Journal of Machine Learning Research最新文献_第4页

Rethinking Nonlinear Instrumental Variable Models through Prediction Validity. 通过预测有效性反思非线性工具变量模型。

IF 4.3 3区计算机科学

Journal of Machine Learning Research Pub Date : 2022-01-01

Chunxiao Li, Cynthia Rudin, Tyler H McCormick

{"title":"Rethinking Nonlinear Instrumental Variable Models through Prediction Validity.","authors":"Chunxiao Li, Cynthia Rudin, Tyler H McCormick","doi":"","DOIUrl":"","url":null,"abstract":"Instrumental variables (IV) are widely used in the social and health sciences in situations where a researcher would like to measure a causal effect but cannot perform an experiment. For valid causal inference in an IV model, there must be external (exogenous) variation that (i) has a sufficiently large impact on the variable of interest (called the relevance assumption) and where (ii) the only pathway through which the external variation impacts the outcome is via the variable of interest (called the exclusion restriction). For statistical inference, researchers must also make assumptions about the functional form of the relationship between the three variables. Current practice assumes (i) and (ii) are met, then postulates a functional form with limited input from the data. In this paper, we describe a framework that leverages machine learning to validate these typically unchecked but consequential assumptions in the IV framework, providing the researcher empirical evidence about the quality of the instrument given the data at hand. Central to the proposed approach is the idea of prediction validity. Prediction validity checks that error terms - which should be independent from the instrument - cannot be modeled with machine learning any better than a model that is identically zero. We use prediction validity to develop both one-stage and two-stage approaches for IV, and demonstrate their performance on an example relevant to climate change policy.","PeriodicalId":50161,"journal":{"name":"Journal of Machine Learning Research","volume":null,"pages":null},"PeriodicalIF":4.3,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11539950/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142591746","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}

引用次数: 0

Bayesian Covariate-Dependent Gaussian Graphical Models with Varying Structure. 具有变结构的贝叶斯协变量相关高斯图形模型。

IF 6 3区计算机科学

Journal of Machine Learning Research Pub Date : 2022-01-01

Yang Ni, Francesco C Stingo, Veerabhadran Baladandayuthapani

引用次数: 0

Non-asymptotic Properties of Individualized Treatment Rules from Sequentially Rule-Adaptive Trials. 序贯规则自适应试验个体化治疗规则的非渐近性质。

IF 6 3区计算机科学

Journal of Machine Learning Research Pub Date : 2022-01-01

Daiqi Gao, Yufeng Liu, Donglin Zeng

{"title":"Non-asymptotic Properties of Individualized Treatment Rules from Sequentially Rule-Adaptive Trials.","authors":"Daiqi Gao, Yufeng Liu, Donglin Zeng","doi":"","DOIUrl":"","url":null,"abstract":"Learning optimal individualized treatment rules (ITRs) has become increasingly important in the modern era of precision medicine. Many statistical and machine learning methods for learning optimal ITRs have been developed in the literature. However, most existing methods are based on data collected from traditional randomized controlled trials and thus cannot take advantage of the accumulative evidence when patients enter the trials sequentially. It is also ethically important that future patients should have a high probability to be treated optimally based on the updated knowledge so far. In this work, we propose a new design called sequentially rule-adaptive trials to learn optimal ITRs based on the contextual bandit framework, in contrast to the response-adaptive design in traditional adaptive trials. In our design, each entering patient will be allocated with a high probability to the current best treatment for this patient, which is estimated using the past data based on some machine learning algorithm (for example, outcome weighted learning in our implementation). We explore the tradeoff between training and test values of the estimated ITR in single-stage problems by proving theoretically that for a higher probability of following the estimated ITR, the training value converges to the optimal value at a faster rate, while the test value converges at a slower rate. This problem is different from traditional decision problems in the sense that the training data are generated sequentially and are dependent. We also develop a tool that combines martingale with empirical process to tackle the problem that cannot be solved by previous techniques for i.i.d. data. We show by numerical examples that without much loss of the test value, our proposed algorithm can improve the training value significantly as compared to existing methods. Finally, we use a real data study to illustrate the performance of the proposed method.","PeriodicalId":50161,"journal":{"name":"Journal of Machine Learning Research","volume":null,"pages":null},"PeriodicalIF":6.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10419117/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10008225","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}

引用次数: 0

D-GCCA: Decomposition-based Generalized Canonical Correlation Analysis for Multi-view High-dimensional Data. D-GCCA：基于分解的多视角高维数据广义典范相关分析。

IF 4.3 3区计算机科学

Journal of Machine Learning Research Pub Date : 2022-01-01

Hai Shu, Zhe Qu, Hongtu Zhu

{"title":"D-GCCA: Decomposition-based Generalized Canonical Correlation Analysis for Multi-view High-dimensional Data.","authors":"Hai Shu, Zhe Qu, Hongtu Zhu","doi":"","DOIUrl":"","url":null,"abstract":"Modern biomedical studies often collect multi-view data, that is, multiple types of data measured on the same set of objects. A popular model in high-dimensional multi-view data analysis is to decompose each view's data matrix into a low-rank common-source matrix generated by latent factors common across all data views, a low-rank distinctive-source matrix corresponding to each view, and an additive noise matrix. We propose a novel decomposition method for this model, called decomposition-based generalized canonical correlation analysis (D-GCCA). The D-GCCA rigorously defines the decomposition on the <math> <mrow><msup><mi>L</mi> <mn>2</mn></msup> </mrow> </math> space of random variables in contrast to the Euclidean dot product space used by most existing methods, thereby being able to provide the estimation consistency for the low-rank matrix recovery. Moreover, to well calibrate common latent factors, we impose a desirable orthogonality constraint on distinctive latent factors. Existing methods, however, inadequately consider such orthogonality and may thus suffer from substantial loss of undetected common-source variation. Our D-GCCA takes one step further than generalized canonical correlation analysis by separating common and distinctive components among canonical variables, while enjoying an appealing interpretation from the perspective of principal component analysis. Furthermore, we propose to use the variable-level proportion of signal variance explained by common or distinctive latent factors for selecting the variables most influenced. Consistent estimators of our D-GCCA method are established with good finite-sample numerical performance, and have closed-form expressions leading to efficient computation especially for large-scale data. The superiority of D-GCCA over state-of-the-art methods is also corroborated in simulations and real-world data examples.","PeriodicalId":50161,"journal":{"name":"Journal of Machine Learning Research","volume":null,"pages":null},"PeriodicalIF":4.3,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9380864/pdf/nihms-1815754.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10468609","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}

引用次数: 0

Interpretable Classification of Categorical Time Series Using the Spectral Envelope and Optimal Scalings. 使用谱包络和最优标度的分类时间序列的可解释分类。

IF 6 3区计算机科学

Journal of Machine Learning Research Pub Date : 2022-01-01

Zeda Li, Scott A Bruce, Tian Cai

{"title":"Interpretable Classification of Categorical Time Series Using the Spectral Envelope and Optimal Scalings.","authors":"Zeda Li, Scott A Bruce, Tian Cai","doi":"","DOIUrl":"","url":null,"abstract":"This article introduces a novel approach to the classification of categorical time series under the supervised learning paradigm. To construct meaningful features for categorical time series classification, we consider two relevant quantities: the spectral envelope and its corresponding set of optimal scalings. These quantities characterize oscillatory patterns in a categorical time series as the largest possible power at each frequency, or spectral envelope, obtained by assigning numerical values, or scalings, to categories that optimally emphasize oscillations at each frequency. Our procedure combines these two quantities to produce an interpretable and parsimonious feature-based classifier that can be used to accurately determine group membership for categorical time series. Classification consistency of the proposed method is investigated, and simulation studies are used to demonstrate accuracy in classifying categorical time series with various underlying group structures. Finally, we use the proposed method to explore key differences in oscillatory patterns of sleep stage time series for patients with different sleep disorders and accurately classify patients accordingly. The code for implementing the proposed method is available at https://github.com/zedali16/envsca.","PeriodicalId":50161,"journal":{"name":"Journal of Machine Learning Research","volume":null,"pages":null},"PeriodicalIF":6.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10210597/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9529646","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}

引用次数: 0

Spatial Multivariate Trees for Big Data Bayesian Regression. 大数据贝叶斯回归的空间多元树。

IF 6 3区计算机科学

Journal of Machine Learning Research Pub Date : 2022-01-01

Michele Peruzzi, David B Dunson

引用次数: 0

Bayesian subset selection and variable importance for interpretable prediction and classification. 用于可解释预测和分类的贝叶斯子集选择和变量重要性。

IF 6 3区计算机科学

Journal of Machine Learning Research Pub Date : 2022-01-01

Daniel R Kowal

{"title":"Bayesian subset selection and variable importance for interpretable prediction and classification.","authors":"Daniel R Kowal","doi":"","DOIUrl":"","url":null,"abstract":"Subset selection is a valuable tool for interpretable learning, scientific discovery, and data compression. However, classical subset selection is often avoided due to selection instability, lack of regularization, and difficulties with post-selection inference. We address these challenges from a Bayesian perspective. Given any Bayesian predictive model <math><mi>ℳ</mi></math>, we extract a family of near-optimal subsets of variables for linear prediction or classification. This strategy deemphasizes the role of a single \"best\" subset and instead advances the broader perspective that often many subsets are highly competitive. The acceptable family of subsets offers a new pathway for model interpretation and is neatly summarized by key members such as the smallest acceptable subset, along with new (co-) variable importance metrics based on whether variables (co-) appear in all, some, or no acceptable subsets. More broadly, we apply Bayesian decision analysis to derive the optimal linear coefficients for any subset of variables. These coefficients inherit both regularization and predictive uncertainty quantification via <math><mi>ℳ</mi></math>. For both simulated and real data, the proposed approach exhibits better prediction, interval estimation, and variable selection than competing Bayesian and frequentist selection methods. These tools are applied to a large education dataset with highly correlated covariates. Our analysis provides unique insights into the combination of environmental, socioeconomic, and demographic factors that predict educational outcomes, and identifies over 200 distinct subsets of variables that offer near-optimal out-of-sample predictive accuracy.","PeriodicalId":50161,"journal":{"name":"Journal of Machine Learning Research","volume":null,"pages":null},"PeriodicalIF":6.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10723825/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138811860","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}

引用次数: 0

Hoeffding's inequality for general Markov chains with its applications to statistical learning. 一般马尔可夫链的Hoeffding不等式及其在统计学习中的应用。

IF 6 3区计算机科学

Journal of Machine Learning Research Pub Date : 2021-08-01

Jianqing Fan, Bai Jiang, Qiang Sun

引用次数: 0

A flexible model-free prediction-based framework for feature ranking. 一个灵活的、无模型的、基于预测的特征排序框架。

IF 6 3区计算机科学

Journal of Machine Learning Research Pub Date : 2021-05-01

Jingyi Jessica Li, Yiling Elaine Chen, Xin Tong

{"title":"A flexible model-free prediction-based framework for feature ranking.","authors":"Jingyi Jessica Li, Yiling Elaine Chen, Xin Tong","doi":"","DOIUrl":"","url":null,"abstract":"Despite the availability of numerous statistical and machine learning tools for joint feature modeling, many scientists investigate features marginally, i.e., one feature at a time. This is partly due to training and convention but also roots in scientists' strong interests in simple visualization and interpretability. As such, marginal feature ranking for some predictive tasks, e.g., prediction of cancer driver genes, is widely practiced in the process of scientific discoveries. In this work, we focus on marginal ranking for binary classification, one of the most common predictive tasks. We argue that the most widely used marginal ranking criteria, including the Pearson correlation, the two-sample t test, and two-sample Wilcoxon rank-sum test, do not fully take feature distributions and prediction objectives into account. To address this gap in practice, we propose two ranking criteria corresponding to two prediction objectives: the classical criterion (CC) and the Neyman-Pearson criterion (NPC), both of which use model-free nonparametric implementations to accommodate diverse feature distributions. Theoretically, we show that under regularity conditions, both criteria achieve sample-level ranking that is consistent with their population-level counterpart with high probability. Moreover, NPC is robust to sampling bias when the two class proportions in a sample deviate from those in the population. This property endows NPC good potential in biomedical research where sampling biases are ubiquitous. We demonstrate the use and relative advantages of CC and NPC in simulation and real data studies. Our model-free objective-based ranking idea is extendable to ranking feature subsets and generalizable to other prediction tasks and learning objectives.","PeriodicalId":50161,"journal":{"name":"Journal of Machine Learning Research","volume":null,"pages":null},"PeriodicalIF":6.0,"publicationDate":"2021-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8939838/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10265462","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}

引用次数: 0

Integrative High Dimensional Multiple Testing with Heterogeneity under Data Sharing Constraints. 数据共享约束下的异质性整合高维多重测试

IF 4.3 3区计算机科学

Journal of Machine Learning Research Pub Date : 2021-04-01

Molei Liu, Yin Xia, Kelly Cho, Tianxi Cai

{"title":"Integrative High Dimensional Multiple Testing with Heterogeneity under Data Sharing Constraints.","authors":"Molei Liu, Yin Xia, Kelly Cho, Tianxi Cai","doi":"","DOIUrl":"","url":null,"abstract":"Identifying informative predictors in a high dimensional regression model is a critical step for association analysis and predictive modeling. Signal detection in the high dimensional setting often fails due to the limited sample size. One approach to improving power is through meta-analyzing multiple studies which address the same scientific question. However, integrative analysis of high dimensional data from multiple studies is challenging in the presence of between-study heterogeneity. The challenge is even more pronounced with additional data sharing constraints under which only summary data can be shared across different sites. In this paper, we propose a novel data shielding integrative large-scale testing (DSILT) approach to signal detection allowing between-study heterogeneity and not requiring the sharing of individual level data. Assuming the underlying high dimensional regression models of the data differ across studies yet share similar support, the proposed method incorporates proper integrative estimation and debiasing procedures to construct test statistics for the overall effects of specific covariates. We also develop a multiple testing procedure to identify significant effects while controlling the false discovery rate (FDR) and false discovery proportion (FDP). Theoretical comparisons of the new testing procedure with the ideal individual-level meta-analysis (ILMA) approach and other distributed inference methods are investigated. Simulation studies demonstrate that the proposed testing procedure performs well in both controlling false discovery and attaining power. The new method is applied to a real example detecting interaction effects of the genetic variants for statins and obesity on the risk for type II diabetes.","PeriodicalId":50161,"journal":{"name":"Journal of Machine Learning Research","volume":null,"pages":null},"PeriodicalIF":4.3,"publicationDate":"2021-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10327421/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9811440","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}

引用次数: 0