Diagnosing diseases such as leukemia or anemia requires reliable counts of blood cells. Hematologists usually label and count microscopy images of blood cells manually. In many cases, however, cells in different maturity states are difficult to distinguish, and in combination with image noise and subjectivity, humans are prone to make labeling mistakes. This results in labels that are often not reproducible, which can directly affect the diagnoses. We introduce TIMELY, a probabilistic model that combines pseudotime inference methods with inhomogeneous hidden Markov trees, which addresses this challenge of label inconsistency. We show first on simulation data that TIMELY is able to identify and correct wrong labels with higher precision and recall than baseline methods for labeling correction. We then apply our method to two real-world datasets of blood cell data and show that TIMELY successfully finds inconsistent labels, thereby improving the quality of human-generated labels.

The multivariate time series generated from merchant transaction history can provide critical insights for payment processing companies. The capability of predicting merchants' future is crucial for fraud detection and recommendation systems. Conventionally, this problem is formulated to predict one multivariate time series under the multi-horizon setting. However, real-world applications often require more than one future trend prediction considering the uncertainties, where more than one multivariate time series needs to be predicted. This problem is called multi-future prediction. In this work, we combine the two research directions and propose to study this new problem: multi-future, multi-horizon and multivariate time series prediction. This problem is crucial as it has broad use cases in the financial industry to reduce the risk while improving user experience by providing alternative futures. This problem is also challenging as now we not only need to capture the patterns and insights from the past but also train a model that has a strong inference capability to project multiple possible outcomes. To solve this problem, we propose a new model using convolutional neural networks and a simple yet effective encoder-decoder structure to learn the time series pattern from multiple perspectives. We use experiments on real-world merchant transaction data to demonstrate the effectiveness of our proposed model. We also provide extensive discussions on different model design choices in our experimental section.

We generalize a graph-based multiclass semi-supervised classification technique based on diffuse interface methods to multilayer graphs. Besides the treatment of various applications with an inherent multilayer structure, we present a very flexible approach that interprets high-dimensional data in a low-dimensional multilayer graph representation. Highly efficient numerical methods involving the spectral decomposition of the corresponding differential graph operators as well as fast matrix-vector products based on the nonequispaced fast Fourier transform (NFFT) enable the rapid treatment of large and high-dimensional data sets. We perform various numerical tests putting a special focus on image segmentation. In particular, we test the performance of our method on data sets with up to 10 million nodes per layer as well as up to 104 dimensions resulting in graphs with up to 52 layers. While all presented numerical experiments can be run on an average laptop computer, the linear dependence per iteration step of the runtime on the network size makes the algorithm scalable to even larger and higher-dimensional problems.

When training the parameters of a linear dynamical model, the gradient descent algorithm is likely to fail to converge if the squared-error loss is used as the training loss function. Restricting the parameter space to a smaller subset and running the gradient descent algorithm within this subset can allow learning stable dynamical systems, but this strategy does not work for unstable systems. In this work, we look into the dynamics of the gradient descent algorithm and pinpoint what causes the difficulty of learning unstable systems. We show that observations taken at different times from the system to be learned influence the dynamics of the gradient descent algorithm in substantially different degrees. We introduce a time-weighted logarithmic loss function to fix this imbalance and demonstrate its effectiveness in learning unstable systems.

The temporal nature of modeling accounts as nodes and transactions as directed edges in a directed graph -- for a blockchain, enables us to understand the behavior (malicious or benign) of the accounts. Predictive classification of accounts as malicious or benign could help users of the permissionless blockchain platforms to operate in a secure manner. Motivated by this, we introduce temporal features such as burst and attractiveness on top of several already used graph properties such as the node degree and clustering coefficient. Using identified features, we train various Machine Learning (ML) algorithms and identify the algorithm that performs the best in detecting which accounts are malicious. We then study the behavior of the accounts over different temporal granularities of the dataset before assigning them malicious tags. For Ethereum blockchain, we identify that for the entire dataset - the ExtraTreesClassifier performs the best among supervised ML algorithms. On the other hand, using cosine similarity on top of the results provided by unsupervised ML algorithms such as K-Means on the entire dataset, we were able to detect 554 more suspicious accounts. Further, using behavior change analysis for accounts, we identify 814 unique suspicious accounts across different temporal granularities.

Algorithm selection (AS) deals with the automatic selection of an algorithm from a fixed set of candidate algorithms most suitable for a specific instance of an algorithmic problem class, where "suitability" often refers to an algorithm's runtime. Due to possibly extremely long runtimes of candidate algorithms, training data for algorithm selection models is usually generated under time constraints in the sense that not all algorithms are run to completion on all instances. Thus, training data usually comprises censored information, as the true runtime of algorithms timed out remains unknown. However, many standard AS approaches are not able to handle such information in a proper way. On the other side, survival analysis (SA) naturally supports censored data and offers appropriate ways to use such data for learning distributional models of algorithm runtime, as we demonstrate in this work. We leverage such models as a basis of a sophisticated decision-theoretic approach to algorithm selection, which we dub Run2Survive. Moreover, taking advantage of a framework of this kind, we advocate a risk-averse approach to algorithm selection, in which the avoidance of a timeout is given high priority. In an extensive experimental study with the standard benchmark ASlib, our approach is shown to be highly competitive and in many cases even superior to state-of-the-art AS approaches.

Recently, there has been growing interest in the analysis of spectrograms of ElectroEncephaloGram (EEG), particularly to study the neural correlates of (un)-consciousness during General Anesthesia (GA). Indeed, it has been shown that order three tensors (channels x frequencies x times) are a natural and useful representation of these signals. However this encoding entails significant difficulties, especially for convolutional sparse coding (CSC) as existing methods do not take advantage of the particularities of tensor representation, such as rank structures, and are vulnerable to the high level of noise and perturbations that are inherent to EEG during medical acts. To address this issue, in this paper we introduce a new CSC model, named Kruskal CSC (K-CSC), that uses the Kruskal decomposition of the activation tensors to leverage the intrinsic low rank nature of these representations in order to extract relevant and interpretable encodings. Our main contribution, TC-FISTA, uses multiple tools to efficiently solve the resulting optimization problem despite the increasing complexity induced by the tensor representation. We then evaluate TC-FISTA on both synthetic dataset and real EEG recorded during GA. The results show that TC-FISTA is robust to noise and perturbations, resulting in accurate, sparse and interpretable encoding of the signals.

Neural network training is commonly accelerated by using multiple synchronized workers to compute gradient updates in parallel. Asynchronous methods remove synchronization overheads and improve hardware utilization at the cost of introducing gradient delay, which impedes optimization and can lead to lower final model performance. We introduce Adaptive Braking (AB), a modification for momentum-based optimizers that mitigates the effects of gradient delay. AB dynamically scales the gradient based on the alignment of the gradient and the velocity. This can dampen oscillations along high curvature directions of the loss surface, stabilizing and accelerating asynchronous training. We show that applying AB on top of SGD with momentum enables training ResNets on CIFAR-10 and ImageNet-1k with delays $D \geq$ 32 update steps with minimal drop in final test accuracy.

In this paper we tackle the challenge of making the stochastic coordinate descent algorithm differentially private. Compared to the classical gradient descent algorithm where updates operate on a single model vector and controlled noise addition to this vector suffices to hide critical information about individuals, stochastic coordinate descent crucially relies on keeping auxiliary information in memory during training. This auxiliary information provides an additional privacy leak and poses the major challenge addressed in this work. Driven by the insight that under independent noise addition, the consistency of the auxiliary information holds in expectation, we present DP-SCD, the first differentially private stochastic coordinate descent algorithm. We analyze our new method theoretically and argue that decoupling and parallelizing coordinate updates is essential for its utility. On the empirical side we demonstrate competitive performance against the popular stochastic gradient descent alternative (DP-SGD) while requiring significantly less tuning.

Researchers often lack the necessary data to credibly estimate racial discrimination in policing. In particular, police administrative records lack information on civilians police observe but do not investigate. In this article, we show that if police racially discriminate when choosing whom to investigate, analyses using administrative records to estimate racial discrimination in police behavior are statistically biased, and many quantities of interest are unidentified--even among investigated individuals--absent strong and untestable assumptions. Using principal stratification in a causal mediation framework, we derive the exact form of the statistical bias that results from traditional estimation. We develop a bias-correction procedure and nonparametric sharp bounds for race effects, replicate published findings, and show the traditional estimator can severely underestimate levels of racially biased policing or mask discrimination entirely.