TodevelopanovelUncertaintyQuantification (UQ) framework to estimate the uncertainty of patient survival models in the absence of ground truth, we developed and evaluated our approach based on a dataset of 1383 patients treated with stereotactic radiosurgery (SRS) for brain metastases between January 2015 and December 2020. Our motivating hypothesis is that a time-to-event prediction of a test patient on inference is more certain given a higher feature-space-similarity to patients in the training set. Therefore, the uncertainty for a particular patient-of-interest is represented by the concordance index between a patient similarity rank and a prediction similarity rank. Model uncertainty was defined as the increased percentage of the max uncertainty-constrained-AUC compared to the model AUC. We evaluated our method on multiple clinically-relevant endpoints, including time to intracranial progression (ICP), progression-free survival (PFS) after SRS, overall survival (OS), and time to ICP and/or death (ICPD), on a variety of both statistical and non-statistical models, including CoxPH, conditional survival forest (CSF), and neural multi-task linear regression (NMTLR). Our results show that all models had the lowest uncertainty on ICP (2.21%) and the highest uncertainty (17.28%) on ICPD. OS models demonstrated high variation in uncertainty performance, where NMTLR had the lowest uncertainty(1.96%)and CSF had the highest uncertainty (14.29%). In conclusion, our method can estimate the uncertainty of individual patient survival modeling results. As expected, our data empirically demonstrate that as model uncertainty measured via our technique increases, the similarity between a feature-space and its predicted outcome decreases.
Recently, a family of unconventional integrators for ODEs with polynomial vector fields was proposed, based on the polarization of vector fields. The simplest instance is the by now famous Kahan discretization for quadratic vector fields. All these integrators seem to possess remarkable conservation properties. In particular, it has been proved that, when the underlying ODE is Hamiltonian, its polarization discretization possesses an integral of motion and an invariant volume form. In this note, we propose a new algebraic approach to derivation of the integrals of motion for polarization discretizations.
We present the new Orthogonal Polynomials Approximation Algorithm (OPAA), a parallelizable algorithm that estimates probability distributions using functional analytic approach: first, it finds a smooth functional estimate of the probability distribution, whether it is normalized or not; second, the algorithm provides an estimate of the normalizing weight; and third, the algorithm proposes a new computation scheme to compute such estimates. A core component of OPAA is a special transform of the square root of the joint distribution into a special functional space of our construct. Through this transform, the evidence is equated with the $L^2$ norm of the transformed function, squared. Hence, the evidence can be estimated by the sum of squares of the transform coefficients. Computations can be parallelized and completed in one pass. OPAA can be applied broadly to the estimation of probability density functions. In Bayesian problems, it can be applied to estimating the normalizing weight of the posterior, which is also known as the evidence, serving as an alternative to existing optimization-based methods.
The need to Fourier transform data sets with irregular sampling is shared by various domains of science. This is the case for example in astronomy or sismology. Iterative methods have been developed that allow to reach approximate solutions. Here an exact solution to the problem for band-limited periodic signals is presented. The exact spectrum can be deduced from the spectrum of the non-equispaced data through the inversion of a Toeplitz matrix. The result applies to data of any dimension. This method also provides an excellent approximation for non-periodic band-limit signals. The method allows to reach very high dynamic ranges ($10^{13}$ with double-float precision) which depend on the regularity of the samples.
Suitable discretizations through tensor product formulas of popular multidimensional operators (diffusion or diffusion--advection, for instance) lead to matrices with $d$-dimensional Kronecker sum structure. For evolutionary Partial Differential Equations containing such operators and integrated in time with exponential integrators, it is then of paramount importance to efficiently approximate the actions of $\varphi$-functions of the arising matrices. In this work, we show how to produce directional split approximations of third order with respect to the time step size. They conveniently employ tensor-matrix products (the so-called $\mu$-mode product and related Tucker operator, realized in practice with high performance level 3 BLAS), and allow for the effective usage of exponential Runge--Kutta integrators up to order three. The technique can also be efficiently implemented on modern computer hardware such as Graphic Processing Units. The approach has been successfully tested against state-of-the-art techniques on two well-known physical models that lead to Turing patterns, namely the 2D Schnakenberg and the 3D FitzHugh--Nagumo systems, on different architectures.
Neural ordinary differential equations (neural ODEs) have emerged as a natural tool for supervised learning from a control perspective, yet a complete understanding of their optimal architecture remains elusive. In this work, we examine the interplay between their width $p$ and number of layer transitions $L$ (effectively the depth $L+1$). Specifically, we assess the model expressivity in terms of its capacity to interpolate either a finite dataset $D$ comprising $N$ pairs of points or two probability measures in $\mathbb{R}^d$ within a Wasserstein error margin $\varepsilon>0$. Our findings reveal a balancing trade-off between $p$ and $L$, with $L$ scaling as $O(1+N/p)$ for dataset interpolation, and $L=O\left(1+(p\varepsilon^d)^{-1}\right)$ for measure interpolation. In the autonomous case, where $L=0$, a separate study is required, which we undertake focusing on dataset interpolation. We address the relaxed problem of $\varepsilon$-approximate controllability and establish an error decay of $\varepsilon\sim O(\log(p)p^{-1/d})$. This decay rate is a consequence of applying a universal approximation theorem to a custom-built Lipschitz vector field that interpolates $D$. In the high-dimensional setting, we further demonstrate that $p=O(N)$ neurons are likely sufficient to achieve exact control.
LangProp is a framework for iteratively optimizing code generated by large language models (LLMs) in a supervised/reinforcement learning setting. While LLMs can generate sensible solutions zero-shot, the solutions are often sub-optimal. Especially for code generation tasks, it is likely that the initial code will fail on certain edge cases. LangProp automatically evaluates the code performance on a dataset of input-output pairs, as well as catches any exceptions, and feeds the results back to the LLM in the training loop, so that the LLM can iteratively improve the code it generates. By adopting a metric- and data-driven training paradigm for this code optimization procedure, one could easily adapt findings from traditional machine learning techniques such as imitation learning, DAgger, and reinforcement learning. We demonstrate the first proof of concept of automated code optimization for autonomous driving in CARLA, showing that LangProp can generate interpretable and transparent driving policies that can be verified and improved in a metric- and data-driven way. Our code will be open-sourced and is available at //github.com/shuishida/LangProp.
The interpretability of models has become a crucial issue in Machine Learning because of algorithmic decisions' growing impact on real-world applications. Tree ensemble methods, such as Random Forests or XgBoost, are powerful learning tools for classification tasks. However, while combining multiple trees may provide higher prediction quality than a single one, it sacrifices the interpretability property resulting in "black-box" models. In light of this, we aim to develop an interpretable representation of a tree-ensemble model that can provide valuable insights into its behavior. First, given a target tree-ensemble model, we develop a hierarchical visualization tool based on a heatmap representation of the forest's feature use, considering the frequency of a feature and the level at which it is selected as an indicator of importance. Next, we propose a mixed-integer linear programming (MILP) formulation for constructing a single optimal multivariate tree that accurately mimics the target model predictions. The goal is to provide an interpretable surrogate model based on oblique hyperplane splits, which uses only the most relevant features according to the defined forest's importance indicators. The MILP model includes a penalty on feature selection based on their frequency in the forest to further induce sparsity of the splits. The natural formulation has been strengthened to improve the computational performance of {mixed-integer} software. Computational experience is carried out on benchmark datasets from the UCI repository using a state-of-the-art off-the-shelf solver. Results show that the proposed model is effective in yielding a shallow interpretable tree approximating the tree-ensemble decision function.
Multivariate spatio-temporal models are widely applicable, but specifying their structure is complicated and may inhibit wider use. We introduce the R package tinyVAST from two viewpoints: the software user and the statistician. From the user viewpoint, tinyVAST adapts a widely used formula interface to specify generalized additive models, and combines this with arguments to specify spatial and spatio-temporal interactions among variables. These interactions are specified using arrow notation (from structural equation models), or an extended arrow-and-lag notation that allows simultaneous, lagged, and recursive dependencies among variables over time. The user also specifies a spatial domain for areal (gridded), continuous (point-count), or stream-network data. From the statistician viewpoint, tinyVAST constructs sparse precision matrices representing multivariate spatio-temporal variation, and parameters are estimated by specifying a generalized linear mixed model (GLMM). This expressive interface encompasses vector autoregressive, empirical orthogonal functions, spatial factor analysis, and ARIMA models. To demonstrate, we fit to data from two survey platforms sampling corals, sponges, rockfishes, and flatfishes in the Gulf of Alaska and Aleutian Islands. We then compare eight alternative model structures using different assumptions about habitat drivers and survey detectability. Model selection suggests that towed-camera and bottom trawl gears have spatial variation in detectability but sample the same underlying density of flatfishes and rockfishes, and that rockfishes are positively associated with sponges while flatfishes are negatively associated with corals. We conclude that tinyVAST can be used to test complicated dependencies representing alternative structural assumptions for research and real-world policy evaluation.
The most popular method for computing the matrix logarithm is a combination of the inverse scaling and squaring method in conjunction with a Pad\'e approximation, sometimes accompanied by the Schur decomposition. The main computational effort lies in matrix-matrix multiplications and left matrix division. In this work we illustrate that the number of such operations can be substantially reduced, by using a graph based representation of an efficient polynomial evaluation scheme. A technique to analyze the rounding error is proposed, and backward error analysis is adapted. We provide substantial simulations illustrating competitiveness both in terms of computation time and rounding errors.
The structured $\varepsilon$-stability radius is introduced as a quantity to assess the robustness of transient bounds of solutions to linear differential equations under structured perturbations of the matrix. This applies to general linear structures such as complex or real matrices with a given sparsity pattern or with restricted range and corange, or special classes such as Toeplitz matrices. The notion conceptually combines unstructured and structured pseudospectra in a joint pseudospectrum, allowing for the use of resolvent bounds as with unstructured pseudospectra and for structured perturbations as with structured pseudospectra. We propose and study an algorithm for computing the structured $\varepsilon$-stability radius. This algorithm solves eigenvalue optimization problems via suitably discretized rank-1 matrix differential equations that originate from a gradient system. The proposed algorithm has essentially the same computational cost as the known rank-1 algorithms for computing unstructured and structured stability radii. Numerical experiments illustrate the behavior of the algorithm.