favorable properties under various simulation scenarios. We applied the proposed RIF method to a biomarker dataset from two phase III clinical trials of bezlotoxumab on $\textit{Clostridium difficile}$ infection recurrence and obtained biologically meaningful results.

Recently, there has been significant interest in linear regression in the situation where predictors and responses are not observed in matching pairs corresponding to the same statistical unit as a consequence of separate data collection and uncertainty in data integration. Mismatched pairs can considerably impact the model fit and disrupt the estimation of regression parameters. In this paper, we present a method to adjust for such mismatches under ``partial shuffling" in which a sufficiently large fraction of (predictors, response)-pairs are observed in their correct correspondence. The proposed approach is based on a pseudo-likelihood in which each term takes the form of a two-component mixture density. Expectation-Maximization schemes are proposed for optimization, which (i) scale favorably in the number of samples, and (ii) achieve excellent statistical performance relative to an oracle that has access to the correct pairings as certified by simulations and case studies. In particular, the proposed approach can tolerate considerably larger fraction of mismatches than existing approaches, and enables estimation of the noise level as well as the fraction of mismatches. Inference for the resulting estimator (standard errors, confidence intervals) can be based on established theory for composite likelihood estimation. Along the way, we also propose a statistical test for the presence of mismatches and establish its consistency under suitable conditions.

Blood lactate concentration is a strong indicator of mortality risk in critically ill patients. While frequent lactate measurements are necessary to assess patient's health state, the measurement is an invasive procedure that can increase risk of hospital-acquired infections. For this reason we formally define the problem of lactate prediction as a clinically relevant benchmark problem for machine learning community so as to assist clinical decision making in blood lactate testing. Accordingly, we demonstrate the relevant challenges of the problem and its data in addition to the adopted solutions. Also, we evaluate the performance of different prediction algorithms on a large dataset of ICU patients from the multi-centre eICU database. More specifically, we focus on investigating the impact of missing value imputation methods in lactate prediction for each algorithm. The experimental analysis shows promising prediction results that encourages further investigation of this problem.

In our case, the data was provided by Safecity India, which is a platform launched on 2012, that crowdsources personal stories of sexual harassment and abuse in public spaces [2]. They have collected over 10,000 stories from over 50 cities in India, Kenya, Cameroon, and Nepal. More specifically they provided us a .cvs Additionally to the focal tasks of this project and as part of the NLP channel we decided to automate the category classification based on the sexual harassment case descriptions. Performing this classification task manually is time-consuming and leaving it entirely on the hands of the victim could produce ambiguity in the discrimination of the categories.

On top of recommending the excellent autobiography of Stanislaw Ulam, this post is about using the software Stan, but not directly to perform inference, instead to obtain R functions to evaluate a target's probability density function and its gradient. With which, one can implement custom methods, while still benefiting from the great work of the Stan team on the "modeling language" side. As a proof of concept I have implemented a plain Hamiltonian Monte Carlo sampler for a random effect logistic regression model (taken from a course on Multilevel Models by Germán Rodríguez), a coupling of that HMC algorithm (as in "Unbiased Hamiltonian Monte Carlo with couplings", see also this very recent article on the topic of coupling HMC), and then upper bounds on the total variation distance between the chain and its limiting distribution, as in "Estimating Convergence of Markov chains with L-Lag Couplings". Basically the R script starts like a standard script that would use rstan for inference; it runs the default algorithm of Stan for a little while, then extracts some info from the "stanfit" object. With these, a pure R implementation of TV upper bounds for a naive HMC algorithm follows, that relies on functions called "stan_logtarget" and "stan_gradlogtarget" to evaluate the target log-pdf and its gradient.

A member of the generalized linear model (GLM) family and similar to linear regression in many ways, logistic regression (despite the confusing name) is used for classification problems with two possible outcomes. Logistic regression is handy for classification problems since it fits an S shaped logistic (or Sigmoid) function to the data, squishing the linear equation to an output range of 0–1. This convenient range allows logistic regression to model the probabilities of a data point belonging to a particular class, typically with the decision point at the probability of .5. So, what does that look like in math? How does the sigmoid function squish the linear equation?

In the following, we will show that not only is there no need to choose between power and explainability, but that more powerful models are even more explainable than the shallower ones. By way of illustration, we will be using one of the most well-known datasets: the iconic Titanic dataset. We have a bunch of variables about Titanic passengers, and we want to predict how likely each passenger is to survive. For what concerns classification problems, Logistic Regression is often taken as the baseline. After having one-hot encoded the qualitative features (Ticket class, Passenger sex and Port of embarkation), we fit a plain Logistic Regression on the training data.

This paper deals with multivariate regression chain graphs (MVR CGs), which were introduced by Cox and Wermuth [3,4] to represent linear causal models with correlated errors. We consider the PC-like algorithm for structure learning of MVR CGs, which is a constraint-based method proposed by Sonntag and Pe\~{n}a in [18]. We show that the PC-like algorithm is order-dependent, in the sense that the output can depend on the order in which the variables are given. This order-dependence is a minor issue in low-dimensional settings. However, it can be very pronounced in high-dimensional settings, where it can lead to highly variable results. We propose two modifications of the PC-like algorithm that remove part or all of this order-dependence. Simulations under a variety of settings demonstrate the competitive performance of our algorithms in comparison with the original PC-like algorithm in low-dimensional settings and improved performance in high-dimensional settings.

This chapter covers different approaches to policy evaluation for assessing the causal effect of a treatment or intervention on an outcome of interest. As an introduction to causal inference, the discussion starts with the experimental evaluation of a randomized treatment. It then reviews evaluation methods based on selection on observables (assuming a quasi-random treatment given observed covariates), instrumental variables (inducing a quasi-random shift in the treatment), difference-in-differences and changes-in-changes (exploiting changes in outcomes over time), as well as regression discontinuities and kinks (using changes in the treatment assignment at some threshold of a running variable). The chapter discusses methods particularly suited for data with many observations for a flexible (i.e. semi- or nonparametric) modeling of treatment effects, and/or many (i.e. high dimensional) observed covariates by applying machine learning to select and control for covariates in a data-driven way. This is not only useful for tackling confounding by controlling for instance for factors jointly affecting the treatment and the outcome, but also for learning effect heterogeneities across subgroups defined upon observable covariates and optimally targeting those groups for which the treatment is most effective.