Statistical Learning
Predicting with Proxies
Predictive analytics is increasingly used to guide decision-making in many applications. However, in practice, we often have limited data on the true predictive task of interest, but copious data on a closely-related proxy predictive task. Practitioners often train predictive models on proxies since it achieves more accurate predictions. For example, e-commerce platforms use abundant customer click data (proxy) to make product recommendations rather than the relatively sparse customer purchase data (true outcome of interest); alternatively, hospitals often rely on medical risk scores trained on a different patient population (proxy) rather than their own patient population (true cohort of interest) to assign interventions. However, not accounting for the bias in the proxy can lead to sub-optimal decisions. Using real datasets, we find that this bias can often be captured by a sparse function of the features. Thus, we propose a novel two-step estimator that uses techniques from high-dimensional statistics to efficiently combine a large amount of proxy data and a small amount of true data. We prove upper bounds on the error of our proposed estimator and lower bounds on several heuristics commonly used by data scientists; in particular, our proposed estimator can achieve the same accuracy with exponentially less true data (in the number of features $d$). Our proof relies on a new tail inequality on the convergence of LASSO for approximately sparse vectors. Finally, we demonstrate the effectiveness of our approach on e-commerce and healthcare datasets; in both cases, we achieve significantly better predictive accuracy as well as managerial insights into the nature of the bias in the proxy data.
A Variational Topological Neural Model for Cascade-based Diffusion in Networks
Many works have been proposed in the literature to capture the dynamics of diffusion in networks. While some of them define graphical markovian models to extract temporal relationships between node infections in networks, others consider diffusion episodes as sequences of infections via recurrent neural models. In this paper we propose a model at the crossroads of these two extremes, which embeds the history of diffusion in infected nodes as hidden continuous states. Depending on the trajectory followed by the content before reaching a given node, the distribution of influence probabilities may vary. However, content trajectories are usually hidden in the data, which induces challenging learning problems. We propose a topological recurrent neural model which exhibits good experimental performances for diffusion modelling and prediction.
On Computation and Generalization of GANs with Spectrum Control
Jiang, Haoming, Chen, Zhehui, Chen, Minshuo, Liu, Feng, Wang, Dingding, Zhao, Tuo
Generative Adversarial Networks (GANs), though powerful, is hard to train. Several recent works (brock2016neural,miyato2018spectral) suggest that controlling the spectra of weight matrices in the discriminator can significantly improve the training of GANs. Motivated by their discovery, we propose a new framework for training GANs, which allows more flexible spectrum control (e.g., making the weight matrices of the discriminator have slow singular value decays). Specifically, we propose a new reparameterization approach for the weight matrices of the discriminator in GANs, which allows us to directly manipulate the spectra of the weight matrices through various regularizers and constraints, without intensively computing singular value decompositions. Theoretically, we further show that the spectrum control improves the generalization ability of GANs. Our experiments on CIFAR-10, STL-10, and ImageNet datasets confirm that compared to other methods, our proposed method is capable of generating images with competitive quality by utilizing spectral normalization and encouraging the slow singular value decay.
Cardiology Admissions from Catheterization Laboratory: Time Series Forecasting
Choudhury, Avishek, Perumalla, Sunanda
Emergent and unscheduled cardiology admissions from cardiac catheterization laboratory add complexity to the management of Cardiology and in-patient department. In this article, we sought to study the behavior of cardiology admissions from Catheterization laboratory using time series models. Our research involves retrospective cardiology admission data from March 1, 2012, to November 3, 2016, retrieved from a hospital in Iowa. Autoregressive integrated moving average (ARIMA), Holts method, mean method, na\"ive method, seasonal na\"ive, exponential smoothing, and drift method were implemented to forecast weekly cardiology admissions from Catheterization laboratory. ARIMA (2,0,2) (1,1,1) was selected as the best fit model with the minimum sum of error, Akaike information criterion and Schwartz Bayesian criterion. The model failed to reject the null hypothesis of stationarity, it lacked the evidence of independence, and rejected the null hypothesis of normality. The implication of this study will not only improve catheterization laboratory staff schedule, advocate efficient use of imaging equipment and inpatient telemetry beds but also equip management to proactively tackle inpatient overcrowding, plan for physical capacity expansion and so forth.
On the Interaction Effects Between Prediction and Clustering
Barnes, Matt, Dubrawski, Artur
Machine learning systems increasingly depend on pipelines of multiple algorithms to provide high quality and well structured predictions. This paper argues interaction effects between clustering and prediction (e.g. classification, regression) algorithms can cause subtle adverse behaviors during cross-validation that may not be initially apparent. In particular, we focus on the problem of estimating the out-of-cluster (OOC) prediction loss given an approximate clustering with probabilistic error rate $p_0$. Traditional cross-validation techniques exhibit significant empirical bias in this setting, and the few attempts to estimate and correct for these effects are intractable on larger datasets. Further, no previous work has been able to characterize the conditions under which these empirical effects occur, and if they do, what properties they have. We precisely answer these questions by providing theoretical properties which hold in various settings, and prove that expected out-of-cluster loss behavior rapidly decays with even minor clustering errors. Fortunately, we are able to leverage these same properties to construct hypothesis tests and scalable estimators necessary for correcting the problem. Empirical results on benchmark datasets validate our theoretical results and demonstrate how scaling techniques provide solutions to new classes of problems.
Early Prediction of Post-acute Care Discharge Disposition Using Predictive Analytics: Preponing Prior Health Insurance Authorization Thus Reducing the Inpatient Length of Stay
Objective: A patient medical insurance coverage plays an essential role in determining the post-acute care (PAC) discharge disposition. The prior health insurance authorization process postpones the PAC discharge disposition, increases the inpatient length of stay, and effects patient health. Our study implements predictive analytics for the early prediction of the PAC discharge disposition to reduce the deferments caused by prior health insurance authorization, the inpatient length of stay and inpatient stay expenses. Methodology: We conducted a group discussion involving 25 patient care facilitators (PCFs) and two registered nurses (RNs) and retrieved 1600 patient data records from the initial nursing assessment and discharge notes to conduct a retrospective analysis of PAC discharge dispositions using predictive analytics. Results: The chi-squared automatic interaction detector (CHAID) algorithm enabled the early prediction of the PAC discharge disposition, accelerated the prior health insurance process, decreased the inpatient length of stay by an average of 22.22%, and reduced inpatient stay expenses by \$1,974 for state government hospitals, \$2,346 for non-profit hospitals and \$1,798 for for-profit hospitals per day. The CHAID algorithm produced an overall accuracy of 84.16% and an area under the receiver operating characteristic (ROC) curve value of 0.81. Conclusion: The early prediction of PAC discharge dispositions can condense the PAC deferment caused by the prior health insurance authorization process and simultaneously minimize the inpatient length of stay and related expenses incurred by the hospital.
Visualizing and assessing discrimination in the logistic regression model. - PubMed - NCBI
Logistic regression models are widely used in medicine for predicting patient outcome (prognosis) and constructing diagnostic tests (diagnosis). Multivariable logistic models yield an (approximately) continuous risk score, a transformation of which gives the estimated event probability for an individual. A key aspect of model performance is discrimination, that is, the model's ability to distinguish between patients who have (or will have) an event of interest and those who do not (or will not). Graphical aids are important in understanding a logistic model. The receiver-operating characteristic (ROC) curve is familiar, but not necessarily easy to interpret. We advocate a simple graphic that provides further insight into discrimination, namely a histogram or dot plot of the risk score in the outcome groups.
Methods to Tackle Common Problems with Machine Learning Models
Predictive Analytics models rely heavily on Regression, Classification and Clustering methods. When analysing the effectiveness of a predictive model, the closer the predictions are to the actual data, the better it is. This article hopes to be a one-stop reference to the major problems and their most popular/effective solutions, without diving into details for execution. Primarily, data selection and pruning happens during the Data Preparation phase, where you take care to get rid of bad data in the first place. Then again, there are issues with the data, and their relevance to the ML model's objectives during training, troubles with usage of algorithms, and errors in the data that occur throughout.
How does physics connect to machine learning? – Jaan Altosaar
Did Richard Feynman help seed a key machine learning technique in the 60s? I struggled to learn machine learning. I was used to variational tricks, MCMC samplers, and discreet Taylor expansions from years of physics training. Now the concepts were mixed up. The intuitive models of physical systems were replaced by abstract models of'data' and amechanical patterns of cause and effect. I had to fit these fields together. Physics and machine learning are intricately connected, but it is taking me years to make the overlaps precise. This process requires representing the new with the familiar, mapping jargon from one field to another. A simple model of magnets--the Ising model--will help illustrate the rich connection between these fields. We first analyze this model with physics intuition. Then we derive the variational principle in physics and show that it recovers the same solution. We then discover how that very same variational principle in physics opens a window into machine learning. We identify Boltzmann distributions as exponential families to make the mapping transparent, and show how approximate posterior inference is scaled to massive data thanks to the variational principle.
Generic adaptation strategies for automated machine learning
Bakirov, Rashid, Gabrys, Bogdan, Fay, Damien
Automation of machine learning model development is increasingly becoming an established research area. While automated model selection and automated data pre-processing have been studied in depth, there is, however, a gap concerning automated model adaptation strategies when multiple strategies are available. Manually developing an adaptation strategy, including estimation of relevant parameters can be time consuming and costly. In this paper we address this issue by proposing generic adaptation strategies based on approaches from earlier works. Experimental results after using the proposed strategies with three adaptive algorithms on 36 datasets confirm their viability. These strategies often achieve better or comparable performance with custom adaptation strategies and naive methods such as repeatedly using only one adaptive mechanism.