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Tanuj Hasija

Publications and source records attributed to Tanuj Hasija.

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Explainable AI Using Inherently Interpretable Components for Wearable-based Health Monitoring

The use of wearables in medicine and wellness, enabled by AI-based models, offers tremendous potential for real-time monitoring and interpretable event detection. Explainable AI (XAI) is required to assess what models have learned and build trust in model outputs, for patients, healthcare professionals, model developers, and domain experts alike. Explaining AI decisions made on time-series data recorded by wearables is especially challenging due to the data's complex nature and temporal dependencies. Too often, explainability using interpretable features leads to performance loss. We propose a novel XAI method that combines explanation spaces and concept-based explanations to explain AI predictions on time-series data. By using Inherently Interpretable Components (IICs), which encapsulate domain-specific, interpretable concepts within a custom explanation space, we preserve the performance of models trained on time series while achieving the interpretability of concept-based explanations based on extracted features. Furthermore, we define a domain-specific set of IICs for wearable-based health monitoring and demonstrate their usability in real applications, including state assessment and epileptic seizure detection.

eess.SP

Identifying the Complete Correlation Structure in Large-Scale High-Dimensional Data Sets with Local False Discovery Rates

The identification of the dependent components in multiple data sets is a fundamental problem in many practical applications. The challenge in these applications is that often the data sets are high-dimensional with few observations or available samples and contain latent components with unknown probability distributions. A novel mathematical formulation of this problem is proposed, which enables the inference of the underlying correlation structure with strict false positive control. In particular, the false discovery rate is controlled at a pre-defined threshold on two levels simultaneously. The deployed test statistics originate in the sample coherence matrix. The required probability models are learned from the data using the bootstrap. Local false discovery rates are used to solve the multiple hypothesis testing problem. Compared to the existing techniques in the literature, the developed technique does not assume an a priori correlation structure and work well when the number of data sets is large while the number of observations is small. In addition, it can handle the presence of distributional uncertainties, heavy-tailed noise, and outliers.

stat.ME

Determining the Dimension and Structure of the Subspace Correlated Across Multiple Data Sets

Detecting the components common or correlated across multiple data sets is challenging due to a large number of possible correlation structures among the components. Even more challenging is to determine the precise structure of these correlations. Traditional work has focused on determining only the model order, i.e., the dimension of the correlated subspace, a number that depends on how the model-order problem is defined. Moreover, identifying the model order is often not enough to understand the relationship among the components in different data sets. We aim at solving the complete modelselection problem, i.e., determining which components are correlated across which data sets. We prove that the eigenvalues and eigenvectors of the normalized covariance matrix of the composite data vector, under certain conditions, completely characterize the underlying correlation structure. We use these results to solve the model-selection problem by employing bootstrap-based hypothesis testing.

cs.IT

Determining the Dimension of the Improper Signal Subspace in Complex-Valued Data

A complex-valued signal is improper if it is correlated with its complex conjugate. The dimension of the improper signal subspace, i.e., the number of improper components in a complex-valued measurement, is an important parameter and is unknown in most applications. In this letter, we introduce two approaches to estimate this dimension, one based on an information- theoretic criterion and one based on hypothesis testing. We also present reduced-rank versions of these approaches that work for scenarios where the number of observations is comparable to or even smaller than the dimension of the data. Unlike other techniques for determining model orders, our techniques also work in the presence of additive colored noise.

cs.IT

Canonical correlation analysis of high-dimensional data with very small sample support

This paper is concerned with the analysis of correlation between two high-dimensional data sets when there are only few correlated signal components but the number of samples is very small, possibly much smaller than the dimensions of the data. In such a scenario, a principal component analysis (PCA) rank-reduction preprocessing step is commonly performed before applying canonical correlation analysis (CCA). We present simple, yet very effective approaches to the joint model-order selection of the number of dimensions that should be retained through the PCA step and the number of correlated signals. These approaches are based on reduced-rank versions of the Bartlett-Lawley hypothesis test and the minimum description length information-theoretic criterion. Simulation results show that the techniques perform well for very small sample sizes even in colored noise.

cs.IT