Multi-scale biomedical knowledge networks are expanding with emerging experimental technologies. Link prediction is increasingly used especially in bipartite biomedical networks. We propose a Graph Neural Networks (GNN) method, namely Graph Pair based Link Prediction model (GPLP), for predicting biomedical network links simply based on their topological interaction information. In GPLP, 1-hop subgraphs extracted from known network interaction matrix is learnt to predict missing links. To evaluate our method, three heterogeneous biomedical networks were used, i.e. Drug-Target Interaction network (DTI), Compound-Protein Interaction network (CPI) from NIH Tox21, and Compound-Virus Inhibition network (CVI). In 5-fold cross validation, our proposed GPLP method significantly outperforms over the state-of-the-art baselines. Besides, robustness is tested with different network incompleteness. Our method has the potential applications in other biomedical networks.

Stochastic gradient Markov Chain Monte Carlo algorithms are popular samplers for approximate inference, but they are generally biased. We show that many recent versions of these methods (e.g. Chen et al. (2014)) cannot be corrected using Metropolis-Hastings rejection sampling, because their acceptance probability is always zero. We can fix this by employing a sampler with realizable backwards trajectories, such as Gradient-Guided Monte Carlo (Horowitz, 1991), which generalizes stochastic gradient Langevin dynamics (Welling and Teh, 2011) and Hamiltonian Monte Carlo. We show that this sampler can be used with stochastic gradients, yielding nonzero acceptance probabilities, which can be computed even across multiple steps.

In this work we examine the security of InstaHide, a recently proposed scheme for distributed learning (Huang et al.). A number of recent works have given reconstruction attacks for InstaHide in various regimes by leveraging an intriguing connection to the following matrix factorization problem: given the Gram matrix of a collection of m random k-sparse Boolean vectors in {0,1}^r, recover the vectors (up to the trivial symmetries). Equivalently, this can be thought of as a sparse, symmetric variant of the well-studied problem of Boolean factor analysis, or as an average-case version of the classic problem of recovering a k-uniform hypergraph from its line graph. As previous algorithms either required m to be exponentially large in k or only applied to k = 2, they left open the question of whether InstaHide possesses some form of "fine-grained security" against reconstruction attacks for moderately large k. In this work, we answer this in the negative by giving a simple O(m^{\omega + 1}) time algorithm for the above matrix factorization problem. Our algorithm, based on tensor decomposition, only requires m to be at least quasi-linear in r. We complement this result with a quasipolynomial-time algorithm for a worst-case setting of the problem where the collection of k-sparse vectors is chosen arbitrarily.

The individual data collected throughout patient follow-up constitute crucial information for assessing the risk of a clinical event, and eventually for adapting a therapeutic strategy. Joint models and landmark models have been proposed to compute individual dynamic predictions from repeated measures to one or two markers. However, they hardly extend to the case where the complete patient history includes much more repeated markers possibly. Our objective was thus to propose a solution for the dynamic prediction of a health event that may exploit repeated measures of a possibly large number of markers. We combined a landmark approach extended to endogenous markers history with machine learning methods adapted to survival data. Each marker trajectory is modeled using the information collected up to landmark time, and summary variables that best capture the individual trajectories are derived. These summaries and additional covariates are then included in different prediction methods. To handle a possibly large dimensional history, we rely on machine learning methods adapted to survival data, namely regularized regressions and random survival forests, to predict the event from the landmark time, and we show how they can be combined into a superlearner. Then, the performances are evaluated by cross-validation using estimators of Brier Score and the area under the Receiver Operating Characteristic curve adapted to censored data. We demonstrate in a simulation study the benefits of machine learning survival methods over standard survival models, especially in the case of numerous and/or nonlinear relationships between the predictors and the event. We then applied the methodology in two prediction contexts: a clinical context with the prediction of death for patients with primary biliary cholangitis, and a public health context with the prediction of death in the general elderly population at different ages. Our methodology, implemented in R, enables the prediction of an event using the entire longitudinal patient history, even when the number of repeated markers is large. Although introduced with mixed models for the repeated markers and methods for a single right censored time-to-event, our method can be used with any other appropriate modeling technique for the markers and can be easily extended to competing risks setting.

In this work, we propose a robust Bayesian sparse learning algorithm based on Bayesian group Lasso with spike and slab priors for the discovery of partial differential equations with variable coefficients. Using the samples draw from the posterior distribution with a Gibbs sampler, we are able to estimate the values of coefficients, together with their standard errors and confidence intervals. Apart from constructing the error bars, uncertainty quantification can also be employed for designing new criteria of model selection and threshold setting. This enables our method more adjustable and robust in learning equations with time-dependent coefficients. Three criteria are introduced for model selection and threshold setting to identify the correct terms: the root mean square, total error bar, and group error bar. Moreover, three noise filters are integrated with the robust Bayesian sparse learning algorithm for better results with larger noise. Numerical results demonstrate that our method is more robust than sequential grouped threshold ridge regression and group Lasso in noisy situations through three examples.

In these areas, data can be usually represented as graphs with labels. For example, in bioinformatics, a protein molecule can be represented as a graph whose nodes corresponds to atoms, and edges signify there exits chemical bonds or not between atoms. The graphs are allocated with different labels based on having specific function or not. To make classification in this task, we usually make a common assumption that protein molecules with similar structure have similar functional properties. More recently, there has been a surge of approaches that seek to learn representations or embeddings that encode features about the graphs and then make classification. The idea behind these learning approaches focuses on graph structure representation and learning a mapping that embeds nodes or entire (sub)graphs, into a low-dimensional vector. Most of these methods can be classified into two categories: (1) neural networks manners [4] that learn the large-scale structures of target graph, (2) kernel methods [5] that learn small-size structures of target graph. Different structures of graph imply dissimilar features. Corresponding author Email address: weiw@buaa.edu.cn

The idea is to minimize the occurrence of multiple objects from the same cluster in the same set. In the current paper, we study computational aspects of the method. First, we prove that the problem of finding the optimal clustering is NP-hard. Second, to numerically find a suitable clustering, we propose to use the genetic algorithm augmented by a renumbering procedure, a fast task-specific local search heuristic and an initial solution based on a simplified model. Third, in a simulation study, we demonstrate that our improvements of the standard genetic algorithm significantly enhance its computational performance.

In this work, we propose \texttt{TimeGrad}, an autoregressive model for multivariate probabilistic time series forecasting which samples from the data distribution at each time step by estimating its gradient. To this end, we use diffusion probabilistic models, a class of latent variable models closely connected to score matching and energy-based methods. Our model learns gradients by optimizing a variational bound on the data likelihood and at inference time converts white noise into a sample of the distribution of interest through a Markov chain using Langevin sampling. We demonstrate experimentally that the proposed autoregressive denoising diffusion model is the new state-of-the-art multivariate probabilistic forecasting method on real-world data sets with thousands of correlated dimensions. We hope that this method is a useful tool for practitioners and lays the foundation for future research in this area.

Each individual is different and so are his preferences. With such a diversity of needs and preferences, how do you serve all of them? Most importantly, how as a business do you know which customers to target and form the right marketing strategies for each of them? In this customer-centric world, Segmentation is your answer. In this article, we shall explore what is customer profiling, how to build it in Python, and what interpretations to make of it.

Combination and aggregation techniques can improve forecast accuracy substantially. This also holds for probabilistic forecasting methods where full predictive distributions are combined. There are several time-varying and adaptive weighting schemes like Bayesian model averaging (BMA). However, the performance of different forecasters may vary not only over time but also in parts of the distribution. So one may be more accurate in the center of the distributions, and other ones perform better in predicting the distribution's tails. Consequently, we introduce a new weighting procedure that considers both varying performance across time and the distribution. We discuss pointwise online aggregation algorithms that optimize with respect to the continuous ranked probability score (CRPS). After analyzing the theoretical properties of a fully adaptive Bernstein online aggregation (BOA) method, we introduce smoothing procedures for pointwise CRPS learning. The properties are confirmed and discussed using simulation studies. Additionally, we illustrate the performance in a forecasting study for carbon markets. In detail, we predict the distribution of European emission allowance prices.