arXiv subjects

Samuel Kaski

Publications and source records attributed to Samuel Kaski.

At least 181 records · Page 10Linked to original sources

arXiv2017

Interactive Elicitation of Knowledge on Feature Relevance Improves Predictions in Small Data Sets

Providing accurate predictions is challenging for machine learning algorithms when the number of features is larger than the number of samples in the data. Prior knowledge can improve machine learning models by indicating relevant variables and parameter values. Yet, this prior knowledge is often tacit and only available from domain experts. We present a novel approach that uses interactive visualization to elicit the tacit prior knowledge and uses it to improve the accuracy of prediction models. The main component of our approach is a user model that models the domain expert's knowledge of the relevance of different features for a prediction task. In particular, based on the expert's earlier input, the user model guides the selection of the features on which to elicit user's knowledge next. The results of a controlled user study show that the user model significantly improves prior knowledge elicitation and prediction accuracy, when predicting the relative citation counts of scientific documents in a specific domain.

cs.AI↗

arXiv2017

Inferring Cognitive Models from Data using Approximate Bayesian Computation

An important problem for HCI researchers is to estimate the parameter values of a cognitive model from behavioral data. This is a difficult problem, because of the substantial complexity and variety in human behavioral strategies. We report an investigation into a new approach using approximate Bayesian computation (ABC) to condition model parameters to data and prior knowledge. As the case study we examine menu interaction, where we have click time data only to infer a cognitive model that implements a search behaviour with parameters such as fixation duration and recall probability. Our results demonstrate that ABC (i) improves estimates of model parameter values, (ii) enables meaningful comparisons between model variants, and (iii) supports fitting models to individual users. ABC provides ample opportunities for theoretical HCI research by allowing principled inference of model parameter values and their uncertainty.

cs.HC↗

arXiv2016

GFA: Exploratory Analysis of Multiple Data Sources with Group Factor Analysis

The R package GFA provides a full pipeline for factor analysis of multiple data sources that are represented as matrices with co-occurring samples. It allows learning dependencies between subsets of the data sources, decomposed into latent factors. The package also implements sparse priors for the factorization, providing interpretable biclusters of the multi-source data

cs.MS↗

arXiv2016

Localized Lasso for High-Dimensional Regression

We introduce the localized Lasso, which is suited for learning models that are both interpretable and have a high predictive power in problems with high dimensionality $d$ and small sample size $n$. More specifically, we consider a function defined by local sparse models, one at each data point. We introduce sample-wise network regularization to borrow strength across the models, and sample-wise exclusive group sparsity (a.k.a., $\ell_{1,2}$ norm) to introduce diversity into the choice of feature sets in the local models. The local models are interpretable in terms of similarity of their sparsity patterns. The cost function is convex, and thus has a globally optimal solution. Moreover, we propose a simple yet efficient iterative least-squares based optimization procedure for the localized Lasso, which does not need a tuning parameter, and is guaranteed to converge to a globally optimal solution. The solution is empirically shown to outperform alternatives for both simulated and genomic personalized medicine data.

stat.ML↗

arXiv2016

Bayesian multi-tensor factorization

We introduce Bayesian multi-tensor factorization, a model that is the first Bayesian formulation for joint factorization of multiple matrices and tensors. The research problem generalizes the joint matrix-tensor factorization problem to arbitrary sets of tensors of any depth, including matrices, can be interpreted as unsupervised multi-view learning from multiple data tensors, and can be generalized to relax the usual trilinear tensor factorization assumptions. The result is a factorization of the set of tensors into factors shared by any subsets of the tensors, and factors private to individual tensors. We demonstrate the performance against existing baselines in multiple tensor factorization tasks in structural toxicogenomics and functional neuroimaging.

stat.ML↗

arXiv2016

Convex Factorization Machine for Regression

We propose the convex factorization machine (CFM), which is a convex variant of the widely used Factorization Machines (FMs). Specifically, we employ a linear+quadratic model and regularize the linear term with the $\ell_2$-regularizer and the quadratic term with the trace norm regularizer. Then, we formulate the CFM optimization as a semidefinite programming problem and propose an efficient optimization procedure with Hazan's algorithm. A key advantage of CFM over existing FMs is that it can find a globally optimal solution, while FMs may get a poor locally optimal solution since the objective function of FMs is non-convex. In addition, the proposed algorithm is simple yet effective and can be implemented easily. Finally, CFM is a general factorization method and can also be used for other factorization problems including including multi-view matrix factorization and tensor completion problems. Through synthetic and movielens datasets, we first show that the proposed CFM achieves results competitive to FMs. Furthermore, in a toxicogenomics prediction task, we show that CFM outperforms a state-of-the-art tensor factorization method.

stat.ML↗

arXiv2016

Natural brain-information interfaces: Recommending information by relevance inferred from human brain signals

Finding relevant information from large document collections such as the World Wide Web is a common task in our daily lives. Estimation of a user's interest or search intention is necessary to recommend and retrieve relevant information from these collections. We introduce a brain-information interface used for recommending information by relevance inferred directly from brain signals. In experiments, participants were asked to read Wikipedia documents about a selection of topics while their EEG was recorded. Based on the prediction of word relevance, the individual's search intent was modeled and successfully used for retrieving new, relevant documents from the whole English Wikipedia corpus. The results show that the users' interests towards digital content can be modeled from the brain signals evoked by reading. The introduced brain-relevance paradigm enables the recommendation of information without any explicit user interaction, and may be applied across diverse information-intensive applications.

cs.IR↗

arXiv2016

Drug response prediction by inferring pathway-response associations with Kernelized Bayesian Matrix Factorization

A key goal of computational personalized medicine is to systematically utilize genomic and other molecular features of samples to predict drug responses for a previously unseen sample. Such predictions are valuable for developing hypotheses for selecting therapies tailored for individual patients. This is especially valuable in oncology, where molecular and genetic heterogeneity of the cells has a major impact on the response. However, the prediction task is extremely challenging, raising the need for methods that can effectively model and predict drug responses. In this study, we propose a novel formulation of multi-task matrix factorization that allows selective data integration for predicting drug responses. To solve the modeling task, we extend the state-of-the-art kernelized Bayesian matrix factorization (KBMF) method with component-wise multiple kernel learning. In addition, our approach exploits the known pathway information in a novel and biologically meaningful fashion to learn the drug response associations. Our method quantitatively outperforms the state of the art on predicting drug responses in two publicly available cancer data sets as well as on a synthetic data set. In addition, we validated our model predictions with lab experiments using an in-house cancer cell line panel. We finally show the practical applicability of the proposed method by utilizing prior knowledge to infer pathway-drug response associations, opening up the opportunity for elucidating drug action mechanisms. We demonstrate that pathway-response associations can be learned by the proposed model for the well known EGFR and MEK inhibitors.

stat.ML↗

arXiv2016

Classification of weak multi-view signals by sharing factors in a mixture of Bayesian group factor analyzers

We propose a novel classification model for weak signal data, building upon a recent model for Bayesian multi-view learning, Group Factor Analysis (GFA). Instead of assuming all data to come from a single GFA model, we allow latent clusters, each having a different GFA model and producing a different class distribution. We show that sharing information across the clusters, by sharing factors, increases the classification accuracy considerably; the shared factors essentially form a flexible noise model that explains away the part of data not related to classification. Motivation for the setting comes from single-trial functional brain imaging data, having a very low signal-to-noise ratio and a natural multi-view setting, with the different sensors, measurement modalities (EEG, MEG, fMRI) and possible auxiliary information as views. We demonstrate our model on a MEG dataset.

stat.ML↗

arXiv2016

Sparse group factor analysis for biclustering of multiple data sources

Motivation: Modelling methods that find structure in data are necessary with the current large volumes of genomic data, and there have been various efforts to find subsets of genes exhibiting consistent patterns over subsets of treatments. These biclustering techniques have focused on one data source, often gene expression data. We present a Bayesian approach for joint biclustering of multiple data sources, extending a recent method Group Factor Analysis (GFA) to have a biclustering interpretation with additional sparsity assumptions. The resulting method enables data-driven detection of linear structure present in parts of the data sources. Results: Our simulation studies show that the proposed method reliably infers bi-clusters from heterogeneous data sources. We tested the method on data from the NCI-DREAM drug sensitivity prediction challenge, resulting in an excellent prediction accuracy. Moreover, the predictions are based on several biclusters which provide insight into the data sources, in this case on gene expression, DNA methylation, protein abundance, exome sequence, functional connectivity fingerprints and drug sensitivity.

cs.LG↗

arXiv2016

Bayesian inference in hierarchical models by combining independent posteriors

Hierarchical models are versatile tools for joint modeling of data sets arising from different, but related, sources. Fully Bayesian inference may, however, become computationally prohibitive if the source-specific data models are complex, or if the number of sources is very large. To facilitate computation, we propose an approach, where inference is first made independently for the parameters of each data set, whereupon the obtained posterior samples are used as observed data in a substitute hierarchical model, based on a scaled likelihood function. Compared to direct inference in a full hierarchical model, the approach has the advantage of being able to speed up convergence by breaking down the initial large inference problem into smaller individual subproblems with better convergence properties. Moreover it enables parallel processing of the possibly complex inferences of the source-specific parameters, which may otherwise create a computational bottleneck if processed jointly as part of a hierarchical model. The approach is illustrated with both simulated and real data.

stat.CO↗

arXiv2016

Interactive Modeling of Concept Drift and Errors in Relevance Feedback

Users giving relevance feedback in exploratory search are often uncertain about the correctness of their feedback, which may result in noisy or even erroneous feedback. Additionally, the search intent of the user may be volatile as the user is constantly learning and reformulating her search hypotheses during the search. This may lead to a noticeable concept drift in the feedback. We formulate a Bayesian regression model for predicting the accuracy of each individual user feedback and thus find outliers in the feedback data set. Additionally, we introduce a timeline interface that visualizes the feedback history to the user and gives her suggestions on which past feedback is likely in need of adjustment. This interface also allows the user to adjust the feedback accuracy inferences made by the model. Simulation experiments demonstrate that the performance of the new user model outperforms a simpler baseline and that the performance approaches that of an oracle, given a small amount of additional user interaction. A user study shows that the proposed modelling technique, combined with the timeline interface, makes it easier for the users to notice and correct mistakes in their feedback, and to discover new items.

cs.HC↗

arXiv2016

Multi-view Kernel Completion

In this paper, we introduce the first method that (1) can complete kernel matrices with completely missing rows and columns as opposed to individual missing kernel values, (2) does not require any of the kernels to be complete a priori, and (3) can tackle non-linear kernels. These aspects are necessary in practical applications such as integrating legacy data sets, learning under sensor failures and learning when measurements are costly for some of the views. The proposed approach predicts missing rows by modelling both within-view and between-view relationships among kernel values. We show, both on simulated data and real world data, that the proposed method outperforms existing techniques in the restricted settings where they are available, and extends applicability to new settings.

cs.LG↗

arXiv2016

Multiple Output Regression with Latent Noise

In high-dimensional data, structured noise caused by observed and unobserved factors affecting multiple target variables simultaneously, imposes a serious challenge for modeling, by masking the often weak signal. Therefore, (1) explaining away the structured noise in multiple-output regression is of paramount importance. Additionally, (2) assumptions about the correlation structure of the regression weights are needed. We note that both can be formulated in a natural way in a latent variable model, in which both the interesting signal and the noise are mediated through the same latent factors. Under this assumption, the signal model then borrows strength from the noise model by encouraging similar effects on correlated targets. We introduce a hyperparameter for the \emph{latent signal-to-noise ratio} which turns out to be important for modelling weak signals, and an ordered infinite-dimensional shrinkage prior that resolves the rotational unidentifiability in reduced-rank regression models. Simulations and prediction experiments with metabolite, gene expression, FMRI measurement, and macroeconomic time series data show that our model equals or exceeds the state-of-the-art performance and, in particular, outperforms the standard approach of assuming independent noise and signal models.

stat.ML↗

arXiv2016

Visualizations Relevant to The User By Multi-View Latent Variable Factorization

A main goal of data visualization is to find, from among all the available alternatives, mappings to the 2D/3D display which are relevant to the user. Assuming user interaction data, or other auxiliary data about the items or their relationships, the goal is to identify which aspects in the primary data support the userś input and, equally importantly, which aspects of the userś potentially noisy input have support in the primary data. For solving the problem, we introduce a multi-view embedding in which a latent factorization identifies which aspects in the two data views (primary data and user data) are related and which are specific to only one of them. The factorization is a generative model in which the display is parameterized as a part of the factorization and the other factors explain away the aspects not expressible in a two-dimensional display. Functioning of the model is demonstrated on several data sets.

cs.LG↗

arXiv2016

Modelling-based experiment retrieval: A case study with gene expression clustering

Motivation: Public and private repositories of experimental data are growing to sizes that require dedicated methods for finding relevant data. To improve on the state of the art of keyword searches from annotations, methods for content-based retrieval have been proposed. In the context of gene expression experiments, most methods retrieve gene expression profiles, requiring each experiment to be expressed as a single profile, typically of case vs. control. A more general, recently suggested alternative is to retrieve experiments whose models are good for modelling the query dataset. However, for very noisy and high-dimensional query data, this retrieval criterion turns out to be very noisy as well. Results: We propose doing retrieval using a denoised model of the query dataset, instead of the original noisy dataset itself. To this end, we introduce a general probabilistic framework, where each experiment is modelled separately and the retrieval is done by finding related models. For retrieval of gene expression experiments, we use a probabilistic model called product partition model, which induces a clustering of genes that show similar expression patterns across a number of samples. The suggested metric for retrieval using clusterings is the normalized information distance. Empirical results finally suggest that inference for the full probabilistic model can be approximated with good performance using computationally faster heuristic clustering approaches (e.g. $k$-means). The method is highly scalable and straightforward to apply to construct a general-purpose gene expression experiment retrieval method. Availability: The method can be implemented using standard clustering algorithms and normalized information distance, available in many statistical software packages.

stat.ML↗

arXiv2015

Non-Stationary Gaussian Process Regression with Hamiltonian Monte Carlo

We present a novel approach for fully non-stationary Gaussian process regression (GPR), where all three key parameters -- noise variance, signal variance and lengthscale -- can be simultaneously input-dependent. We develop gradient-based inference methods to learn the unknown function and the non-stationary model parameters, without requiring any model approximations. We propose to infer full parameter posterior with Hamiltonian Monte Carlo (HMC), which conveniently extends the analytical gradient-based GPR learning by guiding the sampling with model gradients. We also learn the MAP solution from the posterior by gradient ascent. In experiments on several synthetic datasets and in modelling of temporal gene expression, the nonstationary GPR is shown to be necessary for modeling realistic input-dependent dynamics, while it performs comparably to conventional stationary or previous non-stationary GPR models otherwise.

stat.ML↗

arXiv2015

Classification and Bayesian Optimization for Likelihood-Free Inference

Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by finding the values which yield simulated data that resemble the observed data. This approach faces at least two major difficulties: The first difficulty is the choice of the discrepancy measure which is used to judge whether the simulated data resemble the observed data. The second difficulty is the computationally efficient identification of regions in the parameter space where the discrepancy is low. We give here an introduction to our recent work where we tackle the two difficulties through classification and Bayesian optimization.

stat.CO↗