Machine Learning and Integrative Analysis of Biomedical Big Data.

Recent developments in high-throughput technologies have accelerated the accumulation of massive amounts of omics data from multiple sources: genome, epigenome, transcriptome, proteome, metabolome, etc. Traditionally, data from each source (e.g., genome) is analyzed in isolation using statistical and machine learning (ML) methods. Integrative analysis of multi-omics and clinical data is key to new biomedical discoveries and advancements in precision medicine. However, data integration poses new computational challenges as well as exacerbates the ones associated with single-omics studies. Specialized computational approaches are required to effectively and efficiently perform integrative analysis of biomedical data acquired from diverse modalities. In this review, we discuss state-of-the-art ML-based approaches for tackling five specific computational challenges associated with integrative analysis: curse of dimensionality, data heterogeneity, missing data, class imbalance and scalability issues

A survey of outlier detection methodologies

Outlier detection has been used for centuries to detect and, where appropriate, remove anomalous observations from data. Outliers arise due to mechanical faults, changes in system behaviour, fraudulent behaviour, human error, instrument error or simply through natural deviations in populations. Their detection can identify system faults and fraud before they escalate with potentially catastrophic consequences. It can identify errors and remove their contaminating effect on the data set and as such to purify the data for processing. The original outlier detection methods were arbitrary but now, principled and systematic techniques are used, drawn from the full gamut of Computer Science and Statistics. In this paper, we introduce a survey of contemporary techniques for outlier detection. We identify their respective motivations and distinguish their advantages and disadvantages in a comparative review

SIGMA: spectral interpretation using gaussian mixtures and autoencoder

Identification of unknown micro- and nano-sized mineral phases is commonly achieved by analyzing chemical maps generated from hyperspectral imaging data sets, particularly scanning electron microscope—energy dispersive X-ray spectroscopy (SEM-EDS). However, the accuracy and reliability of mineral identification are often limited by subjective human interpretation, non-ideal sample preparation, and the presence of mixed chemical signals generated within the electron-beam interaction volume. Machine learning has emerged as a powerful tool to overcome these problems. Here, we propose a machine-learning approach to identify unknown phases and unmix their overlapped chemical signals. This approach leverages the guidance of Gaussian mixture modeling clustering fitted on an informative latent space of pixel-wise elemental data points modeled using a neural network autoencoder, and unmixes the overlapped chemical signals of phases using non-negative matrix factorization. We evaluate the reliability and the accuracy of the new approach using two SEM-EDS data sets: a synthetic mixture sample and a real-world particulate matter sample. In the former, the proposed approach successfully identifies all major phases and extracts background-subtracted single-phase chemical signals. The unmixed chemical spectra show an average similarity of 83.0% with the ground truth spectra. In the second case, the approach demonstrates the ability to identify potentially magnetic Fe-bearing particles and their background-subtracted chemical signals. We demonstrate a flexible and adaptable approach that brings a significant improvement to mineralogical and chemical analysis in a fully automated manner. The proposed analysis process has been built into a user-friendly Python code with a graphical user interface for ease of use by general users

Bayesian nonparametric sparse VAR models

High dimensional vector autoregressive (VAR) models require a large number of parameters to be estimated and may suffer of inferential problems. We propose a new Bayesian nonparametric (BNP) Lasso prior (BNP-Lasso) for high-dimensional VAR models that can improve estimation efficiency and prediction accuracy. Our hierarchical prior overcomes overparametrization and overfitting issues by clustering the VAR coefficients into groups and by shrinking the coefficients of each group toward a common location. Clustering and shrinking effects induced by the BNP-Lasso prior are well suited for the extraction of causal networks from time series, since they account for some stylized facts in real-world networks, which are sparsity, communities structures and heterogeneity in the edges intensity. In order to fully capture the richness of the data and to achieve a better understanding of financial and macroeconomic risk, it is therefore crucial that the model used to extract network accounts for these stylized facts.Comment: Forthcoming in "Journal of Econometrics" ---- Revised Version of the paper "Bayesian nonparametric Seemingly Unrelated Regression Models" ---- Supplementary Material available on reques

Non-Negative Discriminative Data Analytics

Due to advancements in data acquisition techniques, collecting datasets representing samples from multi-views has become more common recently (Jia et al. 2019). For instance, in genomics, a lymphoma patient’s dataset may include data on gene expression, single nucleotide polymorphism (SNP), and array Comparative genomic hybridization (aCGH) measurements. Learning from multiple views about the same objective, in general, obtains a better understanding of the hidden patterns of the data compared to learning from a single view data. Most of the existing multi-view learning techniques such as canonical correlation analysis (Hotelling et al. 1936) and multi-view support vector machine (Farquhar et al. 2006), multiple kernel learning (Zhang et al. 2016) are focused on extracting the shared information among multiple datasets. However, in some real-world applications, it’s appealing to extract the discriminative knowledge of multiple datasets, namely discriminative data analytics. For example, consider the one dataset as gene-expression measurements of cancer patients, and the other dataset as the gene-expression levels of healthy volunteers and the goal is to cluster cancer patients according to the molecular sub-types. Performing a single view analysis such as principal component analysis (PCA) on any of the dataset yields information related to the common knowledge between the two datasets (Garte et al. 1996). Addressing such challenge, contrastive PCA (Abid et al. 2017) and discriminative (d) PCA in (Jia et al. 2019) are proposed in to extract one dataset-specific information often missed by PCA. Inspired by dPCA, we propose a novel discriminative multi-view learning algorithm, namely Non-negative Discriminative Analysis (DNA), to extract the unique information of one dataset (a.k.a. view) with respect to the other dataset. This boils down to solving a non-negative matrix factorization problem. Furthermore, we apply the proposed DNA framework in various real-world down-stream machine learning applications such as feature selections, dimensionality reduction, classification, and clustering

The Haar Wavelet Transform of a Dendrogram: Additional Notes

We consider the wavelet transform of a finite, rooted, node-ranked, $p$-way tree, focusing on the case of binary ($p = 2$) trees. We study a Haar wavelet transform on this tree. Wavelet transforms allow for multiresolution analysis through translation and dilation of a wavelet function. We explore how this works in our tree context.Comment: 37 pp, 1 fig. Supplementary material to "The Haar Wavelet Transform of a Dendrogram", http://arxiv.org/abs/cs.IR/060810

Extracting News Events from Microblogs

Twitter stream has become a large source of information for many people, but the magnitude of tweets and the noisy nature of its content have made harvesting the knowledge from Twitter a challenging task for researchers for a long time. Aiming at overcoming some of the main challenges of extracting the hidden information from tweet streams, this work proposes a new approach for real-time detection of news events from the Twitter stream. We divide our approach into three steps. The first step is to use a neural network or deep learning to detect news-relevant tweets from the stream. The second step is to apply a novel streaming data clustering algorithm to the detected news tweets to form news events. The third and final step is to rank the detected events based on the size of the event clusters and growth speed of the tweet frequencies. We evaluate the proposed system on a large, publicly available corpus of annotated news events from Twitter. As part of the evaluation, we compare our approach with a related state-of-the-art solution. Overall, our experiments and user-based evaluation show that our approach on detecting current (real) news events delivers a state-of-the-art performance

Challenges in the Analysis of Mass-Throughput Data: A Technical Commentary from the Statistical Machine Learning Perspective

Sound data analysis is critical to the success of modern molecular medicine research that involves collection and interpretation of mass-throughput data. The novel nature and high-dimensionality in such datasets pose a series of nontrivial data analysis problems. This technical commentary discusses the problems of over-fitting, error estimation, curse of dimensionality, causal versus predictive modeling, integration of heterogeneous types of data, and lack of standard protocols for data analysis. We attempt to shed light on the nature and causes of these problems and to outline viable methodological approaches to overcome them

Mini-Workshop: Semiparametric Modelling of Multivariate Economic Time Series With Changing Dynamics

Modelling multivariate time series of possibly high dimension calls for appropriate dimension-reduction, e.g. by some factor modelling, additive modelling, or some simplified parametric structure for the dynamics (i.e. the serial dependence) of the time series. This workshop aimed to bring together experts in this field in order to discuss recent methodology for multivariate time series dynamics which are changing over time: by an abrupt switch between two (or more) different regimes or rather smoothly evolving over time. The emphasis has been on mathematical methods for semiparametric modelling and estimation, where ”semiparametric” is to be understood in a rather broad sense: parametric models where the parameters are themselves nonparametric functions (of time), regime-switching nonparametric models with a parametric specification of the transition mechanism, and alike. An ultimate goal of these models to be applied to economic and financial time series is prediction. Another emphasis has been on comparing Bayesian with frequentist approaches, and to cover both theoretical aspects of estimation, such as consistency and efficiency, and computational aspects