22,844 research outputs found
Transition manifolds of complex metastable systems: Theory and data-driven computation of effective dynamics
We consider complex dynamical systems showing metastable behavior but no
local separation of fast and slow time scales. The article raises the question
of whether such systems exhibit a low-dimensional manifold supporting its
effective dynamics. For answering this question, we aim at finding nonlinear
coordinates, called reaction coordinates, such that the projection of the
dynamics onto these coordinates preserves the dominant time scales of the
dynamics. We show that, based on a specific reducibility property, the
existence of good low-dimensional reaction coordinates preserving the dominant
time scales is guaranteed. Based on this theoretical framework, we develop and
test a novel numerical approach for computing good reaction coordinates. The
proposed algorithmic approach is fully local and thus not prone to the curse of
dimension with respect to the state space of the dynamics. Hence, it is a
promising method for data-based model reduction of complex dynamical systems
such as molecular dynamics
Consistency of Feature Markov Processes
We are studying long term sequence prediction (forecasting). We approach this
by investigating criteria for choosing a compact useful state representation.
The state is supposed to summarize useful information from the history. We want
a method that is asymptotically consistent in the sense it will provably
eventually only choose between alternatives that satisfy an optimality property
related to the used criterion. We extend our work to the case where there is
side information that one can take advantage of and, furthermore, we briefly
discuss the active setting where an agent takes actions to achieve desirable
outcomes.Comment: 16 LaTeX page
Eigendecompositions of Transfer Operators in Reproducing Kernel Hilbert Spaces
Transfer operators such as the Perron--Frobenius or Koopman operator play an
important role in the global analysis of complex dynamical systems. The
eigenfunctions of these operators can be used to detect metastable sets, to
project the dynamics onto the dominant slow processes, or to separate
superimposed signals. We extend transfer operator theory to reproducing kernel
Hilbert spaces and show that these operators are related to Hilbert space
representations of conditional distributions, known as conditional mean
embeddings in the machine learning community. Moreover, numerical methods to
compute empirical estimates of these embeddings are akin to data-driven methods
for the approximation of transfer operators such as extended dynamic mode
decomposition and its variants. One main benefit of the presented kernel-based
approaches is that these methods can be applied to any domain where a
similarity measure given by a kernel is available. We illustrate the results
with the aid of guiding examples and highlight potential applications in
molecular dynamics as well as video and text data analysis
Local Kernels and the Geometric Structure of Data
We introduce a theory of local kernels, which generalize the kernels used in
the standard diffusion maps construction of nonparametric modeling. We prove
that evaluating a local kernel on a data set gives a discrete representation of
the generator of a continuous Markov process, which converges in the limit of
large data. We explicitly connect the drift and diffusion coefficients of the
process to the moments of the kernel. Moreover, when the kernel is symmetric,
the generator is the Laplace-Beltrami operator with respect to a geometry which
is influenced by the embedding geometry and the properties of the kernel. In
particular, this allows us to generate any Riemannian geometry by an
appropriate choice of local kernel. In this way, we continue a program of
Belkin, Niyogi, Coifman and others to reinterpret the current diverse
collection of kernel-based data analysis methods and place them in a geometric
framework. We show how to use this framework to design local kernels invariant
to various features of data. These data-driven local kernels can be used to
construct conformally invariant embeddings and reconstruct global
diffeomorphisms
DeepCare: A Deep Dynamic Memory Model for Predictive Medicine
Personalized predictive medicine necessitates the modeling of patient illness
and care processes, which inherently have long-term temporal dependencies.
Healthcare observations, recorded in electronic medical records, are episodic
and irregular in time. We introduce DeepCare, an end-to-end deep dynamic neural
network that reads medical records, stores previous illness history, infers
current illness states and predicts future medical outcomes. At the data level,
DeepCare represents care episodes as vectors in space, models patient health
state trajectories through explicit memory of historical records. Built on Long
Short-Term Memory (LSTM), DeepCare introduces time parameterizations to handle
irregular timed events by moderating the forgetting and consolidation of memory
cells. DeepCare also incorporates medical interventions that change the course
of illness and shape future medical risk. Moving up to the health state level,
historical and present health states are then aggregated through multiscale
temporal pooling, before passing through a neural network that estimates future
outcomes. We demonstrate the efficacy of DeepCare for disease progression
modeling, intervention recommendation, and future risk prediction. On two
important cohorts with heavy social and economic burden -- diabetes and mental
health -- the results show improved modeling and risk prediction accuracy.Comment: Accepted at JBI under the new name: "Predicting healthcare
trajectories from medical records: A deep learning approach
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