Statistical Learning
Signal identification without signal formulation
Mototake, Yoh-ichi, Taguchi, Y-h.
When there are signals and noises, physicists try to identify signals by modeling them, whereas statisticians oppositely try to model noise to identify signals. In this study, we applied the statisticians' concept of signal detection of physics data with small-size samples and high dimensions without modeling the signals. Most of the data in nature, whether noises or signals, are assumed to be generated by dynamical systems; thus, there is essentially no distinction between these generating processes. We propose that the correlation length of a dynamical system and the number of samples are crucial for the practical definition of noise variables among the signal variables generated by such a system. Since variables with short-term correlations reach normal distributions faster as the number of samples decreases, they are regarded to be ``noise-like'' variables, whereas variables with opposite properties are ``signal-like'' variables. Normality tests are not effective for data of small-size samples with high dimensions. Therefore, we modeled noises on the basis of the property of a noise variable, that is, the uniformity of the histogram of the probability that a variable is a noise. We devised a method of detecting signal variables from the structural change of the histogram according to the decrease in the number of samples. We applied our method to the data generated by globally coupled map, which can produce time series data with different correlation lengths, and also applied to gene expression data, which are typical static data of small-size samples with high dimensions, and we successfully detected signal variables from them. Moreover, we verified the assumption that the gene expression data also potentially have a dynamical system as their generation model, and found that the assumption is compatible with the results of signal extraction.
Modeling Dense Multimodal Interactions Between Biological Pathways and Histology for Survival Prediction
Jaume, Guillaume, Vaidya, Anurag, Chen, Richard, Williamson, Drew, Liang, Paul, Mahmood, Faisal
Integrating whole-slide images (WSIs) and bulk transcriptomics for predicting patient survival can improve our understanding of patient prognosis. However, this multimodal task is particularly challenging due to the different nature of these data: WSIs represent a very high-dimensional spatial description of a tumor, while bulk transcriptomics represent a global description of gene expression levels within that tumor. In this context, our work aims to address two key challenges: (1) how can we tokenize transcriptomics in a semantically meaningful and interpretable way?, and (2) how can we capture dense multimodal interactions between these two modalities? Specifically, we propose to learn biological pathway tokens from transcriptomics that can encode specific cellular functions. Together with histology patch tokens that encode the different morphological patterns in the WSI, we argue that they form appropriate reasoning units for downstream interpretability analyses. We propose fusing both modalities using a memory-efficient multimodal Transformer that can model interactions between pathway and histology patch tokens. Our proposed model, SURVPATH, achieves state-of-the-art performance when evaluated against both unimodal and multimodal baselines on five datasets from The Cancer Genome Atlas. Our interpretability framework identifies key multimodal prognostic factors, and, as such, can provide valuable insights into the interaction between genotype and phenotype, enabling a deeper understanding of the underlying biological mechanisms at play. We make our code public at: https://github.com/ajv012/SurvPath.
Model Reduction for Nonlinear Systems by Balanced Truncation of State and Gradient Covariance
Otto, Samuel E., Padovan, Alberto, Rowley, Clarence W.
Data-driven reduced-order models often fail to make accurate forecasts of high-dimensional nonlinear dynamical systems that are sensitive along coordinates with low-variance because such coordinates are often truncated, e.g., by proper orthogonal decomposition, kernel principal component analysis, and autoencoders. Such systems are encountered frequently in shear-dominated fluid flows where non-normality plays a significant role in the growth of disturbances. In order to address these issues, we employ ideas from active subspaces to find low-dimensional systems of coordinates for model reduction that balance adjoint-based information about the system's sensitivity with the variance of states along trajectories. The resulting method, which we refer to as covariance balancing reduction using adjoint snapshots (CoBRAS), is analogous to balanced truncation with state and adjoint-based gradient covariance matrices replacing the system Gramians and obeying the same key transformation laws. Here, the extracted coordinates are associated with an oblique projection that can be used to construct Petrov-Galerkin reduced-order models. We provide an efficient snapshot-based computational method analogous to balanced proper orthogonal decomposition. This also leads to the observation that the reduced coordinates can be computed relying on inner products of state and gradient samples alone, allowing us to find rich nonlinear coordinates by replacing the inner product with a kernel function. In these coordinates, reduced-order models can be learned using regression. We demonstrate these techniques and compare to a variety of other methods on a simple, yet challenging three-dimensional system and a nonlinear axisymmetric jet flow simulation with $10^5$ state variables.
Situational-Aware Multi-Graph Convolutional Recurrent Network (SA-MGCRN) for Travel Demand Forecasting During Wildfires
Zhang, Xiaojian, Zhao, Xilei, Xu, Yiming, Lovreglio, Ruggiero, Nilsson, Daniel
Real-time forecasting of travel demand during wildfire evacuations is crucial for emergency managers and transportation planners to make timely and better-informed decisions. However, few studies focus on accurate travel demand forecasting in large-scale emergency evacuations. Therefore, this study develops and tests a new methodological framework for modeling trip generation in wildfire evacuations by using (a) large-scale GPS data generated by mobile devices and (b) state-of-the-art AI technologies. The proposed methodology aims at forecasting evacuation trips and other types of trips. Based on the travel demand inferred from the GPS data, we develop a new deep learning model, i.e., Situational-Aware Multi-Graph Convolutional Recurrent Network (SA-MGCRN), along with a model updating scheme to achieve real-time forecasting of travel demand during wildfire evacuations. The proposed methodological framework is tested in this study for a real-world case study: the 2019 Kincade Fire in Sonoma County, CA. The results show that SA-MGCRN significantly outperforms all the selected state-of-the-art benchmarks in terms of prediction performance. Our finding suggests that the most important model components of SA-MGCRN are evacuation order/warning information, proximity to fire, and population change, which are consistent with behavioral theories and empirical findings.
Towards Understanding How Data Augmentation Works with Imbalanced Data
Dablain, Damien A., Chawla, Nitesh V.
Data augmentation forms the cornerstone of many modern machine learning training pipelines; yet, the mechanisms by which it works are not clearly understood. Much of the research on data augmentation (DA) has focused on improving existing techniques, examining its regularization effects in the context of neural network over-fitting, or investigating its impact on features. Here, we undertake a holistic examination of the effect of DA on three different classifiers, convolutional neural networks, support vector machines, and logistic regression models, which are commonly used in supervised classification of imbalanced data. We support our examination with testing on three image and five tabular datasets. Our research indicates that DA, when applied to imbalanced data, produces substantial changes in model weights, support vectors and feature selection; even though it may only yield relatively modest changes to global metrics, such as balanced accuracy or F1 measure. We hypothesize that DA works by facilitating variances in data, so that machine learning models can associate changes in the data with labels. By diversifying the range of feature amplitudes that a model must recognize to predict a label, DA improves a model's capacity to generalize when learning with imbalanced data.
Representation Learning with Multi-Step Inverse Kinematics: An Efficient and Optimal Approach to Rich-Observation RL
Mhammedi, Zakaria, Foster, Dylan J., Rakhlin, Alexander
We study the design of sample-efficient algorithms for reinforcement learning in the presence of rich, high-dimensional observations, formalized via the Block MDP problem. Existing algorithms suffer from either 1) computational intractability, 2) strong statistical assumptions that are not necessarily satisfied in practice, or 3) suboptimal sample complexity. We address these issues by providing the first computationally efficient algorithm that attains rate-optimal sample complexity with respect to the desired accuracy level, with minimal statistical assumptions. Our algorithm, MusIK, combines systematic exploration with representation learning based on multi-step inverse kinematics, a learning objective in which the aim is to predict the learner's own action from the current observation and observations in the (potentially distant) future. MusIK is simple and flexible, and can efficiently take advantage of general-purpose function approximation. Our analysis leverages several new techniques tailored to non-optimistic exploration algorithms, which we anticipate will find broader use.
An Equivariant Generative Framework for Molecular Graph-Structure Co-Design
Zhang, Zaixi, Liu, Qi, Lee, Chee-Kong, Hsieh, Chang-Yu, Chen, Enhong
Designing molecules with desirable physiochemical properties and functionalities is a long-standing challenge in chemistry, material science, and drug discovery. Recently, machine learning-based generative models have emerged as promising approaches for \emph{de novo} molecule design. However, further refinement of methodology is highly desired as most existing methods lack unified modeling of 2D topology and 3D geometry information and fail to effectively learn the structure-property relationship for molecule design. Here we present MolCode, a roto-translation equivariant generative framework for \underline{Mol}ecular graph-structure \underline{Co-de}sign. In MolCode, 3D geometric information empowers the molecular 2D graph generation, which in turn helps guide the prediction of molecular 3D structure. Extensive experimental results show that MolCode outperforms previous methods on a series of challenging tasks including \emph{de novo} molecule design, targeted molecule discovery, and structure-based drug design. Particularly, MolCode not only consistently generates valid (99.95$\%$ Validity) and diverse (98.75$\%$ Uniqueness) molecular graphs/structures with desirable properties, but also generate drug-like molecules with high affinity to target proteins (61.8$\%$ high-affinity ratio), which demonstrates MolCode's potential applications in material design and drug discovery. Our extensive investigation reveals that the 2D topology and 3D geometry contain intrinsically complementary information in molecule design, and provide new insights into machine learning-based molecule representation and generation.
Self-supervised Heterogeneous Graph Pre-training Based on Structural Clustering
Yang, Yaming, Guan, Ziyu, Wang, Zhe, Zhao, Wei, Xu, Cai, Lu, Weigang, Huang, Jianbin
Recent self-supervised pre-training methods on Heterogeneous Information Networks (HINs) have shown promising competitiveness over traditional semi-supervised Heterogeneous Graph Neural Networks (HGNNs). Unfortunately, their performance heavily depends on careful customization of various strategies for generating high-quality positive examples and negative examples, which notably limits their flexibility and generalization ability. In this work, we present SHGP, a novel Self-supervised Heterogeneous Graph Pre-training approach, which does not need to generate any positive examples or negative examples. It consists of two modules that share the same attention-aggregation scheme. In each iteration, the Att-LPA module produces pseudo-labels through structural clustering, which serve as the self-supervision signals to guide the Att-HGNN module to learn object embeddings and attention coefficients. The two modules can effectively utilize and enhance each other, promoting the model to learn discriminative embeddings. Extensive experiments on four real-world datasets demonstrate the superior effectiveness of SHGP against state-of-the-art unsupervised baselines and even semi-supervised baselines. We release our source code at: https://github.com/kepsail/SHGP.
A Meta-Analysis of Solar Forecasting Based on Skill Score
Nguyen, Thi Ngoc, Müsgens, Felix
We conduct the first comprehensive meta-analysis of deterministic solar forecasting based on skill score, screening 1,447 papers from Google Scholar and reviewing the full texts of 320 papers for data extraction. A database of 4,687 points was built and analyzed with multivariate adaptive regression spline modelling, partial dependence plots, and linear regression. The marginal impacts on skill score of ten factors were quantified. The analysis shows the non-linearity and complex interaction between variables in the database. Forecast horizon has a central impact and dominates other factors' impacts. Therefore, the analysis of solar forecasts should be done separately for each horizon. Climate zone variables have statistically significant correlation with skill score. Regarding inputs, historical data and spatial temporal information are highly helpful. For intra-day, sky and satellite images show the most importance. For day-ahead, numerical weather predictions and locally measured meteorological data are very efficient. All forecast models were compared. Ensemble-hybrid models achieve the most accurate forecasts for all horizons. Hybrid models show superiority for intra-hour while image-based methods are the most efficient for intra-day forecasts. More training data can enhance skill score. However, over-fitting is observed when there is too much training data (longer than 2000 days). There has been a substantial improvement in solar forecast accuracy, especially in recent years. More improvement is observed for intra-hour and intra-day than day-ahead forecasts. By controlling for the key differences between forecasts, including location variables, our findings can be applied globally.
NP-Free: A Real-Time Normalization-free and Parameter-tuning-free Representation Approach for Open-ended Time Series
Lee, Ming-Chang, Lin, Jia-Chun, Stolz, Volker
As more connected devices are implemented in a cyber-physical world and data is expected to be collected and processed in real time, the ability to handle time series data has become increasingly significant. To help analyze time series in data mining applications, many time series representation approaches have been proposed to convert a raw time series into another series for representing the original time series. However, existing approaches are not designed for open-ended time series (which is a sequence of data points being continuously collected at a fixed interval without any length limit) because these approaches need to know the total length of the target time series in advance and pre-process the entire time series using normalization methods. Furthermore, many representation approaches require users to configure and tune some parameters beforehand in order to achieve satisfactory representation results. In this paper, we propose NP-Free, a real-time Normalization-free and Parameter-tuning-free representation approach for open-ended time series. Without needing to use any normalization method or tune any parameter, NP-Free can generate a representation for a raw time series on the fly by converting each data point of the time series into a root-mean-square error (RMSE) value based on Long Short-Term Memory (LSTM) and a Look-Back and Predict-Forward strategy. To demonstrate the capability of NP-Free in representing time series, we conducted several experiments based on real-world open-source time series datasets. We also evaluated the time consumption of NP-Free in generating representations.