Synergy of Physics-based Reasoning and Machine Learning in Biomedical Applications: Towards Unlimited Deep Learning with Limited Data

Technological advancements enable collecting vast data, i.e., Big Data, in science and industry including biomedical field. Increased computational power allows expedient analysis of collected data using statistical and machine-learning approaches. Historical data incompleteness problem and curse of dimensionality diminish practical value of pure data-driven approaches, especially in biomedicine. Advancements in deep learning (DL) frameworks based on deep neural networks (DNN) improved accuracy in image recognition, natural language processing, and other applications yet severe data limitations and/or absence of transfer-learning-relevant problems drastically reduce advantages of DNN-based DL. Our earlier works demonstrate that hierarchical data representation can be alternatively implemented without NN, using boosting-like algorithms for utilization of existing domain knowledge, tolerating significant data incompleteness, and boosting accuracy of low-complexity models within the classifier ensemble, as illustrated in physiological-data analysis. Beyond obvious use in initial-factor selection, existing simplified models are effectively employed for generation of realistic synthetic data for later DNN pre-training. We review existing machine learning approaches, focusing on limitations caused by training-data incompleteness. We outline our hybrid framework that leverages existing domain-expert models/knowledge, boosting-like model combination, DNN-based DL and other machine learning algorithms for drastic reduction of training-data requirements. Applying this framework is illustrated in context of analyzing physiological data

Ensemble learning frameworks for the discovery of multi-component quantitative models in biomedical applications

Abstrac

BOOSTING-BASED FRAMEWORK FOR PORTFOLIO STRATEGY DISCOVERY AND OPTIMIZATION

Increasing availability of the multi-scale market data exposes limitations of the existing quantitative models such as low accuracy of the simplified analytical and statistical frameworks as well as insufficient interpretability and stability of the best machine learning algorithms. Boosting was recently proposed as a simple and robust framework for intelligent combination of the clarity and stability of the analytical and parsimonious statistical models with the accuracy of the adaptive data-driven models. Encouraging results of the boosting application to symbolic volatility forecasting have also been reported. However, accurate forecasting does not always warrant optimal decision making that leads to acceptable performance of the portfolio strategy. In this work, a boosting-based framework for a direct trading strategy and portfolio optimization is introduced. Due to inherent adaptive control of the parameter space dimensionality, this technique can work with very large pools of base strategies and financial instruments that are usually prohibitive for other portfolio optimization frameworks. Unlike existing approaches, this framework can be effectively used for the coupled optimization of the portfolio capital/asset allocation and dynamic trading strategies. Generated portfolios of trading strategies not only exhibit stable and robust performance but also remain interpretable. Encouraging preliminary results based on real market data are presented and discussed.Boosting, ensemble learning, portfolio optimization, trading strategies

Low-Frequency Oscillations and Transport Processes Induced by Multiscale Transverse Structures in the Polar Wind Outflow: A Three-Dimensional Simulation

Multiscale transverse structures in the magnetic-field-aligned flows have been frequently observed in the auroral region by FAST and Freja satellites. A number of multiscale processes, such as broadband low-frequency oscillations and various cross-field transport effects are well correlated with these structures. To study these effects, we have used our three-dimensional multifluid model with multiscale transverse inhomogeneities in the initial velocity profile. Self-consistent-frequency mode driven by local transverse gradients in the generation of the low field-aligned ion flow and associated transport processes were simulated. Effects of particle interaction with the self-consistent time-dependent three-dimensional wave potential have been modeled using a distribution of test particles. For typical polar wind conditions it has been found that even large-scale (approximately 50 - 100 km) transverse inhomogeneities in the flow can generate low-frequency oscillations that lead to significant flow modifications, cross-field particle diffusion, and other transport effects. It has also been shown that even small-amplitude (approximately 10 - 20%) short-scale (approximately 10 km) modulations of the original large-scale flow profile significantly increases low-frequency mode generation and associated cross-field transport, not only at the local spatial scales imposed by the modulations but also on global scales. Note that this wave-induced cross-field transport is not included in any of the global numerical models of the ionosphere, ionosphere-thermosphere, or ionosphere-polar wind. The simulation results indicate that the wave-induced cross-field transport not only affects the ion outflow rates but also leads to a significant broadening of particle phase-space distribution and transverse particle diffusion