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22,902
Fair Kernel Learning
stat.ML
New social and economic activities massively exploit big data and machine learning algorithms to do inference on people's lives. Applications include automatic curricula evaluation, wage determination, and risk assessment for credits and loans. Recently, many governments and institutions have raised concerns about the ...
computer science
22,903
Time Series Prediction : Predicting Stock Price
stat.ML
Time series forecasting is widely used in a multitude of domains. In this paper, we present four models to predict the stock price using the SPX index as input time series data. The martingale and ordinary linear models require the strongest assumption in stationarity which we use as baseline models. The generalized li...
computer science
22,904
Sparse Linear Isotonic Models
stat.ML
In machine learning and data mining, linear models have been widely used to model the response as parametric linear functions of the predictors. To relax such stringent assumptions made by parametric linear models, additive models consider the response to be a summation of unknown transformations applied on the predict...
computer science
22,905
Good Arm Identification via Bandit Feedback
stat.ML
We consider a novel stochastic multi-armed bandit problem called {\em good arm identification} (GAI), where a good arm is defined as an arm with expected reward greater than or equal to a given threshold. GAI is a pure-exploration problem that a single agent repeats a process of outputting an arm as soon as it is ident...
computer science
22,906
Variational Inference based on Robust Divergences
stat.ML
Robustness to outliers is a central issue in real-world machine learning applications. While replacing a model to a heavy-tailed one (e.g., from Gaussian to Student-t) is a standard approach for robustification, it can only be applied to simple models. In this paper, based on Zellner's optimization and variational form...
computer science
22,907
Weighted Tensor Decomposition for Learning Latent Variables with Partial Data
stat.ML
Tensor decomposition methods are popular tools for learning latent variables given only lower-order moments of the data. However, the standard assumption is that we have sufficient data to estimate these moments to high accuracy. In this work, we consider the case in which certain dimensions of the data are not always ...
computer science
22,908
Minimax Estimation of Bandable Precision Matrices
stat.ML
The inverse covariance matrix provides considerable insight for understanding statistical models in the multivariate setting. In particular, when the distribution over variables is assumed to be multivariate normal, the sparsity pattern in the inverse covariance matrix, commonly referred to as the precision matrix, cor...
computer science
22,909
Elliptical modeling and pattern analysis for perturbation models and classfication
stat.ML
The characteristics (or numerical patterns) of a feature vector in the transform domain of a perturbation model differ significantly from those of its corresponding feature vector in the input domain. These differences - caused by the perturbation techniques used for the transformation of feature patterns - degrade the...
computer science
22,910
An Approach to One-Bit Compressed Sensing Based on Probably Approximately Correct Learning Theory
stat.ML
In this paper, the problem of one-bit compressed sensing (OBCS) is formulated as a problem in probably approximately correct (PAC) learning. It is shown that the Vapnik-Chervonenkis (VC-) dimension of the set of half-spaces in $\mathbb{R}^n$ generated by $k$-sparse vectors is bounded below by $k \lg (n/k)$ and above by...
computer science
22,911
Fast MCMC sampling algorithms on polytopes
stat.ML
We propose and analyze two new MCMC sampling algorithms, the Vaidya walk and the John walk, for generating samples from the uniform distribution over a polytope. Both random walks are sampling algorithms derived from interior point methods. The former is based on volumetric-logarithmic barrier introduced by Vaidya wher...
computer science
22,912
Estimating the Operating Characteristics of Ensemble Methods
stat.ML
In this paper we present a technique for using the bootstrap to estimate the operating characteristics and their variability for certain types of ensemble methods. Bootstrapping a model can require a huge amount of work if the training data set is large. Fortunately in many cases the technique lets us determine the eff...
computer science
22,913
General Bayesian Inference over the Stiefel Manifold via the Givens Transform
stat.ML
We introduce the Givens Transform, a novel transform between the space of orthonormal matrices and $\mathbb{R}^D$. The Givens Transform allows for the application of any general Bayesian inference algorithm to probabilistic models containing constrained unit-vectors or orthonormal matrix parameters. This includes a var...
computer science
22,914
Reparameterizing the Birkhoff Polytope for Variational Permutation Inference
stat.ML
Many matching, tracking, sorting, and ranking problems require probabilistic reasoning about possible permutations, a set that grows factorially with dimension. Combinatorial optimization algorithms may enable efficient point estimation, but fully Bayesian inference poses a severe challenge in this high-dimensional, di...
computer science
22,915
From Distance Correlation to Multiscale Generalized Correlation
stat.ML
Understanding and developing a correlation measure that can detect general dependencies is not only imperative to statistics and machine learning, but also crucial to general scientific discovery in the big data age. We proposed the Multiscale Generalized Correlation (MGC) in Shen et al. 2017 as a novel correlation mea...
computer science
22,916
On denoising modulo 1 samples of a function
stat.ML
Consider an unknown smooth function $f: [0,1] \rightarrow \mathbb{R}$, and say we are given $n$ noisy mod 1 samples of $f$, i.e., $y_i = (f(x_i) + \eta_i)\mod 1$ for $x_i \in [0,1]$, where $\eta_i$ denotes noise. Given the samples $(x_i,y_i)_{i=1}^{n}$, our goal is to recover smooth, robust estimates of the clean sampl...
computer science
22,917
Probability Series Expansion Classifier that is Interpretable by Design
stat.ML
This work presents a new classifier that is specifically designed to be fully interpretable. This technique determines the probability of a class outcome, based directly on probability assignments measured from the training data. The accuracy of the predicted probability can be improved by measuring more probability es...
computer science
22,918
Globally Optimal Symbolic Regression
stat.ML
In this study we introduce a new technique for symbolic regression that guarantees global optimality. This is achieved by formulating a mixed integer non-linear program (MINLP) whose solution is a symbolic mathematical expression of minimum complexity that explains the observations. We demonstrate our approach by redis...
computer science
22,919
Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models
stat.ML
We consider classifiers for high-dimensional data under the strongly spiked eigenvalue (SSE) model. We first show that high-dimensional data often have the SSE model. We consider a distance-based classifier using eigenstructures for the SSE model. We apply the noise reduction methodology to estimation of the eigenvalue...
computer science
22,920
Optimal Kernel-Based Dynamic Mode Decomposition
stat.ML
The state-of-the-art algorithm known as kernel-based dynamic mode decomposition (K-DMD) provides a sub-optimal solution to the problem of reduced modeling of a dynamical system based on a finite approximation of the Koopman operator. It relies on crude approximations and on restrictive assumptions. The purpose of this ...
computer science
22,921
Implicit Manifold Learning on Generative Adversarial Networks
stat.ML
This paper raises an implicit manifold learning perspective in Generative Adversarial Networks (GANs), by studying how the support of the learned distribution, modelled as a submanifold $\mathcal{M}_{\theta}$, perfectly match with $\mathcal{M}_{r}$, the support of the real data distribution. We show that optimizing Jen...
computer science
22,922
Latent Space Oddity: on the Curvature of Deep Generative Models
stat.ML
Deep generative models provide a systematic way to learn nonlinear data distributions, through a set of latent variables and a nonlinear "generator" function that maps latent points into the input space. The nonlinearity of the generator imply that the latent space gives a distorted view of the input space. Under mild ...
computer science
22,923
Synth-Validation: Selecting the Best Causal Inference Method for a Given Dataset
stat.ML
Many decisions in healthcare, business, and other policy domains are made without the support of rigorous evidence due to the cost and complexity of performing randomized experiments. Using observational data to answer causal questions is risky: subjects who receive different treatments also differ in other ways that a...
computer science
22,924
A Large Dimensional Study of Regularized Discriminant Analysis Classifiers
stat.ML
This article carries out a large dimensional analysis of standard regularized discriminant analysis classifiers designed on the assumption that data arise from a Gaussian mixture model with different means and covariances. The analysis relies on fundamental results from random matrix theory (RMT) when both the number o...
computer science
22,925
Fast Information-theoretic Bayesian Optimisation
stat.ML
Information-theoretic Bayesian optimisation techniques have demonstrated state-of-the-art performance in tackling important global optimisation problems. However, current information-theoretic approaches require many approximations in implementation, introduce often-prohibitive computational overhead and limit the choi...
computer science
22,926
Deep Recurrent Gaussian Process with Variational Sparse Spectrum Approximation
stat.ML
Modeling sequential data has become more and more important in practice. Some applications are autonomous driving, virtual sensors and weather forecasting. To model such systems so called recurrent models are used. In this article we introduce two new Deep Recurrent Gaussian Process (DRGP) models based on the Sparse Sp...
computer science
22,927
Correcting Nuisance Variation using Wasserstein Distance
stat.ML
Profiling cellular phenotypes from microscopic imaging can provide meaningful biological information resulting from various factors affecting the cells. One motivating application is drug development: morphological cell features can be captured from images, from which similarities between different drugs applied at dif...
computer science
22,928
Independently Interpretable Lasso: A New Regularizer for Sparse Regression with Uncorrelated Variables
stat.ML
Sparse regularization such as $\ell_1$ regularization is a quite powerful and widely used strategy for high dimensional learning problems. The effectiveness of sparse regularization has been supported practically and theoretically by several studies. However, one of the biggest issues in sparse regularization is that i...
computer science
22,929
Extracting low-dimensional dynamics from multiple large-scale neural population recordings by learning to predict correlations
stat.ML
A powerful approach for understanding neural population dynamics is to extract low-dimensional trajectories from population recordings using dimensionality reduction methods. Current approaches for dimensionality reduction on neural data are limited to single population recordings, and can not identify dynamics embedde...
computer science
22,930
Flexible statistical inference for mechanistic models of neural dynamics
stat.ML
Mechanistic models of single-neuron dynamics have been extensively studied in computational neuroscience. However, identifying which models can quantitatively reproduce empirically measured data has been challenging. We propose to overcome this limitation by using likelihood-free inference approaches (also known as App...
computer science
22,931
Unsupervised Transformation Learning via Convex Relaxations
stat.ML
Our goal is to extract meaningful transformations from raw images, such as varying the thickness of lines in handwriting or the lighting in a portrait. We propose an unsupervised approach to learn such transformations by attempting to reconstruct an image from a linear combination of transformations of its nearest neig...
computer science
22,932
Large-Scale Optimal Transport and Mapping Estimation
stat.ML
This paper presents a novel two-step approach for the fundamental problem of learning an optimal map from one distribution to another. First, we learn an optimal transport (OT) plan, which can be thought as a one-to-many map between the two distributions. To that end, we propose a stochastic dual approach of regularize...
computer science
22,933
Bayesian model and dimension reduction for uncertainty propagation: applications in random media
stat.ML
Well-established methods for the solution of stochastic partial differential equations (SPDEs) typically struggle in problems with high-dimensional inputs/outputs. Such difficulties are only amplified in large-scale applications where even a few tens of full-order model runs are impractical. While dimensionality reduct...
computer science
22,934
Universal consistency and minimax rates for online Mondrian Forests
stat.ML
We establish the consistency of an algorithm of Mondrian Forests, a randomized classification algorithm that can be implemented online. First, we amend the original Mondrian Forest algorithm, that considers a fixed lifetime parameter. Indeed, the fact that this parameter is fixed hinders the statistical consistency of ...
computer science
22,935
Variational Gaussian Dropout is not Bayesian
stat.ML
Gaussian multiplicative noise is commonly used as a stochastic regularisation technique in training of deterministic neural networks. A recent paper reinterpreted the technique as a specific algorithm for approximate inference in Bayesian neural networks; several extensions ensued. We show that the log-uniform prior us...
computer science
22,936
Can clustering scale sublinearly with its clusters? A variational EM acceleration of GMMs and $k$-means
stat.ML
One iteration of $k$-means or EM for Gaussian mixture models (GMMs) scales linearly with the number of data points $N$, the number of clusters $C$, and the data dimensionality $D$. In this study, we explore whether one iteration of $k$-means or EM for GMMs can scale sublinearly with $C$ at run-time, while the increase ...
computer science
22,937
GPflowOpt: A Bayesian Optimization Library using TensorFlow
stat.ML
A novel Python framework for Bayesian optimization known as GPflowOpt is introduced. The package is based on the popular GPflow library for Gaussian processes, leveraging the benefits of TensorFlow including automatic differentiation, parallelization and GPU computations for Bayesian optimization. Design goals focus on...
computer science
22,938
Analyzing and Improving Stein Variational Gradient Descent for High-dimensional Marginal Inference
stat.ML
Stein variational gradient descent (SVGD) is a nonparametric inference method, which iteratively transports a set of randomly initialized particles to approximate a differentiable target distribution, along the direction that maximally decreases the KL divergence within a vector-valued reproducing kernel Hilbert space ...
computer science
22,939
Model Criticism in Latent Space
stat.ML
Model criticism is usually carried out by assessing if replicated data generated under the fitted model looks similar to the observed data, see e.g. Gelman, Carlin, Stern, and Rubin (2004, p. 165). This paper presents a method for latent variable models by pulling back the data into the space of latent variables, and c...
computer science
22,940
Fast and reliable inference algorithm for hierarchical stochastic block models
stat.ML
Network clustering reveals the organization of a network or corresponding complex system with elements represented as vertices and interactions as edges in a (directed, weighted) graph. Although the notion of clustering can be somewhat loose, network clusters or groups are generally considered as nodes with enriched in...
computer science
22,941
Kernel Conditional Exponential Family
stat.ML
A nonparametric family of conditional distributions is introduced, which generalizes conditional exponential families using functional parameters in a suitable RKHS. An algorithm is provided for learning the generalized natural parameter, and consistency of the estimator is established in the well specified case. In ex...
computer science
22,942
On consistent vertex nomination schemes
stat.ML
Given a vertex of interest in a network $G_1$, the vertex nomination problem seeks to find the corresponding vertex of interest (if it exists) in a second network $G_2$. Although the vertex nomination problem and related tasks have attracted much attention in the machine learning literature, with applications to social...
computer science
22,943
Spatial Mapping with Gaussian Processes and Nonstationary Fourier Features
stat.ML
The use of covariance kernels is ubiquitous in the field of spatial statistics. Kernels allow data to be mapped into high-dimensional feature spaces and can thus extend simple linear additive methods to nonlinear methods with higher order interactions. However, until recently, there has been a strong reliance on a limi...
computer science
22,944
HodgeRank with Information Maximization for Crowdsourced Pairwise Ranking Aggregation
stat.ML
Recently, crowdsourcing has emerged as an effective paradigm for human-powered large scale problem solving in various domains. However, task requester usually has a limited amount of budget, thus it is desirable to have a policy to wisely allocate the budget to achieve better quality. In this paper, we study the princi...
computer science
22,945
Improved Bayesian Compression
stat.ML
Compression of Neural Networks (NN) has become a highly studied topic in recent years. The main reason for this is the demand for industrial scale usage of NNs such as deploying them on mobile devices, storing them efficiently, transmitting them via band-limited channels and most importantly doing inference at scale. I...
computer science
22,946
A Double Parametric Bootstrap Test for Topic Models
stat.ML
Non-negative matrix factorization (NMF) is a technique for finding latent representations of data. The method has been applied to corpora to construct topic models. However, NMF has likelihood assumptions which are often violated by real document corpora. We present a double parametric bootstrap test for evaluating the...
computer science
22,947
Subgroup Identification and Interpretation with Bayesian Nonparametric Models in Health Care Claims Data
stat.ML
Inpatient care is a large share of total health care spending, making analysis of inpatient utilization patterns an important part of understanding what drives health care spending growth. Common features of inpatient utilization measures include zero inflation, over-dispersion, and skewness, all of which complicate st...
computer science
22,948
Review on Parameter Estimation in HMRF
stat.ML
This is a technical report which explores the estimation methodologies on hyper-parameters in Markov Random Field and Gaussian Hidden Markov Random Field. In first section, we briefly investigate a theoretical framework on Metropolis-Hastings algorithm. Next, by using MH algorithm, we simulate the data from Ising model...
computer science
22,949
On the EM-Tau algorithm: a new EM-style algorithm with partial E-steps
stat.ML
The EM algorithm is one of many important tools in the field of statistics. While often used for imputing missing data, its widespread applications include other common statistical tasks, such as clustering. In clustering, the EM algorithm assumes a parametric distribution for the clusters, whose parameters are estimat...
computer science
22,950
Domain Generalization by Marginal Transfer Learning
stat.ML
Domain generalization is the problem of assigning class labels to an unlabeled test data set, given several labeled training data sets drawn from similar distributions. This problem arises in several applications where data distributions fluctuate because of biological, technical, or other sources of variation. We deve...
computer science
22,951
The Doctor Just Won't Accept That!
stat.ML
Calls to arms to build interpretable models express a well-founded discomfort with machine learning. Should a software agent that does not even know what a loan is decide who qualifies for one? Indeed, we ought to be cautious about injecting machine learning (or anything else, for that matter) into applications where t...
computer science
22,952
"I know it when I see it". Visualization and Intuitive Interpretability
stat.ML
Most research on the interpretability of machine learning systems focuses on the development of a more rigorous notion of interpretability. I suggest that a better understanding of the deficiencies of the intuitive notion of interpretability is needed as well. I show that visualization enables but also impedes intuitiv...
computer science
22,953
An Interpretable and Sparse Neural Network Model for Nonlinear Granger Causality Discovery
stat.ML
While most classical approaches to Granger causality detection repose upon linear time series assumptions, many interactions in neuroscience and economics applications are nonlinear. We develop an approach to nonlinear Granger causality detection using multilayer perceptrons where the input to the network is the past t...
computer science
22,954
Variational Bayesian Inference For A Scale Mixture Of Normal Distributions Handling Missing Data
stat.ML
In this paper, a scale mixture of Normal distributions model is developed for classification and clustering of data having outliers and missing values. The classification method, based on a mixture model, focuses on the introduction of latent variables that gives us the possibility to handle sensitivity of model to out...
computer science
22,955
An Efficient ADMM Algorithm for Structural Break Detection in Multivariate Time Series
stat.ML
We present an efficient alternating direction method of multipliers (ADMM) algorithm for segmenting a multivariate non-stationary time series with structural breaks into stationary regions. We draw from recent work where the series is assumed to follow a vector autoregressive model within segments and a convex estimati...
computer science
22,956
Causal nearest neighbor rules for optimal treatment regimes
stat.ML
The estimation of optimal treatment regimes is of considerable interest to precision medicine. In this work, we propose a causal $k$-nearest neighbor method to estimate the optimal treatment regime. The method roots in the framework of causal inference, and estimates the causal treatment effects within the nearest neig...
computer science
22,957
No Classification without Representation: Assessing Geodiversity Issues in Open Data Sets for the Developing World
stat.ML
Modern machine learning systems such as image classifiers rely heavily on large scale data sets for training. Such data sets are costly to create, thus in practice a small number of freely available, open source data sets are widely used. We suggest that examining the geo-diversity of open data sets is critical before ...
computer science
22,958
Predicting shim gaps in aircraft assembly with machine learning and sparse sensing
stat.ML
A modern aircraft may require on the order of thousands of custom shims to fill gaps between structural components in the airframe that arise due to manufacturing tolerances adding up across large structures. These shims are necessary to eliminate gaps, maintain structural performance, and minimize pull-down forces req...
computer science
22,959
Causal Generative Neural Networks
stat.ML
We present Causal Generative Neural Networks (CGNNs) to learn functional causal models from observational data. CGNNs leverage conditional independencies and distributional asymmetries to discover bivariate and multivariate causal structures. CGNNs make no assumption regarding the lack of confounders, and learn a diffe...
computer science
22,960
Asymptotic Analysis via Stochastic Differential Equations of Gradient Descent Algorithms in Statistical and Computational Paradigms
stat.ML
This paper investigates asymptotic behaviors of gradient descent algorithms (particularly accelerated gradient descent and stochastic gradient descent) in the context of stochastic optimization arose in statistics and machine learning where objective functions are estimated from available data. We show that these algor...
computer science
22,961
Proceedings of NIPS 2017 Workshop on Machine Learning for the Developing World
stat.ML
This is the Proceedings of NIPS 2017 Workshop on Machine Learning for the Developing World, held in Long Beach, California, USA on December 8, 2017
computer science
22,962
Proceedings of NIPS 2017 Symposium on Interpretable Machine Learning
stat.ML
This is the Proceedings of NIPS 2017 Symposium on Interpretable Machine Learning, held in Long Beach, California, USA on December 7, 2017
computer science
22,963
Dependent relevance determination for smooth and structured sparse regression
stat.ML
In many problem settings, parameter vectors are not merely sparse, but dependent in such a way that non-zero coefficients tend to cluster together. We refer to this form of dependency as "region sparsity". Classical sparse regression methods, such as the lasso and automatic relevance determination (ARD), which model pa...
computer science
22,964
Estimation and Optimization of Composite Outcomes
stat.ML
There is tremendous interest in precision medicine as a means to improve patient outcomes by tailoring treatment to individual characteristics. An individualized treatment rule formalizes precision medicine as a map from patient information to a recommended treatment. A rule is defined to be optimal if it maximizes the...
computer science
22,965
Predicting readmission risk from doctors' notes
stat.ML
We develop a model using deep learning techniques and natural language processing on unstructured text from medical records to predict hospital-wide $30$-day unplanned readmission, with c-statistic $.70$. Our model is constructed to allow physicians to interpret the significant features for prediction.
computer science
22,966
Faster ICA under orthogonal constraint
stat.ML
Independent Component Analysis (ICA) is a technique for unsupervised exploration of multi-channel data widely used in observational sciences. In its classical form, ICA relies on modeling the data as a linear mixture of non-Gaussian independent sources. The problem can be seen as a likelihood maximization problem. We i...
computer science
22,967
Particle Optimization in Stochastic Gradient MCMC
stat.ML
Stochastic gradient Markov chain Monte Carlo (SG-MCMC) has been increasingly popular in Bayesian learning due to its ability to deal with large data. A standard SG-MCMC algorithm simulates samples from a discretized-time Markov chain to approximate a target distribution. However, the samples are typically highly correl...
computer science
22,968
A Multi-Horizon Quantile Recurrent Forecaster
stat.ML
We propose a framework for general probabilistic multi-step time series regression. Specifically, we exploit the expressiveness and temporal nature of Recurrent Neural Networks, the nonparametric nature of Quantile Regression and the efficiency of Direct Multi-Horizon Forecasting. A new training scheme for recurrent ne...
computer science
22,969
Riemannian Stein Variational Gradient Descent for Bayesian Inference
stat.ML
We develop Riemannian Stein Variational Gradient Descent (RSVGD), a Bayesian inference method that generalizes Stein Variational Gradient Descent (SVGD) to Riemann manifold. The benefits are two-folds: (i) for inference tasks in Euclidean spaces, RSVGD has the advantage over SVGD of utilizing information geometry, and ...
computer science
22,970
TCAV: Relative concept importance testing with Linear Concept Activation Vectors
stat.ML
Neural networks commonly offer high utility but remain difficult to interpret. Developing methods to explain their decisions is challenging due to their large size, complex structure, and inscrutable internal representations. This work argues that the language of explanations should be expanded from that of input featu...
computer science
22,971
Who wins the Miss Contest for Imputation Methods? Our Vote for Miss BooPF
stat.ML
Missing data is an expected issue when large amounts of data is collected, and several imputation techniques have been proposed to tackle this problem. Beneath classical approaches such as MICE, the application of Machine Learning techniques is tempting. Here, the recently proposed missForest imputation method has show...
computer science
22,972
Thermostat-assisted Continuous-tempered Hamiltonian Monte Carlo for Multimodal Posterior Sampling
stat.ML
In this paper, we propose a new sampling method named as the thermostat-assisted continuous-tempered Hamiltonian Monte Carlo for multimodal posterior sampling on large datasets. It simulates a noisy system, which is augmented by a coupling tempering variable as well as a set of Nos\'e-Hoover thermostats. This augmentat...
computer science
22,973
Prior and Likelihood Choices for Bayesian Matrix Factorisation on Small Datasets
stat.ML
In this paper, we study the effects of different prior and likelihood choices for Bayesian matrix factorisation, focusing on small datasets. These choices can greatly influence the predictive performance of the methods. We identify four groups of approaches: Gaussian-likelihood with real-valued priors, nonnegative prio...
computer science
22,974
Intelligent EHRs: Predicting Procedure Codes From Diagnosis Codes
stat.ML
In order to submit a claim to insurance companies, a doctor needs to code a patient encounter with both the diagnosis (ICDs) and procedures performed (CPTs) in an Electronic Health Record (EHR). Identifying and applying relevant procedures code is a cumbersome and time-consuming task as a doctor has to choose from arou...
computer science
22,975
Bayesian Semi-nonnegative Tri-matrix Factorization to Identify Pathways Associated with Cancer Types
stat.ML
Identifying altered pathways that are associated with specific cancer types can potentially bring a significant impact on cancer patient treatment. Accurate identification of such key altered pathways information can be used to develop novel therapeutic agents as well as to understand the molecular mechanisms of variou...
computer science
22,976
Survival-Supervised Topic Modeling with Anchor Words: Characterizing Pancreatitis Outcomes
stat.ML
We introduce a new approach for topic modeling that is supervised by survival analysis. Specifically, we build on recent work on unsupervised topic modeling with so-called anchor words by providing supervision through an elastic-net regularized Cox proportional hazards model. In short, an anchor word being present in a...
computer science
22,977
Determinants of Mobile Money Adoption in Pakistan
stat.ML
In this work, we analyze the problem of adoption of mobile money in Pakistan by using the call detail records of a major telecom company as our input. Our results highlight the fact that different sections of the society have different patterns of adoption of digital financial services but user mobility related feature...
computer science
22,978
Exchangeable modelling of relational data: checking sparsity, train-test splitting, and sparse exchangeable Poisson matrix factorization
stat.ML
A variety of machine learning tasks---e.g., matrix factorization, topic modelling, and feature allocation---can be viewed as learning the parameters of a probability distribution over bipartite graphs. Recently, a new class of models for networks, the sparse exchangeable graphs, have been introduced to resolve some imp...
computer science
22,979
High-dimensional robust regression and outliers detection with SLOPE
stat.ML
The problems of outliers detection and robust regression in a high-dimensional setting are fundamental in statistics, and have numerous applications. Following a recent set of works providing methods for simultaneous robust regression and outliers detection, we consider in this paper a model of linear regression with i...
computer science
22,980
Multiple Adaptive Bayesian Linear Regression for Scalable Bayesian Optimization with Warm Start
stat.ML
Bayesian optimization (BO) is a model-based approach for gradient-free black-box function optimization. Typically, BO is powered by a Gaussian process (GP), whose algorithmic complexity is cubic in the number of evaluations. Hence, GP-based BO cannot leverage large amounts of past or related function evaluations, for e...
computer science
22,981
Fast Low-Rank Matrix Estimation without the Condition Number
stat.ML
In this paper, we study the general problem of optimizing a convex function $F(L)$ over the set of $p \times p$ matrices, subject to rank constraints on $L$. However, existing first-order methods for solving such problems either are too slow to converge, or require multiple invocations of singular value decompositions....
computer science
22,982
Variational Inference over Non-differentiable Cardiac Simulators using Bayesian Optimization
stat.ML
Performing inference over simulators is generally intractable as their runtime means we cannot compute a marginal likelihood. We develop a likelihood-free inference method to infer parameters for a cardiac simulator, which replicates electrical flow through the heart to the body surface. We improve the fit of a state-o...
computer science
22,983
Sensitivity Analysis for Predictive Uncertainty in Bayesian Neural Networks
stat.ML
We derive a novel sensitivity analysis of input variables for predictive epistemic and aleatoric uncertainty. We use Bayesian neural networks with latent variables as a model class and illustrate the usefulness of our sensitivity analysis on real-world datasets. Our method increases the interpretability of complex blac...
computer science
22,984
The PhaseLift for Non-quadratic Gaussian Measurements
stat.ML
We study the problem of recovering a structured signal $\mathbf{x}_0$ from high-dimensional measurements of the form $y=f(\mathbf{a}^T\mathbf{x}_0)$ for some nonlinear function $f$. When the measurement vector $\mathbf a$ is iid Gaussian, Brillinger observed in his 1982 paper that $\mu_\ell\cdot\mathbf{x}_0 = \min_{\ma...
computer science
22,985
A Mathematical Programming Approach for Integrated Multiple Linear Regression Subset Selection and Validation
stat.ML
Subset selection for multiple linear regression aims to construct a regression model that minimizes errors by selecting a small number of explanatory variables. Once a model is built, various statistical tests and diagnostics are conducted to validate the model and to determine whether regression assumptions are met. M...
computer science
22,986
Path-Based Spectral Clustering: Guarantees, Robustness to Outliers, and Fast Algorithms
stat.ML
We consider the problem of clustering with the longest leg path distance (LLPD) metric, which is informative for elongated and irregularly shaped clusters. We prove finite-sample guarantees on the performance of clustering with respect to this metric when random samples are drawn from multiple intrinsically low-dimensi...
computer science
22,987
Truncated Variational Sampling for "Black Box" Optimization of Generative Models
stat.ML
We investigate the optimization of two probabilistic generative models with binary latent variables using a novel variational EM approach. The approach distinguishes itself from previous variational approaches by using latent states as variational parameters. Here we use efficient and general purpose sampling procedure...
computer science
22,988
Scalable Prototype Selection by Genetic Algorithms and Hashing
stat.ML
Classification in the dissimilarity space has become a very active research area since it provides a possibility to learn from data given in the form of pairwise non-metric dissimilarities, which otherwise would be difficult to cope with. The selection of prototypes is a key step for the further creation of the space. ...
computer science
22,989
A Composite Quantile Fourier Neural Network for Multi-Horizon Probabilistic Forecasting
stat.ML
A novel quantile Fourier neural network is presented for nonparametric probabilistic forecasting. Prediction are provided in the form of composite quantiles using time as the only input to the model. This effectively is a form of extrapolation based quantile regression applied for forecasting. Empirical results showcas...
computer science
22,990
Orthogonal Machine Learning for Demand Estimation: High Dimensional Causal Inference in Dynamic Panels
stat.ML
There has been growing interest in how economists can import machine learning tools designed for prediction to accelerate and automate the model selection process, while still retaining desirable inference properties for causal parameters. Focusing on partially linear models, we extend the Double ML framework to allow ...
computer science
22,991
Gauged Mini-Bucket Elimination for Approximate Inference
stat.ML
Computing the partition function $Z$ of a discrete graphical model is a fundamental inference challenge. Since this is computationally intractable, variational approximations are often used in practice. Recently, so-called gauge transformations were used to improve variational lower bounds on $Z$. In this paper, we pro...
computer science
22,992
Compressive sensing adaptation for polynomial chaos expansions
stat.ML
Basis adaptation in Homogeneous Chaos spaces rely on a suitable rotation of the underlying Gaussian germ. Several rotations have been proposed in the literature resulting in adaptations with different convergence properties. In this paper we present a new adaptation mechanism that builds on compressive sensing algorith...
computer science
22,993
Deep Gaussian Processes with Decoupled Inducing Inputs
stat.ML
Deep Gaussian Processes (DGP) are hierarchical generalizations of Gaussian Processes (GP) that have proven to work effectively on a multiple supervised regression tasks. They combine the well calibrated uncertainty estimates of GPs with the great flexibility of multilayer models. In DGPs, given the inputs, the outputs ...
computer science
22,994
Multivariate Bayesian Structural Time Series Model
stat.ML
This paper deals with inference and prediction for multiple correlated time series, where one has also the choice of using a candidate pool of contemporaneous predictors for each target series. Starting with a structural model for the time-series, Bayesian tools are used for model fitting, prediction, and feature selec...
computer science
22,995
Ranking Data with Continuous Labels through Oriented Recursive Partitions
stat.ML
We formulate a supervised learning problem, referred to as continuous ranking, where a continuous real-valued label Y is assigned to an observable r.v. X taking its values in a feature space $\mathcal{X}$ and the goal is to order all possible observations x in $\mathcal{X}$ by means of a scoring function $s:\mathcal{X}...
computer science
22,996
Upgrading from Gaussian Processes to Student's-T Processes
stat.ML
Gaussian process priors are commonly used in aerospace design for performing Bayesian optimization. Nonetheless, Gaussian processes suffer two significant drawbacks: outliers are a priori assumed unlikely, and the posterior variance conditioned on observed data depends only on the locations of those data, not the assoc...
computer science
22,997
A graph-embedded deep feedforward network for disease outcome classification and feature selection using gene expression data
stat.ML
Gene expression data represents a unique challenge in predictive model building, because of the small number of samples $(n)$ compared to the huge amount of features $(p)$. This "$n<<p$" property has hampered application of deep learning techniques for disease outcome classification. Sparse learning by incorporating ex...
computer science
22,998
Overpruning in Variational Bayesian Neural Networks
stat.ML
The motivations for using variational inference (VI) in neural networks differ significantly from those in latent variable models. This has a counter-intuitive consequence; more expressive variational approximations can provide significantly worse predictions as compared to those with less expressive families. In this ...
computer science
22,999
Nonparametric Hawkes Processes: Online Estimation and Generalization Bounds
stat.ML
In this paper, we design a nonparametric online algorithm for estimating the triggering functions of multivariate Hawkes processes. Unlike parametric estimation, where evolutionary dynamics can be exploited for fast computation of the gradient, and unlike typical function learning, where representer theorem is readily ...
computer science
23,000
Information gain ratio correction: Improving prediction with more balanced decision tree splits
stat.ML
Decision trees algorithms use a gain function to select the best split during the tree's induction. This function is crucial to obtain trees with high predictive accuracy. Some gain functions can suffer from a bias when it compares splits of different arities. Quinlan proposed a gain ratio in C4.5's information gain fu...
computer science
23,001
A Distributed Framework for the Construction of Transport Maps
stat.ML
The need to reason about uncertainty in large, complex, and multi-modal datasets has become increasingly common across modern scientific environments. The ability to transform samples from one distribution $P$ to another distribution $Q$ enables the solution to many problems in machine learning (e.g. Bayesian inference...
computer science