Neural-signature methods for structured EHR prediction

Models that can effectively represent structured Electronic Healthcare Records (EHR) are central to an increasing range of applications in healthcare. Due to the sequential nature of health data, Recurrent Neural Networks have emerged as the dominant component within state-of-the-art architectures. The signature transform represents an alternative modelling paradigm for sequential data. This transform provides a non-learnt approach to creating a fixed vector representation of temporal features and has shown strong performances across an increasing number of domains, including medical data. However, the signature method has not yet been applied to structured EHR data. To this end, we follow recent work that enables the signature to be used as a differentiable layer within a neural architecture enabling application in high dimensional domains where calculation would have previously been intractable. Using a heart failure prediction task as an exemplar, we provide an empirical evaluation of different variations of the signature method and compare against state-of-the-art baselines. This first application of neural-signature methods in real-world healthcare data shows a competitive performance when compared to strong baselines and thus warrants further investigation within the health domain

CAUSE: Learning Granger Causality from Event Sequences using Attribution Methods

We study the problem of learning Granger causality between event types from asynchronous, interdependent, multi-type event sequences. Existing work suffers from either limited model flexibility or poor model explainability and thus fails to uncover Granger causality across a wide variety of event sequences with diverse event interdependency. To address these weaknesses, we propose CAUSE (Causality from AttribUtions on Sequence of Events), a novel framework for the studied task. The key idea of CAUSE is to first implicitly capture the underlying event interdependency by fitting a neural point process, and then extract from the process a Granger causality statistic using an axiomatic attribution method. Across multiple datasets riddled with diverse event interdependency, we demonstrate that CAUSE achieves superior performance on correctly inferring the inter-type Granger causality over a range of state-of-the-art methods

Modeling Events and Interactions through Temporal Processes -- A Survey

In real-world scenario, many phenomena produce a collection of events that occur in continuous time. Point Processes provide a natural mathematical framework for modeling these sequences of events. In this survey, we investigate probabilistic models for modeling event sequences through temporal processes. We revise the notion of event modeling and provide the mathematical foundations that characterize the literature on the topic. We define an ontology to categorize the existing approaches in terms of three families: simple, marked, and spatio-temporal point processes. For each family, we systematically review the existing approaches based based on deep learning. Finally, we analyze the scenarios where the proposed techniques can be used for addressing prediction and modeling aspects.Comment: Image replacement