Pre-validation Revisited

Pre-validation is a way to build prediction model with two datasets of significantly different feature dimensions. Previous work showed that the asymptotic distribution of test statistic for the pre-validated predictor deviated from a standard Normal, hence will lead to issues in hypothesis tests. In this paper, we revisited the pre-validation procedure and extended the problem formulation without any independence assumption on the two feature sets. We proposed not only an analytical distribution of the test statistics for pre-validated predictor under certain models, but also a generic bootstrap procedure to conduct inference. We showed properties and benefits of pre-validation in prediction, inference and error estimation by simulation and various applications, including analysis of a breast cancer study and a synthetic GWAS example.

Statistical Learning for Heterogeneous Treatment Effects: Pretraining, Prognosis, and Prediction

Robust estimation of heterogeneous treatment effects is a fundamental challenge for optimal decision-making in domains ranging from personalized medicine to educational policy. In recent years, predictive machine learning has emerged as a valuable toolbox for causal estimation, enabling more flexible effect estimation. However, accurately estimating conditional average treatment effects (CATE) remains a major challenge, particularly in the presence of many covariates. In this article, we propose pretraining strategies that leverages a phenomenon in real-world applications: factors that are prognostic of the outcome are frequently also predictive of treatment effect heterogeneity. In medicine, for example, components of the same biological signaling pathways frequently influence both baseline risk and treatment response. Specifically, we demonstrate our approach within the R-learner framework, which estimates the CATE by solving individual prediction problems based on a residualized loss. We use this structure to incorporate "side information" and develop models that can exploit synergies between risk prediction and causal effect estimation. In settings where these synergies are present, this cross-task learning enables more accurate signal detection: yields lower estimation error, reduced false discovery rates, and higher power for detecting heterogeneity.

BIOMEDICA: An Open Biomedical Image-Caption Archive, Dataset, and Vision-Language Models Derived from Scientific Literature

The development of vision-language models (VLMs) is driven by large-scale and diverse multimodal datasets. However, progress toward generalist biomedical VLMs is limited by the lack of annotated, publicly accessible datasets across biology and medicine. Existing efforts are restricted to narrow domains, missing the full diversity of biomedical knowledge encoded in scientific literature. To address this gap, we introduce BIOMEDICA, a scalable, open-source framework to extract, annotate, and serialize the entirety of the PubMed Central Open Access subset into an easy-to-use, publicly accessible dataset. Our framework produces a comprehensive archive with over 24 million unique image-text pairs from over 6 million articles. Metadata and expert-guided annotations are also provided. We demonstrate the utility and accessibility of our resource by releasing BMCA-CLIP, a suite of CLIP-style models continuously pre-trained on the BIOMEDICA dataset via streaming, eliminating the need to download 27 TB of data locally. On average, our models achieve state-of-the-art performance across 40 tasks - spanning pathology, radiology, ophthalmology, dermatology, surgery, molecular biology, parasitology, and cell biology - excelling in zero-shot classification with a 6.56% average improvement (as high as 29.8% and 17.5% in dermatology and ophthalmology, respectively), and stronger image-text retrieval, all while using 10x less compute. To foster reproducibility and collaboration, we release our codebase and dataset for the broader research community.

Semiparametric conformal prediction

Many risk-sensitive applications require well-calibrated prediction sets over multiple, potentially correlated target variables, for which the prediction algorithm may report correlated non-conformity scores. In this work, we treat the scores as random vectors and aim to construct the prediction set accounting for their joint correlation structure. Drawing from the rich literature on multivariate quantiles and semiparametric statistics, we propose an algorithm to estimate the $1-\alpha$ quantile of the scores, where $\alpha$ is the user-specified miscoverage rate. In particular, we flexibly estimate the joint cumulative distribution function (CDF) of the scores using nonparametric vine copulas and improve the asymptotic efficiency of the quantile estimate using its influence function. The vine decomposition allows our method to scale well to a large number of targets. We report desired coverage and competitive efficiency on a range of real-world regression problems, including those with missing-at-random labels in the calibration set.

MMIL: A novel algorithm for disease associated cell type discovery

Single-cell datasets often lack individual cell labels, making it challenging to identify cells associated with disease. To address this, we introduce Mixture Modeling for Multiple Instance Learning (MMIL), an expectation maximization method that enables the training and calibration of cell-level classifiers using patient-level labels. Our approach can be used to train e.g. lasso logistic regression models, gradient boosted trees, and neural networks. When applied to clinically-annotated, primary patient samples in Acute Myeloid Leukemia (AML) and Acute Lymphoblastic Leukemia (ALL), our method accurately identifies cancer cells, generalizes across tissues and treatment timepoints, and selects biologically relevant features. In addition, MMIL is capable of incorporating cell labels into model training when they are known, providing a powerful framework for leveraging both labeled and unlabeled data simultaneously. Mixture Modeling for MIL offers a novel approach for cell classification, with significant potential to advance disease understanding and management, especially in scenarios with unknown gold-standard labels and high dimensionality.

Using Pre-training and Interaction Modeling for ancestry-specific disease prediction in UK Biobank

Recent genome-wide association studies (GWAS) have uncovered the genetic basis of complex traits, but show an under-representation of non-European descent individuals, underscoring a critical gap in genetic research. Here, we assess whether we can improve disease prediction across diverse ancestries using multiomic data. We evaluate the performance of Group-LASSO INTERaction-NET (glinternet) and pretrained lasso in disease prediction focusing on diverse ancestries in the UK Biobank. Models were trained on data from White British and other ancestries and validated across a cohort of over 96,000 individuals for 8 diseases. Out of 96 models trained, we report 16 with statistically significant incremental predictive performance in terms of ROC-AUC scores. These findings suggest that advanced statistical methods that borrow information across multiple ancestries may improve disease risk prediction, but with limited benefit.

FastCPH: Efficient Survival Analysis for Neural Networks

The Cox proportional hazards model is a canonical method in survival analysis for prediction of the life expectancy of a patient given clinical or genetic covariates -- it is a linear model in its original form. In recent years, several methods have been proposed to generalize the Cox model to neural networks, but none of these are both numerically correct and computationally efficient. We propose FastCPH, a new method that runs in linear time and supports both the standard Breslow and Efron methods for tied events. We also demonstrate the performance of FastCPH combined with LassoNet, a neural network that provides interpretability through feature sparsity, on survival datasets. The final procedure is efficient, selects useful covariates and outperforms existing CoxPH approaches.

Confidence intervals for the Cox model test error from cross-validation

Cross-validation (CV) is one of the most widely used techniques in statistical learning for estimating the test error of a model, but its behavior is not yet fully understood. It has been shown that standard confidence intervals for test error using estimates from CV may have coverage below nominal levels. This phenomenon occurs because each sample is used in both the training and testing procedures during CV and as a result, the CV estimates of the errors become correlated. Without accounting for this correlation, the estimate of the variance is smaller than it should be. One way to mitigate this issue is by estimating the mean squared error of the prediction error instead using nested CV. This approach has been shown to achieve superior coverage compared to intervals derived from standard CV. In this work, we generalize the nested CV idea to the Cox proportional hazards model and explore various choices of test error for this setting.

Cooperative learning for multi-view analysis

We propose a new method for supervised learning with multiple sets of features ("views"). Cooperative learning combines the usual squared error loss of predictions with an "agreement" penalty to encourage the predictions from different data views to agree. By varying the weight of the agreement penalty, we get a continuum of solutions that include the well-known early and late fusion approaches. Cooperative learning chooses the degree of agreement (or fusion) in an adaptive manner, using a validation set or cross-validation to estimate test set prediction error. One version of our fitting procedure is modular, where one can choose different fitting mechanisms (e.g. lasso, random forests, boosting, neural networks) appropriate for different data views. In the setting of cooperative regularized linear regression, the method combines the lasso penalty with the agreement penalty. The method can be especially powerful when the different data views share some underlying relationship in their signals that we aim to strengthen, while each view has its idiosyncratic noise that we aim to reduce. We illustrate the effectiveness of our proposed method on simulated and real data examples.

Cross-validation: what does it estimate and how well does it do it?

Cross-validation is a widely-used technique to estimate prediction error, but its behavior is complex and not fully understood. Ideally, one would like to think that cross-validation estimates the prediction error for the model at hand, fit to the training data. We prove that this is not the case for the linear model fit by ordinary least squares; rather it estimates the average prediction error of models fit on other unseen training sets drawn from the same population. We further show that this phenomenon occurs for most popular estimates of prediction error, including data splitting, bootstrapping, and Mallow's Cp. Next, the standard confidence intervals for prediction error derived from cross-validation may have coverage far below the desired level. Because each data point is used for both training and testing, there are correlations among the measured accuracies for each fold, and so the usual estimate of variance is too small. We introduce a nested cross-validation scheme to estimate this variance more accurately, and show empirically that this modification leads to intervals with approximately correct coverage in many examples where traditional cross-validation intervals fail. Lastly, our analysis also shows that when producing confidence intervals for prediction accuracy with simple data splitting, one should not re-fit the model on the combined data, since this invalidates the confidence intervals.