Statistical Learning
Statistical Inference for Pairwise Graphical Models Using Score Matching
Ming Yu, Mladen Kolar, Varun Gupta
Probabilistic graphical models have been widely used to model complex systems and aid scientific discoveries. As a result, there is a large body of literature focused on consistent model selection. However, scientists are often interested in understanding uncertainty associated with the estimated parameters, which current literature has not addressed thoroughly. In this paper, we propose a novel estimator for edge parameters for pairwise graphical models based on Hyvärinen scoring rule. Hyvärinen scoring rule is especially useful in cases where the normalizing constant cannot be obtained efficiently in a closed form.
Multi-step learning and underlying structure in statistical models
In multi-step learning, where a final learning task is accomplished via a sequence of intermediate learning tasks, the intuition is that successive steps or levels transform the initial data into representations more and more "suited" to the final learning task. A related principle arises in transfer-learning where Baxter (2000) proposed a theoretical framework to study how learning multiple tasks transforms the inductive bias of a learner. The most widespread multi-step learning approach is semisupervised learning with two steps: unsupervised, then supervised. Several authors (Castelli-Cover, 1996; Balcan-Blum, 2005; Niyogi, 2008; Ben-David et al, 2008; Urner et al, 2011) have analyzed SSL, with Balcan-Blum (2005) proposing a version of the PAC learning framework augmented by a "compatibility function" to link concept class and unlabeled data distribution. We propose to analyze SSL and other multi-step learning approaches, much in the spirit of Baxter's framework, by defining a learning problem generatively as a joint statistical model on X Y.
Towards Unifying Hamiltonian Monte Carlo and Slice Sampling
Yizhe Zhang, Xiangyu Wang, Changyou Chen, Ricardo Henao, Kai Fan, Lawrence Carin
We unify slice sampling and Hamiltonian Monte Carlo (HMC) sampling, demonstrating their connection via the Hamiltonian-Jacobi equation from Hamiltonian mechanics. This insight enables extension of HMC and slice sampling to a broader family of samplers, called Monomial Gamma Samplers (MGS). We provide a theoretical analysis of the mixing performance of such samplers, proving that in the limit of a single parameter, the MGS draws decorrelated samples from the desired target distribution. We further show that as this parameter tends toward this limit, performance gains are achieved at a cost of increasing numerical difficulty and some practical convergence issues. Our theoretical results are validated with synthetic data and real-world applications.
Disease Trajectory Maps
Medical researchers are coming to appreciate that many diseases are in fact complex, heterogeneous syndromes composed of subpopulations that express different variants of a related complication. Longitudinal data extracted from individual electronic health records (EHR) offer an exciting new way to study subtle differences in the way these diseases progress over time. In this paper, we focus on answering two questions that can be asked using these databases of longitudinal EHR data. First, we want to understand whether there are individuals with similar disease trajectories and whether there are a small number of degrees of freedom that account for differences in trajectories across the population. Second, we want to understand how important clinical outcomes are associated with disease trajectories. To answer these questions, we propose the Disease Trajectory Map (DTM), a novel probabilistic model that learns low-dimensional representations of sparse and irregularly sampled longitudinal data. We propose a stochastic variational inference algorithm for learning the DTM that allows the model to scale to large modern medical datasets. To demonstrate the DTM, we analyze data collected on patients with the complex autoimmune disease, scleroderma. We find that DTM learns meaningful representations of disease trajectories and that the representations are significantly associated with important clinical outcomes.
Neurons Equipped with Intrinsic Plasticity Learn Stimulus Intensity Statistics
Travis Monk, Cristina Savin, Jörg Lücke
Experience constantly shapes neural circuits through a variety of plasticity mechanisms. While the functional roles of some plasticity mechanisms are wellunderstood, it remains unclear how changes in neural excitability contribute to learning. Here, we develop a normative interpretation of intrinsic plasticity (IP) as a key component of unsupervised learning. We introduce a novel generative mixture model that accounts for the class-specific statistics of stimulus intensities, and we derive a neural circuit that learns the input classes and their intensities. We will analytically show that inference and learning for our generative model can be achieved by a neural circuit with intensity-sensitive neurons equipped with a specific form of IP. Numerical experiments verify our analytical derivations and show robust behavior for artificial and natural stimuli. Our results link IP to nontrivial input statistics, in particular the statistics of stimulus intensities for classes to which a neuron is sensitive. More generally, our work paves the way toward new classification algorithms that are robust to intensity variations.
Diffusion-Convolutional Neural Networks
Through the introduction of a diffusion-convolution operation, we show how diffusion-based representations can be learned from graphstructured data and used as an effective basis for node classification. DCNNs have several attractive qualities, including a latent representation for graphical data that is invariant under isomorphism, as well as polynomial-time prediction and learning that can be represented as tensor operations and efficiently implemented on a GPU. Through several experiments with real structured datasets, we demonstrate that DCNNs are able to outperform probabilistic relational models and kernel-on-graph methods at relational node classification tasks.