Multi-Label Learning under Feature Extraction Budgets

We consider the problem of learning sparse linear models for multi-label prediction tasks under a hard constraint on the number of features. Such budget constraints are important in domains where the acquisition of the feature values is costly. We propose a greedy multi-label regularized least-squares algorithm that solves this problem by combining greedy forward selection search with a cross-validation based selection criterion in order to choose, which features to include in the model. We present a highly efficient algorithm for implementing this procedure with linear time and space complexities. This is achieved through the use of matrix update formulas for speeding up feature addition and cross-validation computations. Experimentally, we demonstrate that the approach allows finding sparse accurate predictors on a wide range of benchmark problems, typically outperforming the multi-task lasso baseline method when the budget is small.</p

RLScore: Regularized Least-Squares Learners

Abstract RLScore is a Python open source module for kernel based machine learning. The library provides implementations of several regularized least-squares (RLS) type of learners. RLS methods for regression and classification, ranking, greedy feature selection, multi-task and zero-shot learning, and unsupervised classification are included. Matrix algebra based computational short-cuts are used to ensure efficiency of both training and cross-validation. A simple API and extensive tutorials allow for easy use of RLScore

Cost-effective survival prediction for patients with advanced prostate cancer using clinical trial and real-world hospital registry datasets

Introduction Predictive survival modeling offers systematic tools for clinical decision-making and individualized tailoring of treatment strategies to improve patient outcomes while reducing overall healthcare costs. In 2015, a number of machine learning and statistical models were benchmarked in the DREAM 9.5 Prostate Cancer Challenge, based on open clinical trial data for metastatic castration resistant prostate cancer (mCRPC). However, applying these models into clinical practice poses a practical challenge due to the inclusion of a large number of model variables, some of which are not routinely monitored or are expensive to measure. Objectives To develop cost-specified variable selection algorithms for constructing cost-effective prognostic models of overall survival that still preserve sufficient model performance for clinical decision making. Methods Penalized Cox regression models were used for the survival prediction. For the variable selection, we implemented two algorithms: (i) LASSO regularization approach; and (ii) a greedy cost-specified variable selection algorithm. The models were compared in three cohorts of mCRPC patients from randomized clinical trials (RCT), as well as in a real-world cohort (RWC) of advanced prostate cancer patients treated at the Turku University Hospital. Hospital laboratory expenses were utilized as a reference for computing the costs of introducing new variables into the models. Results Compared to measuring the full set of clinical variables, economic costs could be reduced by half without a significant loss of model performance. The greedy algorithm outperformed the LASSO-based variable selection with the lowest tested budgets. The overall top performance was higher with the LASSO algorithm. Conclusion The cost-specified variable selection offers significant budget optimization capability for the real-world survival prediction without compromising the predictive power of the model.Peer reviewe

Sparse Predictive Modeling : A Cost-Effective Perspective

Many real life problems encountered in industry, economics or engineering are complex and difficult to model by conventional mathematical methods. Machine learning provides a wide variety of methods and tools for solving such problems by learning mathematical models from data. Methods from the field have found their way to applications such as medical diagnosis, financial forecasting, and web-search engines. The predictions made by a learned model are based on a vector of feature values describing the input to the model. However, predictions do not come for free in real world applications, since the feature values of the input have to be bought, measured or produced before the model can be used. Feature selection is a process of eliminating irrelevant and redundant features from the model. Traditionally, it has been applied for achieving interpretable and more accurate models, while the possibility of lowering prediction costs has received much less attention in the literature. In this thesis we consider novel feature selection techniques for reducing prediction costs. The contributions of this thesis are as follows. First, we propose several cost types characterizing the cost of performing prediction with a trained model. Particularly, we consider costs emerging from multitarget prediction problems as well as a number of cost types arising when the feature extraction process is structured. Second, we develop greedy regularized least-squares methods to maximize the predictive performance of the models under given budget constraints. Empirical evaluations are performed on numerous benchmark data sets as well as on a novel water quality analysis application. The results demonstrate that in settings where the considered cost types apply, the proposed methods lead to substantial cost savings compared to conventional methods

Integrative Bioinformatics of Functional and Genomic Profiles for Cancer Systems Medicine

Cancer is a leading cause of death worldwide and a major public health burden. The rapid advancements in high-throughput techniques have now made it possible to molecularly characterize large number of patient tumors, and large-scale genomic and functional profiles are routinely being generated. Such datasets hold immense potential to reveal novel genes driving cancer, biomarkers with prognostic value, and also identify promising targets for drug treatment. But the ‘big data’ nature of these highly complex datasets require concurrent development of computational models and data analysis strategies to be able to mine useful knowledge and unlock the potential of the information content that is latent in such datasets. This thesis presents computational and analytical approaches to extract potentially useful information by integrating genomic and functional profiles of cancer cells.Syöpä on maailmanlaajuisesti johtava kuolinsyy sekä suuri kansanterveystaakka. Edistyneen teknologian ansiosta voimme nykyään tutkia syöpäsoluja molekyylitasolla sekä tuottaa valtavia määriä tietoa. Tällaisissa tietomäärissä piilee suuria mahdollisuuksia uusien syöpää aiheuttavien geenien löytämiseen ja lupaavien syöpähoitokohteiden tunnistamiseen. Näiden erittäin monimutkaisten tietomäärien ”Big data” -luonne vaatii kuitenkin myös laskennallisten mallien kehittämistä ja strategioita tiedon analysointiin, jotta voidaan löytää käyttökelpoista tietoa, joka voisi olla hyödyllistä terveydenhoidossa. Tämä väitöskirja esittelee laskennallisia ja analyyttisiä tapoja löytää mahdollisesti hyödyllistä tietoa yhdistämällä erilaisia syöpäsolujen molekulaarisia malleja, kuten niiden genomisia ja toiminnallisia profiileja

Scalable Feature Selection Applications for Genome-Wide Association Studies of Complex Diseases

Personalized medicine will revolutionize our capabilities to combat disease. Working toward this goal, a fundamental task is the deciphering of geneticvariants that are predictive of complex diseases. Modern studies, in the formof genome-wide association studies (GWAS) have afforded researchers with the opportunity to reveal new genotype-phenotype relationships through the extensive scanning of genetic variants. These studies typically contain over half a million genetic features for thousands of individuals. Examining this with methods other than univariate statistics is a challenging task requiring advanced algorithms that are scalable to the genome-wide level. In the future, next-generation sequencing studies (NGS) will contain an even larger number of common and rare variants. Machine learning-based feature selection algorithms have been shown to have the ability to effectively create predictive models for various genotype-phenotype relationships. This work explores the problem of selecting genetic variant subsets that are the most predictive of complex disease phenotypes through various feature selection methodologies, including filter, wrapper and embedded algorithms. The examined machine learning algorithms were demonstrated to not only be effective at predicting the disease phenotypes, but also doing so efficiently through the use of computational shortcuts. While much of the work was able to be run on high-end desktops, some work was further extended so that it could be implemented on parallel computers helping to assure that they will also scale to the NGS data sets. Further, these studies analyzed the relationships between various feature selection methods and demonstrated the need for careful testing when selecting an algorithm. It was shown that there is no universally optimal algorithm for variant selection in GWAS, but rather methodologies need to be selected based on the desired outcome, such as the number of features to be included in the prediction model. It was also demonstrated that without proper model validation, for example using nested cross-validation, the models can result in overly-optimistic prediction accuracies and decreased generalization ability. It is through the implementation and application of machine learning methods that one can extract predictive genotype–phenotype relationships and biological insights from genetic data sets.Siirretty Doriast

Geometric data understanding : deriving case specific features

There exists a tradition using precise geometric modeling, where uncertainties in data can be considered noise. Another tradition relies on statistical nature of vast quantity of data, where geometric regularity is intrinsic to data and statistical models usually grasp this level only indirectly. This work focuses on point cloud data of natural resources and the silhouette recognition from video input as two real world examples of problems having geometric content which is intangible at the raw data presentation. This content could be discovered and modeled to some degree by such machine learning (ML) approaches like deep learning, but either a direct coverage of geometry in samples or addition of special geometry invariant layer is necessary. Geometric content is central when there is a need for direct observations of spatial variables, or one needs to gain a mapping to a geometrically consistent data representation, where e.g. outliers or noise can be easily discerned. In this thesis we consider transformation of original input data to a geometric feature space in two example problems. The first example is curvature of surfaces, which has met renewed interest since the introduction of ubiquitous point cloud data and the maturation of the discrete differential geometry. Curvature spectra can characterize a spatial sample rather well, and provide useful features for ML purposes. The second example involves projective methods used to video stereo-signal analysis in swimming analytics. The aim is to find meaningful local geometric representations for feature generation, which also facilitate additional analysis based on geometric understanding of the model. The features are associated directly to some geometric quantity, and this makes it easier to express the geometric constraints in a natural way, as shown in the thesis. Also, the visualization and further feature generation is much easier. Third, the approach provides sound baseline methods to more traditional ML approaches, e.g. neural network methods. Fourth, most of the ML methods can utilize the geometric features presented in this work as additional features.Geometriassa käytetään perinteisesti tarkkoja malleja, jolloin datassa esiintyvät epätarkkuudet edustavat melua. Toisessa perinteessä nojataan suuren datamäärän tilastolliseen luonteeseen, jolloin geometrinen säännönmukaisuus on datan sisäsyntyinen ominaisuus, joka hahmotetaan tilastollisilla malleilla ainoastaan epäsuorasti. Tämä työ keskittyy kahteen esimerkkiin: luonnonvaroja kuvaaviin pistepilviin ja videohahmontunnistukseen. Nämä ovat todellisia ongelmia, joissa geometrinen sisältö on tavoittamattomissa raakadatan tasolla. Tämä sisältö voitaisiin jossain määrin löytää ja mallintaa koneoppimisen keinoin, esim. syväoppimisen avulla, mutta joko geometria pitää kattaa suoraan näytteistämällä tai tarvitaan neuronien lisäkerros geometrisia invariansseja varten. Geometrinen sisältö on keskeinen, kun tarvitaan suoraa avaruudellisten suureiden havainnointia, tai kun tarvitaan kuvaus geometrisesti yhtenäiseen dataesitykseen, jossa poikkeavat näytteet tai melu voidaan helposti erottaa. Tässä työssä tarkastellaan datan muuntamista geometriseen piirreavaruuteen kahden esimerkkiohjelman suhteen. Ensimmäinen esimerkki on pintakaarevuus, joka on uudelleen virinneen kiinnostuksen kohde kaikkialle saatavissa olevan datan ja diskreetin geometrian kypsymisen takia. Kaarevuusspektrit voivat luonnehtia avaruudellista kohdetta melko hyvin ja tarjota koneoppimisessa hyödyllisiä piirteitä. Toinen esimerkki koskee projektiivisia menetelmiä käytettäessä stereovideosignaalia uinnin analytiikkaan. Tavoite on löytää merkityksellisiä paikallisen geometrian esityksiä, jotka samalla mahdollistavat muun geometrian ymmärrykseen perustuvan analyysin. Piirteet liittyvät suoraan johonkin geometriseen suureeseen, ja tämä helpottaa luonnollisella tavalla geometristen rajoitteiden käsittelyä, kuten väitöstyössä osoitetaan. Myös visualisointi ja lisäpiirteiden luonti muuttuu helpommaksi. Kolmanneksi, lähestymistapa suo selkeän vertailumenetelmän perinteisemmille koneoppimisen lähestymistavoille, esim. hermoverkkomenetelmille. Neljänneksi, useimmat koneoppimismenetelmät voivat hyödyntää tässä työssä esitettyjä geometrisia piirteitä lisäämällä ne muiden piirteiden joukkoon