Bipolar disorder (BD) and borderline personality disorder (BPD) are both chronic psychiatric disorders. However, their overlapping symptoms and common comorbidity make it challenging for the clinicians to distinguish the two conditions on the basis of a clinical interview. In this work, we first present a new multi-modal dataset containing interviews involving individuals with BD or BPD being interviewed about a non-clinical topic . We investigate the automatic detection of the two conditions, and demonstrate a good linear classifier that can be learnt using a down-selected set of features from the different aspects of the interviews and a novel approach of summarising these features. Finally, we find that different sets of features characterise BD and BPD, thus providing insights into the difference between the automatic screening of the two conditions.

Principal component analysis (PCA; Jolliffe (2002)) is one of the most popular methods used to find a low-dimensional subspace in which a given dataset lies. Classical PCA (cPCA) can be formulated as a problem to find a subspace that minimizes the sum of squared residuals, but squared residuals make PCA vulnerable to outliers. A lot of PCA algorithms have been proposed to robustify cPCA. The R1-PCA proposed by Ding et al. (2006) replaced the sum of squared residuals in cPCA with the sum of unsquared ones. The optimal solution of R1-PCA has similar properties to those of cPCA, that is, it is given as the eigenvectors of the weighted covariance matrix and it is rotationally invariant. The absolute residuals can reduce negative impact of outliers, but an arbitrary large outlier can still break down the estimate. More recently, Zhang and Lerman (2014) and Lerman et al. (2015) relaxed the optimization problem so that the set of projection matrices is extended to a set of convex set of matrices, and 1

Motivated by the needs of estimating the proximity clustering with partial distance measurements from vantage points or landmarks for remote networked systems, we show that the proximity clustering problem can be effectively formulated as the Nystr\"om approximation problem, which solves the kernel K-means clustering problem in the complex space. We implement the Nystr\"om approximation based on a landmark based Nonnegative Matrix Factorization (NMF) process. Evaluation results show that the proposed method finds nearly optimal clustering quality on both synthetic and real-world data sets as we vary the range of parameter choices and network conditions.

This is the rejoinder to the discussion by Kennedy, Balakrishnan and Wasserman on the paper "On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning" published in Statistical Science.

We propose a novel stochastic network model, called Fractal Gaussian Network (FGN), that embodies well-defined and analytically tractable fractal structures. Such fractal structures have been empirically observed in diverse applications. FGNs interpolate continuously between the popular purely random geometric graphs (a.k.a. the Poisson Boolean network), and random graphs with increasingly fractal behavior. In fact, they form a parametric family of sparse random geometric graphs that are parametrized by a fractality parameter $\nu$ which governs the strength of the fractal structure. FGNs are driven by the latent spatial geometry of Gaussian Multiplicative Chaos (GMC), a canonical model of fractality in its own right. We asymptotically characterize the expected number of edges and triangle in FGNs. We then examine the natural question of detecting the presence of fractality and the problem of parameter estimation based on observed network data, in addition to fundamental properties of the FGN as a random graph model. We also explore fractality in community structures by unveiling a natural stochastic block model in the setting of FGNs.

A probability forecast or probabilistic classifier is reliable or calibrated if the predicted probabilities are matched by ex post observed frequencies, as examined visually in reliability diagrams. The classical binning and counting approach to plotting reliability diagrams has been hampered by a lack of stability under unavoidable, ad hoc implementation decisions. Here we introduce the CORP approach, which generates provably statistically Consistent, Optimally binned, and Reproducible reliability diagrams in an automated way. CORP is based on non-parametric isotonic regression and implemented via the Pool-adjacent-violators (PAV) algorithm - essentially, the CORP reliability diagram shows the graph of the PAV- (re)calibrated forecast probabilities. The CORP approach allows for uncertainty quantification via either resampling techniques or asymptotic theory, furnishes a new numerical measure of miscalibration, and provides a CORP based Brier score decomposition that generalizes to any proper scoring rule. We anticipate that judicious uses of the PAV algorithm yield improved tools for diagnostics and inference for a very wide range of statistical and machine learning methods.

Machine learning algorithms have been used widely in various applications and areas. To fit a machine learning model into different problems, its hyper-parameters must be tuned. Selecting the best hyper-parameter configuration for machine learning models has a direct impact on the model's performance. It often requires deep knowledge of machine learning algorithms and appropriate hyper-parameter optimization techniques. Although several automatic optimization techniques exist, they have different strengths and drawbacks when applied to different types of problems. In this paper, optimizing the hyper-parameters of common machine learning models is studied. We introduce several state-of-the-art optimization techniques and discuss how to apply them to machine learning algorithms. Many available libraries and frameworks developed for hyper-parameter optimization problems are provided, and some open challenges of hyper-parameter optimization research are also discussed in this paper. Moreover, experiments are conducted on benchmark datasets to compare the performance of different optimization methods and provide practical examples of hyper-parameter optimization. This survey paper will help industrial users, data analysts, and researchers to better develop machine learning models by identifying the proper hyper-parameter configurations effectively.

This paper studies the relationship between generalization and privacy preservation in iterative learning algorithms by two sequential steps. We first establish an alignment between generalization and privacy preservation for any learning algorithm. We prove that $(\varepsilon, \delta)$-differential privacy implies an on-average generalization bound for multi-database learning algorithms which further leads to a high-probability bound for any learning algorithm. This high-probability bound also implies a PAC-learnable guarantee for differentially private learning algorithms. We then investigate how the iterative nature shared by most learning algorithms influence privacy preservation and further generalization. Three composition theorems are proposed to approximate the differential privacy of any iterative algorithm through the differential privacy of its every iteration. By integrating the above two steps, we eventually deliver generalization bounds for iterative learning algorithms, which suggest one can simultaneously enhance privacy preservation and generalization. Our results are strictly tighter than the existing works. Particularly, our generalization bounds do not rely on the model size which is prohibitively large in deep learning. This sheds light to understanding the generalizability of deep learning. These results apply to a wide spectrum of learning algorithms. In this paper, we apply them to stochastic gradient Langevin dynamics and agnostic federated learning as examples.

This paper analyzes the problems of adversarial accuracy and adversarial training. We argue that standard adversarial accuracy fails to properly measure the robustness of classifiers. In order to handle the problems of the standard adversarial accuracy, we introduce a new measure for the robustness of classifiers called genuine adversarial accuracy. It can measure adversarial robustness of classifiers without trading off accuracy on clean data and accuracy on the adversarially perturbed samples. In addition, it does not favor a model with invariance-based adversarial examples, samples whose predicted classes are unchanged even if the perceptual classes are changed. We prove that a single nearest neighbor (1-NN) classifier is the most robust classifier according to genuine adversarial accuracy for given data and a distance metric when the class for each data point is unique. Based on this result, we suggest that using poor distance metric might be the reason for the tradeoff between test accuracy and $l_p$ norm-based test adversarial robustness. Codes for experiments and projections for genuine adversarial accuracy are available at https://github.com/hjk92g/proper_measure_robustness.

Both electronic health records and personal health records are typically organized by data type, with medical problems, medications, procedures, and laboratory results chronologically sorted in separate areas of the chart. As a result, it can be difficult to find all of the relevant information for answering a clinical question about a given medical problem. A promising alternative is to instead organize by problems, with related medications, procedures, and other pertinent information all grouped together. A recent effort by Buchanan (2017) manually defined, through expert consensus, 11 medical problems and the relevant labs and medications for each. We show how to use machine learning on electronic health records to instead automatically construct these problem-based groupings of relevant medications, procedures, and laboratory tests. We formulate the learning task as one of knowledge base completion, and annotate a dataset that expands the set of problems from 11 to 32. We develop a model architecture that exploits both pre-trained concept embeddings and usage data relating the concepts contained in a longitudinal dataset from a large health system. We evaluate our algorithms' ability to suggest relevant medications, procedures, and lab tests, and find that the approach provides feasible suggestions even for problems that are hidden during training. The dataset, along with code to reproduce our results, is available at https://github.com/asappresearch/kbc-pomr.