Finding Statistically Significant Interactions between Continuous Features

The search for higher-order feature interactions that are statistically significantly associated with a class variable is of high relevance in fields such as Genetics or Healthcare, but the combinatorial explosion of the candidate space makes this problem extremely challenging in terms of computational efficiency and proper correction for multiple testing. While recent progress has been made regarding this challenge for binary features, we here present the first solution for continuous features. We propose an algorithm which overcomes the combinatorial explosion of the search space of higher-order interactions by deriving a lower bound on the p-value for each interaction, which enables us to massively prune interactions that can never reach significance and to thereby gain more statistical power. In our experiments, our approach efficiently detects all significant interactions in a variety of synthetic and real-world datasets.Comment: 13 pages, 5 figures, 2 tables, accepted to the 28th International Joint Conference on Artificial Intelligence (IJCAI 2019

A Physics-Based Approach to Unsupervised Discovery of Coherent Structures in Spatiotemporal Systems

Given that observational and numerical climate data are being produced at ever more prodigious rates, increasingly sophisticated and automated analysis techniques have become essential. Deep learning is quickly becoming a standard approach for such analyses and, while great progress is being made, major challenges remain. Unlike commercial applications in which deep learning has led to surprising successes, scientific data is highly complex and typically unlabeled. Moreover, interpretability and detecting new mechanisms are key to scientific discovery. To enhance discovery we present a complementary physics-based, data-driven approach that exploits the causal nature of spatiotemporal data sets generated by local dynamics (e.g. hydrodynamic flows). We illustrate how novel patterns and coherent structures can be discovered in cellular automata and outline the path from them to climate data.Comment: 4 pages, 1 figure; http://csc.ucdavis.edu/~cmg/compmech/pubs/ci2017_Rupe_et_al.ht

Discovering Functional Communities in Dynamical Networks

Many networks are important because they are substrates for dynamical systems, and their pattern of functional connectivity can itself be dynamic -- they can functionally reorganize, even if their underlying anatomical structure remains fixed. However, the recent rapid progress in discovering the community structure of networks has overwhelmingly focused on that constant anatomical connectivity. In this paper, we lay out the problem of discovering_functional communities_, and describe an approach to doing so. This method combines recent work on measuring information sharing across stochastic networks with an existing and successful community-discovery algorithm for weighted networks. We illustrate it with an application to a large biophysical model of the transition from beta to gamma rhythms in the hippocampus.Comment: 18 pages, 4 figures, Springer "Lecture Notes in Computer Science" style. Forthcoming in the proceedings of the workshop "Statistical Network Analysis: Models, Issues and New Directions", at ICML 2006. Version 2: small clarifications, typo corrections, added referenc

Automatic Bayesian Density Analysis

Making sense of a dataset in an automatic and unsupervised fashion is a challenging problem in statistics and AI. Classical approaches for {exploratory data analysis} are usually not flexible enough to deal with the uncertainty inherent to real-world data: they are often restricted to fixed latent interaction models and homogeneous likelihoods; they are sensitive to missing, corrupt and anomalous data; moreover, their expressiveness generally comes at the price of intractable inference. As a result, supervision from statisticians is usually needed to find the right model for the data. However, since domain experts are not necessarily also experts in statistics, we propose Automatic Bayesian Density Analysis (ABDA) to make exploratory data analysis accessible at large. Specifically, ABDA allows for automatic and efficient missing value estimation, statistical data type and likelihood discovery, anomaly detection and dependency structure mining, on top of providing accurate density estimation. Extensive empirical evidence shows that ABDA is a suitable tool for automatic exploratory analysis of mixed continuous and discrete tabular data.Comment: In proceedings of the Thirty-Third AAAI Conference on Artificial Intelligence (AAAI-19

A Survey on Graph Kernels

Graph kernels have become an established and widely-used technique for solving classification tasks on graphs. This survey gives a comprehensive overview of techniques for kernel-based graph classification developed in the past 15 years. We describe and categorize graph kernels based on properties inherent to their design, such as the nature of their extracted graph features, their method of computation and their applicability to problems in practice. In an extensive experimental evaluation, we study the classification accuracy of a large suite of graph kernels on established benchmarks as well as new datasets. We compare the performance of popular kernels with several baseline methods and study the effect of applying a Gaussian RBF kernel to the metric induced by a graph kernel. In doing so, we find that simple baselines become competitive after this transformation on some datasets. Moreover, we study the extent to which existing graph kernels agree in their predictions (and prediction errors) and obtain a data-driven categorization of kernels as result. Finally, based on our experimental results, we derive a practitioner's guide to kernel-based graph classification

Dynamic mode decomposition in vector-valued reproducing kernel Hilbert spaces for extracting dynamical structure among observables

Understanding nonlinear dynamical systems (NLDSs) is challenging in a variety of engineering and scientific fields. Dynamic mode decomposition (DMD), which is a numerical algorithm for the spectral analysis of Koopman operators, has been attracting attention as a way of obtaining global modal descriptions of NLDSs without requiring explicit prior knowledge. However, since existing DMD algorithms are in principle formulated based on the concatenation of scalar observables, it is not directly applicable to data with dependent structures among observables, which take, for example, the form of a sequence of graphs. In this paper, we formulate Koopman spectral analysis for NLDSs with structures among observables and propose an estimation algorithm for this problem. This method can extract and visualize the underlying low-dimensional global dynamics of NLDSs with structures among observables from data, which can be useful in understanding the underlying dynamics of such NLDSs. To this end, we first formulate the problem of estimating spectra of the Koopman operator defined in vector-valued reproducing kernel Hilbert spaces, and then develop an estimation procedure for this problem by reformulating tensor-based DMD. As a special case of our method, we propose the method named as Graph DMD, which is a numerical algorithm for Koopman spectral analysis of graph dynamical systems, using a sequence of adjacency matrices. We investigate the empirical performance of our method by using synthetic and real-world data.Comment: 34 pages with 4 figures, Published in Neural Networks, 201