Regression
Finding the needle in high-dimensional haystack: A tutorial on canonical correlation analysis
Wang, Hao-Ting, Smallwood, Jonathan, Mourao-Miranda, Janaina, Xia, Cedric Huchuan, Satterthwaite, Theodore D., Bassett, Danielle S., Bzdok, Danilo
Since the beginning of the 21st century, the size, breadth, and granularity of data in biology and medicine has grown rapidly. In the example of neuroscience, studies with thousands of subjects are becoming more common, which provide extensive phenotyping on the behavioral, neural, and genomic level with hundreds of variables. The complexity of such big data repositories offer new opportunities and pose new challenges to investigate brain, cognition, and disease. Canonical correlation analysis (CCA) is a prototypical family of methods for wrestling with and harvesting insight from such rich datasets. This doubly-multivariate tool can simultaneously consider two variable sets from different modalities to uncover essential hidden associations. Our primer discusses the rationale, promises, and pitfalls of CCA in biomedicine.
Predicting Blood Pressure Response to Fluid Bolus Therapy Using Attention-Based Neural Networks for Clinical Interpretability
Girkar, Uma M., Uchimido, Ryo, Lehman, Li-wei H., Szolovits, Peter, Celi, Leo, Weng, Wei-Hung
Determining whether hypotensive patients in intensive care units (ICUs) should receive fluid bolus therapy (FBT) has been an extremely challenging task for intensive care physicians as the corresponding increase in blood pressure has been hard to predict. Our study utilized regression models and attention-based recurrent neural network (RNN) algorithms and a multi-clinical information system large-scale database to build models that can predict the successful response to FBT among hypotensive patients in ICUs. We investigated both time-aggregated modeling using logistic regression algorithms with regularization and time-series modeling using the long short term memory network (LSTM) and the gated recurrent units network (GRU) with the attention mechanism for clinical interpretability. Among all modeling strategies, the stacked LSTM with the attention mechanism yielded the most predictable model with the highest accuracy of 0.852 and area under the curve (AUC) value of 0.925. The study results may help identify hypotensive patients in ICUs who will have sufficient blood pressure recovery after FBT.
Early Prediction of Course Grades: Models and Feature Selection
Li, Hengxuan, Lynch, Collin F., Barnes, Tiffany
In this paper, we compare predictive models for students' final performance in a blended course using a set of generic features collected from the first six weeks of class. These features were extracted from students' online homework submission logs as well as other online actions. We compare the effectiveness of 5 different ML algorithms (SVMs, Support Vector Regression, Decision Tree, Naive Bayes and K-Nearest Neighbor). We found that SVMs outperform other models and improve when compared to the baseline. This study demonstrates feasible implementations for predictive models that rely on common data from blended courses that can be used to monitor students' progress and to tailor instruction.
Challenging Common Assumptions in the Unsupervised Learning of Disentangled Representations
Locatello, Francesco, Bauer, Stefan, Lucic, Mario, Gelly, Sylvain, Schölkopf, Bernhard, Bachem, Olivier
In recent years, the interest in unsupervised learning of disentangled representations has significantly increased. The key assumption is that real-world data is generated by a few explanatory factors of variation and that these factors can be recovered by unsupervised learning algorithms. A large number of unsupervised learning approaches based on auto-encoding and quantitative evaluation metrics of disentanglement have been proposed; yet, the efficacy of the proposed approaches and utility of proposed notions of disentanglement has not been challenged in prior work. In this paper, we provide a sober look on recent progress in the field and challenge some common assumptions. We first theoretically show that the unsupervised learning of disentangled representations is fundamentally impossible without inductive biases on both the models and the data. Then, we train more than 12000 models covering the six most prominent methods, and evaluate them across six disentanglement metrics in a reproducible large-scale experimental study on seven different data sets. On the positive side, we observe that different methods successfully enforce properties "encouraged" by the corresponding losses. On the negative side, we observe in our study that well-disentangled models seemingly cannot be identified without access to ground-truth labels even if we are allowed to transfer hyperparameters across data sets. Furthermore, increased disentanglement does not seem to lead to a decreased sample complexity of learning for downstream tasks. These results suggest that future work on disentanglement learning should be explicit about the role of inductive biases and (implicit) supervision, investigate concrete benefits of enforcing disentanglement of the learned representations, and consider a reproducible experimental setup covering several data sets.
Data-driven Air Quality Characterisation for Urban Environments: a Case Study
Zhou, Yuchao, De, Suparna, Ewa, Gideon, Perera, Charith, Moessner, Klaus
The economic and social impact of poor air quality in towns and cities is increasingly being recognised, together with the need for effective ways of creating awareness of real-time air quality levels and their impact on human health. With local authority maintained monitoring stations being geographically sparse and the resultant datasets also featuring missing labels, computational data-driven mechanisms are needed to address the data sparsity challenge. In this paper, we propose a machine learning-based method to accurately predict the Air Quality Index (AQI), using environmental monitoring data together with meteorological measurements. To do so, we develop an air quality estimation framework that implements a neural network that is enhanced with a novel Non-linear Autoregressive neural network with exogenous input (NARX), especially designed for time series prediction. The framework is applied to a case study featuring different monitoring sites in London, with comparisons against other standard machine-learning based predictive algorithms showing the feasibility and robust performance of the proposed method for different kinds of areas within an urban region.
Sequential model aggregation for production forecasting
Deswarte, Raphaël, Gervais, Véronique, Stoltz, Gilles, Da Veiga, Sébastien
Production forecasting is a key step to design the future development of a reservoir. A classical way to generate such forecasts consists in simulating future production for numerical models representative of the reservoir. However, identifying such models can be very challenging as they need to be constrained to all available data. In particular, they should reproduce past production data, which requires to solve a complex non-linear inverse problem. In this paper, we thus propose to investigate the potential of machine learning algorithms to predict the future production of a reservoir based on past production data without model calibration. We focus more specifically on robust online aggregation, a deterministic approach that provides a robust framework to make forecasts on a regular basis. This method does not rely on any specific assumption or need for stochastic modeling. Forecasts are first simulated for a set of base reservoir models representing the prior uncertainty, and then combined to predict production at the next time step. The weight associated to each forecast is related to its past performance. Three different algorithms are considered for weight computations: the exponentially weighted average algorithm, ridge regression and the Lasso regression. They are applied on a synthetic reservoir case study, the Brugge case, for sequential predictions. To estimate the potential of development scenarios, production forecasts are needed on long periods of time without intermediary data acquisition. An extension of the deterministic aggregation approach is thus proposed in this paper to provide such multi-step-ahead forecasts.
A snapshot on nonstandard supervised learning problems: taxonomy, relationships and methods
Charte, David, Charte, Francisco, García, Salvador, Herrera, Francisco
Machine learning is a field which studies how machines can alter and adapt their behavior, improving their actions according to the information they are given. This field is subdivided into multiple areas, among which the best known are supervised learning (e.g. classification and regression) and unsupervised learning (e.g. clustering and association rules). Within supervised learning, most studies and research are focused on well known standard tasks, such as binary classification, multiclass classification and regression with one dependent variable. However, there are many other less known problems. These are what we generically call nonstandard supervised learning problems. The literature about them is much more sparse, and each study is directed to a specific task. Therefore, the definitions, relations and applications of this kind of learners are hard to find. The goal of this paper is to provide the reader with a broad view on the distinct variations of nonstandard supervised problems. A comprehensive taxonomy summarizing their traits is proposed. A review of the common approaches followed to accomplish them and their main applications is provided as well.
Deep Haar Scattering Networks in Pattern Recognition: A promising approach
Neto, Fernando Fernandes, Solomon, Alemayehu Admasu, de Losso, Rodrigo, Garcia, Claudio, Cavalcanti, Pedro Delano
The aim of this paper is to discuss the use of Haar scattering networks, which is a very simple architecture that naturally supports a large number of stacked layers, yet with very few parameters, in a relatively broad set of pattern recognition problems, including regression and classification tasks. This architecture, basically, consists of stacking convolutional filters, that can be thought as a generalization of Haar wavelets, followed by non-linear operators which aim to extract symmetries and invariances that are later fed in a classification/regression algorithm. We show that good results can be obtained with the proposed method for both kind of tasks. We have outperformed the best available algorithms in 4 out of 18 important data classification problems, and have obtained a more robust performance than ARIMA and ETS time series methods in regression problems for data with strong periodicities.
A regression approach for explaining manifold embedding coordinates
Meila, Marina, Koelle, Samson, Zhang, Hanyu
Manifold embedding algorithms map high dimensional data, down to coordinates in a much lower dimensional space. One of the aims of the dimension reduction is to find the {\em intrinsic coordinates} that describe the data manifold. However, the coordinates returned by the embedding algorithm are abstract coordinates. Finding their physical, domain related meaning is not formalized and left to the domain experts. This paper studies the problem of recovering the domain-specific meaning of the new low dimensional representation in a semi-automatic, principled fashion. We propose a method to explain embedding coordinates on a manifold as {\em non-linear} compositions of functions from a user-defined dictionary. We show that this problem can be set up as a sparse {\em linear Group Lasso} recovery problem, find sufficient recovery conditions, and demonstrate its effectiveness on data.
Automated Algorithm Selection: Survey and Perspectives
Kerschke, Pascal, Hoos, Holger H., Neumann, Frank, Trautmann, Heike
It has long been observed that for practically any computational problem that has been intensely studied, different instances are best solved using different algorithms. This is particularly pronounced for computationally hard problems, where in most cases, no single algorithm defines the state of the art; instead, there is a set of algorithms with complementary strengths. This performance complementarity can be exploited in various ways, one of which is based on the idea of selecting, from a set of given algorithms, for each problem instance to be solved the one expected to perform best. The task of automatically selecting an algorithm from a given set is known as the per-instance algorithm selection problem and has been intensely studied over the past 15 years, leading to major improvements in the state of the art in solving a growing number of discrete combinatorial problems, including propositional satisfiability and AI planning. Per-instance algorithm selection also shows much promise for boosting performance in solving continuous and mixed discrete/continuous optimisation problems. This survey provides an overview of research in automated algorithm selection, ranging from early and seminal works to recent and promising application areas. Different from earlier work, it covers applications to discrete and continuous problems, and discusses algorithm selection in context with conceptually related approaches, such as algorithm configuration, scheduling or portfolio selection. Since informative and cheaply computable problem instance features provide the basis for effective per-instance algorithm selection systems, we also provide an overview of such features for discrete and continuous problems. Finally, we provide perspectives on future work in the area and discuss a number of open research challenges.