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 Statistical Learning


Machine learning for faster and smarter fluorescence lifetime imaging microscopy

arXiv.org Machine Learning

Fluorescence lifetime imaging microscopy (FLIM) is a powerful technique in biomedical research that uses the fluorophore decay rate to provide additional contrast in fluorescence microscopy. However, at present, the calculation, analysis, and interpretation of FLIM is a complex, slow, and computationally expensive process. Machine learning (ML) techniques are well suited to extract and interpret measurements from multi-dimensional FLIM data sets with substantial improvement in speed over conventional methods. In this topical review, we first discuss the basics of FILM and ML. Second, we provide a summary of lifetime extraction strategies using ML and its applications in classifying and segmenting FILM images with higher accuracy compared to conventional methods. Finally, we discuss two potential directions to improve FLIM with ML with proof of concept demonstrations.


Outlier detection in non-elliptical data by kernel MRCD

arXiv.org Machine Learning

The minimum regularized covariance determinant method (MRCD) is a robust estimator for multivariate location and scatter, which detects outliers by fitting a robust covariance matrix to the data. Its regularization ensures that the covariance matrix is well-conditioned in any dimension. The MRCD assumes that the non-outlying observations are roughly elliptically distributed, but many datasets are not of that form. Moreover, the computation time of MRCD increases substantially when the number of variables goes up, and nowadays datasets with many variables are common. The proposed Kernel Minimum Regularized Covariance Determinant (KMRCD) estimator addresses both issues. It is not restricted to elliptical data because it implicitly computes the MRCD estimates in a kernel induced feature space. A fast algorithm is constructed that starts from kernel-based initial estimates and exploits the kernel trick to speed up the subsequent computations. Based on the KMRCD estimates, a rule is proposed to flag outliers. The KMRCD algorithm performs well in simulations, and is illustrated on real-life data.


Optimal Variance Control of the Score Function Gradient Estimator for Importance Weighted Bounds

arXiv.org Machine Learning

This paper introduces novel results for the score function gradient estimator of the importance weighted variational bound (IWAE). We prove that in the limit of large $K$ (number of importance samples) one can choose the control variate such that the Signal-to-Noise ratio (SNR) of the estimator grows as $\sqrt{K}$. This is in contrast to the standard pathwise gradient estimator where the SNR decreases as $1/\sqrt{K}$. Based on our theoretical findings we develop a novel control variate that extends on VIMCO. Empirically, for the training of both continuous and discrete generative models, the proposed method yields superior variance reduction, resulting in an SNR for IWAE that increases with $K$ without relying on the reparameterization trick. The novel estimator is competitive with state-of-the-art reparameterization-free gradient estimators such as Reweighted Wake-Sleep (RWS) and the thermodynamic variational objective (TVO) when training generative models.


Efficient Optimization of Dominant Set Clustering with Frank-Wolfe Algorithms

arXiv.org Machine Learning

We study Frank-Wolfe algorithms -- standard, pairwise, and away-steps -- for efficient optimization of Dominant Set Clustering. We present a unified and computationally efficient framework to employ the different variants of Frank-Wolfe methods, and we investigate its effectiveness via several experimental studies. In addition, we provide explicit convergence rates for the algorithms in terms of the so-called Frank-Wolfe gap. The theoretical analysis has been specialized to the problem of Dominant Set Clustering and is thus more easily accessible compared to prior work.


Alzheimer's Dementia Recognition through Spontaneous Speech: The ADReSS Challenge

arXiv.org Machine Learning

The ADReSS Challenge at INTERSPEECH 2020 defines a shared task through which different approaches to the automated recognition of Alzheimer's dementia based on spontaneous speech can be compared. ADReSS provides researchers with a benchmark speech dataset which has been acoustically pre-processed and balanced in terms of age and gender, defining two cognitive assessment tasks, namely: the Alzheimer's speech classification task and the neuropsychological score regression task. In the Alzheimer's speech classification task, ADReSS challenge participants create models for classifying speech as dementia or healthy control speech. In the the neuropsychological score regression task, participants create models to predict mini-mental state examination scores. This paper describes the ADReSS Challenge in detail and presents a baseline for both tasks, including feature extraction procedures and results for classification and regression models. ADReSS aims to provide the speech and language Alzheimer's research community with a platform for comprehensive methodological comparisons. This will hopefully contribute to addressing the lack of standardisation that currently affects the field and shed light on avenues for future research and clinical applicability.


SWAP: Softmax-Weighted Average Pooling

#artificialintelligence

Blake Elias is a Researcher at the New England Complex Systems Institute. Shawn Jain is an AI Resident at Microsoft Research. Our method, softmax-weighted average pooling (SWAP), applies average-pooling, but re-weights the inputs by the softmax of each window. We present a pooling method for convolutional neural networks as an alternative to max-pooling or average pooling. Our method, softmax-weighted average pooling (SWAP), applies average-pooling, but re-weights the inputs by the softmax of each window.


Introduction to Data Science with Python

#artificialintelligence

If you want to learn more about exploratory analysis using Pandas, check out Simplilearn's Data Science with Python video, which can help. We can see that columns like LoanAmount and ApplicantIncome contain some extreme values. We need to process this data using data wrangling techniques to normalize and standardize the data. We will now take a look at data wrangling using Pandas as a part of our learning of Data Science with Python. Data wrangling refers to the process of cleaning and unifying messy and complicated data sets.


3 facts about time series forecasting that surprise experienced machine learning practitioners.

#artificialintelligence

Time series forecasting is something of a dark horse in the field of data science: It is one of the most applied data science techniques in business, used extensively in finance, in supply chain management and in production and inventory planning, and it has a well established theoretical grounding in statistics and dynamic systems theory. Yet it retains something of an outsider status compared to more recent and popular machine learning topics such as image recognition and natural language processing, and it gets little or no treatment at all in introductory courses to data science and machine learning. My original training is in neural networks and other machine learning methods, but I gravitated towards time series methods after my career led me to the role of demand forecasting specialist. In recent weeks, as part of my team's effort to expand beyond traditional time series forecasting capabilities and into a borader ML based approach to our business, I found myself having several discussions with experienced ML engineers, who were very good at ML in general, but didn't have much experience with times series methods. I realized from those discussions that there were several things specific to time series forecasting that the forecasting community takes for granted but are very surprising to other ML practioners and data scientists, especially when compared to the way standard ML problems are approached.


Generative Ensemble-Regression: Learning Stochastic Dynamics from Discrete Particle Ensemble Observations

arXiv.org Machine Learning

We propose a new method for inferring the governing stochastic ordinary differential equations by observing particle ensembles at discrete and sparse time instants, i.e., multiple "snapshots". Particle coordinates at a single time instant, possibly noisy or truncated, are recorded in each snapshot but are unpaired across the snapshots. By training a generative model that generates "fake" sample paths, we aim to fit the observed particle ensemble distributions with a curve in the probability measure space, which is induced from the inferred particle dynamics. We employ different metrics to quantify the differences between distributions, like the sliced Wasserstein distances and the adversarial losses in generative adversarial networks. We refer to this approach as generative "ensemble-regression", in analogy to the classic "point-regression", where we infer the dynamics by performing regression in the Euclidean space, e.g. linear/logistic regression. We illustrate the ensemble-regression by learning the drift and diffusion terms of particle ensembles governed by stochastic ordinary differential equations with Brownian motions and L\'evy processes up to 20 dimensions. We also discuss how to treat cases with noisy or truncated observations, as well as the scenario of paired observations, and we prove a theorem for the convergence in Wasserstein distance for continuous sample spaces.


Event Prediction in the Big Data Era: A Systematic Survey

arXiv.org Artificial Intelligence

Events are occurrences in specific locations, time, and semantics that nontrivially impact either our society or the nature, such as civil unrest, system failures, and epidemics. It is highly desirable to be able to anticipate the occurrence of such events in advance in order to reduce the potential social upheaval and damage caused. Event prediction, which has traditionally been prohibitively challenging, is now becoming a viable option in the big data era and is thus experiencing rapid growth. There is a large amount of existing work that focuses on addressing the challenges involved, including heterogeneous multi-faceted outputs, complex dependencies, and streaming data feeds. Most existing event prediction methods were initially designed to deal with specific application domains, though the techniques and evaluation procedures utilized are usually generalizable across different domains. However, it is imperative yet difficult to cross-reference the techniques across different domains, given the absence of a comprehensive literature survey for event prediction. This paper aims to provide a systematic and comprehensive survey of the technologies, applications, and evaluations of event prediction in the big data era. First, systematic categorization and summary of existing techniques are presented, which facilitate domain experts' searches for suitable techniques and help model developers consolidate their research at the frontiers. Then, comprehensive categorization and summary of major application domains are provided. Evaluation metrics and procedures are summarized and standardized to unify the understanding of model performance among stakeholders, model developers, and domain experts in various application domains. Finally, open problems and future directions for this promising and important domain are elucidated and discussed.