Ridge regression (RR) is a regularization technique that penalizes the L2-norm of the coefficients in linear regression. One of the challenges of using RR is the need to set a hyperparameter ($\alpha$) that controls the amount of regularization. Cross-validation is typically used to select the best $\alpha$ from a set of candidates. However, efficient and appropriate selection of $\alpha$ can be challenging, particularly where large amounts of data are analyzed. Because the selected $\alpha$ depends on the scale of the data and predictors, it is not straightforwardly interpretable. Here, we propose to reparameterize RR in terms of the ratio $\gamma$ between the L2-norms of the regularized and unregularized coefficients. This approach, called fractional RR (FRR), has several benefits: the solutions obtained for different $\gamma$ are guaranteed to vary, guarding against wasted calculations, and automatically span the relevant range of regularization, avoiding the need for arduous manual exploration. We provide an algorithm to solve FRR, as well as open-source software implementations in Python and MATLAB (https://github.com/nrdg/fracridge). We show that the proposed method is fast and scalable for large-scale data problems, and delivers results that are straightforward to interpret and compare across models and datasets.

The COVID-19 can cause severe pneumonia and is estimated to have a high impact on the healthcare system. The standard image diagnosis tests for pneumonia are chest X-ray (CXR) and computed tomography (CT) scan. CXR are useful in because it is cheaper, faster and more widespread than CT. This study aims to identify pneumonia caused by COVID-19 from other types and also healthy lungs using only CXR images. In order to achieve the objectives, we have proposed a classification schema considering the multi-class and hierarchical perspectives, since pneumonia can be structured as a hierarchy. Given the natural data imbalance in this domain, we also proposed the use of resampling algorithms in order to re-balance the classes distribution. Our classification schema extract features using some well-known texture descriptors and also using a pre-trained CNN model. We also explored early and late fusion techniques in order to leverage the strength of multiple texture descriptors and base classifiers at once. To evaluate the approach, we composed a database, named RYDLS-20, containing CXR images of pneumonia caused by different pathogens as well as CXR images of healthy lungs. The classes distribution follows a real-world scenario in which some pathogens are more common than others. The proposed approach achieved a macro-avg F1-Score of 0.65 using a multi-class approach and a F1-Score of 0.89 for the COVID-19 identification in the hierarchical classification scenario. As far as we know, we achieved the best nominal rate obtained for COVID-19 identification in an unbalanced environment with more than three classes. We must also highlight the novel proposed hierarchical classification approach for this task, which considers the types of pneumonia caused by the different pathogens and lead us to the best COVID-19 recognition rate obtained here.

In this paper, we show how sparse or isoperimetric cuts of a probability density function relate to Cheeger cuts of its principal eigenfunction, for appropriate definitions of `sparse cut' and `principal eigenfunction'. We construct these appropriate definitions of sparse cut and principal eigenfunction in the probability density setting. Then, we prove Cheeger and Buser type inequalities similar to those for the normalized graph Laplacian of Alon-Milman. We demonstrate that no such inequalities hold for most prior definitions of sparse cut and principal eigenfunction. We apply this result to generate novel algorithms for cutting probability densities and clustering data, including a principled variant of spectral clustering.

Crowdsourcing is a popular approach to collect annotations for unlabeled data instances. It involves collecting a large number of annotations from several, often naive untrained annotators for each data instance which are then combined to estimate the ground truth. Further, annotations for constructs such as affect are often multi-dimensional with annotators rating multiple dimensions, such as valence and arousal, for each instance. Most annotation fusion schemes however ignore this aspect and model each dimension separately. In this work we address this by proposing a generative model for multi-dimensional annotation fusion, which models the dimensions jointly leading to more accurate ground truth estimates. The model we propose is applicable to both global and time series annotation fusion problems and treats the ground truth as a latent variable distorted by the annotators. The model parameters are estimated using the Expectation-Maximization algorithm and we evaluate its performance using synthetic data and real emotion corpora as well as on an artificial task with human annotations

Vertex nomination is a lightly-supervised network information retrieval (IR) task in which vertices of interest in one graph are used to query a second graph to discover vertices of interest in the second graph. Similar to other IR tasks, the output of a vertex nomination scheme is a ranked list of the vertices in the second graph, with the heretofore unknown vertices of interest ideally concentrating at the top of the list. Vertex nomination schemes provide a useful suite of tools for efficiently mining complex networks for pertinent information. In this paper, we explore, both theoretically and practically, the dual roles of content (i.e., edge and vertex attributes) and context (i.e., network topology) in vertex nomination. We provide necessary and sufficient conditions under which vertex nomination schemes that leverage both content and context outperform schemes that leverage only content or context separately. While the joint utility of both content and context has been demonstrated empirically in the literature, the framework presented in this paper provides a novel theoretical basis for understanding the potential complementary roles of network features and topology.

This paper considers the problem of neural decoding from parallel neural measurements systems such as micro-electrocorticography ($\mu$-ECoG). In systems with large numbers of array elements at very high sampling rates, the dimension of the raw measurement data may be large. Learning neural decoders for this high-dimensional data can be challenging, particularly when the number of training samples is limited. To address this challenge, this work presents a novel neural network decoder with a low-rank structure in the first hidden layer. The low-rank constraints dramatically reduce the number of parameters in the decoder while still enabling a rich class of nonlinear decoder maps. The low-rank decoder is illustrated on $\mu$-ECoG data from the primary auditory cortex (A1) of awake rats. This decoding problem is particularly challenging due to the complexity of neural responses in the auditory cortex and the presence of confounding signals in awake animals. It is shown that the proposed low-rank decoder significantly outperforms models using standard dimensionality reduction techniques such as principal component analysis (PCA).

We propose a new concept of rateless auto-encoders (RL-AEs) that enable a flexible latent dimensionality, which can be seamlessly adjusted for varying distortion and dimensionality requirements. In the proposed RL-AEs, instead of a deterministic bottleneck architecture, we use an over-complete representation that is stochastically regularized with weighted dropouts, in a manner analogous to sparse AE (SAE). Unlike SAEs, our RL-AEs employ monotonically increasing dropout rates across the latent representation nodes such that the latent variables become sorted by importance like in principal component analysis (PCA). This is motivated by the rateless property of conventional PCA, where the least important principal components can be discarded to realize variable rate dimensionality reduction that gracefully degrades the distortion. In contrast, since the latent variables of conventional AEs are equally important for data reconstruction, they cannot be simply discarded to further reduce the dimensionality after the AE model is trained. Our proposed stochastic bottleneck framework enables seamless rate adaptation with high reconstruction performance, without requiring predetermined latent dimensionality at training. We experimentally demonstrate that the proposed RL-AEs can achieve variable dimensionality reduction while achieving low distortion compared to conventional AEs.

Principal Component Analysis (PCA) is a fundamental technology in machine learning. Nowadays many high-dimension large datasets are acquired in a distributed manner, which precludes the use of centralized PCA due to the high communication cost and privacy risk. Thus, many distributed PCA algorithms are proposed, most of which, however, focus on linear cases. To efficiently extract non-linear features, this brief proposes a communication-efficient distributed kernel PCA algorithm, where linear and RBF kernels are applied. The key is to estimate the global empirical kernel matrix from the eigenvectors of local kernel matrices. The approximate error of the estimators is theoretically analyzed for both linear and RBF kernels. The result suggests that when eigenvalues decay fast, which is common for RBF kernels, the proposed algorithm gives high quality results with low communication cost. Results of simulation experiments verify our theory analysis and experiments on GSE2187 dataset show the effectiveness of the proposed algorithm.

Estimating the Individual Treatment Effect from observational data, defined as the difference between outcomes with and without treatment or intervention, while observing just one of both, is a challenging problems in causal learning. In this paper, we formulate this problem as an inference from hidden variables and enforce causal constraints based on a model of four exclusive causal populations. We propose a new version of the EM algorithm, coined as Expected-Causality-Maximization (ECM) algorithm and provide hints on its convergence under mild conditions. We compare our algorithm to baseline methods on synthetic and real-world data and discuss its performances.

Reproducing kernel Hilbert spaces (RKHSs) are key spaces for machine learning that are becoming popular also for linear system identification. In particular, the so-called stable RKHSs can be used to model absolutely summable impulse responses. In combination e.g. with regularized least squares they can then be used to reconstruct dynamic systems from input-output data. In this paper we provide new structural properties of stable RKHSs. The relation between stable kernels and other fundamental classes, like those containing absolutely summable or finite-trace kernels, is elucidated. These insights are then brought into the feature space context. First, it is proved that any stable kernel admits feature maps induced by a basis of orthogonal eigenvectors in l2. The exact connection with classical system identification approaches that exploit such kind of functions to model impulse responses is also provided. Then, the necessary and sufficient stability condition for RKHSs designed by formulating kernel eigenvectors and eigenvalues is obtained. Overall, our new results provide novel mathematical foundations of stable RKHSs with impact on stability tests, impulse responses modeling and computational efficiency of regularized schemes for linear system identification.