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 time-varying effect


Beyond Linearity and Time-Homogeneity: Relational Hyper Event Models with Time-Varying Non-Linear Effects

Boschi, Martina, Lerner, Jürgen, Wit, Ernst C.

arXiv.org Artificial Intelligence

Recent technological advances have made it easier to collect large and complex networks of time-stamped relational events connecting two or more entities. Relational hyper-event models (RHEMs) aim to explain the dynamics of these events by modeling the event rate as a function of statistics based on past history and external information. However, despite the complexity of the data, most current RHEM approaches still rely on a linearity assumption to model this relationship. In this work, we address this limitation by introducing a more flexible model that allows the effects of statistics to vary non-linearly and over time. While time-varying and non-linear effects have been used in relational event modeling, we take this further by modeling joint time-varying and non-linear effects using tensor product smooths. We validate our methodology on both synthetic and empirical data. In particular, we use RHEMs to study how patterns of scientific collaboration and impact evolve over time. Our approach provides deeper insights into the dynamic factors driving relational hyper-events, allowing us to evaluate potential non-monotonic patterns that cannot be identified using linear models.


Case-Base Neural Networks: survival analysis with time-varying, higher-order interactions

Islam, Jesse, Turgeon, Maxime, Sladek, Robert, Bhatnagar, Sahir

arXiv.org Machine Learning

In the context of survival analysis, data-driven neural network-based methods have been developed to model complex covariate effects. While these methods may provide better predictive performance than regression-based approaches, not all can model time-varying interactions and complex baseline hazards. To address this, we propose Case-Base Neural Networks (CBNNs) as a new approach that combines the case-base sampling framework with flexible neural network architectures. Using a novel sampling scheme and data augmentation to naturally account for censoring, we construct a feed-forward neural network that includes time as an input. CBNNs predict the probability of an event occurring at a given moment to estimate the full hazard function. We compare the performance of CBNNs to regression and neural network-based survival methods in a simulation and three case studies using two time-dependent metrics. First, we examine performance on a simulation involving a complex baseline hazard and time-varying interactions to assess all methods, with CBNN outperforming competitors. Then, we apply all methods to three real data applications, with CBNNs outperforming the competing models in two studies and showing similar performance in the third. Our results highlight the benefit of combining case-base sampling with deep learning to provide a simple and flexible framework for data-driven modeling of single event survival outcomes that estimates time-varying effects and a complex baseline hazard by design. An R package is available at https://github.com/Jesse-Islam/cbnn.


SALC: Skeleton-Assisted Learning-Based Clustering for Time-Varying Indoor Localization

Hsiao, An-Hung, Shen, Li-Hsiang, Chang, Chen-Yi, Chiu, Chun-Jie, Feng, Kai-Ten

arXiv.org Artificial Intelligence

Wireless indoor localization has attracted significant amount of attention in recent years. Using received signal strength (RSS) obtained from WiFi access points (APs) for establishing fingerprinting database is a widely utilized method in indoor localization. However, the time-variant problem for indoor positioning systems is not well-investigated in existing literature. Compared to conventional static fingerprinting, the dynamicallyreconstructed database can adapt to a highly-changing environment, which achieves sustainability of localization accuracy. To deal with the time-varying issue, we propose a skeleton-assisted learning-based clustering localization (SALC) system, including RSS-oriented map-assisted clustering (ROMAC), cluster-based online database establishment (CODE), and cluster-scaled location estimation (CsLE). The SALC scheme jointly considers similarities from the skeleton-based shortest path (SSP) and the time-varying RSS measurements across the reference points (RPs). ROMAC clusters RPs into different feature sets and therefore selects suitable monitor points (MPs) for enhancing location estimation. Moreover, the CODE algorithm aims for establishing adaptive fingerprint database to alleviate the timevarying problem. Finally, CsLE is adopted to acquire the target position by leveraging the benefits of clustering information and estimated signal variations in order to rescale the weights fromweighted k-nearest neighbors (WkNN) method. Both simulation and experimental results demonstrate that the proposed SALC system can effectively reconstruct the fingerprint database with an enhanced location estimation accuracy, which outperforms the other existing schemes in the open literature.


BTS: Bifold Teacher-Student in Semi-Supervised Learning for Indoor Two-Room Presence Detection Under Time-Varying CSI

Shen, Li-Hsiang, Chen, Kai-Jui, Hsiao, An-Hung, Feng, Kai-Ten

arXiv.org Artificial Intelligence

In recent years, indoor human presence detection based on supervised learning (SL) and channel state information (CSI) has attracted much attention. However, existing studies that rely on spatial information of CSI are susceptible to environmental changes which degrade prediction accuracy. Moreover, SL-based methods require time-consuming data labeling for retraining models. Therefore, it is imperative to design a continuously monitored model using a semi-supervised learning (SSL) based scheme. In this paper, we conceive a bifold teacher-student (BTS) learning approach for indoor human presence detection in an adjoining two-room scenario. The proposed SSL-based primal-dual teacher-student network intelligently learns spatial and temporal features from labeled and unlabeled CSI datasets. Additionally, the enhanced penalized loss function leverages entropy and distance measures to distinguish drifted data, i.e., features of new datasets affected by time-varying effects and altered from the original distribution. Experimental results demonstrate that the proposed BTS system sustains asymptotic accuracy after retraining the model with unlabeled data. Furthermore, BTS outperforms existing SSL-based models in terms of the highest detection accuracy while achieving the asymptotic performance of SL-based methods.


Bayesian inference on Brain-Computer Interface using the GLASS Model

Zhao, Bangyao, Huggins, Jane E., Kang, Jian

arXiv.org Machine Learning

The brain-computer interface (BCI) enables individuals with severe physical impairments to communicate with the world. BCIs offer computational neuroscience opportunities and challenges in converting real-time brain activities to computer commands and are typically framed as a classification problem. This article focuses on the P300 BCI that uses the event-related potential (ERP) BCI design, where the primary challenge is classifying target/non-target stimuli. We develop a novel Gaussian latent group model with sparse time-varying effects (GLASS) for making Bayesian inferences on the P300 BCI. GLASS adopts a multinomial regression framework that directly addresses the dataset imbalance in BCI applications. The prior specifications facilitate i) feature selection and noise reduction using soft-thresholding, ii) smoothing of the time-varying effects using global shrinkage, and iii) clustering of latent groups to alleviate high spatial correlations of EEG data. We develop an efficient gradient-based variational inference (GBVI) algorithm for posterior computation and provide a user-friendly Python module available at https://github.com/BangyaoZhao/GLASS. The application of GLASS identifies important EEG channels (PO8, Oz, PO7, Pz, C3) that align with existing literature. GLASS further reveals a group effect from channels in the parieto-occipital region (PO8, Oz, PO7), which is validated in cross-participant analysis.


Odds-Ratio Thompson Sampling to Control for Time-Varying Effect

Kim, Sulgi, Kim, Kyungmin

arXiv.org Machine Learning

Multi-armed bandit methods have been used for dynamic experiments particularly in online services. Among the methods, thompson sampling is widely used because it is simple but shows desirable performance. Many thompson sampling methods for binary rewards use logistic model that is written in a specific parameterization. In this study, we reparameterize logistic model with odds ratio parameters. This shows that thompson sampling can be used with subset of parameters. Based on this finding, we propose a novel method, "Odds-ratio thompson sampling", which is expected to work robust to time-varying effect. Use of the proposed method in continuous experiment is described with discussing a desirable property of the method. In simulation studies, the novel method works robust to temporal background effect, while the loss of performance was only marginal in case with no such effect. Finally, using dataset from real service, we showed that the novel method would gain greater rewards in practical environment.