This paper models categorical data with two or multiple responses, focusing on the interactions between responses. We propose an efficient iterative procedure based on sufficient dimension reduction. We study the theoretical guarantees of the proposed method under the two- and multiple-response models, demonstrating the uniqueness of the proposed estimator and with the high probability that the proposed method recovers the oracle least squares estimators. For data analysis, we demonstrate that the proposed method is efficient in the multiple-response model and performs better than some existing methods built in the multiple-response models. We apply this modeling and the proposed method to an adult dataset and right heart catheterization dataset and obtain meaningful results.
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Conformal prediction (CP) is a wrapper around traditional machine learning models, giving coverage guarantees under the sole assumption of exchangeability; in classification problems, for a chosen significance level $\varepsilon$, CP guarantees that the error rate is at most $\varepsilon$, irrespective of whether the underlying model is misspecified. However, the prohibitive computational costs of "full" CP led researchers to design scalable alternatives, which alas do not attain the same guarantees or statistical power of full CP. In this paper, we use influence functions to efficiently approximate full CP. We prove that our method is a consistent approximation of full CP, and empirically show that the approximation error becomes smaller as the training set increases; e.g., for $10^{3}$ training points the two methods output p-values that are $<10^{-3}$ apart: a negligible error for any practical application. Our methods enable scaling full CP to large real-world datasets. We compare our full CP approximation (ACP) to mainstream CP alternatives, and observe that our method is computationally competitive whilst enjoying the statistical predictive power of full CP.
Neural transducer is now the most popular end-to-end model for speech recognition, due to its naturally streaming ability. However, it is challenging to adapt it with text-only data. Factorized neural transducer (FNT) model was proposed to mitigate this problem. The improved adaptation ability of FNT on text-only adaptation data came at the cost of lowered accuracy compared to the standard neural transducer model. We propose several methods to improve the performance of the FNT model. They are: adding CTC criterion during training, adding KL divergence loss during adaptation, using a pre-trained language model to seed the vocabulary predictor, and an efficient adaptation approach by interpolating the vocabulary predictor with the n-gram language model. A combination of these approaches results in a relative word-error-rate reduction of 9.48\% from the standard FNT model. Furthermore, n-gram interpolation with the vocabulary predictor improves the adaptation speed hugely with satisfactory adaptation performance.
We consider the problem of evaluating designs for a two-arm randomized experiment for general response types under both the Neyman randomization model and population model hence generalizing the work of Kapelner et al. (2021). In the Neyman model, the only source of randomness is the treatment manipulation. Under this assumption, there is no free lunch: balanced complete randomization is minimax for estimator mean squared error. In the population model, considering the criterion where unmeasured subject covariates are averaged, we show that optimal perfect-balance designs are generally not achievable. However, in the class of all block designs, the pairwise matching design of Greevy et al. (2004) is optimal in mean squared error. When considering a tail criterion of the effect of unmeasured subject covariates in mean squared error, we prove that the common design of blocking with few blocks, i.e. order of $n^{\alpha}$ blocks for $\alpha \in (1/4,1)$, performs asymptotically optimal for all common experimental responses. Theoretical results are supported by simulations.
There is a keen interest in characterizing variation in the microbiome across cancer patients, given increasing evidence of its important role in determining treatment outcomes. Here our goal is to discover subgroups of patients with similar microbiome profiles. We propose a novel unsupervised clustering approach in the Bayesian framework that innovates over existing model-based clustering approaches, such as the Dirichlet multinomial mixture model, in three key respects: we incorporate feature selection, learn the appropriate number of clusters from the data, and integrate information on the tree structure relating the observed features. We compare the performance of our proposed method to existing methods on simulated data designed to mimic real microbiome data. We then illustrate results obtained for our motivating data set, a clinical study aimed at characterizing the tumor microbiome of pancreatic cancer patients.
Sparse reduced rank regression is an essential statistical learning method. In the contemporary literature, estimation is typically formulated as a nonconvex optimization that often yields to a local optimum in numerical computation. Yet, their theoretical analysis is always centered on the global optimum, resulting in a discrepancy between the statistical guarantee and the numerical computation. In this research, we offer a new algorithm to address the problem and establish an almost optimal rate for the algorithmic solution. We also demonstrate that the algorithm achieves the estimation with a polynomial number of iterations. In addition, we present a generalized information criterion to simultaneously ensure the consistency of support set recovery and rank estimation. Under the proposed criterion, we show that our algorithm can achieve the oracle reduced rank estimation with a significant probability. The numerical studies and an application in the ovarian cancer genetic data demonstrate the effectiveness and scalability of our approach.
Referred to as the third rung of the causal inference ladder, counterfactual queries typically ask the "What if ?" question retrospectively. The standard approach to estimate counterfactuals resides in using a structural equation model that accurately reflects the underlying data generating process. However, such models are seldom available in practice and one usually wishes to infer them from observational data alone. Unfortunately, the correct structural equation model is in general not identifiable from the observed factual distribution. Nevertheless, in this work, we show that under the assumption that the main latent contributors to the treatment responses are categorical, the counterfactuals can be still reliably predicted. Building upon this assumption, we introduce CounterFactual Query Prediction (CFQP), a novel method to infer counterfactuals from continuous observations when the background variables are categorical. We show that our method significantly outperforms previously available deep-learning-based counterfactual methods, both theoretically and empirically on time series and image data. Our code is available at //github.com/edebrouwer/cfqp.
In the field of psychopathology, Ecological Momentary Assessment (EMA) methodological advancements have offered new opportunities to collect time-intensive, repeated and intra-individual measurements. This way, a large amount of data has become available, providing the means for further exploring mental disorders. Consequently, advanced machine learning (ML) methods are needed to understand data characteristics and uncover hidden and meaningful relationships regarding the underlying complex psychological processes. Among other uses, ML facilitates the identification of similar patterns in data of different individuals through clustering. This paper focuses on clustering multivariate time-series (MTS) data of individuals into several groups. Since clustering is an unsupervised problem, it is challenging to assess whether the resulting grouping is successful. Thus, we investigate different clustering methods based on different distance measures and assess them for the stability and quality of the derived clusters. These clustering steps are illustrated on a real-world EMA dataset, including 33 individuals and 15 variables. Through evaluation, the results of kernel-based clustering methods appear promising to identify meaningful groups in the data. So, efficient representations of EMA data play an important role in clustering.
We study the problem of learning unknown parameters in stochastic interacting particle systems with polynomial drift, interaction and diffusion functions from the path of one single particle in the system. Our estimator is obtained by solving a linear system which is constructed by imposing appropriate conditions on the moments of the invariant distribution of the mean field limit and on the quadratic variation of the process. Our approach is easy to implement as it only requires the approximation of the moments via the ergodic theorem and the solution of a low-dimensional linear system. Moreover, we prove that our estimator is asymptotically unbiased in the limits of infinite data and infinite number of particles (mean field limit). In addition, we present several numerical experiments that validate the theoretical analysis and show the effectiveness of our methodology to accurately infer parameters in systems of interacting particles.
Topological data analysis (TDA) is a branch of computational mathematics, bridging algebraic topology and data science, that provides compact, noise-robust representations of complex structures. Deep neural networks (DNNs) learn millions of parameters associated with a series of transformations defined by the model architecture, resulting in high-dimensional, difficult-to-interpret internal representations of input data. As DNNs become more ubiquitous across multiple sectors of our society, there is increasing recognition that mathematical methods are needed to aid analysts, researchers, and practitioners in understanding and interpreting how these models' internal representations relate to the final classification. In this paper, we apply cutting edge techniques from TDA with the goal of gaining insight into the interpretability of convolutional neural networks used for image classification. We use two common TDA approaches to explore several methods for modeling hidden-layer activations as high-dimensional point clouds, and provide experimental evidence that these point clouds capture valuable structural information about the model's process. First, we demonstrate that a distance metric based on persistent homology can be used to quantify meaningful differences between layers, and we discuss these distances in the broader context of existing representational similarity metrics for neural network interpretability. Second, we show that a mapper graph can provide semantic insight into how these models organize hierarchical class knowledge at each layer. These observations demonstrate that TDA is a useful tool to help deep learning practitioners unlock the hidden structures of their models.
To address the sparsity and cold start problem of collaborative filtering, researchers usually make use of side information, such as social networks or item attributes, to improve recommendation performance. This paper considers the knowledge graph as the source of side information. To address the limitations of existing embedding-based and path-based methods for knowledge-graph-aware recommendation, we propose Ripple Network, an end-to-end framework that naturally incorporates the knowledge graph into recommender systems. Similar to actual ripples propagating on the surface of water, Ripple Network stimulates the propagation of user preferences over the set of knowledge entities by automatically and iteratively extending a user's potential interests along links in the knowledge graph. The multiple "ripples" activated by a user's historically clicked items are thus superposed to form the preference distribution of the user with respect to a candidate item, which could be used for predicting the final clicking probability. Through extensive experiments on real-world datasets, we demonstrate that Ripple Network achieves substantial gains in a variety of scenarios, including movie, book and news recommendation, over several state-of-the-art baselines.
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