Cell Detection by Functional Inverse Diffusion and Non-negative Group Sparsity−-Part II: Proximal Optimization and Performance Evaluation

In this two-part paper, we present a novel framework and methodology to analyze data from certain image-based biochemical assays, e.g., ELISPOT and Fluorospot assays. In this second part, we focus on our algorithmic contributions. We provide an algorithm for functional inverse diffusion that solves the variational problem we posed in Part I. As part of the derivation of this algorithm, we present the proximal operator for the non-negative group-sparsity regularizer, which is a novel result that is of interest in itself, also in comparison to previous results on the proximal operator of a sum of functions. We then present a discretized approximated implementation of our algorithm and evaluate it both in terms of operational cell-detection metrics and in terms of distributional optimal-transport metrics.Comment: published, 16 page

A Convex Feature Learning Formulation for Latent Task Structure Discovery

This paper considers the multi-task learning problem and in the setting where some relevant features could be shared across few related tasks. Most of the existing methods assume the extent to which the given tasks are related or share a common feature space to be known apriori. In real-world applications however, it is desirable to automatically discover the groups of related tasks that share a feature space. In this paper we aim at searching the exponentially large space of all possible groups of tasks that may share a feature space. The main contribution is a convex formulation that employs a graph-based regularizer and simultaneously discovers few groups of related tasks, having close-by task parameters, as well as the feature space shared within each group. The regularizer encodes an important structure among the groups of tasks leading to an efficient algorithm for solving it: if there is no feature space under which a group of tasks has close-by task parameters, then there does not exist such a feature space for any of its supersets. An efficient active set algorithm that exploits this simplification and performs a clever search in the exponentially large space is presented. The algorithm is guaranteed to solve the proposed formulation (within some precision) in a time polynomial in the number of groups of related tasks discovered. Empirical results on benchmark datasets show that the proposed formulation achieves good generalization and outperforms state-of-the-art multi-task learning algorithms in some cases.Comment: ICML201

Sparse approximation of multilinear problems with applications to kernel-based methods in UQ

We provide a framework for the sparse approximation of multilinear problems and show that several problems in uncertainty quantification fit within this framework. In these problems, the value of a multilinear map has to be approximated using approximations of different accuracy and computational work of the arguments of this map. We propose and analyze a generalized version of Smolyak's algorithm, which provides sparse approximation formulas with convergence rates that mitigate the curse of dimension that appears in multilinear approximation problems with a large number of arguments. We apply the general framework to response surface approximation and optimization under uncertainty for parametric partial differential equations using kernel-based approximation. The theoretical results are supplemented by numerical experiments