Nonparametric Bayesian multi-armed bandits for single cell experiment design

The problem of maximizing cell type discovery under budget constraints is a fundamental challenge for the collection and analysis of single-cell RNA-sequencing (scRNA-seq) data. In this paper, we introduce a simple, computationally efficient, and scalable Bayesian nonparametric sequential approach to optimize the budget allocation when designing a large scale experiment for the collection of scRNA-seq data for the purpose of, but not limited to, creating cell atlases. Our approach relies on the following tools: i) a hierarchical Pitman-Yor prior that recapitulates biological assumptions regarding cellular differentiation, and ii) a Thompson sampling multi-armed bandit strategy that balances exploitation and exploration to prioritize experiments across a sequence of trials. Posterior inference is performed by using a sequential Monte Carlo approach, which allows us to fully exploit the sequential nature of our species sampling problem. We empirically show that our approach outperforms state-of-the-art methods and achieves near-Oracle performance on simulated and scRNA-seq data alike. HPY-TS code is available at https://github.com/fedfer/HPYsinglecell

Cooperative hierarchical Dirichlet processes: Superposition vs. maximization

© 2019 Elsevier B.V. The cooperative hierarchical structure is a common and significant data structure observed in, or adopted by, many research areas, such as: text mining (author–paper–word) and multi-label classification (label–instance–feature). Renowned Bayesian approaches for cooperative hierarchical structure modeling are mostly based on hierarchical Bayesian models. However, these approaches suffer from a serious issue in that the number of hidden topics/factors needs to be fixed in advance and an inappropriate number may lead to overfitting or underfitting. One elegant way to resolve this issue is Bayesian nonparametric learning, but existing work in this area still cannot be applied to cooperative hierarchical structure modeling. In this paper, we propose a cooperative hierarchical Dirichlet process (CHDP) to fill this gap. Each node in a cooperative hierarchical structure is assigned a Dirichlet process to model its weights on the infinite hidden factors/topics. Together with measure inheritance from hierarchical Dirichlet process, two kinds of measure cooperation, i.e., superposition and maximization, are defined to capture the many-to-many relationships in the cooperative hierarchical structure. Furthermore, two constructive representations for CHDP, i.e., stick-breaking and international restaurant process, are designed to facilitate the model inference. Experiments on synthetic and real-world data with cooperative hierarchical structures demonstrate the properties and the ability of CHDP for cooperative hierarchical structure modeling and its potential for practical application scenarios

A survey on Bayesian nonparametric learning

© 2019 Copyright held by the owner/author(s). Publication rights licensed to ACM. Bayesian (machine) learning has been playing a significant role in machine learning for a long time due to its particular ability to embrace uncertainty, encode prior knowledge, and endow interpretability. On the back of Bayesian learning's great success, Bayesian nonparametric learning (BNL) has emerged as a force for further advances in this field due to its greater modelling flexibility and representation power. Instead of playing with the fixed-dimensional probabilistic distributions of Bayesian learning, BNL creates a new “game” with infinite-dimensional stochastic processes. BNL has long been recognised as a research subject in statistics, and, to date, several state-of-the-art pilot studies have demonstrated that BNL has a great deal of potential to solve real-world machine-learning tasks. However, despite these promising results, BNL has not created a huge wave in the machine-learning community. Esotericism may account for this. The books and surveys on BNL written by statisticians are overcomplicated and filled with tedious theories and proofs. Each is certainly meaningful but may scare away new researchers, especially those with computer science backgrounds. Hence, the aim of this article is to provide a plain-spoken, yet comprehensive, theoretical survey of BNL in terms that researchers in the machine-learning community can understand. It is hoped this survey will serve as a starting point for understanding and exploiting the benefits of BNL in our current scholarly endeavours. To achieve this goal, we have collated the extant studies in this field and aligned them with the steps of a standard BNL procedure-from selecting the appropriate stochastic processes through manipulation to executing the model inference algorithms. At each step, past efforts have been thoroughly summarised and discussed. In addition, we have reviewed the common methods for implementing BNL in various machine-learning tasks along with its diverse applications in the real world as examples to motivate future studies

A phylogenetic latent feature model for clonal deconvolution

Tumours develop in an evolutionary process, in which the accumulation of mutations produces subpopulations of cells with distinct mutational profiles, called clones. This process leads to the genetic heterogeneity widely observed in tumour sequencing data, but identifying the genotypes and frequencies of the different clones is still a major challenge. Here, we present Cloe, a phylogenetic latent feature model to deconvolute tumour sequencing data into a set of related genotypes. Our approach extends latent feature models by placing the features as nodes in a latent tree. The resulting model can capture both the acquisition and the loss of mutations, as well as episodes of convergent evolution. We establish the validity of Cloe on synthetic data and assess its performance on controlled biological data, comparing our reconstructions to those of several published state-of-the-art methods. We show that our method provides highly accurate reconstructions and identifies the number of clones, their genotypes and frequencies even at a modest sequencing depth. As a proof of concept, we apply our model to clinical data from three cases with chronic lymphocytic leukaemia and one case with acute myeloid leukaemia.CRUK (Core grant C14303/A17197, A20240 (Rosenfeld lab core grant), A19274 (Markowetz lab core grant)), University of Cambridge, Hutchison Whampoa Limite

Beta Diffusion Trees.

We define the beta diffusion tree, a random tree structure with a set of leaves that defines a collection of overlapping subsets of objects, known as a feature allocation. The generative process for the tree is defined in terms of particles (representing the objects) diffusing in some continuous space, analogously to the Dirichlet and Pitman-Yor diffusion trees (Neal, 2003b; Knowles & Ghahramani, 2011), both of which define tree structures over clusters of the particles. With the beta diffusion tree, however, multiple copies of a particle may exist and diffuse to multiple locations in the continuous space, resulting in (a random number of) possibly overlapping clusters of the objects. We demonstrate how to build a hierarchically-clustered factor analysis model with the beta diffusion tree and how to perform inference over the random tree structures with a Markov chain Monte Carlo algorithm. We conclude with several numerical experiments on missing data problems with data sets of gene expression arrays, international development statistics, and intranational socioeconomic measurements

Beta diffusion trees and hierarchical feature allocations

We define the beta diffusion tree, a random tree structure with a set of leaves that defines a collection of overlapping subsets of objects, known as a feature allocation. A generative process for the tree structure is defined in terms of particles (representing the objects) diffusing in some continuous space, analogously to the Dirichlet diffusion tree (Neal, 2003), which defines a tree structure over partitions (i.e., non-overlapping subsets) of the objects. Unlike in the Dirichlet diffusion tree, multiple copies of a particle may exist and diffuse along multiple branches in the beta diffusion tree, and an object may therefore belong to multiple subsets of particles. We demonstrate how to build a hierarchically-clustered factor analysis model with the beta diffusion tree and how to perform inference over the random tree structures with a Markov chain Monte Carlo algorithm. We conclude with several numerical experiments on missing data problems with data sets of gene expression microarrays, international development statistics, and intranational socioeconomic measurements