Statistical Learning
Variational autoencoders for tissue heterogeneity exploration from (almost) no preprocessed mass spectrometry imaging data
Inglese, Paolo, Alexander, James L., Mroz, Anna, Takats, Zoltan, Glen, Robert
The paper presents the application of Variational Autoencoders (VAE) for data dimensionality reduction and explorative analysis of mass spectrometry imaging data (MSI). The results confirm that VAEs are capable of detecting the patterns associated with the different tissue sub-types with performance than standard approaches.
Models of retrieval in sentence comprehension: A computational evaluation using Bayesian hierarchical modeling
Nicenboim, Bruno, Vasishth, Shravan
Research on interference has provided evidence that the formation of dependencies between non-adjacent words relies on a cue-based retrieval mechanism. Two different models can account for one of the main predictions of interference, i.e., a slowdown at a retrieval site, when several items share a feature associated with a retrieval cue: Lewis and Vasishth's (2005) activation-based model and McElree's (2000) direct access model. Even though these two models have been used almost interchangeably, they are based on different assumptions and predict differences in the relationship between reading times and response accuracy. The activation-based model follows the assumptions of ACT-R, and its retrieval process behaves as a lognormal race between accumulators of evidence with a single variance. Under this model, accuracy of the retrieval is determined by the winner of the race and retrieval time by its rate of accumulation. In contrast, the direct access model assumes a model of memory where only the probability of retrieval varies between items; in this model, differences in latencies are a by-product of the possibility and repairing incorrect retrievals. We implemented both models in a Bayesian hierarchical framework in order to evaluate them and compare them. We show that some aspects of the data are better fit under the direct access model than under the activation-based model. We suggest that this finding does not rule out the possibility that retrieval may be behaving as a race model with assumptions that follow less closely the ones from the ACT-R framework. We show that by introducing a modification of the activation model, i.e, by assuming that the accumulation of evidence for retrieval of incorrect items is not only slower but noisier (i.e., different variances for the correct and incorrect items), the model can provide a fit as good as the one of the direct access model.
A Strongly Quasiconvex PAC-Bayesian Bound
Thiemann, Niklas, Igel, Christian, Wintenberger, Olivier, Seldin, Yevgeny
We propose a new PAC-Bayesian bound and a way of constructing a hypothesis space, so that the bound is convex in the posterior distribution and also convex in a trade-off parameter between empirical performance of the posterior distribution and its complexity. The complexity is measured by the Kullback-Leibler divergence to a prior. We derive an alternating procedure for minimizing the bound. We show that the bound can be rewritten as a one-dimensional function of the trade-off parameter and provide sufficient conditions under which the function has a single global minimum. When the conditions are satisfied the alternating minimization is guaranteed to converge to the global minimum of the bound. We provide experimental results demonstrating that rigorous minimization of the bound is competitive with cross-validation in tuning the trade-off between complexity and empirical performance. In all our experiments the trade-off turned to be quasiconvex even when the sufficient conditions were violated.
Variable projection without smoothness
Aravkin, Aleksandr, Drusvyatskiy, Dmitriy, van Leeuwen, Tristan
R is smooth, and h and r are convex (but possibly non-smooth). In particular, we target applications in signal-processing, high-dimensional statistics and machine learning. Here, x is viewed as a variable of primary interest, while θ represents a set of auxiliary (nuisance) parameters. In many applications, efficient algorithms have been developed to globally minimize the objective function in x for fixed θ. We provide a provably convergent algorithmic recipe to extend these algorithms to (1). We begin by reviewing the classic Variable Projection (VP) technique for nonlinear least squares problems. Early work on the topic [10] has found numerous applications in chemistry, mechanical systems, neural networks, and telecommunications (see the surveys of [11] and [15], and references therein.)
Machine Learning vs. Statistics: The Texas Death Match of Data Science
Throughout its history, Machine Learning (ML) has coexisted with Statistics uneasily, like an ex-boyfriend accidentally seated with the groom's family at a wedding reception: both uncertain where to lead the conversation, but painfully aware of the potential for awkwardness. This is caused in part by the fact that Machine Learning has adopted many of Statistics' methods, but was never intended to replace statistics, or even to have a statistical basis originally. Nevertheless, Statisticians and ML practitioners have often ended up working together, or working on similar tasks, and wondering what each was about. The question, "What's the difference between Machine Learning and Statistics?" has been asked now for decades. Machine Learning is largely a hybrid field, taking its inspiration and techniques from all manner of sources. It has changed directions throughout its history and often seemed like an enigma to those outside of it.1
Support Vector Machines Tutorial – Stats and Bots
If you have used machine learning to perform classification, you might have heard about Support Vector Machines (SVM). Introduced a little more than 50 years ago, they have evolved over time and have also been adapted to various other problems like regression, outlier analysis, and ranking. SVMs are a favorite tool in the arsenal of many machine learning practitioners. At [24]7, we too use them to solve a variety of problems. In this post, we will try to gain a high-level understanding of how SVMs work.
Dynamic Tensor Clustering
Dynamic tensor data are becoming prevalent in numerous applications. Existing tensor clustering methods either fail to account for the dynamic nature of the data, or are inapplicable to a general-order tensor. Also there is often a gap between statistical guarantee and computational efficiency for existing tensor clustering solutions. In this article, we aim to bridge this gap by proposing a new dynamic tensor clustering method, which takes into account both sparsity and fusion structures, and enjoys strong statistical guarantees as well as high computational efficiency. Our proposal is based upon a new structured tensor factorization that encourages both sparsity and smoothness in parameters along the specified tensor modes. Computationally, we develop a highly efficient optimization algorithm that benefits from substantial dimension reduction. In theory, we first establish a non-asymptotic error bound for the estimator from the structured tensor factorization. Built upon this error bound, we then derive the rate of convergence of the estimated cluster centers, and show that the estimated clusters recover the true cluster structures with a high probability. Moreover, our proposed method can be naturally extended to co-clustering of multiple modes of the tensor data. The efficacy of our approach is illustrated via simulations and a brain dynamic functional connectivity analysis from an Autism spectrum disorder study.
GALILEO: A Generalized Low-Entropy Mixture Model
Savkli, Cetin, Lin, Jeffrey, Graff, Philip, Kinsey, Matthew
We present a new method of generating mixture models for data with categorical attributes. The keys to this approach are an entropy-based density metric in categorical space and annealing of high-entropy/low-density components from an initial state with many components. Pruning of low-density components using the entropy-based density allows GALILEO to consistently find high-quality clusters and the same optimal number of clusters. GALILEO has shown promising results on a range of test datasets commonly used for categorical clustering benchmarks. We demonstrate that the scaling of GALILEO is linear in the number of records in the dataset, making this method suitable for very large categorical datasets.
Applications of Trajectory Data in Transportation: Literature Review and Maryland Case Study
Marković, Nikola, Sekuła, Przemysław, Laan, Zachary Vander, Andrienko, Gennady, Andrienko, Natalia
This paper considers applications of trajectory data in transportation, and makes two primary contributions. First, it provides a comprehensive literature review detailing ways in which trajectory data has been used for transportation systems analysis, distilling existing research into the following six areas: demand estimation, modeling human behavior, designing public transit, measuring and predicting traffic performance, quantifying environmental impact, and safety analysis. Additionally, it presents innovative applications of trajectory data for the state of Maryland, employing visualization and machine learning techniques to extract value from 20 million GPS traces. These visual analytics will be implemented in the Regional Integrated Transportation Information System (RITIS), which provides free data sharing and visual analytics tools to help transportation agencies attain situational awareness, evaluate performance, and share insights with the public.
Massively-Parallel Feature Selection for Big Data
Tsamardinos, Ioannis, Borboudakis, Giorgos, Katsogridakis, Pavlos, Pratikakis, Polyvios, Christophides, Vassilis
We present the Parallel, Forward-Backward with Pruning (PFBP) algorithm for feature selection (FS) in Big Data settings (high dimensionality and/or sample size). To tackle the challenges of Big Data FS PFBP partitions the data matrix both in terms of rows (samples, training examples) as well as columns (features). By employing the concepts of $p$-values of conditional independence tests and meta-analysis techniques PFBP manages to rely only on computations local to a partition while minimizing communication costs. Then, it employs powerful and safe (asymptotically sound) heuristics to make early, approximate decisions, such as Early Dropping of features from consideration in subsequent iterations, Early Stopping of consideration of features within the same iteration, or Early Return of the winner in each iteration. PFBP provides asymptotic guarantees of optimality for data distributions faithfully representable by a causal network (Bayesian network or maximal ancestral graph). Our empirical analysis confirms a super-linear speedup of the algorithm with increasing sample size, linear scalability with respect to the number of features and processing cores, while dominating other competitive algorithms in its class.