Journal of Machine Learning Research最新文献

{"title":"Surrogate Assisted Semi-supervised Inference for High Dimensional Risk Prediction.","authors":"Jue Hou, Zijian Guo, Tianxi Cai","doi":"","DOIUrl":"","url":null,"abstract":"<p><p>Risk modeling with electronic health records (EHR) data is challenging due to no direct observations of the disease outcome and the high-dimensional predictors. In this paper, we develop a surrogate assisted semi-supervised learning approach, leveraging small labeled data with annotated outcomes and extensive unlabeled data of outcome surrogates and high-dimensional predictors. We propose to impute the unobserved outcomes by constructing a sparse imputation model with outcome surrogates and high-dimensional predictors. We further conduct a one-step bias correction to enable interval estimation for the risk prediction. Our inference procedure is valid even if both the imputation and risk prediction models are misspecified. Our novel way of ultilizing unlabelled data enables the high-dimensional statistical inference for the challenging setting with a dense risk prediction model. We present an extensive simulation study to demonstrate the superiority of our approach compared to existing supervised methods. We apply the method to genetic risk prediction of type-2 diabetes mellitus using an EHR biobank cohort.</p>","PeriodicalId":50161,"journal":{"name":"Journal of Machine Learning Research","volume":"24 ","pages":""},"PeriodicalIF":4.3,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10947223/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140159438","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Learning Optimal Group-structured Individualized Treatment Rules with Many Treatments.","authors":"Haixu Ma, Donglin Zeng, Yufeng Liu","doi":"","DOIUrl":"","url":null,"abstract":"<p><p>Data driven individualized decision making problems have received a lot of attentions in recent years. In particular, decision makers aim to determine the optimal Individualized Treatment Rule (ITR) so that the expected specified outcome averaging over heterogeneous patient-specific characteristics is maximized. Many existing methods deal with binary or a moderate number of treatment arms and may not take potential treatment effect structure into account. However, the effectiveness of these methods may deteriorate when the number of treatment arms becomes large. In this article, we propose GRoup Outcome Weighted Learning (GROWL) to estimate the latent structure in the treatment space and the optimal group-structured ITRs through a single optimization. In particular, for estimating group-structured ITRs, we utilize the Reinforced Angle based Multicategory Support Vector Machines (RAMSVM) to learn group-based decision rules under the weighted angle based multi-class classification framework. Fisher consistency, the excess risk bound, and the convergence rate of the value function are established to provide a theoretical guarantee for GROWL. Extensive empirical results in simulation studies and real data analysis demonstrate that GROWL enjoys better performance than several other existing methods.</p>","PeriodicalId":50161,"journal":{"name":"Journal of Machine Learning Research","volume":"24 ","pages":""},"PeriodicalIF":6.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10426767/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10019590","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Conditional Distribution Function Estimation Using Neural Networks for Censored and Uncensored Data.","authors":"Bingqing Hu, Bin Nan","doi":"","DOIUrl":"","url":null,"abstract":"<p><p>Most work in neural networks focuses on estimating the conditional mean of a continuous response variable given a set of covariates. In this article, we consider estimating the conditional distribution function using neural networks for both censored and uncensored data. The algorithm is built upon the data structure particularly constructed for the Cox regression with time-dependent covariates. Without imposing any model assumptions, we consider a loss function that is based on the full likelihood where the conditional hazard function is the only unknown nonparametric parameter, for which unconstrained optimization methods can be applied. Through simulation studies, we show that the proposed method possesses desirable performance, whereas the partial likelihood method and the traditional neural networks with <math><mrow><msub><mi>L</mi><mn>2</mn></msub></mrow></math> loss yields biased estimates when model assumptions are violated. We further illustrate the proposed method with several real-world data sets. The implementation of the proposed methods is made available at https://github.com/bingqing0729/NNCDE.</p>","PeriodicalId":50161,"journal":{"name":"Journal of Machine Learning Research","volume":"24 ","pages":""},"PeriodicalIF":6.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10798802/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139513621","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Consistent Second-Order Conic Integer Programming for Learning Bayesian Networks.","authors":"Simge Küçükyavuz, Ali Shojaie, Hasan Manzour, Linchuan Wei, Hao-Hsiang Wu","doi":"","DOIUrl":"","url":null,"abstract":"<p><p>Bayesian Networks (BNs) represent conditional probability relations among a set of random variables (nodes) in the form of a directed acyclic graph (DAG), and have found diverse applications in knowledge discovery. We study the problem of learning the sparse DAG structure of a BN from continuous observational data. The central problem can be modeled as a mixed-integer program with an objective function composed of a convex quadratic loss function and a regularization penalty subject to linear constraints. The optimal solution to this mathematical program is known to have desirable statistical properties under certain conditions. However, the state-of-the-art optimization solvers are not able to obtain provably optimal solutions to the existing mathematical formulations for medium-size problems within reasonable computational times. To address this difficulty, we tackle the problem from both computational and statistical perspectives. On the one hand, we propose a concrete early stopping criterion to terminate the branch-and-bound process in order to obtain a near-optimal solution to the mixed-integer program, and establish the consistency of this approximate solution. On the other hand, we improve the existing formulations by replacing the linear \"big- <math><mi>M</mi></math> \" constraints that represent the relationship between the continuous and binary indicator variables with second-order conic constraints. Our numerical results demonstrate the effectiveness of the proposed approaches.</p>","PeriodicalId":50161,"journal":{"name":"Journal of Machine Learning Research","volume":"24 ","pages":""},"PeriodicalIF":4.3,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11257021/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141724946","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Generalized Matrix Factorization: efficient algorithms for fitting generalized linear latent variable models to large data arrays.","authors":"Łukasz Kidziński, Francis K C Hui, David I Warton, Trevor Hastie","doi":"","DOIUrl":"","url":null,"abstract":"<p><p>Unmeasured or latent variables are often the cause of correlations between multivariate measurements, which are studied in a variety of fields such as psychology, ecology, and medicine. For Gaussian measurements, there are classical tools such as factor analysis or principal component analysis with a well-established theory and fast algorithms. Generalized Linear Latent Variable models (GLLVMs) generalize such factor models to non-Gaussian responses. However, current algorithms for estimating model parameters in GLLVMs require intensive computation and do not scale to large datasets with thousands of observational units or responses. In this article, we propose a new approach for fitting GLLVMs to high-dimensional datasets, based on approximating the model using penalized quasi-likelihood and then using a Newton method and Fisher scoring to learn the model parameters. Computationally, our method is noticeably faster and more stable, enabling GLLVM fits to much larger matrices than previously possible. We apply our method on a dataset of 48,000 observational units with over 2,000 observed species in each unit and find that most of the variability can be explained with a handful of factors. We publish an easy-to-use implementation of our proposed fitting algorithm.</p>","PeriodicalId":50161,"journal":{"name":"Journal of Machine Learning Research","volume":"23 ","pages":""},"PeriodicalIF":6.0,"publicationDate":"2022-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10129058/pdf/nihms-1843577.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9391635","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Tree-based Node Aggregation in Sparse Graphical Models.","authors":"Ines Wilms, Jacob Bien","doi":"","DOIUrl":"","url":null,"abstract":"<p><p>High-dimensional graphical models are often estimated using regularization that is aimed at reducing the number of edges in a network. In this work, we show how even simpler networks can be produced by aggregating the nodes of the graphical model. We develop a new convex regularized method, called the <i>tree-aggregated graphical lasso</i> or tag-lasso, that estimates graphical models that are both edge-sparse and node-aggregated. The aggregation is performed in a data-driven fashion by leveraging side information in the form of a tree that encodes node similarity and facilitates the interpretation of the resulting aggregated nodes. We provide an efficient implementation of the tag-lasso by using the locally adaptive alternating direction method of multipliers and illustrate our proposal's practical advantages in simulation and in applications in finance and biology.</p>","PeriodicalId":50161,"journal":{"name":"Journal of Machine Learning Research","volume":"23 ","pages":""},"PeriodicalIF":4.3,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10805464/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139543530","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Reinforcement Learning Algorithm for Mixed Mean Field Control Games","authors":"Andrea Angiuli, Nils Detering, J. Fouque, M. Laurière, Jimin Lin","doi":"10.4208/jml.220915","DOIUrl":"https://doi.org/10.4208/jml.220915","url":null,"abstract":"We present a new combined textit{mean field control game} (MFCG) problem which can be interpreted as a competitive game between collaborating groups and its solution as a Nash equilibrium between groups. Players coordinate their strategies within each group. An example is a modification of the classical trader's problem. Groups of traders maximize their wealth. They face cost for their transactions, for their own terminal positions, and for the average holding within their group. The asset price is impacted by the trades of all agents. We propose a three-timescale reinforcement learning algorithm to approximate the solution of such MFCG problems. We test the algorithm on benchmark linear-quadratic specifications for which we provide analytic solutions.","PeriodicalId":50161,"journal":{"name":"Journal of Machine Learning Research","volume":"39 1","pages":""},"PeriodicalIF":6.0,"publicationDate":"2022-05-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89925607","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Beyond the Quadratic Approximation: The Multiscale Structure of Neural Network Loss Landscapes","authors":"Chao Ma, D. Kunin, Lei Wu, Lexing Ying","doi":"10.4208/jml.220404","DOIUrl":"https://doi.org/10.4208/jml.220404","url":null,"abstract":"A quadratic approximation of neural network loss landscapes has been extensively used to study the optimization process of these networks. Though, it usually holds in a very small neighborhood of the minimum, it cannot explain many phenomena observed during the optimization process. In this work, we study the structure of neural network loss functions and its implication on optimization in a region beyond the reach of a good quadratic approximation. Numerically, we observe that neural network loss functions possesses a multiscale structure, manifested in two ways: (1) in a neighborhood of minima, the loss mixes a continuum of scales and grows subquadratically, and (2) in a larger region, the loss shows several separate scales clearly. Using the subquadratic growth, we are able to explain the Edge of Stability phenomenon [5] observed for the gradient descent (GD) method. Using the separate scales, we explain the working mechanism of learning rate decay by simple examples. Finally, we study the origin of the multiscale structure and propose that the non-convexity of the models and the non-uniformity of training data is one of the causes. By constructing a two-layer neural network problem we show that training data with different magnitudes give rise to different scales of the loss function, producing subquadratic growth and multiple separate scales.","PeriodicalId":50161,"journal":{"name":"Journal of Machine Learning Research","volume":"49 1","pages":""},"PeriodicalIF":6.0,"publicationDate":"2022-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88018799","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Tree-Values: Selective Inference for Regression Trees.","authors":"Anna C Neufeld, Lucy L Gao, Daniela M Witten","doi":"","DOIUrl":"","url":null,"abstract":"<p><p>We consider conducting inference on the output of the Classification and Regression Tree (CART) (Breiman et al., 1984) algorithm. A naive approach to inference that does not account for the fact that the tree was estimated from the data will not achieve standard guarantees, such as Type 1 error rate control and nominal coverage. Thus, we propose a selective inference framework for conducting inference on a fitted CART tree. In a nutshell, we condition on the fact that the tree was estimated from the data. We propose a test for the difference in the mean response between a pair of terminal nodes that controls the selective Type 1 error rate, and a confidence interval for the mean response within a single terminal node that attains the nominal selective coverage. Efficient algorithms for computing the necessary conditioning sets are provided. We apply these methods in simulation and to a dataset involving the association between portion control interventions and caloric intake.</p>","PeriodicalId":50161,"journal":{"name":"Journal of Machine Learning Research","volume":"23 ","pages":""},"PeriodicalIF":4.3,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10933572/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140121229","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Extensions to the Proximal Distance Method of Constrained Optimization.","authors":"Alfonso Landeros,&nbsp;Oscar Hernan Madrid Padilla,&nbsp;Hua Zhou,&nbsp;Kenneth Lange","doi":"","DOIUrl":"","url":null,"abstract":"<p><p>The current paper studies the problem of minimizing a loss <i>f</i>(<b><i>x</i></b>) subject to constraints of the form <b><i>Dx</i></b> ∈ <i>S</i>, where <i>S</i> is a closed set, convex or not, and <i><b>D</b></i> is a matrix that fuses parameters. Fusion constraints can capture smoothness, sparsity, or more general constraint patterns. To tackle this generic class of problems, we combine the Beltrami-Courant penalty method of optimization with the proximal distance principle. The latter is driven by minimization of penalized objectives <math><mrow><mi>f</mi><mo>(</mo><mstyle><mi>x</mi></mstyle><mo>)</mo><mo>+</mo><mfrac><mi>ρ</mi><mn>2</mn></mfrac><mtext>dist</mtext><msup><mrow><mo>(</mo><mstyle><mi>D</mi><mi>x</mi></mstyle><mo>,</mo><mi>S</mi><mo>)</mo></mrow><mn>2</mn></msup></mrow></math> involving large tuning constants <i>ρ</i> and the squared Euclidean distance of <b><i>Dx</i></b> from <i>S</i>. The next iterate <b><i>x</i></b>_<i>n</i>+1 of the corresponding proximal distance algorithm is constructed from the current iterate <b><i>x</i></b>_<i>n</i> by minimizing the majorizing surrogate function <math><mrow><mi>f</mi><mo>(</mo><mstyle><mi>x</mi></mstyle><mo>)</mo><mo>+</mo><mfrac><mi>ρ</mi><mn>2</mn></mfrac><msup><mrow><mrow><mo>‖</mo><mrow><mstyle><mi>D</mi><mi>x</mi></mstyle><mo>-</mo><msub><mi>𝒫</mi><mi>S</mi></msub><mrow><mo>(</mo><mrow><mstyle><mi>D</mi></mstyle><msub><mstyle><mi>x</mi></mstyle><mi>n</mi></msub></mrow><mo>)</mo></mrow></mrow><mo>‖</mo></mrow></mrow><mn>2</mn></msup></mrow></math>. For fixed <i>ρ</i> and a subanalytic loss <i>f</i>(<b><i>x</i></b>) and a subanalytic constraint set <i>S</i>, we prove convergence to a stationary point. Under stronger assumptions, we provide convergence rates and demonstrate linear local convergence. We also construct a steepest descent (SD) variant to avoid costly linear system solves. To benchmark our algorithms, we compare their results to those delivered by the alternating direction method of multipliers (ADMM). Our extensive numerical tests include problems on metric projection, convex regression, convex clustering, total variation image denoising, and projection of a matrix to a good condition number. These experiments demonstrate the superior speed and acceptable accuracy of our steepest variant on high-dimensional problems. Julia code to replicate all of our experiments can be found at https://github.com/alanderos91/ProximalDistanceAlgorithms.jl.</p>","PeriodicalId":50161,"journal":{"name":"Journal of Machine Learning Research","volume":"23 ","pages":""},"PeriodicalIF":6.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10191389/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9875590","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}