8,709 research outputs found
Sequential Gaussian Processes for Online Learning of Nonstationary Functions
Many machine learning problems can be framed in the context of estimating
functions, and often these are time-dependent functions that are estimated in
real-time as observations arrive. Gaussian processes (GPs) are an attractive
choice for modeling real-valued nonlinear functions due to their flexibility
and uncertainty quantification. However, the typical GP regression model
suffers from several drawbacks: i) Conventional GP inference scales
with respect to the number of observations; ii) updating a GP model
sequentially is not trivial; and iii) covariance kernels often enforce
stationarity constraints on the function, while GPs with non-stationary
covariance kernels are often intractable to use in practice. To overcome these
issues, we propose an online sequential Monte Carlo algorithm to fit mixtures
of GPs that capture non-stationary behavior while allowing for fast,
distributed inference. By formulating hyperparameter optimization as a
multi-armed bandit problem, we accelerate mixing for real time inference. Our
approach empirically improves performance over state-of-the-art methods for
online GP estimation in the context of prediction for simulated non-stationary
data and hospital time series data
Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks
Multivariate time series forecasting is an important machine learning problem
across many domains, including predictions of solar plant energy output,
electricity consumption, and traffic jam situation. Temporal data arise in
these real-world applications often involves a mixture of long-term and
short-term patterns, for which traditional approaches such as Autoregressive
models and Gaussian Process may fail. In this paper, we proposed a novel deep
learning framework, namely Long- and Short-term Time-series network (LSTNet),
to address this open challenge. LSTNet uses the Convolution Neural Network
(CNN) and the Recurrent Neural Network (RNN) to extract short-term local
dependency patterns among variables and to discover long-term patterns for time
series trends. Furthermore, we leverage traditional autoregressive model to
tackle the scale insensitive problem of the neural network model. In our
evaluation on real-world data with complex mixtures of repetitive patterns,
LSTNet achieved significant performance improvements over that of several
state-of-the-art baseline methods. All the data and experiment codes are
available online.Comment: Accepted by SIGIR 201
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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