My thesis is on a proposed algorithm similar to random forest but my degree is applied statistic. It also highlight the differences in model evaluation, statisticians go through 2-3 phases of model selection and a person who does ML go through 2 phases. The model evaluation phase is combined into one phase in ML and aren't needed when prediction is the most important thing. It highly the fact the high dimensional data such as genetic assays are being misinterpreted in the biology world. If you have more degree of freedom than the number of observations you can't be choosing one marker out of millions.

Machine learning is the science of getting computers to act without being explicitly programmed. In the past decade, machine learning has given us self-driving cars, practical speech recognition, effective web search, and a vastly improved understanding of the human genome. Machine learning is so pervasive today that you probably use it dozens of times a day without knowing it. Many researchers also think it is the best way to make progress towards human-level AI. In this class, you will learn about the most effective machine learning techniques, and gain practice implementing them and getting them to work for yourself.

We study the problem of detecting adverse drug events in electronic healthcare records. The challenge in this work is to aggregate heterogeneous data types involving diagnosis codes, drug codes, as well as lab measurements. An earlier framework proposed for the same problem demonstrated promising predictive performance for the random forest classifier by using only lab measurements as data features. We extend this framework, by additionally including diagnosis and drug prescription codes, concurrently. In addition, we employ a recursive feature selection mechanism on top, that extracts the top-k most important features. Our experimental evaluation on five medical datasets of adverse drug events and six different classifiers, suggests that the integration of these additional features provides substantial and statistically significant improvements in terms of AUC, while employing medically relevant features.

Stochastic Gradient Descent (SGD) is one of the workhorses of modern day machine learning. In many nonconvex optimization problems, such as training deep neural networks, SGD is able to produce solutions with good generalization error. Further, there is evidence that the generalization error of an SGD solution can be significantly better than Gradient Descent (GD) [12]. This suggests that, to understand the behavior of SGD, it is not enough to consider the limiting cases (such as small step-size or large batch-size), when it degenerates to GD. We take an alternate view of SGD as a sampling algorithm, and aim to understand its convergence to an appropriate stationary distribution.

Patients initially diagnosed with early mild cognitive impairment (eMCI) are known to be a clinically heterogeneous group with very subtle patterns of brain atrophy. To examine the boarders between normal controls (NC) and eMCI, Magnetic Resonance Imaging (MRI) was extensively used as a non-invasive imaging modality to pin-down subtle changes in brain images of MCI patients. However, eMCI research remains limited by the number of available MRI acquisition timepoints. Ideally, one would learn how to diagnose MCI patients in an early stage from MRI data acquired at a single timepoint, while leveraging 'non-existing' follow-up observations. To this aim, we propose novel supervised and unsupervised frameworks that learn how to jointly predict and label the evolution trajectory of intensity patches, each seeded at a specific brain landmark, from a baseline intensity patch. Specifically, both strategies aim to identify the best training atlas patches at baseline timepoint to predict and classify the evolution trajectory of a given testing baseline patch. The supervised technique learns how to select the best atlas patches by training bidirectional mappings from the space of pairwise patch similarities to their corresponding prediction errors -when one patch was used to predict the other. On the other hand, the unsupervised technique learns a manifold of baseline atlas and testing patches using multiple kernels to well capture patch distributions at multiple scales. Once the best baseline atlas patches are selected, we retrieve their evolution trajectories and average them to predict the evolution trajectory of the testing baseline patch. Next, we input the predicted trajectories to an ensemble of linear classifiers, each trained at a specific landmark. Our classification accuracy increased by up to 10% points in comparison to single timepoint-based classification methods.

Stock price prediction is a challenging task, but machine learning methods have recently been used successfully for this purpose. In this paper, we extract over 270 hand-crafted features (factors) inspired by technical and quantitative analysis and tested their validity on short-term mid-price movement prediction. We focus on a wrapper feature selection method using entropy, least-mean squares, and linear discriminant analysis. We also build a new quantitative feature based on adaptive logistic regression for online learning, which is constantly selected first among the majority of the proposed feature selection methods. This study examines the best combination of features using high frequency limit order book data from Nasdaq Nordic. Our results suggest that sorting methods and classifiers can be used in such a way that one can reach the best performance with a combination of only very few advanced hand-crafted features.

Gaussian processes are used in machine learning to learn input-output mappings from observed data. Gaussian process regression is based on imposing a Gaussian process prior on the unknown regressor function and statistically conditioning it on the observed data. In system identification, Gaussian processes are used to form time series prediction models such as non-linear finite-impulse response (NFIR) models as well as non-linear autoregressive (NARX) models. Gaussian process state-space models (GPSS) can be used to learn the dynamic and measurement models for a state-space representation of the input-output data. Temporal and spatio-temporal Gaussian processes can be directly used to form regressor on the data in the time domain. The aim of this article is to briefly outline the main directions in system identification methods using Gaussian processes.

Subspace segmentation or subspace learning is a challenging and complicated task in machine learning. This paper builds a primary frame and solid theoretical bases for the minimal subspace segmentation (MSS) of finite samples. Existence and conditional uniqueness of MSS are discussed with conditions generally satisfied in applications. Utilizing weak prior information of MSS, the minimality inspection of segments is further simplified to the prior detection of partitions. The MSS problem is then modeled as a computable optimization problem via self-expressiveness of samples. A closed form of representation matrices is first given for the self-expressiveness, and the connection of diagonal blocks is then addressed. The MSS model uses a rank restriction on the sum of segment ranks. Theoretically, it can retrieve the minimal sample subspaces that could be heavily intersected. The optimization problem is solved via a basic manifold conjugate gradient algorithm, alternative optimization and hybrid optimization, taking into account of solving both the primal MSS problem and its pseudo-dual problem. The MSS model is further modified for handling noisy data, and solved by an ADMM algorithm. The reported experiments show the strong ability of the MSS method on retrieving minimal sample subspaces that are heavily intersected.

This paper proposes a novel architecture, termed multiscale principle of relevant information (MPRI), to learn discriminative spectral-spatial features for hyperspectral image (HSI) classification. MPRI inherits the merits of the principle of relevant information (PRI) to effectively extract multiscale information embedded in the given data, and also takes advantage of the multilayer structure to learn representations in a coarse-to-fine manner. Specifically, MPRI performs spectral-spatial pixel characterization (using PRI) and feature dimensionality reduction (using regularized linear discriminant analysis) iteratively and successively. Extensive experiments on four benchmark data sets demonstrate that MPRI outperforms existing state-of-the-art HSI classification methods (including deep learning based ones) qualitatively and quantitatively, especially in the scenario of limited training samples. I. INTRODUCTION With the rapid development of hyperspectral imaging techniques, current sensors always have high spectral and spatial resolution [1]. This work was supported in part by the National Natural Science Foundation of China (Grant No. 61502195), and in part by the Office of Naval Research Science of Autonomy (Grant No. N000141812306). Yantao Wei is with School of Educational Information Technology, Central China Normal University, Wuhan 430079, China (email: yantaowei@mail.ccnu.edu.cn).

Experimental data is often affected by uncontrolled variables that make analysis and interpretation difficult. For spatiotemporal systems, this problem is further exacerbated by their intricate dynamics. Modern machine learning methods are well-suited for modeling complex datasets, but to be effective in science, the result needs to be interpretable. We demonstrate an unsupervised learning technique for extracting interpretable physical parameters from noisy spatiotemporal data and for building a transferable model of the system. In particular, we implement a physics-informed architecture based on variational autoencoders that is designed for analyzing systems governed by partial differential equations (PDEs). The architecture is trained end-to-end and extracts latent parameters that parameterize the dynamics of a learned predictive model for the system. To test our method, we train the architecture on simulated data from a variety of PDEs with varying dynamical parameters that act as uncontrolled variables. Specifically, we examine the Kuramoto-Sivashinsky equation with varying viscosity damping parameter, the nonlinear Schr\"odinger equation with varying nonlinearity coefficient, and the convection-diffusion equation with varying diffusion constant and drift velocity. Numerical experiments show that our method can accurately identify relevant parameters and extract them from raw and even noisy spatiotemporal data (tested with roughly 10% added noise). These extracted parameters correlate well (linearly with $R^2>0.95$) with the ground truth physical parameters used to generate the datasets. Our method for discovering interpretable latent parameters in spatiotemporal systems will allow us to better analyze and understand real-world phenomena and datasets, which often have uncontrolled variables that alter the system dynamics and cause varying behaviors that are difficult to disentangle.