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 Statistical Learning


Generalizable machine learning for stress monitoring from wearable devices: A systematic literature review

arXiv.org Artificial Intelligence

Introduction. The stress response has both subjective, psychological and objectively measurable, biological components. Both of them can be expressed differently from person to person, complicating the development of a generic stress measurement model. This is further compounded by the lack of large, labeled datasets that can be utilized to build machine learning models for accurately detecting periods and levels of stress. The aim of this review is to provide an overview of the current state of stress detection and monitoring using wearable devices, and where applicable, machine learning techniques utilized. Methods. This study reviewed published works contributing and/or using datasets designed for detecting stress and their associated machine learning methods, with a systematic review and meta-analysis of those that utilized wearable sensor data as stress biomarkers. The electronic databases of Google Scholar, Crossref, DOAJ and PubMed were searched for relevant articles and a total of 24 articles were identified and included in the final analysis. The reviewed works were synthesized into three categories of publicly available stress datasets, machine learning, and future research directions. Results. A wide variety of study-specific test and measurement protocols were noted in the literature. A number of public datasets were identified that are labeled for stress detection. In addition, we discuss that previous works show shortcomings in areas such as their labeling protocols, lack of statistical power, validity of stress biomarkers, and generalization ability. Conclusion. Generalization of existing machine learning models still require further study, and research in this area will continue to provide improvements as newer and more substantial datasets become available for study.


Entropic Wasserstein Component Analysis

arXiv.org Artificial Intelligence

Dimension reduction (DR) methods provide systematic approaches for analyzing high-dimensional data. A key requirement for DR is to incorporate global dependencies among original and embedded samples while preserving clusters in the embedding space. To achieve this, we combine the principles of optimal transport (OT) and principal component analysis (PCA). Our method seeks the best linear subspace that minimizes reconstruction error using entropic OT, which naturally encodes the neighborhood information of the samples. From an algorithmic standpoint, we propose an efficient block-majorization-minimization solver over the Stiefel manifold. Our experimental results demonstrate that our approach can effectively preserve high-dimensional clusters, leading to more interpretable and effective embeddings. Python code of the algorithms and experiments is available online.


Data-dependent Generalization Bounds via Variable-Size Compressibility

arXiv.org Artificial Intelligence

In this paper, we establish novel data-dependent upper bounds on the generalization error through the lens of a "variable-size compressibility" framework that we introduce newly here. In this framework, the generalization error of an algorithm is linked to a variable-size 'compression rate' of its input data. This is shown to yield bounds that depend on the empirical measure of the given input data at hand, rather than its unknown distribution. Our new generalization bounds that we establish are tail bounds, tail bounds on the expectation, and in-expectations bounds. Moreover, it is shown that our framework also allows to derive general bounds on any function of the input data and output hypothesis random variables. In particular, these general bounds are shown to subsume and possibly improve over several existing PAC-Bayes and data-dependent intrinsic dimension-based bounds that are recovered as special cases, thus unveiling a unifying character of our approach. For instance, a new data-dependent intrinsic dimension based bounds is established, which connects the generalization error to the optimization trajectories and reveals various interesting connections with rate-distortion dimension of process, R\'enyi information dimension of process, and metric mean dimension.


Optimizing Sparse Linear Algebra Through Automatic Format Selection and Machine Learning

arXiv.org Artificial Intelligence

Sparse matrices are an integral part of scientific simulations. As hardware evolves new sparse matrix storage formats are proposed aiming to exploit optimizations specific to the new hardware. In the era of heterogeneous computing, users often are required to use multiple formats for their applications to remain optimal across the different available hardware, resulting in larger development times and maintenance overhead. A potential solution to this problem is the use of a lightweight auto-tuner driven by Machine Learning (ML) that would select for the user an optimal format from a pool of available formats that will match the characteristics of the sparsity pattern, target hardware and operation to execute. In this paper, we introduce Morpheus-Oracle, a library that provides a lightweight ML auto-tuner capable of accurately predicting the optimal format across multiple backends, targeting the major HPC architectures aiming to eliminate any format selection input by the end-user. From more than 2000 real-life matrices, we achieve an average classification accuracy and balanced accuracy of 92.63% and 80.22% respectively across the available systems. The adoption of the auto-tuner results in average speedup of 1.1x on CPUs and 1.5x to 8x on NVIDIA and AMD GPUs, with maximum speedups reaching up to 7x and 1000x respectively.


Open World Classification with Adaptive Negative Samples

arXiv.org Artificial Intelligence

Open world classification is a task in natural language processing with key practical relevance and impact. Since the open or {\em unknown} category data only manifests in the inference phase, finding a model with a suitable decision boundary accommodating for the identification of known classes and discrimination of the open category is challenging. The performance of existing models is limited by the lack of effective open category data during the training stage or the lack of a good mechanism to learn appropriate decision boundaries. We propose an approach based on \underline{a}daptive \underline{n}egative \underline{s}amples (ANS) designed to generate effective synthetic open category samples in the training stage and without requiring any prior knowledge or external datasets. Empirically, we find a significant advantage in using auxiliary one-versus-rest binary classifiers, which effectively utilize the generated negative samples and avoid the complex threshold-seeking stage in previous works. Extensive experiments on three benchmark datasets show that ANS achieves significant improvements over state-of-the-art methods.


A view of mini-batch SGD via generating functions: conditions of convergence, phase transitions, benefit from negative momenta

arXiv.org Artificial Intelligence

Mini-batch SGD with momentum is a fundamental algorithm for learning large predictive models. In this paper we develop a new analytic framework to analyze noise-averaged properties of mini-batch SGD for linear models at constant learning rates, momenta and sizes of batches. Our key idea is to consider the dynamics of the second moments of model parameters for a special family of "Spectrally Expressible" approximations. This allows to obtain an explicit expression for the generating function of the sequence of loss values. By analyzing this generating function, we find, in particular, that 1) the SGD dynamics exhibits several convergent and divergent regimes depending on the spectral distributions of the problem; 2) the convergent regimes admit explicit stability conditions, and explicit loss asymptotics in the case of power-law spectral distributions; 3) the optimal convergence rate can be achieved at negative momenta. We verify our theoretical predictions by extensive experiments with MNIST, CIFAR10 and synthetic problems, and find a good quantitative agreement.


EHRDiff: Exploring Realistic EHR Synthesis with Diffusion Models

arXiv.org Artificial Intelligence

Electronic health records (EHR) contain vast biomedical knowledge and are rich resources for developing precise medicine systems. However, due to privacy concerns, there are limited high-quality EHR data accessible to researchers hence hindering the advancement of methodologies. Recent research has explored using generative modelling methods to synthesize realistic EHR data, and most proposed methods are based on the generative adversarial network (GAN) and its variants for EHR synthesis. Although GAN-style methods achieved state-of-the-art performance in generating high-quality EHR data, such methods are hard to train and prone to mode collapse. Diffusion models are recently proposed generative modelling methods and set cutting-edge performance in image generation. The performance of diffusion models in realistic EHR synthesis is rarely explored. In this work, we explore whether the superior performance of diffusion models can translate to the domain of EHR synthesis and propose a novel EHR synthesis method named EHRDiff. Through comprehensive experiments, EHRDiff achieves new state-of-the-art performance for the quality of synthetic EHR data and can better protect private information in real training EHRs in the meanwhile.


Fast post-process Bayesian inference with Sparse Variational Bayesian Monte Carlo

arXiv.org Artificial Intelligence

We introduce Sparse Variational Bayesian Monte Carlo (SVBMC), a method for fast "post-process" Bayesian inference for models with black-box and potentially noisy likelihoods. SVBMC reuses all existing target density evaluations -- for example, from previous optimizations or partial Markov Chain Monte Carlo runs -- to build a sparse Gaussian process (GP) surrogate model of the log posterior density. Uncertain regions of the surrogate are then refined via active learning as needed. Our work builds on the Variational Bayesian Monte Carlo (VBMC) framework for sample-efficient inference, with several novel contributions. First, we make VBMC scalable to a large number of pre-existing evaluations via sparse GP regression, deriving novel Bayesian quadrature formulae and acquisition functions for active learning with sparse GPs. Second, we introduce noise shaping, a general technique to induce the sparse GP approximation to focus on high posterior density regions. Third, we prove theoretical results in support of the SVBMC refinement procedure. We validate our method on a variety of challenging synthetic scenarios and real-world applications. We find that SVBMC consistently builds good posterior approximations by post-processing of existing model evaluations from different sources, often requiring only a small number of additional density evaluations.


Matching Map Recovery with an Unknown Number of Outliers

arXiv.org Artificial Intelligence

We consider the problem of finding the matching map between two sets of $d$-dimensional noisy feature-vectors. The distinctive feature of our setting is that we do not assume that all the vectors of the first set have their corresponding vector in the second set. If $n$ and $m$ are the sizes of these two sets, we assume that the matching map that should be recovered is defined on a subset of unknown cardinality $k^*\le \min(n,m)$. We show that, in the high-dimensional setting, if the signal-to-noise ratio is larger than $5(d\log(4nm/\alpha))^{1/4}$, then the true matching map can be recovered with probability $1-\alpha$. Interestingly, this threshold does not depend on $k^*$ and is the same as the one obtained in prior work in the case of $k = \min(n,m)$. The procedure for which the aforementioned property is proved is obtained by a data-driven selection among candidate mappings $\{\hat\pi_k:k\in[\min(n,m)]\}$. Each $\hat\pi_k$ minimizes the sum of squares of distances between two sets of size $k$. The resulting optimization problem can be formulated as a minimum-cost flow problem, and thus solved efficiently. Finally, we report the results of numerical experiments on both synthetic and real-world data that illustrate our theoretical results and provide further insight into the properties of the algorithms studied in this work.


Computable Phenotypes to Characterize Changing Patient Brain Dysfunction in the Intensive Care Unit

arXiv.org Artificial Intelligence

In the United States, more than 5 million patients are admitted annually to ICUs, with ICU mortality of 10%-29% and costs over $82 billion. Acute brain dysfunction status, delirium, is often underdiagnosed or undervalued. This study's objective was to develop automated computable phenotypes for acute brain dysfunction states and describe transitions among brain dysfunction states to illustrate the clinical trajectories of ICU patients. We created two single-center, longitudinal EHR datasets for 48,817 adult patients admitted to an ICU at UFH Gainesville (GNV) and Jacksonville (JAX). We developed algorithms to quantify acute brain dysfunction status including coma, delirium, normal, or death at 12-hour intervals of each ICU admission and to identify acute brain dysfunction phenotypes using continuous acute brain dysfunction status and k-means clustering approach. There were 49,770 admissions for 37,835 patients in UFH GNV dataset and 18,472 admissions for 10,982 patients in UFH JAX dataset. In total, 18% of patients had coma as the worst brain dysfunction status; every 12 hours, around 4%-7% would transit to delirium, 22%-25% would recover, 3%-4% would expire, and 67%-68% would remain in a coma in the ICU. Additionally, 7% of patients had delirium as the worst brain dysfunction status; around 6%-7% would transit to coma, 40%-42% would be no delirium, 1% would expire, and 51%-52% would remain delirium in the ICU. There were three phenotypes: persistent coma/delirium, persistently normal, and transition from coma/delirium to normal almost exclusively in first 48 hours after ICU admission. We developed phenotyping scoring algorithms that determined acute brain dysfunction status every 12 hours while admitted to the ICU. This approach may be useful in developing prognostic and decision-support tools to aid patients and clinicians in decision-making on resource use and escalation of care.