Background: This paper provides a systematic review of the application of Artificial Intelligence (AI) in the form of Machine Learning (ML) and Deep Learning (DL) techniques in fighting against the effects of novel coronavirus disease (COVID-19). Objective & Methods: The objective is to perform a scoping review on AI for COVID-19 using preferred reporting items of systematic reviews and meta-analysis (PRISMA) guidelines. A literature search was performed for relevant studies published from 1 January 2020 till 27 March 2021. Out of 4050 research papers available in reputed publishers, a full-text review of 440 articles was done based on the keywords of AI, COVID-19, ML, forecasting, DL, X-ray, and Computed Tomography (CT). Finally, 52 articles were included in the result synthesis of this paper. As part of the review, different ML regression methods were reviewed first in predicting the number of confirmed and death cases. Secondly, a comprehensive survey was carried out on the use of ML in classifying COVID-19 patients. Thirdly, different datasets on medical imaging were compared in terms of the number of images, number of positive samples and number of classes in the datasets. The different stages of the diagnosis, including preprocessing, segmentation and feature extraction were also reviewed. Fourthly, the performance results of different research papers were compared to evaluate the effectiveness of DL methods on different datasets. Results: Results show that residual neural network (ResNet-18) and densely connected convolutional network (DenseNet 169) exhibit excellent classification accuracy for X-ray images, while DenseNet-201 has the maximum accuracy in classifying CT scan images. This indicates that ML and DL are useful tools in assisting researchers and medical professionals in predicting, screening and detecting COVID-19.

Existed pre-trained models have achieved state-of-the-art performance on various text classification tasks. These models have proven to be useful in learning universal language representations. However, the semantic discrepancy between similar texts cannot be effectively distinguished by advanced pre-trained models, which have a great influence on the performance of hard-to-distinguish classes. To address this problem, we propose a novel Contrastive Learning with Label Distance (CLLD) in this work. Inspired by recent advances in contrastive learning, we specifically design a classification method with label distance for learning contrastive classes. CLLD ensures the flexibility within the subtle differences that lead to different label assignments, and generates the distinct representations for each class having similarity simultaneously. Extensive experiments on public benchmarks and internal datasets demonstrate that our method improves the performance of pre-trained models on classification tasks. Importantly, our experiments suggest that the learned label distance relieve the adversarial nature of interclasses.

In many fields such as biochemistry, statistical mechanics and machine learning, effectively sampling arbitrary numbers of independent and identically distributed (i.i.d.) samples from probability distributions is a key task [5, 7, 6]. Basic sampling methods include rejection sampling and gridding, and rely on simple properties of the density. However, they are suitable only in small dimensions, except for very structured cases. Moreover, they are hard to adapt to probabilities which are known up to their renormalization constant, which is often the case when dealing with exponential models that are common in applications [13]. More involved methods have been developed to address these dimensionality and renormalization issues, in the class of so-called Markov chain Monte Carlo (MCMC) methods. However, they are complex to set up: in particular, independence between samples is not directly guaranteed, convergence can be slow and hard to measure non-asymptotically [6, 13]. In this work, we address the problem in a different way, by incorporating a modeling step.

Generalization and Regularization are two often terms that have the most significant role when you aim to build a robust machine learning model. The one-term refers to the model behaviour and another term is responsible for enhancing the model performance. In a straightforward way, it can be said that regularization helps the machine learning models for better generalization. In this post, we will cover each aspect of these terms and try to understand how these are linked to each other. The major points to be discussed in this article are outlined below.

To keep this post as engaging and entertaining as possible I will first introduce a brief history of Calculus and why I think it is so cool. Then, we will move on to reviewing fundamental concepts of your high school calculus such as derivative rules. Next, we will get our feet wet with vectors and matrices to make sure you are comfortable with these mathematical objects before covering partial and vector derivatives. Finally, I will conclude this post with the concept of a gradient, the intuition behind optimization with Gradient Descent and a cool implementation of calculus with Python leveraging the library SimPy. Feel free to skip any sections you like if you are comfortable with such topics. At the core, Calculus is just a very special way of thinking about large problems by splitting them into several, smaller, problems.

Support vector machines are a class of techniques in data science, which had great popularity in the data science community. They are mainly used in classification tasks and perform really well when few training data is available. Sadly, SVMs have been almost forgotten lately due to the massive popularity of deep learning. But I my opinion they are a tool that every data scientist should have in their toolbox, because they are faster to train and sometimes even outperform neural networks. In this blog, you will learn that SVMs use hyperplanes to separate and classify our data.

In the prior post we explained how clustering of time series data works. In this post we're going to do a deep dive into the code itself. Everything will be written in python, but most libraries have an R version. We will try to stay relatively high level but the code will have some useful resources if you're looking for more. Without further ado, let's dive in.

Feature selection techniques are essential for high-dimensional data analysis. In the last two decades, their popularity has been fuelled by the increasing availability of high-throughput biomolecular data where high-dimensionality is a common data property. Recent advances in biotechnologies enable global profiling of various molecular and cellular features at single-cell resolution, resulting in large-scale datasets with increased complexity. These technological developments have led to a resurgence in feature selection research and application in the single-cell field. Here, we revisit feature selection techniques and summarise recent developments. We review their versatile application to a range of single-cell data types including those generated from traditional cytometry and imaging technologies and the latest array of single-cell omics technologies. We highlight some of the challenges and future directions on which feature selection could have a significant impact. Finally, we consider the scalability and make general recommendations on the utility of each type of feature selection method. We hope this review serves as a reference point to stimulate future research and application of feature selection in the single-cell era.

We propose a new computationally efficient test for conditional independence based on the $L^{p}$ distance between two kernel-based representatives of well suited distributions. By evaluating the difference of these two representatives at a finite set of locations, we derive a finite dimensional approximation of the $L^{p}$ metric, obtain its asymptotic distribution under the null hypothesis of conditional independence and design a simple statistical test from it. The test obtained is consistent and computationally efficient. We conduct a series of experiments showing that the performance of our new tests outperforms state-of-the-art methods both in term of statistical power and type-I error even in the high dimensional setting.

Dynamic Linear Models (DLMs) are commonly employed for time series analysis due to their versatile structure, simple recursive updating, and probabilistic forecasting. However, the options for count time series are limited: Gaussian DLMs require continuous data, while Poisson-based alternatives often lack sufficient modeling flexibility. We introduce a novel methodology for count time series by warping a Gaussian DLM. The warping function has two components: a transformation operator that provides distributional flexibility and a rounding operator that ensures the correct support for the discrete data-generating process. Importantly, we develop conjugate inference for the warped DLM, which enables analytic and recursive updates for the state space filtering and smoothing distributions. We leverage these results to produce customized and efficient computing strategies for inference and forecasting, including Monte Carlo simulation for offline analysis and an optimal particle filter for online inference. This framework unifies and extends a variety of discrete time series models and is valid for natural counts, rounded values, and multivariate observations. Simulation studies illustrate the excellent forecasting capabilities of the warped DLM. The proposed approach is applied to a multivariate time series of daily overdose counts and demonstrates both modeling and computational successes.