Regularization Paths for Generalized Linear Models via Coordinate Descent

We develop fast algorithms for estimation of generalized linear models with convex penalties. The models include linear regression, two-class logistic regression, and multi- nomial regression problems while the penalties include âÂÂ_1 (the lasso), âÂÂ_2 (ridge regression) and mixtures of the two (the elastic net). The algorithms use cyclical coordinate descent, computed along a regularization path. The methods can handle large problems and can also deal efficiently with sparse features. In comparative timings we find that the new algorithms are considerably faster than competing methods.

Regularization Paths for Cox's Proportional Hazards Model via Coordinate Descent

We introduce a pathwise algorithm for the Cox proportional hazards model, regularized by convex combinations of l_1 and l_2 penalties (elastic net). Our algorithm fits via cyclical coordinate descent, and employs warm starts to find a solution along a regularization path. We demonstrate the efficacy of our algorithm on real and simulated data sets, and find considerable speedup between our algorithm and competing methods.

Regularization Paths for Cox's Proportional Hazards Model via Coordinate Descent

We introduce a pathwise algorithm for the Cox proportional hazards model, regularized by convex combinations of l1 and l2 penalties (elastic net). Our algorithm fits via cyclical coordinate descent, and employs warm starts to find a solution along a regularization path. We demonstrate the efficacy of our algorithm on real and simulated data sets, and find considerable speedup between our algorithm and competing methods

Extracting binary signals from microarray time-course data

This article presents a new method for analyzing microarray time courses by identifying genes that undergo abrupt transitions in expression level, and the time at which the transitions occur. The algorithm matches the sequence of expression levels for each gene against temporal patterns having one or two transitions between two expression levels. The algorithm reports a P-value for the matching pattern of each gene, and a global false discovery rate can also be computed. After matching, genes can be sorted by the direction and time of transitions. Genes can be partitioned into sets based on the direction and time of change for further analysis, such as comparison with Gene Ontology annotations or binding site motifs. The method is evaluated on simulated and actual time-course data. On microarray data for budding yeast, it is shown that the groups of genes that change in similar ways and at similar times have significant and relevant Gene Ontology annotations

Extracting binary signals from microarray time-course data

This article presents a new method for analyzing microarray time courses by identifying genes that undergo abrupt transitions in expression level, and the time at which the transitions occur. The algorithm matches the sequence of expression levels for each gene against temporal patterns having one or two transitions between two expression levels. The algorithm reports a P-value for the matching pattern of each gene, and a global false discovery rate can also be computed. After matching, genes can be sorted by the direction and time of transitions. Genes can be partitioned into sets based on the direction and time of change for further analysis, such as comparison with Gene Ontology annotations or binding site motifs. The method is evaluated on simulated and actual time-course data. On microarray data for budding yeast, it is shown that the groups of genes that change in similar ways and at similar times have significant and relevant Gene Ontology annotations

Evaluation of individual and ensemble probabilistic forecasts of COVID-19 mortality in the United States

Short-term probabilistic forecasts of the trajectory of the COVID-19 pandemic in the United States have served as a visible and important communication channel between the scientific modeling community and both the general public and decision-makers. Forecasting models provide specific, quantitative, and evaluable predictions that inform short-term decisions such as healthcare staffing needs, school closures, and allocation of medical supplies. Starting in April 2020, the US COVID-19 Forecast Hub (https://covid19forecasthub.org/) collected, disseminated, and synthesized tens of millions of specific predictions from more than 90 different academic, industry, and independent research groups. A multimodel ensemble forecast that combined predictions from dozens of groups every week provided the most consistently accurate probabilistic forecasts of incident deaths due to COVID-19 at the state and national level from April 2020 through October 2021. The performance of 27 individual models that submitted complete forecasts of COVID-19 deaths consistently throughout this year showed high variability in forecast skill across time, geospatial units, and forecast horizons. Two-thirds of the models evaluated showed better accuracy than a naïve baseline model. Forecast accuracy degraded as models made predictions further into the future, with probabilistic error at a 20-wk horizon three to five times larger than when predicting at a 1-wk horizon. This project underscores the role that collaboration and active coordination between governmental public-health agencies, academic modeling teams, and industry partners can play in developing modern modeling capabilities to support local, state, and federal response to outbreaks