A Variational Autoencoder for Heterogeneous Temporal and Longitudinal Data

The variational autoencoder (VAE) is a popular deep latent variable model used to analyse high-dimensional datasets by learning a low-dimensional latent representation of the data. It simultaneously learns a generative model and an inference network to perform approximate posterior inference. Recently proposed extensions to VAEs that can handle temporal and longitudinal data have applications in healthcare, behavioural modelling, and predictive maintenance. However, these extensions do not account for heterogeneous data (i.e., data comprising of continuous and discrete attributes), which is common in many real-life applications. In this work, we propose the heterogeneous longitudinal VAE (HL-VAE) that extends the existing temporal and longitudinal VAEs to heterogeneous data. HL-VAE provides efficient inference for high-dimensional datasets and includes likelihood models for continuous, count, categorical, and ordinal data while accounting for missing observations. We demonstrate our model's efficacy through simulated as well as clinical datasets, and show that our proposed model achieves competitive performance in missing value imputation and predictive accuracy.Comment: Preprin

Multi-Channel Stochastic Variational Inference for the Joint Analysis of Heterogeneous Biomedical Data in Alzheimer's Disease

The joint analysis of biomedical data in Alzheimer's Disease (AD) is important for better clinical diagnosis and to understand the relationship between biomarkers. However, jointly accounting for heterogeneous measures poses important challenges related to the modeling of the variability and the interpretability of the results. These issues are here addressed by proposing a novel multi-channel stochastic generative model. We assume that a latent variable generates the data observed through different channels (e.g., clinical scores, imaging, ...) and describe an efficient way to estimate jointly the distribution of both latent variable and data generative process. Experiments on synthetic data show that the multi-channel formulation allows superior data reconstruction as opposed to the single channel one. Moreover, the derived lower bound of the model evidence represents a promising model selection criterion. Experiments on AD data show that the model parameters can be used for unsupervised patient stratification and for the joint interpretation of the heterogeneous observations. Because of its general and flexible formulation, we believe that the proposed method can find important applications as a general data fusion technique.Comment: accepted for presentation at MLCN 2018 workshop, in Conjunction with MICCAI 2018, September 20, Granada, Spai