Statistical Latent Space Approach for Mixed Data Modelling and Applications

The analysis of mixed data has been raising challenges in statistics and machine learning. One of two most prominent challenges is to develop new statistical techniques and methodologies to effectively handle mixed data by making the data less heterogeneous with minimum loss of information. The other challenge is that such methods must be able to apply in large-scale tasks when dealing with huge amount of mixed data. To tackle these challenges, we introduce parameter sharing and balancing extensions to our recent model, the mixed-variate restricted Boltzmann machine (MV.RBM) which can transform heterogeneous data into homogeneous representation. We also integrate structured sparsity and distance metric learning into RBM-based models. Our proposed methods are applied in various applications including latent patient profile modelling in medical data analysis and representation learning for image retrieval. The experimental results demonstrate the models perform better than baseline methods in medical data and outperform state-of-the-art rivals in image dataset.

Energy-based Models for Video Anomaly Detection

Automated detection of abnormalities in data has been studied in research area in recent years because of its diverse applications in practice including video surveillance, industrial damage detection and network intrusion detection. However, building an effective anomaly detection system is a non-trivial task since it requires to tackle challenging issues of the shortage of annotated data, inability of defining anomaly objects explicitly and the expensive cost of feature engineering procedure. Unlike existing appoaches which only partially solve these problems, we develop a unique framework to cope the problems above simultaneously. Instead of hanlding with ambiguous definition of anomaly objects, we propose to work with regular patterns whose unlabeled data is abundant and usually easy to collect in practice. This allows our system to be trained completely in an unsupervised procedure and liberate us from the need for costly data annotation. By learning generative model that capture the normality distribution in data, we can isolate abnormal data points that result in low normality scores (high abnormality scores). Moreover, by leverage on the power of generative networks, i.e. energy-based models, we are also able to learn the feature representation automatically rather than replying on hand-crafted features that have been dominating anomaly detection research over many decades. We demonstrate our proposal on the specific application of video anomaly detection and the experimental results indicate that our method performs better than baselines and are comparable with state-of-the-art methods in many benchmark video anomaly detection datasets.

Graph Classification via Deep Learning with Virtual Nodes

Learning representation for graph classification turns a variable-size graph into a fixed-size vector (or matrix). Such a representation works nicely with algebraic manipulations. Here we introduce a simple method to augment an attributed graph with a virtual node that is bidirectionally connected to all existing nodes. The virtual node represents the latent aspects of the graph, which are not immediately available from the attributes and local connectivity structures. The expanded graph is then put through any node representation method. The representation of the virtual node is then the representation of the entire graph. In this paper, we use the recently introduced Column Network for the expanded graph, resulting in a new end-to-end graph classification model dubbed Virtual Column Network (VCN). The model is validated on two tasks: (i) predicting bio-activity of chemical compounds, and (ii) finding software vulnerability from source code. Results demonstrate that VCN is competitive against well-established rivals.

Deep Learning to Attend to Risk in ICU

Modeling physiological time-series in ICU is of high clinical importance. However, data collected within ICU are irregular in time and often contain missing measurements. Since absence of a measure would signify its lack of importance, the missingness is indeed informative and might reflect the decision making by the clinician. Here we propose a deep learning architecture that can effectively handle these challenges for predicting ICU mortality outcomes. The model is based on Long Short-Term Memory, and has layered attention mechanisms. At the sensing layer, the model decides whether to observe and incorporate parts of the current measurements. At the reasoning layer, evidences across time steps are weighted and combined. The model is evaluated on the PhysioNet 2012 dataset showing competitive and interpretable results.

Budgeted Batch Bayesian Optimization With Unknown Batch Sizes

Parameter settings profoundly impact the performance of machine learning algorithms and laboratory experiments. The classical grid search or trial-error methods are exponentially expensive in large parameter spaces, and Bayesian optimization (BO) offers an elegant alternative for global optimization of black box functions. In situations where the black box function can be evaluated at multiple points simultaneously, batch Bayesian optimization is used. Current batch BO approaches are restrictive in that they fix the number of evaluations per batch, and this can be wasteful when the number of specified evaluations is larger than the number of real maxima in the underlying acquisition function. We present the Budgeted Batch Bayesian Optimization (B3O) for hyper-parameter tuning and experimental design - we identify the appropriate batch size for each iteration in an elegant way. To set the batch size flexible, we use the infinite Gaussian mixture model (IGMM) for automatically identifying the number of peaks in the underlying acquisition functions. We solve the intractability of estimating the IGMM directly from the acquisition function by formulating the batch generalized slice sampling to efficiently draw samples from the acquisition function. We perform extensive experiments for both synthetic functions and two real world applications - machine learning hyper-parameter tuning and experimental design for alloy hardening. We show empirically that the proposed B3O outperforms the existing fixed batch BO approaches in finding the optimum whilst requiring a fewer number of evaluations, thus saving cost and time.

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.

One Size Fits Many: Column Bundle for Multi-X Learning

Much recent machine learning research has been directed towards leveraging shared statistics among labels, instances and data views, commonly referred to as multi-label, multi-instance and multi-view learning. The underlying premises are that there exist correlations among input parts and among output targets, and the predictive performance would increase when the correlations are incorporated. In this paper, we propose Column Bundle (CLB), a novel deep neural network for capturing the shared statistics in data. CLB is generic that the same architecture can be applied for various types of shared statistics by changing only input and output handling. CLB is capable of scaling to thousands of input parts and output labels by avoiding explicit modeling of pairwise relations. We evaluate CLB on different types of data: (a) multi-label, (b) multi-view, (c) multi-view/multi-label and (d) multi-instance. CLB demonstrates a comparable and competitive performance in all datasets against state-of-the-art methods designed specifically for each type.

Control Matching via Discharge Code Sequences

In this paper, we consider the patient similarity matching problem over a cancer cohort of more than 220,000 patients. Our approach first leverages on Word2Vec framework to embed ICD codes into vector-valued representation. We then propose a sequential algorithm for case-control matching on this representation space of diagnosis codes. The novel practice of applying the sequential matching on the vector representation lifted the matching accuracy measured through multiple clinical outcomes. We reported the results on a large-scale dataset to demonstrate the effectiveness of our method. For such a large dataset where most clinical information has been codified, the new method is particularly relevant.

Column Networks for Collective Classification

Relational learning deals with data that are characterized by relational structures. An important task is collective classification, which is to jointly classify networked objects. While it holds a great promise to produce a better accuracy than non-collective classifiers, collective classification is computational challenging and has not leveraged on the recent breakthroughs of deep learning. We present Column Network (CLN), a novel deep learning model for collective classification in multi-relational domains. CLN has many desirable theoretical properties: (i) it encodes multi-relations between any two instances; (ii) it is deep and compact, allowing complex functions to be approximated at the network level with a small set of free parameters; (iii) local and relational features are learned simultaneously; (iv) long-range, higher-order dependencies between instances are supported naturally; and (v) crucially, learning and inference are efficient, linear in the size of the network and the number of relations. We evaluate CLN on multiple real-world applications: (a) delay prediction in software projects, (b) PubMed Diabetes publication classification and (c) film genre classification. In all applications, CLN demonstrates a higher accuracy than state-of-the-art rivals.

Multilevel Anomaly Detection for Mixed Data

Anomalies are those deviating from the norm. Unsupervised anomaly detection often translates to identifying low density regions. Major problems arise when data is high-dimensional and mixed of discrete and continuous attributes. We propose MIXMAD, which stands for MIXed data Multilevel Anomaly Detection, an ensemble method that estimates the sparse regions across multiple levels of abstraction of mixed data. The hypothesis is for domains where multiple data abstractions exist, a data point may be anomalous with respect to the raw representation or more abstract representations. To this end, our method sequentially constructs an ensemble of Deep Belief Nets (DBNs) with varying depths. Each DBN is an energy-based detector at a predefined abstraction level. At the bottom level of each DBN, there is a Mixed-variate Restricted Boltzmann Machine that models the density of mixed data. Predictions across the ensemble are finally combined via rank aggregation. The proposed MIXMAD is evaluated on high-dimensional realworld datasets of different characteristics. The results demonstrate that for anomaly detection, (a) multilevel abstraction of high-dimensional and mixed data is a sensible strategy, and (b) empirically, MIXMAD is superior to popular unsupervised detection methods for both homogeneous and mixed data.