In recent years, the number of papers on Alzheimer's disease classification has increased dramatically, generating interesting methodological ideas on the use machine learning and feature extraction methods. However, practical impact is much more limited and, eventually, one could not tell which of these approaches are the most efficient. While over 90% of these works make use of ADNI an objective comparison between approaches is impossible due to variations in the subjects included, image pre-processing, performance metrics and cross-validation procedures. In this paper, we propose a framework for reproducible classification experiments using multimodal MRI and PET data from ADNI. The core components are: 1) code to automatically convert the full ADNI database into BIDS format; 2) a modular architecture based on Nipype in order to easily plugin different classification and feature extraction tools; 3) feature extraction pipelines for MRI and PET data; 4) baseline classification approaches for unimodal and multimodal features. This provides a flexible framework for benchmarking different feature extraction and classification tools in a reproducible manner. Data management tools for obtaining the lists of subjects in AD, MCI converter, MCI nonconverters, CN classes are also provided. We demonstrate its use on all (1519) baseline T1 MR images and all (1102) baseline FDG PET images from ADNI 1, GO and 2 with SPM-based feature extraction pipelines and three different classification techniques (linear SVM, anatomically regularized SVM and multiple kernel learning SVM).

Stochastic principal component analysis (SPCA) has become a popular dimensionality reduction strategy for large, high-dimensional datasets. We derive a simplified algorithm, called Lazy SPCA, which has reduced computational complexity and is better suited for large-scale distributed computation. We prove that SPCA and Lazy SPCA find the same approximations to the principal subspace, and that the pairwise distances between samples in the lower-dimensional space is invariant to whether SPCA is executed lazily or not. Empirical studies find downstream predictive performance to be identical for both methods, and superior to random projections, across a range of predictive models (linear regression, logistic lasso, and random forests). In our largest experiment with 4.6 million samples, Lazy SPCA reduced 43.7 hours of computation to 9.9 hours. Overall, Lazy SPCA relies exclusively on matrix multiplications, besides an operation on a small square matrix whose size depends only on the target dimensionality.

Feature engineering is a crucial step in the process of predictive modeling. It involves the transformation of given feature space, typically using mathematical functions, with the objective of reducing the modeling error for a given target. However, there is no well-defined basis for performing effective feature engineering. It involves domain knowledge, intuition, and most of all, a lengthy process of trial and error. The human attention involved in overseeing this process significantly influences the cost of model generation. We present a new framework to automate feature engineering. It is based on performance driven exploration of a transformation graph, which systematically and compactly enumerates the space of given options. A highly efficient exploration strategy is derived through reinforcement learning on past examples.

We propose an effective method to solve the event sequence clustering problems based on a novel Dirichlet mixture model of a special but significant type of point processes --- Hawkes process. In this model, each event sequence belonging to a cluster is generated via the same Hawkes process with specific parameters, and different clusters correspond to different Hawkes processes. The prior distribution of the Hawkes processes is controlled via a Dirichlet distribution. We learn the model via a maximum likelihood estimator (MLE) and propose an effective variational Bayesian inference algorithm. We specifically analyze the resulting EM-type algorithm in the context of inner-outer iterations and discuss several inner iteration allocation strategies. The identifiability of our model, the convergence of our learning method, and its sample complexity are analyzed in both theoretical and empirical ways, which demonstrate the superiority of our method to other competitors. The proposed method learns the number of clusters automatically and is robust to model misspecification. Experiments on both synthetic and real-world data show that our method can learn diverse triggering patterns hidden in asynchronous event sequences and achieve encouraging performance on clustering purity and consistency.

Gradient boosting is a powerful machine learning algorithm used to achieve state-of-the-art accuracy on a variety of tasks such as regression, classification and ranking. It has achieved notice in machine learning competitions in recent years by "winning practically every competition in the structured data category". If you don't use deep neural networks for your problem, there is a good chance you use gradient boosting. In this post I look at the popular gradient boosting algorithm XGBoost and show how to apply CUDA and parallel algorithms to greatly decrease training times in decision tree algorithms. I originally described this approach in my MSc thesis and it has since evolved to become a core part of the open source XGBoost library as well as a part of the H2O GPU Edition by H2O.ai.

An Introduction to Statistical Learning provides an accessible overview of the field of statistical learning, an essential toolset for making sense of the vast and complex data sets that have emerged in fields ranging from biology to finance to marketing to astrophysics in the past twenty years. This book presents some of the most important modeling and prediction techniques, along with relevant applications. Topics include linear regression, classification, resampling methods, shrinkage approaches, tree-based methods, support vector machines, clustering, and more. Color graphics and real-world examples are used to illustrate the methods presented. Since the goal of this textbook is to facilitate the use of these statistical learning techniques by practitioners in science, industry, and other fields, each chapter contains a tutorial on implementing the analyses and methods presented in R, an extremely popular open source statistical software platform.

This course is a lead-in to deep learning and neural networks - it covers a popular and fundamental technique used in machine learning, data science and statistics: logistic regression. We cover the theory from the ground up: derivation of the solution, and applications to real-world problems. We show you how one might code their own logistic regression module in Python. This course does not require any external materials. Everything needed (Python, and some Python libraries) can be obtained for free.

Description: Learn how to Visualize Data with MATLAB in 2D, 3D, 4D, 5D and create animated plots with tens of projects and examples!

Topological Data Analysis (TDA) is a recent and growing branch of statistics devoted to the study of the shape of the data. In this work we investigate the predictive power of TDA in the context of supervised learning. Since topological summaries, most noticeably the Persistence Diagram, are typically defined in complex spaces, we adopt a kernel approach to translate them into more familiar vector spaces. We define a topological exponential kernel, we characterize it, and we show that, despite not being positive semi-definite, it can be successfully used in regression and classification tasks.

We develop a new modeling framework for Inter-Subject Analysis (ISA). The goal of ISA is to explore the dependency structure between different subjects with the intra-subject dependency as nuisance. It has important applications in neuroscience to explore the functional connectivity between brain regions under natural stimuli. Our framework is based on the Gaussian graphical models, under which ISA can be converted to the problem of estimation and inference of the inter-subject precision matrix. The main statistical challenge is that we do not impose sparsity constraint on the whole precision matrix and we only assume the inter-subject part is sparse. For estimation, we propose to estimate an alternative parameter to get around the non-sparse issue and it can achieve asymptotic consistency even if the intra-subject dependency is dense. For inference, we propose an "untangle and chord" procedure to de-bias our estimator. It is valid without the sparsity assumption on the inverse Hessian of the log-likelihood function. This inferential method is general and can be applied to many other statistical problems, thus it is of independent theoretical interest. Numerical experiments on both simulated and brain imaging data validate our methods and theory.