arXiv subjects

Anna Goldenberg

Publications and source records attributed to Anna Goldenberg.

At least 37 records · Page 2Linked to original sources

arXiv2022

NODE-GAM: Neural Generalized Additive Model for Interpretable Deep Learning

Deployment of machine learning models in real high-risk settings (e.g. healthcare) often depends not only on the model's accuracy but also on its fairness, robustness, and interpretability. Generalized Additive Models (GAMs) are a class of interpretable models with a long history of use in these high-risk domains, but they lack desirable features of deep learning such as differentiability and scalability. In this work, we propose a neural GAM (NODE-GAM) and neural GA$^2$M (NODE-GA$^2$M) that scale well and perform better than other GAMs on large datasets, while remaining interpretable compared to other ensemble and deep learning models. We demonstrate that our models find interesting patterns in the data. Lastly, we show that we improve model accuracy via self-supervised pre-training, an improvement that is not possible for non-differentiable GAMs.

cs.LG↗

arXiv2022

Decoupling Local and Global Representations of Time Series

Real-world time series data are often generated from several sources of variation. Learning representations that capture the factors contributing to this variability enables a better understanding of the data via its underlying generative process and improves performance on downstream machine learning tasks. This paper proposes a novel generative approach for learning representations for the global and local factors of variation in time series. The local representation of each sample models non-stationarity over time with a stochastic process prior, and the global representation of the sample encodes the time-independent characteristics. To encourage decoupling between the representations, we introduce counterfactual regularization that minimizes the mutual information between the two variables. In experiments, we demonstrate successful recovery of the true local and global variability factors on simulated data, and show that representations learned using our method yield superior performance on downstream tasks on real-world datasets. We believe that the proposed way of defining representations is beneficial for data modelling and yields better insights into the complexity of real-world data.

cs.LG↗

arXiv2021

How Interpretable and Trustworthy are GAMs?

Generalized additive models (GAMs) have become a leading modelclass for interpretable machine learning. However, there are many algorithms for training GAMs, and these can learn different or even contradictory models, while being equally accurate. Which GAM should we trust? In this paper, we quantitatively and qualitatively investigate a variety of GAM algorithms on real and simulated datasets. We find that GAMs with high feature sparsity (only using afew variables to make predictions) can miss patterns in the data and be unfair to rare subpopulations. Our results suggest that inductive bias plays a crucial role in what interpretable models learn and that tree-based GAMs represent the best balance of sparsity, fidelity and accuracy and thus appear to be the most trustworthy GAM.

cs.LG↗

arXiv2021

Towards Robust Classification Model by Counterfactual and Invariant Data Generation

Despite the success of machine learning applications in science, industry, and society in general, many approaches are known to be non-robust, often relying on spurious correlations to make predictions. Spuriousness occurs when some features correlate with labels but are not causal; relying on such features prevents models from generalizing to unseen environments where such correlations break. In this work, we focus on image classification and propose two data generation processes to reduce spuriousness. Given human annotations of the subset of the features responsible (causal) for the labels (e.g. bounding boxes), we modify this causal set to generate a surrogate image that no longer has the same label (i.e. a counterfactual image). We also alter non-causal features to generate images still recognized as the original labels, which helps to learn a model invariant to these features. In several challenging datasets, our data generations outperform state-of-the-art methods in accuracy when spurious correlations break, and increase the saliency focus on causal features providing better explanations.

cs.CV↗

arXiv2021

Unsupervised Representation Learning for Time Series with Temporal Neighborhood Coding

Time series are often complex and rich in information but sparsely labeled and therefore challenging to model. In this paper, we propose a self-supervised framework for learning generalizable representations for non-stationary time series. Our approach, called Temporal Neighborhood Coding (TNC), takes advantage of the local smoothness of a signal's generative process to define neighborhoods in time with stationary properties. Using a debiased contrastive objective, our framework learns time series representations by ensuring that in the encoding space, the distribution of signals from within a neighborhood is distinguishable from the distribution of non-neighboring signals. Our motivation stems from the medical field, where the ability to model the dynamic nature of time series data is especially valuable for identifying, tracking, and predicting the underlying patients' latent states in settings where labeling data is practically impossible. We compare our method to recently developed unsupervised representation learning approaches and demonstrate superior performance on clustering and classification tasks for multiple datasets.

cs.LG↗

arXiv2021

3D Reasoning for Unsupervised Anomaly Detection in Pediatric WbMRI

Modern deep unsupervised learning methods have shown great promise for detecting diseases across a variety of medical imaging modalities. While previous generative modeling approaches successfully perform anomaly detection by learning the distribution of healthy 2D image slices, they process such slices independently and ignore the fact that they are correlated, all being sampled from a 3D volume. We show that incorporating the 3D context and processing whole-body MRI volumes is beneficial to distinguishing anomalies from their benign counterparts. In our work, we introduce a multi-channel sliding window generative model to perform lesion detection in whole-body MRI (wbMRI). Our experiments demonstrate that our proposed method significantly outperforms processing individual images in isolation and our ablations clearly show the importance of 3D reasoning. Moreover, our work also shows that it is beneficial to include additional patient-specific features to further improve anomaly detection in pediatric scans.

eess.IV↗

arXiv2020

Forecasting Emergency Department Capacity Constraints for COVID Isolation Beds

Predicting patient volumes in a hospital setting is a well-studied application of time series forecasting. Existing tools usually make forecasts at the daily or weekly level to assist in planning for staffing requirements. Prompted by new COVID-related capacity constraints placed on our pediatric hospital's emergency department, we developed an hourly forecasting tool to make predictions over a 24 hour window. These forecasts would give our hospital sufficient time to be able to martial resources towards expanding capacity and augmenting staff (e.g. transforming wards or bringing in physicians on call). Using Gaussian Process Regressions (GPRs), we obtain strong performance for both point predictions (average R-squared: 82%) as well as classification accuracy when predicting the ordinal tiers of our hospital's capacity (average precision/recall: 82%/74%). Compared to traditional regression approaches, GPRs not only obtain consistently higher performance, but are also robust to the dataset shifts that have occurred throughout 2020. Hospital stakeholders are encouraged by the strength of our results, and we are currently working on moving our tool to a real-time setting with the goal of augmenting the capabilities of our healthcare workers.

cs.LG↗

arXiv2020

What went wrong and when? Instance-wise Feature Importance for Time-series Models

Explanations of time series models are useful for high stakes applications like healthcare but have received little attention in machine learning literature. We propose FIT, a framework that evaluates the importance of observations for a multivariate time-series black-box model by quantifying the shift in the predictive distribution over time. FIT defines the importance of an observation based on its contribution to the distributional shift under a KL-divergence that contrasts the predictive distribution against a counterfactual where the rest of the features are unobserved. We also demonstrate the need to control for time-dependent distribution shifts. We compare with state-of-the-art baselines on simulated and real-world clinical data and demonstrate that our approach is superior in identifying important time points and observations throughout the time series.

cs.LG↗

arXiv2020

Chasing Your Long Tails: Differentially Private Prediction in Health Care Settings

Machine learning models in health care are often deployed in settings where it is important to protect patient privacy. In such settings, methods for differentially private (DP) learning provide a general-purpose approach to learn models with privacy guarantees. Modern methods for DP learning ensure privacy through mechanisms that censor information judged as too unique. The resulting privacy-preserving models, therefore, neglect information from the tails of a data distribution, resulting in a loss of accuracy that can disproportionately affect small groups. In this paper, we study the effects of DP learning in health care. We use state-of-the-art methods for DP learning to train privacy-preserving models in clinical prediction tasks, including x-ray classification of images and mortality prediction in time series data. We use these models to perform a comprehensive empirical investigation of the tradeoffs between privacy, utility, robustness to dataset shift, and fairness. Our results highlight lesser-known limitations of methods for DP learning in health care, models that exhibit steep tradeoffs between privacy and utility, and models whose predictions are disproportionately influenced by large demographic groups in the training data. We discuss the costs and benefits of differentially private learning in health care.

cs.LG↗

arXiv2020

A Comprehensive Evaluation of Multi-task Learning and Multi-task Pre-training on EHR Time-series Data

Multi-task learning (MTL) is a machine learning technique aiming to improve model performance by leveraging information across many tasks. It has been used extensively on various data modalities, including electronic health record (EHR) data. However, despite significant use on EHR data, there has been little systematic investigation of the utility of MTL across the diverse set of possible tasks and training schemes of interest in healthcare. In this work, we examine MTL across a battery of tasks on EHR time-series data. We find that while MTL does suffer from common negative transfer, we can realize significant gains via MTL pre-training combined with single-task fine-tuning. We demonstrate that these gains can be achieved in a task-independent manner and offer not only minor improvements under traditional learning, but also notable gains in a few-shot learning context, thereby suggesting this could be a scalable vehicle to offer improved performance in important healthcare contexts.

cs.LG↗

arXiv2020

Using Generative Models for Pediatric wbMRI

Early detection of cancer is key to a good prognosis and requires frequent testing, especially in pediatrics. Whole-body magnetic resonance imaging (wbMRI) is an essential part of several well-established screening protocols, with screening starting in early childhood. To date, machine learning (ML) has been used on wbMRI images to stage adult cancer patients. It is not possible to use such tools in pediatrics due to the changing bone signal throughout growth, the difficulty of obtaining these images in young children due to movement and limited compliance, and the rarity of positive cases. We evaluate the quality of wbMRI images generated using generative adversarial networks (GANs) trained on wbMRI data from The Hospital for Sick Children in Toronto. We use the Frchet Inception Distance (FID) metric, Domain Frchet Distance (DFD), and blind tests with a radiology fellow for evaluation. We demonstrate that StyleGAN2 provides the best performance in generating wbMRI images with respect to all three metrics.

eess.IV↗

arXiv2019

What Clinicians Want: Contextualizing Explainable Machine Learning for Clinical End Use

Translating machine learning (ML) models effectively to clinical practice requires establishing clinicians' trust. Explainability, or the ability of an ML model to justify its outcomes and assist clinicians in rationalizing the model prediction, has been generally understood to be critical to establishing trust. However, the field suffers from the lack of concrete definitions for usable explanations in different settings. To identify specific aspects of explainability that may catalyze building trust in ML models, we surveyed clinicians from two distinct acute care specialties (Intenstive Care Unit and Emergency Department). We use their feedback to characterize when explainability helps to improve clinicians' trust in ML models. We further identify the classes of explanations that clinicians identified as most relevant and crucial for effective translation to clinical practice. Finally, we discern concrete metrics for rigorous evaluation of clinical explainability methods. By integrating perceptions of explainability between clinicians and ML researchers we hope to facilitate the endorsement and broader adoption and sustained use of ML systems in healthcare.

cs.LG↗

arXiv2019

Feature Robustness in Non-stationary Health Records: Caveats to Deployable Model Performance in Common Clinical Machine Learning Tasks

When training clinical prediction models from electronic health records (EHRs), a key concern should be a model's ability to sustain performance over time when deployed, even as care practices, database systems, and population demographics evolve. Due to de-identification requirements, however, current experimental practices for public EHR benchmarks (such as the MIMIC-III critical care dataset) are time agnostic, assigning care records to train or test sets without regard for the actual dates of care. As a result, current benchmarks cannot assess how well models trained on one year generalise to another. In this work, we obtain a Limited Data Use Agreement to access year of care for each record in MIMIC and show that all tested state-of-the-art models decay in prediction quality when trained on historical data and tested on future data, particularly in response to a system-wide record-keeping change in 2008 (0.29 drop in AUROC for mortality prediction, 0.10 drop in AUROC for length-of-stay prediction with a random forest classifier). We further develop a simple yet effective mitigation strategy: by aggregating raw features into expert-defined clinical concepts, we see only a 0.06 drop in AUROC for mortality prediction and a 0.03 drop in AUROC for length-of-stay prediction. We demonstrate that this aggregation strategy outperforms other automatic feature preprocessing techniques aimed at increasing robustness to data drift. We release our aggregated representations and code to encourage more deployable clinical prediction models.

cs.LG↗

arXiv2019

Dynamic Measurement Scheduling for Event Forecasting using Deep RL

Imagine a patient in critical condition. What and when should be measured to forecast detrimental events, especially under the budget constraints? We answer this question by deep reinforcement learning (RL) that jointly minimizes the measurement cost and maximizes predictive gain, by scheduling strategically-timed measurements. We learn our policy to be dynamically dependent on the patient's health history. To scale our framework to exponentially large action space, we distribute our reward in a sequential setting that makes the learning easier. In our simulation, our policy outperforms heuristic-based scheduling with higher predictive gain and lower cost. In a real-world ICU mortality prediction task (MIMIC3), our policies reduce the total number of measurements by $31\%$ or improve predictive gain by a factor of $3$ as compared to physicians, under the off-policy policy evaluation.

cs.LG↗

arXiv2019

Prediction of New Onset Diabetes after Liver Transplant

25% of people who received a liver transplant will go on to develop diabetes within the next 5 years. These thousands of individuals are at 2-fold higher risk of cardiovascular events, graft loss, infections, as well as lower long-term survival. This is partly due to the medication used during and/or after transplant that significantly impacts metabolic balance. To assess which medication best suits the patient's condition, clinicians need an accurate estimate of diabetes risk. Both patient's historical data and observations at the current visit are informative in predicting whether the patient will develop diabetes within the following year. In this work we compared a variety of time-to-event prediction models as well as classifiers predicting the likelihood of the event within a year from the current checkup. We are particularly interested in comparing two types of models: 1) standard time-to-event predictors where the historical measurements are merely concatenated, 2) incorporating Deep Markov Model to first obtain low-dimensional embedding of historical data and then using this embedding as an additional input into the model. We compared a variety of algorithms including standard and regularized Cox proportional-hazards model (CPH), mixed effect random forests, survival-forests and Weibull Time-To-Event Recurrent Neural Network (WTTE-RNN). The results show that although all methods' performances varied from year to year and there was no clear winner across all the time points, regularized CPH model that used 1 to 3 years of historical visits data on average achieved a high, clinically relevant Concordance Index of .863. We thus recommend this model for further prospective clinical validation and hopefully, an eventual use in the clinic to improve clinicians' ability to personalize post-operative care and reduce the incidence of new-onset diabetes post liver transplant.

cs.LG↗

arXiv2019

Reducing Adversarial Example Transferability Using Gradient Regularization

Deep learning algorithms have increasingly been shown to lack robustness to simple adversarial examples (AdvX). An equally troubling observation is that these adversarial examples transfer between different architectures trained on different datasets. We investigate the transferability of adversarial examples between models using the angle between the input-output Jacobians of different models. To demonstrate the relevance of this approach, we perform case studies that involve jointly training pairs of models. These case studies empirically justify the theoretical intuitions for why the angle between gradients is a fundamental quantity in AdvX transferability. Furthermore, we consider the asymmetry of AdvX transferability between two models of the same architecture and explain it in terms of differences in gradient norms between the models. Lastly, we provide a simple modification to existing training setups that reduces transferability of adversarial examples between pairs of models.

cs.LG↗

arXiv2019

The False Positive Control Lasso

In high dimensional settings where a small number of regressors are expected to be important, the Lasso estimator can be used to obtain a sparse solution vector with the expectation that most of the non-zero coefficients are associated with true signals. While several approaches have been developed to control the inclusion of false predictors with the Lasso, these approaches are limited by relying on asymptotic theory, having to empirically estimate terms based on theoretical quantities, assuming a continuous response class with Gaussian noise and design matrices, or high computation costs. In this paper we show how: (1) an existing model (the SQRT-Lasso) can be recast as a method of controlling the number of expected false positives, (2) how a similar estimator can used for all other generalized linear model classes, and (3) this approach can be fit with existing fast Lasso optimization solvers. Our justification for false positive control using randomly weighted self-normalized sum theory is to our knowledge novel. Moreover, our estimator's properties hold in finite samples up to some approximation error which we find in practical settings to be negligible under a strict mutual incoherence condition.

stat.ML↗

arXiv2019

Explaining Image Classifiers by Counterfactual Generation

When an image classifier makes a prediction, which parts of the image are relevant and why? We can rephrase this question to ask: which parts of the image, if they were not seen by the classifier, would most change its decision? Producing an answer requires marginalizing over images that could have been seen but weren't. We can sample plausible image in-fills by conditioning a generative model on the rest of the image. We then optimize to find the image regions that most change the classifier's decision after in-fill. Our approach contrasts with ad-hoc in-filling approaches, such as blurring or injecting noise, which generate inputs far from the data distribution, and ignore informative relationships between different parts of the image. Our method produces more compact and relevant saliency maps, with fewer artifacts compared to previous methods.

cs.CV↗