Semi-Supervised Learning for Multi-Label Cardiovascular Diseases Prediction:A Multi-Dataset Study

Electrocardiography (ECG) is a non-invasive tool for predicting cardiovascular diseases (CVDs). Current ECG-based diagnosis systems show promising performance owing to the rapid development of deep learning techniques. However, the label scarcity problem, the co-occurrence of multiple CVDs and the poor performance on unseen datasets greatly hinder the widespread application of deep learning-based models. Addressing them in a unified framework remains a significant challenge. To this end, we propose a multi-label semi-supervised model (ECGMatch) to recognize multiple CVDs simultaneously with limited supervision. In the ECGMatch, an ECGAugment module is developed for weak and strong ECG data augmentation, which generates diverse samples for model training. Subsequently, a hyperparameter-efficient framework with neighbor agreement modeling and knowledge distillation is designed for pseudo-label generation and refinement, which mitigates the label scarcity problem. Finally, a label correlation alignment module is proposed to capture the co-occurrence information of different CVDs within labeled samples and propagate this information to unlabeled samples. Extensive experiments on four datasets and three protocols demonstrate the effectiveness and stability of the proposed model, especially on unseen datasets. As such, this model can pave the way for diagnostic systems that achieve robust performance on multi-label CVDs prediction with limited supervision.

EEGMatch: Learning with Incomplete Labels for Semi-Supervised EEG-based Cross-Subject Emotion Recognition

Electroencephalography (EEG) is an objective tool for emotion recognition and shows promising performance. However, the label scarcity problem is a main challenge in this field, which limits the wide application of EEG-based emotion recognition. In this paper, we propose a novel semi-supervised learning framework (EEGMatch) to leverage both labeled and unlabeled EEG data. First, an EEG-Mixup based data augmentation method is developed to generate more valid samples for model learning. Second, a semi-supervised two-step pairwise learning method is proposed to bridge prototype-wise and instance-wise pairwise learning, where the prototype-wise pairwise learning measures the global relationship between EEG data and the prototypical representation of each emotion class and the instance-wise pairwise learning captures the local intrinsic relationship among EEG data. Third, a semi-supervised multi-domain adaptation is introduced to align the data representation among multiple domains (labeled source domain, unlabeled source domain, and target domain), where the distribution mismatch is alleviated. Extensive experiments are conducted on two benchmark databases (SEED and SEED-IV) under a cross-subject leave-one-subject-out cross-validation evaluation protocol. The results show the proposed EEGmatch performs better than the state-of-the-art methods under different incomplete label conditions (with 6.89% improvement on SEED and 1.44% improvement on SEED-IV), which demonstrates the effectiveness of the proposed EEGMatch in dealing with the label scarcity problem in emotion recognition using EEG signals. The source code is available at https://github.com/KAZABANA/EEGMatch.

Low Rank Forecasting

We consider the problem of forecasting multiple values of the future of a vector time series, using some past values. This problem, and related ones such as one-step-ahead prediction, have a very long history, and there are a number of well-known methods for it, including vector auto-regressive models, state-space methods, multi-task regression, and others. Our focus is on low rank forecasters, which break forecasting up into two steps: estimating a vector that can be interpreted as a latent state, given the past, and then estimating the future values of the time series, given the latent state estimate. We introduce the concept of forecast consistency, which means that the estimates of the same value made at different times are consistent. We formulate the forecasting problem in general form, and focus on linear forecasters, for which we propose a formulation that can be solved via convex optimization. We describe a number of extensions and variations, including nonlinear forecasters, data weighting, the inclusion of auxiliary data, and additional objective terms. We illustrate our methods with several examples.