The clinical pathology of neurological diseases and the imaging of the human brain are two areas of research that have largely developed along independent lines. It is only in the past few years that the usefulness of noninvasive imaging measurements of the human brain to the diagnosis and early prediction of neurological diseases been widely recognised (Albert et al., 2011; Sperling et al., 2011; Gray et al., 2013). In Alzheimer's Disease (AD), for instance, clinical guidance on the diagnosis of this most common of neurological degenerative disorders has recently been updated to incorporate neuroimaging markers alongside standard cognitive and behavioural tests (Albert et al., 2011; Sperling et al., 2011). The key to the improved characterisation of AD lies in the quantitative nature of the imaging measurements compared to the relatively subjective and imprecise nature of traditional clinical assessments. Imaging biomarkers of cerebral atrophy and of loss of connectivity between key regions in the brain are believed to be reliable indicators of AD and are particularly useful at early disease stages when standard cognitive assessments can be inconclusive. The utility of imaging phenotypes extends beyond diagnosis and prediction to the search for the underlying genetic factors behind neurological disorders (Stein et al., 2010). This comparatively more recent use of neuroimaging measurements in place of case-control labels in genetic association studies defines the emerging field of imaging genetics. The central premise here is that, should they exist, genetic associations to intermediate brain structure and brain function phenotypes are stronger than those with the categorical clinical disease statuses further down the etiological chain (Glahn et al., 2007). Again, the example of AD serves as a good illustration.

The combination of multiple classifiers using ensemble methods is increasingly important for making progress in a variety of difficult prediction problems. We present a comparative analysis of several ensemble methods through two case studies in genomics, namely the prediction of genetic interactions and protein functions, to demonstrate their efficacy on real-world datasets and draw useful conclusions about their behavior. These methods include simple aggregation, meta-learning, cluster-based meta-learning, and ensemble selection using heterogeneous classifiers trained on resampled data to improve the diversity of their predictions. We present a detailed analysis of these methods across 4 genomics datasets and find the best of these methods offer statistically significant improvements over the state of the art in their respective domains. In addition, we establish a novel connection between ensemble selection and meta-learning, demonstrating how both of these disparate methods establish a balance between ensemble diversity and performance.

Penalized regression is an attractive framework for variable selection problems. Often, variables possess a grouping structure, and the relevant selection problem is that of selecting groups, not individual variables. The group lasso has been proposed as a way of extending the ideas of the lasso to the problem of group selection. Nonconvex penalties such as SCAD and MCP have been proposed and shown to have several advantages over the lasso; these penalties may also be extended to the group selection problem, giving rise to group SCAD and group MCP methods. Here, we describe algorithms for fitting these models stably and efficiently.

A new family of penalty functions, adaptive to likelihood, is introduced for model selection in general regression models. It arises naturally through assuming certain types of prior distribution on the regression parameters. To study stability properties of the penalized maximum likelihood estimator, two types of asymptotic stability are defined. Theoretical properties, including the parameter estimation consistency, model selection consistency, and asymptotic stability, are established under suitable regularity conditions. An efficient coordinate-descent algorithm is proposed. Simulation results and real data analysis show that the proposed method has competitive performance in comparison with existing ones.

Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior is an approximately optimal solution to an unknown decision problem. These techniques learn a utility function that explains the example behavior and can then be used to accurately predict or imitate future behavior in similar observed or unobserved situations. In this work, we consider similar tasks in competitive and cooperative multi-agent domains. Here, unlike single-agent settings, a player cannot myopically maximize its reward; it must speculate on how the other agents may act to influence the game's outcome. Employing the game-theoretic notion of regret and the principle of maximum entropy, we introduce a technique for predicting and generalizing behavior.

We study an interesting phenomenon of social influence locality in a large microblogging network, which suggests that users' behaviors are mainly influenced by close friends in their ego networks. We provide a formal definition for the notion of social influence locality and develop two instantiation functions based on pairwise influence and structural diversity. The defined influence locality functions have strong predictive power. Without any additional features, we can obtain a F1-score of 71.65% for predicting users' retweet behaviors by training a logistic regression classifier based on the defined functions. Our analysis also reveals several intriguing discoveries. For example, though the probability of a user retweeting a microblog is positively correlated with the number of friends who have retweeted the microblog, it is surprisingly negatively correlated with the number of connected circles that are formed by those friends.

The Nyström method is a well known sampling based low-rank matrix approximation approach. It is usually considered to be originated from the numerical treatment of integral equations and eigendecomposition of matrices. In this paper, we present a novel point of view for the Nyström approximation. We show that theoretically the Nyström method can be regraded as a set of point-wise ordinary least square linear regressions of the kernel matrix, sharing the same design matrix. With the new interpretation, we are able to analyze the approximation quality based on the fulfillment of the homoscedasticity assumption and explain the success and deficiency of various sampling methods. We also empirically show that positively skewed explanatory variable distributions can lead to heteroscedasticity. Based on this discovery, we propose to use non-symmetric explanatory functions to improve the quality of the Nyström approximation with almost no extra computational cost. Experiments show that positively skewed datasets widely exist, and our method exhibits good improvements on these datasets.

Conventional multiclass conditional probability estimation methods, such as Fisher's discriminate analysis and logistic regression, often require restrictive distributional model assumption. In this paper, a model-free estimation method is proposed to estimate multiclass conditional probability through a series of conditional quantile regression functions. Specifically, the conditional class probability is formulated as difference of corresponding cumulative distribution functions, where the cumulative distribution functions can be converted from the estimated conditional quantile regression functions. The proposed estimation method is also efficient as its computation cost does not increase exponentially with the number of classes. The theoretical and numerical studies demonstrate that the proposed estimation method is highly competitive against the existing competitors, especially when the number of classes is relatively large.

In this paper, we investigate a multivariate multi-response (MVMR) linear regression problem, which contains multiple linear regression models with differently distributed design matrices, and different regression and output vectors. The goal is to recover the support union of all regression vectors using $l_1/l_2$-regularized Lasso. We characterize sufficient and necessary conditions on sample complexity \emph{as a sharp threshold} to guarantee successful recovery of the support union. Namely, if the sample size is above the threshold, then $l_1/l_2$-regularized Lasso correctly recovers the support union; and if the sample size is below the threshold, $l_1/l_2$-regularized Lasso fails to recover the support union. In particular, the threshold precisely captures the impact of the sparsity of regression vectors and the statistical properties of the design matrices on sample complexity. Therefore, the threshold function also captures the advantages of joint support union recovery using multi-task Lasso over individual support recovery using single-task Lasso.

The l1-regularized logistic regression (or sparse logistic regression) is a widely used method for simultaneous classification and feature selection. Although many recent efforts have been devoted to its efficient implementation, its application to high dimensional data still poses significant challenges. In this paper, we present a fast and effective sparse logistic regression screening rule (Slores) to identify the 0 components in the solution vector, which may lead to a substantial reduction in the number of features to be entered to the optimization. An appealing feature of Slores is that the data set needs to be scanned only once to run the screening and its computational cost is negligible compared to that of solving the sparse logistic regression problem. Moreover, Slores is independent of solvers for sparse logistic regression, thus Slores can be integrated with any existing solver to improve the efficiency. We have evaluated Slores using high-dimensional data sets from different applications. Extensive experimental results demonstrate that Slores outperforms the existing state-of-the-art screening rules and the efficiency of solving sparse logistic regression is improved by one magnitude in general.