We propose a method for gene expression based analysis of cancer phenotypes incorporating network biology knowledge through unsupervised construction of computational graphs. The structural construction of the computational graphs is driven by the use of topological clustering algorithms on protein-protein networks which incorporate inductive biases stemming from network biology research in protein complex discovery. This structurally constrains the hypothesis space over the possible computational graph factorisation whose parameters can then be learned through supervised or unsupervised task settings. The sparse construction of the computational graph enables the differential protein complex activity analysis whilst also interpreting the individual contributions of genes/proteins involved in each individual protein complex. In our experiments analysing a variety of cancer phenotypes, we show that the proposed methods outperform SVM, Fully-Connected MLP, and Randomly-Connected MLPs in all tasks. Our work introduces a scalable method for incorporating large interaction networks as prior knowledge to drive the construction of powerful computational models amenable to introspective study.

Multiple kernel methods based on k-means aims to integrate a group of kernels to improve the performance of kernel k-means clustering. However, we observe that most existing multiple kernel k-means methods exploit the nonlinear relationship within kernels, whereas the local manifold structure among multiple kernel space is not sufficiently considered. In this paper, we adopt the manifold adaptive kernel, instead of the original kernel, to integrate the local manifold structure of kernels. Thus, the induced multiple manifold adaptive kernels not only reflect the nonlinear relationship but also the local manifold structure. We then perform multiple kernel clustering within the multiple kernel k-means clustering framework. It has been verified that the proposed method outperforms several state-of-the-art baseline methods on a variety of data sets.

Time-series forecasting is important for many applications. Forecasting models are usually trained using time-series data in a specific target task. However, sufficient data in the target task might be unavailable, which leads to performance degradation. In this paper, we propose a few-shot learning method that forecasts a future value of a time-series in a target task given a few time-series in the target task. Our model is trained using time-series data in multiple training tasks that are different from target tasks. Our model uses a few time-series to build a forecasting function based on a recurrent neural network with an attention mechanism. With the attention mechanism, we can retrieve useful patterns in a small number of time-series for the current situation. Our model is trained by minimizing an expected test error of forecasting next timestep values. We demonstrate the effectiveness of the proposed method using 90 time-series datasets.

We extend a well-known dimension reduction method, t-distributed stochastic neighbor embedding (t-SNE), from non-parametric to parametric by training neural networks. The main advantage of a parametric technique is the generalization of handling new data, which is particularly beneficial for streaming data exploration. However, training a neural network to optimize the t-SNE objective function frequently fails. Previous methods overcome this problem by pre-training and then fine-tuning the network. We found that the training failure comes from the gradient exploding problem, which occurs when data points distant in high-dimensional space are projected to nearby embedding positions. Accordingly, we applied the gradient clipping method to solve the problem. Since the networks are trained by directly optimizing the t-SNE objective function, our method achieves an embedding quality that is compatible with the non-parametric t-SNE while enjoying the ability of generalization. Due to mini-batch network training, our parametric dimension reduction method is highly efficient. We further extended other non-parametric state-of-the-art approaches, such as LargeVis and UMAP, to the parametric versions. Experiment results demonstrate the feasibility of our method. Considering its practicability, we will soon release the codes for public use.

A weighted directed network (WDN) is a directed graph in which each edge is associated to a unique value called weight. These networks are very suitable for modeling real-world social networks in which there is an assessment of one vertex toward other vertices. One of the main problems studied in this paper is prediction of edge weights in such networks. We introduce, for the first time, a metric geometry approach to studying edge weight prediction in WDNs. We modify a usual notion of WDNs, and introduce a new type of WDNs which we coin the term \textit{almost-weighted directed networks} (AWDNs). AWDNs can capture the weight information of a network from a given training set. We then construct a class of metrics (or distances) for AWDNs which equips such networks with a metric space structure. Using the metric geometry structure of AWDNs, we propose modified $k$ nearest neighbors (kNN) methods and modified support-vector machine (SVM) methods which will then be used to predict edge weights in AWDNs. In many real-world datasets, in addition to edge weights, one can also associate weights to vertices which capture information of vertices; association of weights to vertices especially plays an important role in graph embedding problems. Adopting a similar approach, we introduce two new types of directed networks in which weights are associated to either a subset of origin vertices or a subset of terminal vertices . We, for the first time, construct novel classes of metrics on such networks, and based on these new metrics propose modified $k$NN and SVM methods for predicting weights of origins and terminals in these networks. We provide experimental results on several real-world datasets, using our geometric methodologies.

Detecting where and when brain regions activate in a cognitive task or in a given clinical condition is the promise of non-invasive techniques like magnetoencephalography (MEG) or electroencephalography (EEG). This problem, referred to as source localization, or source imaging, poses however a high-dimensional statistical inference challenge. While sparsity promoting regularizations have been proposed to address the regression problem, it remains unclear how to ensure statistical control of false detections. Moreover, M/EEG source imaging requires to work with spatio-temporal data and autocorrelated noise. To deal with this, we adapt the desparsified Lasso estimator -- an estimator tailored for high dimensional linear model that asymptotically follows a Gaussian distribution under sparsity and moderate feature correlation assumptions -- to temporal data corrupted with autocorrelated noise. We call it the desparsified multi-task Lasso (d-MTLasso). We combine d-MTLasso with spatially constrained clustering to reduce data dimension and with ensembling to mitigate the arbitrary choice of clustering; the resulting estimator is called ensemble of clustered desparsified multi-task Lasso (ecd-MTLasso). With respect to the current procedures, the two advantages of ecd-MTLasso are that i)it offers statistical guarantees and ii)it allows to trade spatial specificity for sensitivity, leading to a powerful adaptive method. Extensive simulations on realistic head geometries, as well as empirical results on various MEG datasets, demonstrate the high recovery performance of ecd-MTLasso and its primary practical benefit: offer a statistically principled way to threshold MEG/EEG source maps.

The emergence of Big Data raises the question of how to model economic relations when there is a large number of possible explanatory variables. We revisit the issue by comparing the possibility of using dense or sparse models in a Bayesian approach, allowing for variable selection and shrinkage. More specifically, we discuss the results reached by Giannone, Lenza, and Primiceri (2020) through a "Spike-and-Slab" prior, which suggest an "illusion of sparsity" in economic data, as no clear patterns of sparsity could be detected. We make a further revision of the posterior distributions of the model, and propose three experiments to evaluate the robustness of the adopted prior distribution. We find that the pattern of sparsity is sensitive to the prior distribution of the regression coefficients, and present evidence that the model indirectly induces variable selection and shrinkage, which suggests that the "illusion of sparsity" could be, itself, an illusion. Code is available on github.com/bfava/IllusionOfIllusion.

We develop in this paper a framework of empirical gain maximization (EGM) to address the robust regression problem where heavy-tailed noise or outliers may present in the response variable. The idea of EGM is to approximate the density function of the noise distribution instead of approximating the truth function directly as usual. Unlike the classical maximum likelihood estimation that encourages equal importance of all observations and could be problematic in the presence of abnormal observations, EGM schemes can be interpreted from a minimum distance estimation viewpoint and allow the ignorance of those observations. Furthermore, it is shown that several well-known robust nonconvex regression paradigms, such as Tukey regression and truncated least square regression, can be reformulated into this new framework. We then develop a learning theory for EGM, by means of which a unified analysis can be conducted for these well-established but not fully-understood regression approaches. Resulting from the new framework, a novel interpretation of existing bounded nonconvex loss functions can be concluded. Within this new framework, the two seemingly irrelevant terminologies, the well-known Tukey's biweight loss for robust regression and the triweight kernel for nonparametric smoothing, are closely related. More precisely, it is shown that the Tukey's biweight loss can be derived from the triweight kernel. Similarly, other frequently employed bounded nonconvex loss functions in machine learning such as the truncated square loss, the Geman-McClure loss, and the exponential squared loss can also be reformulated from certain smoothing kernels in statistics. In addition, the new framework enables us to devise new bounded nonconvex loss functions for robust learning.

Metric learning is one of the techniques in manifold learning with the goal of finding a projection subspace for increasing and decreasing the inter- and intra-class variances, respectively. Some of the metric learning methods are based on triplet learning with anchor-positive-negative triplets. Large margin metric learning for nearest neighbor classification is one of the fundamental methods to do this. Recently, Siamese networks have been introduced with the triplet loss. Many triplet mining methods have been developed for Siamese networks; however, these techniques have not been applied on the triplets of large margin metric learning for nearest neighbor classification. In this work, inspired by the mining methods for Siamese networks, we propose several triplet mining techniques for large margin metric learning. Moreover, a hierarchical approach is proposed, for acceleration and scalability of optimization, where triplets are selected by stratified sampling in hierarchical hyper-spheres. We analyze the proposed methods on three publicly available datasets, i.e., Fisher Iris, ORL faces, and MNIST datasets.

Abstract: Andersen dynamics is a standard method for molecular simulations, and a precursor of the Hamiltonian Monte Carlo algorithm used in MCMC inference. The stochastic process corresponding to Andersen dynamics is a PDMP (piecewise deterministic Markov process) that iterates between Hamiltonian flows and velocity randomizations of randomly selected particles. Both from the viewpoint of molecular dynamics and MCMC inference, a basic question is to understand the convergence to equilibrium of this PDMP particularly in high dimension. Here we present couplings to obtain sharp convergence bounds in the Wasserstein sense that do not require global convexity of the underlying potential energy. October 1, 2020 1. Introduction A common task in molecular dynamics is to simulate a molecular system at a specified temperature [3, 27].