Statistical Learning
Brain-age prediction: a systematic comparison of machine learning workflows
The difference between age predicted using anatomical brain scans and chronological age, i.e., the brain-age delta, provides a proxy for atypical aging. Various data representations and machine learning (ML) algorithms have been used for brain-age estimation. However, how these choices compare on performance criteria important for real-world applications, such as; (1) within-site accuracy, (2) cross-site generalization, (3) test-retest reliability, and (4) longitudinal consistency, remains uncharacterized. We evaluated 128 workflows consisting of 16 feature representations derived from gray matter (GM) images and eight ML algorithms with diverse inductive biases. Using four large neuroimaging databases covering the adult lifespan (total N 2953, 18-88 years), we followed a systematic model selection procedure by sequentially applying stringent criteria. The 128 workflows showed a within-site mean absolute error (MAE) between 4.73-8.38
A Unified Approach to Differentially Private Bayes Point Estimation
Lakshminarayanan, Braghadeesh, Rojas, Cristian R.
Parameter estimation in statistics and system identification relies on data that may contain sensitive information. To protect this sensitive information, the notion of \emph{differential privacy} (DP) has been proposed, which enforces confidentiality by introducing randomization in the estimates. Standard algorithms for differentially private estimation are based on adding an appropriate amount of noise to the output of a traditional point estimation method. This leads to an accuracy-privacy trade off, as adding more noise reduces the accuracy while increasing privacy. In this paper, we propose a new Unified Bayes Private Point (UBaPP) approach to Bayes point estimation of the unknown parameters of a data generating mechanism under a DP constraint, that achieves a better accuracy-privacy trade off than traditional approaches. We verify the performance of our approach on a simple numerical example.
ClaSP -- Parameter-free Time Series Segmentation
Ermshaus, Arik, Schรคfer, Patrick, Leser, Ulf
The study of natural and human-made processes often results in long sequences of temporally-ordered values, aka time series (TS). Such processes often consist of multiple states, e.g. operating modes of a machine, such that state changes in the observed processes result in changes in the distribution of shape of the measured values. Time series segmentation (TSS) tries to find such changes in TS post-hoc to deduce changes in the data-generating process. TSS is typically approached as an unsupervised learning problem aiming at the identification of segments distinguishable by some statistical property. Current algorithms for TSS require domain-dependent hyper-parameters to be set by the user, make assumptions about the TS value distribution or the types of detectable changes which limits their applicability. Common hyperparameters are the measure of segment homogeneity and the number of change points, which are particularly hard to tune for each data set. We present ClaSP, a novel, highly accurate, hyper-parameter-free and domain-agnostic method for TSS. ClaSP hierarchically splits a TS into two parts. A change point is determined by training a binary TS classifier for each possible split point and selecting the one split that is best at identifying subsequences to be from either of the partitions. ClaSP learns its main two model-parameters from the data using two novel bespoke algorithms. In our experimental evaluation using a benchmark of 107 data sets, we show that ClaSP outperforms the state of the art in terms of accuracy and is fast and scalable. Furthermore, we highlight properties of ClaSP using several real-world case studies.
Global Extreme Heat Forecasting Using Neural Weather Models
Lopez-Gomez, Ignacio, McGovern, Amy, Agrawal, Shreya, Hickey, Jason
Heat waves are projected to increase in frequency and severity with global warming. Improved warning systems would help reduce the associated loss of lives, wildfires, power disruptions, and reduction in crop yields. In this work, we explore the potential for deep learning systems trained on historical data to forecast extreme heat on short, medium and subseasonal timescales. To this purpose, we train a set of neural weather models (NWMs) with convolutional architectures to forecast surface temperature anomalies globally, 1 to 28 days ahead, at $\sim200~\mathrm{km}$ resolution and on the cubed sphere. The NWMs are trained using the ERA5 reanalysis product and a set of candidate loss functions, including the mean squared error and exponential losses targeting extremes. We find that training models to minimize custom losses tailored to emphasize extremes leads to significant skill improvements in the heat wave prediction task, compared to NWMs trained on the mean squared error loss. This improvement is accomplished with almost no skill reduction in the general temperature prediction task, and it can be efficiently realized through transfer learning, by re-training NWMs with the custom losses for a few epochs. In addition, we find that the use of a symmetric exponential loss reduces the smoothing of NWM forecasts with lead time. Our best NWM is able to outperform persistence in a regressive sense for all lead times and temperature anomaly thresholds considered, and shows positive regressive skill compared to the ECMWF subseasonal-to-seasonal control forecast after two weeks.
Hub-VAE: Unsupervised Hub-based Regularization of Variational Autoencoders
Mani, Priya, Domeniconi, Carlotta
Exemplar-based methods rely on informative data points or prototypes to guide the optimization of learning algorithms. Such data facilitate interpretable model design and prediction. Of particular interest is the utility of exemplars in learning unsupervised deep representations. In this paper, we leverage hubs, which emerge as frequent neighbors in high-dimensional spaces, as exemplars to regularize a variational autoencoder and to learn a discriminative embedding for unsupervised down-stream tasks. We propose an unsupervised, data-driven regularization of the latent space with a mixture of hub-based priors and a hub-based contrastive loss. Experimental evaluation shows that our algorithm achieves superior cluster separability in the embedding space, and accurate data reconstruction and generation, compared to baselines and state-of-the-art techniques.
LE3D: A Lightweight Ensemble Framework of Data Drift Detectors for Resource-Constrained Devices
Mavromatis, Ioannis, Sanchez-Mompo, Adrian, Raimondo, Francesco, Pope, James, Bullo, Marcello, Weeks, Ingram, Kumar, Vijay, Carnelli, Pietro, Oikonomou, George, Spyridopoulos, Theodoros, Khan, Aftab
Data integrity becomes paramount as the number of Internet of Things (IoT) sensor deployments increases. Sensor data can be altered by benign causes or malicious actions. Mechanisms that detect drifts and irregularities can prevent disruptions and data bias in the state of an IoT application. This paper presents LE3D, an ensemble framework of data drift estimators capable of detecting abnormal sensor behaviours. Working collaboratively with surrounding IoT devices, the type of drift (natural/abnormal) can also be identified and reported to the end-user. The proposed framework is a lightweight and unsupervised implementation able to run on resource-constrained IoT devices. Our framework is also generalisable, adapting to new sensor streams and environments with minimal online reconfiguration. We compare our method against state-of-the-art ensemble data drift detection frameworks, evaluating both the real-world detection accuracy as well as the resource utilisation of the implementation. Experimenting with real-world data and emulated drifts, we show the effectiveness of our method, which achieves up to 97% of detection accuracy while requiring minimal resources to run.
FedSiam-DA: Dual-aggregated Federated Learning via Siamese Network under Non-IID Data
Yang, Ming, Wang, Yanhan, Wang, Xin, Zhang, Zhenyong, Wu, Xiaoming, Cheng, Peng
Federated learning is a distributed learning that allows each client to keep the original data locally and only upload the parameters of the local model to the server. Despite federated learning can address data island, it remains challenging to train with data heterogeneous in a real application. In this paper, we propose FedSiam-DA, a novel dual-aggregated contrastive federated learning approach, to personalize both local and global models, under various settings of data heterogeneity. Firstly, based on the idea of contrastive learning in the siamese network, FedSiam-DA regards the local and global model as different branches of the siamese network during the local training and controls the update direction of the model by constantly changing model similarity to personalize the local model. Secondly, FedSiam-DA introduces dynamic weights based on model similarity for each local model and exercises the dual-aggregated mechanism to further improve the generalization of the global model. Moreover, we provide extensive experiments on benchmark datasets, the results demonstrate that FedSiam-DA achieves outperforming several previous FL approaches on heterogeneous datasets.
Always Valid Risk Monitoring for Online Matrix Completion
We consider an online matrix completion problem with continuous monitoring, a setting where decision-makers seek to recover a structured matrix from noisy partial measurements (matrix completion), while the decision-makers are allowed to terminate the experiment whenever they wish, and the result still maintains statistical validity (continuous monitoring). Such a setting arises naturally in industrial practice but remains challenging in the literature, preventing practitioners from effectively deploying matrix completion methodology in modern online service industries. Risk control of learned models in continuously-monitored online experiments is in emerging demand from industrial practice because the opportunity cost of lengthy experiments is high and regrettable (Johari et al. [2021]). Indeed, it is desirable to detect the true effect size as quickly as possible, or to abolish the running experiment if the effect appears unpromising so that scientists may test other available actions. Besides, optimizing the running time in advance is unfortunately impractical due to the lack in prior knowledge on the seeking effect size and cost elasticity. In modern online experiment practice, the deployment of online statistical learning methodology turns out to be impeded by such dynamic trade-off between maximum effect detection and minimum running time. Resolving such dynamic trade-off is a crucial advancement of real-time data learning methodology, which is pioneered by Wang et al. [2020] in the dynamic pricing setting, but it still remains an open question in the setting of online matrix completion problems.
Deep Gaussian Processes for Air Quality Inference
Desai, Aadesh, Gujarathi, Eshan, Parikh, Saagar, Yadav, Sachin, Patel, Zeel, Batra, Nipun
Air pollution kills around 7 million people annually, and approximately 2.4 billion people are exposed to hazardous air pollution. Accurate, fine-grained air quality (AQ) monitoring is essential to control and reduce pollution. However, AQ station deployment is sparse, and thus air quality inference for unmonitored locations is crucial. Conventional interpolation methods fail to learn the complex AQ phenomena. This work demonstrates that Deep Gaussian Process models (DGPs) are a promising model for the task of AQ inference. We implement Doubly Stochastic Variational Inference, a DGP algorithm, and show that it performs comparably to the state-of-the-art models.
A New Hip Fracture Risk Index Derived from FEA-Computed Proximal Femur Fracture Loads and Energies-to-Failure
Cao, Xuewei, Keyak, Joyce H, Sigurdsson, Sigurdur, Zhao, Chen, Zhou, Weihua, Liu, Anqi, Lang, Thomas, Deng, Hong-Wen, Gudnason, Vilmundur, Sha, Qiuying
Hip fracture risk assessment is an important but challenging task. Quantitative CT-based patient specific finite element analysis (FEA) computes the force (fracture load) to break the proximal femur in a particular loading condition. It provides different structural information about the proximal femur that can influence a subject overall fracture risk. To obtain a more robust measure of fracture risk, we used principal component analysis (PCA) to develop a global FEA computed fracture risk index that incorporates the FEA-computed yield and ultimate failure loads and energies to failure in four loading conditions (single-limb stance and impact from a fall onto the posterior, posterolateral, and lateral aspects of the greater trochanter) of 110 hip fracture subjects and 235 age and sex matched control subjects from the AGES-Reykjavik study. We found that the first PC (PC1) of the FE parameters was the only significant predictor of hip fracture. Using a logistic regression model, we determined if prediction performance for hip fracture using PC1 differed from that using FE parameters combined by stratified random resampling with respect to hip fracture status. The results showed that the average of the area under the receive operating characteristic curve (AUC) using PC1 was always higher than that using all FE parameters combined in the male subjects. The AUC of PC1 and AUC of the FE parameters combined were not significantly different than that in the female subjects or in all subjects