Physiological responses to pain have received increasing attention among researchers for developing an automated pain recognition sensing system. Though less explored, Blood Volume Pulse (BVP) is one of the candidate physiological measures that could help objective pain assessment. In this study, we applied machine learning techniques on BVP signals to device a non-invasive modality for pain sensing. Thirty-two healthy subjects participated in this study. First, we investigated a novel set of time-domain, frequency-domain and nonlinear dynamics features that could potentially be sensitive to pain. These include 24 features from BVP signals and 20 additional features from Inter-beat Intervals (IBIs) derived from the same BVP signals. Utilizing these features, we built machine learning models for detecting the presence of pain and its intensity. We explored different machine learning models, including Logistic Regression, Random Forest, Support Vector Machines, Adaptive Boosting (AdaBoost) and Extreme Gradient Boosting (XGBoost). Among them, we found that the XGBoost offered the best model performance for both pain classification and pain intensity estimation tasks. The ROC-AUC of the XGBoost model to detect low pain, medium pain and high pain with no pain as the baseline were 80.06 %, 85.81 %, and 90.05 % respectively. Moreover, the XGboost classifier distinguished medium pain from high pain with ROC-AUC of 91%. For the multi-class classification among three pain levels, the XGBoost offered the best performance with an average F1-score of 80.03%. Our results suggest that BVP signal together with machine learning algorithms is a promising physiological measurement for automated pain assessment. This work will have a national impact on accurate pain assessment, effective pain management, reducing drug-seeking behavior among patients, and addressing national opioid crisis.

Decentralized learning and optimization is a central problem in control that encompasses several existing and emerging applications, such as federated learning. While there exists a vast literature on this topic and most methods centered around the celebrated average-consensus paradigm, less attention has been devoted to scenarios where the communication between the agents may be imperfect. To this end, this paper presents three different algorithms of Decentralized Federated Learning (DFL) in the presence of imperfect information sharing modeled as noisy communication channels. The first algorithm, Federated Noisy Decentralized Learning (FedNDL1), comes from the literature, where the noise is added to their parameters to simulate the scenario of the presence of noisy communication channels. This algorithm shares parameters to form a consensus with the clients based on a communication graph topology through a noisy communication channel. The proposed second algorithm (FedNDL2) is similar to the first algorithm but with added noise to the parameters, and it performs the gossip averaging before the gradient optimization. The proposed third algorithm (FedNDL3), on the other hand, shares the gradients through noisy communication channels instead of the parameters. Theoretical and experimental results demonstrate that under imperfect information sharing, the third scheme that mixes gradients is more robust in the presence of a noisy channel compared with the algorithms from the literature that mix the parameters.

Anticipating price developments in financial markets is a topic of continued interest in forecasting. Funneled by advancements in deep learning and natural language processing (NLP) together with the availability of vast amounts of textual data in form of news articles, social media postings, etc., an increasing number of studies incorporate text-based predictors in forecasting models. We contribute to this literature by introducing weak learning, a recently proposed NLP approach to address the problem that text data is unlabeled. Without a dependent variable, it is not possible to finetune pretrained NLP models on a custom corpus. We confirm that finetuning using weak labels enhances the predictive value of text-based features and raises forecast accuracy in the context of predicting cryptocurrency returns. More fundamentally, the modeling paradigm we present, weak labeling domain-specific text and finetuning pretrained NLP models, is universally applicable in (financial) forecasting and unlocks new ways to leverage text data.

In this study, we present a hybrid CNN-RNN approach to investigate long-term survival of subjects in a lung cancer screening study. Subjects who died of cardiovascular and respiratory causes were identified whereby the CNN model was used to capture imaging features in the CT scans and the RNN model was used to investigate time series and thus global information. The models were trained on subjects who underwent cardiovascular and respiratory deaths and a control cohort matched to participant age, gender, and smoking history. The combined model can achieve an AUC of 0.76 which outperforms humans at cardiovascular mortality prediction. The corresponding F1 and Matthews Correlation Coefficient are 0.63 and 0.42 respectively. The generalisability of the model is further validated on an 'external' cohort. The same models were applied to survival analysis with the Cox Proportional Hazard model. It was demonstrated that incorporating the follow-up history can lead to improvement in survival prediction. The Cox neural network can achieve an IPCW C-index of 0.75 on the internal dataset and 0.69 on an external dataset. Delineating imaging features associated with long-term survival can help focus preventative interventions appropriately, particularly for under-recognised pathologies thereby potentially reducing patient morbidity.

We present new efficient \textit{projection-free} algorithms for online convex optimization (OCO), where by projection-free we refer to algorithms that avoid computing orthogonal projections onto the feasible set, and instead relay on different and potentially much more efficient oracles. While most state-of-the-art projection-free algorithms are based on the \textit{follow-the-leader} framework, our algorithms are fundamentally different and are based on the \textit{online gradient descent} algorithm with a novel and efficient approach to computing so-called \textit{infeasible projections}. As a consequence, we obtain the first projection-free algorithms which naturally yield \textit{adaptive regret} guarantees, i.e., regret bounds that hold w.r.t. any sub-interval of the sequence. Concretely, when assuming the availability of a linear optimization oracle (LOO) for the feasible set, on a sequence of length $T$, our algorithms guarantee $O(T^{3/4})$ adaptive regret and $O(T^{3/4})$ adaptive expected regret, for the full-information and bandit settings, respectively, using only $O(T)$ calls to the LOO. These bounds match the current state-of-the-art regret bounds for LOO-based projection-free OCO, which are \textit{not adaptive}. We also consider a new natural setting in which the feasible set is accessible through a separation oracle. We present algorithms which, using overall $O(T)$ calls to the separation oracle, guarantee $O(\sqrt{T})$ adaptive regret and $O(T^{3/4})$ adaptive expected regret for the full-information and bandit settings, respectively.

The prediction of traffic flow is a challenging yet crucial problem in spatial-temporal analysis, which has recently gained increasing interest. In addition to spatial-temporal correlations, the functionality of urban areas also plays a crucial role in traffic flow prediction. However, the exploration of regional functional attributes mainly focuses on adding additional topological structures, ignoring the influence of functional attributes on regional traffic patterns. Different from the existing works, we propose a novel module named POI-MetaBlock, which utilizes the functionality of each region (represented by Point of Interest distribution) as metadata to further mine different traffic characteristics in areas with different functions. Specifically, the proposed POI-MetaBlock employs a self-attention architecture and incorporates POI and time information to generate dynamic attention parameters for each region, which enables the model to fit different traffic patterns of various areas at different times. Furthermore, our lightweight POI-MetaBlock can be easily integrated into conventional traffic flow prediction models. Extensive experiments demonstrate that our module significantly improves the performance of traffic flow prediction and outperforms state-of-the-art methods that use metadata.

Audio event has a hierarchical architecture in both time and frequency and can be grouped together to construct more abstract semantic audio classes. In this work, we develop a multiscale audio spectrogram Transformer (MAST) that employs hierarchical representation learning for efficient audio classification. Specifically, MAST employs one-dimensional (and two-dimensional) pooling operators along the time (and frequency domains) in different stages, and progressively reduces the number of tokens and increases the feature dimensions. MAST significantly outperforms AST~\cite{gong2021ast} by 22.2\%, 4.4\% and 4.7\% on Kinetics-Sounds, Epic-Kitchens-100 and VGGSound in terms of the top-1 accuracy without external training data. On the downloaded AudioSet dataset, which has over 20\% missing audios, MAST also achieves slightly better accuracy than AST. In addition, MAST is 5x more efficient in terms of multiply-accumulates (MACs) with 42\% reduction in the number of parameters compared to AST. Through clustering metrics and visualizations, we demonstrate that the proposed MAST can learn semantically more separable feature representations from audio signals.

Missing data is a commonly occurring problem in practice. Many imputation methods have been developed to fill in the missing entries. However, not all of them can scale to high-dimensional data, especially the multiple imputation techniques. Meanwhile, the data nowadays tends toward high-dimensional. Therefore, in this work, we propose Principal Component Analysis Imputation (PCAI), a simple but versatile framework based on Principal Component Analysis (PCA) to speed up the imputation process and alleviate memory issues of many available imputation techniques, without sacrificing the imputation quality in term of MSE. In addition, the frameworks can be used even when some or all of the missing features are categorical, or when the number of missing features is large. Next, we introduce PCA Imputation - Classification (PIC), an application of PCAI for classification problems with some adjustments. We validate our approach by experiments on various scenarios, which shows that PCAI and PIC can work with various imputation algorithms, including the state-of-the-art ones and improve the imputation speed significantly, while achieving competitive mean square error/classification accuracy compared to direct imputation (i.e., impute directly on the missing data).

When COVID-19 first started spreading and quarantine was implemented, the Society for Industrial and Applied Mathematics (SIAM) Student Chapter at the University of Minnesota-Twin Cities began a collaboration with Ecolab to use our skills as data scientists and mathematicians to extract useful insights from relevant data relating to the pandemic. This collaboration consisted of multiple groups working on different projects. In this write-up we focus on using clustering techniques to help us find groups of similar counties in the US and use that to help us understand the pandemic. Our team for this project consisted of University of Minnesota students Cora Brown, Sarah Milstein, Tianyi Sun, and Cooper Zhao, with help from Ecolab Data Scientist Jimmy Broomfield and University of Minnesota student Skye Ke. In the sections below we describe all of the work done for this project. In Section 2, we list the data we gathered, as well as the feature engineering we performed. In Section 3, we describe the metrics we used for evaluating our models. In Section 4, we explain the methods we used for interpreting the results of our various clustering approaches. In Section 5, we describe the different clustering methods we implemented. In Section 6, we present the results of our clustering techniques and provide relevant interpretation. Finally, in Section 7, we provide some concluding remarks comparing the different clustering methods.

Understanding the molecular processes that drive cellular life is a fundamental question in biological research. Ambitious programs have gathered a number of molecular datasets on large populations. To decipher the complex cellular interactions, recent work has turned to supervised machine learning methods. The scientific questions are formulated as classical learning problems on tabular data or on graphs, e.g. phenotype prediction from gene expression data. In these works, the input features on which the individual predictions are predominantly based are often interpreted as indicative of the cause of the phenotype, such as cancer identification. Here, we propose to explore the relevance of the biomarkers identified by Integrated Gradients, an explainability method for feature attribution in machine learning. Through a motivating example on The Cancer Genome Atlas, we show that ranking features by importance is not enough to robustly identify biomarkers. As it is difficult to evaluate whether biomarkers reflect relevant causes without known ground truth, we simulate gene expression data by proposing a hierarchical model based on Latent Dirichlet Allocation models. We also highlight good practices for evaluating explanations for genomics data and propose a direction to derive more insights from these explanations.