parafac2
tPARAFAC2: Tracking evolving patterns in (incomplete) temporal data
Chatzis, Christos, Schenker, Carla, Pfeffer, Max, Acar, Evrim
Tensor factorizations have been widely used for the task of uncovering patterns in various domains. Often, the input is time-evolving, shifting the goal to tracking the evolution of underlying patterns instead. To adapt to this more complex setting, existing methods incorporate temporal regularization but they either have overly constrained structural requirements or lack uniqueness which is crucial for interpretation. In this paper, in order to capture the underlying evolving patterns, we introduce t(emporal)PARAFAC2 which utilizes temporal smoothness regularization on the evolving factors. We propose an algorithmic framework that employs Alternating Optimization (AO) and the Alternating Direction Method of Multipliers (ADMM) to fit the model. Furthermore, we extend the algorithmic framework to the case of partially observed data. Our numerical experiments on both simulated and real datasets demonstrate the effectiveness of the temporal smoothness regularization, in particular, in the case of data with missing entries. We also provide an extensive comparison of different approaches for handling missing data within the proposed framework.
PARAFAC2-based Coupled Matrix and Tensor Factorizations with Constraints
Schenker, Carla, Wang, Xiulin, Horner, David, Rasmussen, Morten A., Acar, Evrim
Data fusion models based on Coupled Matrix and Tensor Factorizations (CMTF) have been effective tools for joint analysis of data from multiple sources. While the vast majority of CMTF models are based on the strictly multilinear CANDECOMP/PARAFAC (CP) tensor model, recently also the more flexible PARAFAC2 model has been integrated into CMTF models. PARAFAC2 tensor models can handle irregular/ragged tensors and have shown to be especially useful for modelling dynamic data with unaligned or irregular time profiles. However, existing PARAFAC2-based CMTF models have limitations in terms of possible regularizations on the factors and/or types of coupling between datasets. To address these limitations, in this paper we introduce a flexible algorithmic framework that fits PARAFAC2-based CMTF models using Alternating Optimization (AO) and the Alternating Direction Method of Multipliers (ADMM). The proposed framework allows to impose various constraints on all modes and linear couplings to other matrix-, CP- or PARAFAC2-models. Experiments on various simulated and a real dataset demonstrate the utility and versatility of the proposed framework as well as its benefits in terms of accuracy and efficiency in comparison with state-of-the-art methods.
TEN-GUARD: Tensor Decomposition for Backdoor Attack Detection in Deep Neural Networks
Hossain, Khondoker Murad, Oates, Tim
As deep neural networks and the datasets used to train them get larger, the default approach to integrating them into research and commercial projects is to download a pre-trained model and fine tune it. But these models can have uncertain provenance, opening up the possibility that they embed hidden malicious behavior such as trojans or backdoors, where small changes to an input (triggers) can cause the model to produce incorrect outputs (e.g., to misclassify). This paper introduces a novel approach to backdoor detection that uses two tensor decomposition methods applied to network activations. This has a number of advantages relative to existing detection methods, including the ability to analyze multiple models at the same time, working across a wide variety of network architectures, making no assumptions about the nature of triggers used to alter network behavior, and being computationally efficient. We provide a detailed description of the detection pipeline along with results on models trained on the MNIST digit dataset, CIFAR-10 dataset, and two difficult datasets from NIST's TrojAI competition. These results show that our method detects backdoored networks more accurately and efficiently than current state-of-the-art methods.
SWoTTeD: An Extension of Tensor Decomposition to Temporal Phenotyping
Sebia, Hana, Guyet, Thomas, Audureau, Etienne
Tensor decomposition has recently been gaining attention in the machine learning community for the analysis of individual traces, such as Electronic Health Records (EHR). However, this task becomes significantly more difficult when the data follows complex temporal patterns. This paper introduces the notion of a temporal phenotype as an arrangement of features over time and it proposes SWoTTeD (Sliding Window for Temporal Tensor Decomposition), a novel method to discover hidden temporal patterns. SWoTTeD integrates several constraints and regularizations to enhance the interpretability of the extracted phenotypes. We validate our proposal using both synthetic and real-world datasets, and we present an original usecase using data from the Greater Paris University Hospital. The results show that SWoTTeD achieves at least as accurate reconstruction as recent state-of-the-art tensor decomposition models, and extracts temporal phenotypes that are meaningful for clinicians.
PARAFAC2-based Coupled Matrix and Tensor Factorizations
Schenker, Carla, Wang, Xiulin, Acar, Evrim
Coupled matrix and tensor factorizations (CMTF) have emerged as an effective data fusion tool to jointly analyze data sets in the form of matrices and higher-order tensors. The PARAFAC2 model has shown to be a promising alternative to the CANDECOMP/PARAFAC (CP) tensor model due to its flexibility and capability to handle irregular/ragged tensors. While fusion models based on a PARAFAC2 model coupled with matrix/tensor decompositions have been recently studied, they are limited in terms of possible regularizations and/or types of coupling between data sets. In this paper, we propose an algorithmic framework for fitting PARAFAC2-based CMTF models with the possibility of imposing various constraints on all modes and linear couplings, using Alternating Optimization (AO) and the Alternating Direction Method of Multipliers (ADMM). Through numerical experiments, we demonstrate that the proposed algorithmic approach accurately recovers the underlying patterns using various constraints and linear couplings.
Unsupervised EHR-based Phenotyping via Matrix and Tensor Decompositions
Becker, Florian, Smilde, Age K., Acar, Evrim
Computational phenotyping allows for unsupervised discovery of subgroups of patients as well as corresponding co-occurring medical conditions from electronic health records (EHR). Typically, EHR data contains demographic information, diagnoses and laboratory results. Discovering (novel) phenotypes has the potential to be of prognostic and therapeutic value. Providing medical practitioners with transparent and interpretable results is an important requirement and an essential part for advancing precision medicine. Low-rank data approximation methods such as matrix (e.g., non-negative matrix factorization) and tensor decompositions (e.g., CANDECOMP/PARAFAC) have demonstrated that they can provide such transparent and interpretable insights. Recent developments have adapted low-rank data approximation methods by incorporating different constraints and regularizations that facilitate interpretability further. In addition, they offer solutions for common challenges within EHR data such as high dimensionality, data sparsity and incompleteness. Especially extracting temporal phenotypes from longitudinal EHR has received much attention in recent years. In this paper, we provide a comprehensive review of low-rank approximation-based approaches for computational phenotyping. The existing literature is categorized into temporal vs. static phenotyping approaches based on matrix vs. tensor decompositions. Furthermore, we outline different approaches for the validation of phenotypes, i.e., the assessment of clinical significance.
Untargeted Region of Interest Selection for GC-MS Data using a Pseudo F-Ratio Moving Window ($\psi$FRMV)
Giebelhaus, Ryland T., Armstrong, Michael D. Sorochan, de la Mata, A. Paulina, Harynuk, James J.
There are many challenges associated with analysing gas chromatography - mass spectrometry (GC-MS) data. Many of these challenges stem from the fact that electron ionisation can make it difficult to recover molecular information due to the high degree of fragmentation with concomitant loss of molecular ion signal. With GC-MS data there are often many common fragment ions shared among closely-eluting peaks, necessitating sophisticated methods for analysis. Some of these methods are fully automated, but make some assumptions about the data which can introduce artifacts during the analysis. Chemometric methods such as Multivariate Curve Resolution, or Parallel Factor Analysis are particularly attractive, since they are flexible and make relatively few assumptions about the data - ideally resulting in fewer artifacts. These methods do require expert user intervention to determine the most relevant regions of interest and an appropriate number of components, $k$, for each region. Automated region of interest selection is needed to permit automated batch processing of chromatographic data with advanced signal deconvolution. Here, we propose a new method for automated, untargeted region of interest selection that accounts for the multivariate information present in GC-MS data to select regions of interest based on the ratio of the squared first, and second singular values from the Singular Value Decomposition of a window that moves across the chromatogram. Assuming that the first singular value accounts largely for signal, and that the second singular value accounts largely for noise, it is possible to interpret the relationship between these two values as a probabilistic distribution of Fisher Ratios. The sensitivity of the algorithm was tested by investigating the concentration at which the algorithm can no longer pick out chromatographic regions known to contain signal.
An AO-ADMM approach to constraining PARAFAC2 on all modes
Roald, Marie, Schenker, Carla, Bro, Rasmus, Cohen, Jeremy E., Acar, Evrim
Analyzing multi-way measurements with variations across one mode of the dataset is a challenge in various fields including data mining, neuroscience and chemometrics. For example, measurements may evolve over time or have unaligned time profiles. The PARAFAC2 model has been successfully used to analyze such data by allowing the underlying factor matrices in one mode (i.e., the evolving mode) to change across slices. The traditional approach to fit a PARAFAC2 model is to use an alternating least squares-based algorithm, which handles the constant cross-product constraint of the PARAFAC2 model by implicitly estimating the evolving factor matrices. This approach makes imposing regularization on these factor matrices challenging. There is currently no algorithm to flexibly impose such regularization with general penalty functions and hard constraints. In order to address this challenge and to avoid the implicit estimation, in this paper, we propose an algorithm for fitting PARAFAC2 based on alternating optimization with the alternating direction method of multipliers (AO-ADMM). With numerical experiments on simulated data, we show that the proposed PARAFAC2 AO-ADMM approach allows for flexible constraints, recovers the underlying patterns accurately, and is computationally efficient compared to the state-of-the-art. We also apply our model to a real-world chromatography dataset, and show that constraining the evolving mode improves the interpretability of the extracted patterns.
PARAFAC2 AO-ADMM: Constraints in all modes
Roald, Marie, Schenker, Carla, Cohen, Jeremy E., Acar, Evrim
The PARAFAC2 model provides a flexible alternative to the popular CANDECOMP/PARAFAC (CP) model for tensor decompositions. Unlike CP, PARAFAC2 allows factor matrices in one mode (i.e., evolving mode) to change across tensor slices, which has proven useful for applications in different domains such as chemometrics, and neuroscience. However, the evolving mode of the PARAFAC2 model is traditionally modelled implicitly, which makes it challenging to regularise it. Currently, the only way to apply regularisation on that mode is with a flexible coupling approach, which finds the solution through regularised least-squares subproblems. In this work, we instead propose an alternating direction method of multipliers (ADMM)-based algorithm for fitting PARAFAC2 and widen the possible regularisation penalties to any proximable function. Our numerical experiments demonstrate that the proposed ADMM-based approach for PARAFAC2 can accurately recover the underlying components from simulated data while being both computationally efficient and flexible in terms of imposing constraints.
COPA: Constrained PARAFAC2 for Sparse & Large Datasets
Afshar, Ardavan, Perros, Ioakeim, Papalexakis, Evangelos E., Searles, Elizabeth, Ho, Joyce, Sun, Jimeng
PARAFAC2 has demonstrated success in modeling irregular tensors, where the tensor dimensions vary across one of the modes. An example scenario is jointly modeling treatments across a set of patients with varying number of medical encounters, where the alignment of events in time bears no clinical meaning, and it may also be impossible to align them due to their varying length. Despite recent improvements on scaling up unconstrained PARAFAC2, its model factors are usually dense and sensitive to noise which limits their interpretability. As a result, the following open challenges remain: a) various modeling constraints, such as temporal smoothness, sparsity and non-negativity, are needed to be imposed for interpretable temporal modeling and b) a scalable approach is required to support those constraints efficiently for large datasets. To tackle these challenges, we propose a COnstrained PARAFAC2 (COPA) method, which carefully incorporates optimization constraints such as temporal smoothness, sparsity, and non-negativity in the resulting factors. To efficiently support all those constraints, COPA adopts a hybrid optimization framework using alternating optimization and alternating direction method of multiplier (AO-ADMM). As evaluated on large electronic health record (EHR) datasets with hundreds of thousands of patients, COPA achieves significant speedups (up to 36x faster) over prior PARAFAC2 approaches that only attempt to handle a subset of the constraints that COPA enables. Overall, our method outperforms all the baselines attempting to handle a subset of the constraints in terms of speed, while achieving the same level of accuracy.