It is increasingly common to encounter data from dynamic processes captured by static cross-sectional measurements over time, particularly in biomedical settings. Recent attempts to model individual trajectories from this data use optimal transport to create pairwise matchings between time points. However, these methods cannot model continuous dynamics and non-linear paths that entities can take in these systems. To address this issue, we establish a link between continuous normalizing flows and dynamic optimal transport, that allows us to model the expected paths of points over time. Continuous normalizing flows are generally under constrained, as they are allowed to take an arbitrary path from the source to the target distribution. We present TrajectoryNet, which controls the continuous paths taken between distributions. We show how this is particularly applicable for studying cellular dynamics in data from single-cell RNA sequencing (scRNA-seq) technologies, and that TrajectoryNet improves upon recently proposed static optimal transport-based models that can be used for interpolating cellular distributions.
The efficiency of recurrent neural networks (RNNs) in dealing with sequential data has long been established. However, unlike deep, and convolution networks where we can attribute the recognition of a certain feature to every layer, it is unclear what "sub-task" a single recurrent step or layer accomplishes. Our work seeks to shed light onto how a vanilla RNN implements a simple classification task by analysing the dynamics of the network and the geometric properties of its hidden states. We find that early internal representations are evocative of the real labels of the data but this information is not directly accessible to the output layer. Furthermore the network's dynamics and the sequence length are both critical to correct classifications even when there is no additional task relevant information provided.
The scattering transform is a multilayered wavelet-based deep learning architecture that acts as a model of convolutional neural networks. Recently, several works have introduced generalizations of the scattering transform for non-Euclidean settings such as graphs. Our work builds upon these constructions by introducing windowed and non-windowed graph scattering transforms based upon a very general class of asymmetric wavelets. We show that these asymmetric graph scattering transforms have many of the same theoretical guarantees as their symmetric counterparts. This work helps bridge the gap between scattering and other graph neural networks by introducing a large family of networks with provable stability and invariance guarantees. This lays the groundwork for future deep learning architectures for graph-structured data that have learned filters and also provably have desirable theoretical properties.
Big data often has emergent structure that exists at multiple levels of abstraction, which are useful for characterizing complex interactions and dynamics of the observations. Here, we consider multiple levels of abstraction via a multiresolution geometry of data points at different granularities. To construct this geometry we define a time-inhomogeneous diffusion process that effectively condenses data points together to uncover nested groupings at larger and larger granularities. This inhomogeneous process creates a deep cascade of intrinsic low pass filters in the data that are applied in sequence to gradually eliminate local variability while adjusting the learned data geometry to increasingly coarser resolutions. We provide visualizations to exhibit our method as a "continuously-hierarchical" clustering with directions of eliminated variation highlighted at each step. The utility of our algorithm is demonstrated via neuronal data condensation, where the constructed multiresolution data geometry uncovers the organization, grouping, and connectivity between neurons.
Manifold learning techniques for dynamical systems and time series have shown their utility for a broad spectrum of applications in recent years. While these methods are effective at learning a low-dimensional representation, they are often insufficient for visualizing the global and local structure of the data. In this paper, we present DIG (Dynamical Information Geometry), a visualization method for multivariate time series data that extracts an information geometry from a diffusion framework. Specifically, we implement a novel group of distances in the context of diffusion operators, which may be useful to reveal structure in the data that may not be accessible by the commonly used diffusion distances. Finally, we present a case study applying our visualization tool to EEG data to visualize sleep stages.
Anomaly detection is a problem of great interest in medicine, finance, and other fields where error and fraud need to be detected and corrected. Most deep anomaly detection methods rely on autoencoder reconstruction error. However, we show that this approach has limited value. First, this approach starts to perform poorly when either noise or anomalies contaminate training data, even to a small extent. Second, this approach cannot detect anomalous but simple to reconstruct points. This can be seen even in relatively simple examples, such as feeding a black image to detectors trained on MNIST digits. Here, we introduce a new discriminator-based unsupervised Lipschitz anomaly detector (LAD). We train a Wasserstein discriminator, similar to the ones used in GANs, to detect the difference between the training data and corruptions of the training data. We show that this procedure successfully detects unseen anomalies with guarantees on those that have a certain Wasserstein distance from the data or corrupted training set. Finally, we show results of this system in an electronic medical record dataset of HIV-positive veterans from the veterans aging cohort study (VACS) to establish usability in a medical setting.
The Euclidean scattering transform was introduced nearly a decade ago to improve the mathematical understanding of convolutional neural networks. Inspired by recent interest in geometric deep learning, which aims to generalize convolutional neural networks to manifold and graph-structured domains, we define a geometric scattering transform on manifolds. Similar to the Euclidean scattering transform, the geometric scattering transform is based on a cascade of wavelet filters and pointwise nonlinearities. It is invariant to local isometries and stable to certain types of diffeomorphisms. Empirical results demonstrate its utility on several geometric learning tasks. Our results generalize the deformation stability and local translation invariance of Euclidean scattering, and demonstrate the importance of linking the used filter structures to the underlying geometry of the data.
Diffusion maps are a commonly used kernel-based method for manifold learning, which can reveal intrinsic structures in data and embed them in low dimensions. However, as with most kernel methods, its implementation requires a heavy computational load, reaching up to cubic complexity in the number of data points. This limits its usability in modern data analysis. Here, we present a new approach to computing the diffusion geometry, and related embeddings, from a compressed diffusion process between data regions rather than data points. Our construction is based on an adaptation of the previously proposed measure-based (MGC) kernel that robustly captures the local geometry around data points. We use this MGC kernel to efficiently compress diffusion relations from pointwise to data region resolution. Finally, a spectral embedding of the data regions provides coordinates that are used to interpolate and approximate the pointwise diffusion map embedding of data. We analyze theoretical connections between our construction and the original diffusion geometry of diffusion maps, and demonstrate the utility of our method in analyzing big datasets, where it outperforms competing approaches.
Archetypal analysis is a type of factor analysis where data is fit by a convex polytope whose corners are "archetypes" of the data, with the data represented as a convex combination of these archetypal points. While archetypal analysis has been used on biological data, it has not achieved widespread adoption because most data are not well fit by a convex polytope in either the ambient space or after standard data transformations. We propose a new approach to archetypal analysis. Instead of fitting a convex polytope directly on data or after a specific data transformation, we train a neural network (AAnet) to learn a transformation under which the data can best fit into a polytope. We validate this approach on synthetic data where we add nonlinearity. Here, AAnet is the only method that correctly identifies the archetypes. We also demonstrate AAnet on two biological datasets. In a T cell dataset measured with single cell RNA-sequencing, AAnet identifies several archetypal states corresponding to naive, memory, and cytotoxic T cells. In a dataset of gut microbiome profiles, AAnet recovers both previously described microbiome states and identifies novel extrema in the data. Finally, we show that AAnet has generative properties allowing us to uniformly sample from the data geometry even when the input data is not uniformly distributed.