arXiv subjects

Yao Xie

Publications and source records attributed to Yao Xie.

At least 163 records · Page 9Linked to original sources

arXiv2019

Outlining the Design Space of Explainable Intelligent Systems for Medical Diagnosis

The adoption of intelligent systems creates opportunities as well as challenges for medical work. On the positive side, intelligent systems have the potential to compute complex data from patients and generate automated diagnosis recommendations for doctors. However, medical professionals often perceive such systems as black boxes and, therefore, feel concerned about relying on system generated results to make decisions. In this paper, we contribute to the ongoing discussion of explainable artificial intelligence (XAI) by exploring the concept of explanation from a human-centered perspective. We hypothesize that medical professionals would perceive a system as explainable if the system was designed to think and act like doctors. We report a preliminary interview study that collected six medical professionals' reflection of how they interact with data for diagnosis and treatment purposes. Our data reveals when and how doctors prioritize among various types of data as a central part of their diagnosis process. Based on these findings, we outline future directions regarding the design of XAI systems in the medical context.

cs.HC↗

arXiv2019

Nearly Optimal Adaptive Procedure with Change Detection for Piecewise-Stationary Bandit

Multi-armed bandit (MAB) is a class of online learning problems where a learning agent aims to maximize its expected cumulative reward while repeatedly selecting to pull arms with unknown reward distributions. We consider a scenario where the reward distributions may change in a piecewise-stationary fashion at unknown time steps. We show that by incorporating a simple change-detection component with classic UCB algorithms to detect and adapt to changes, our so-called M-UCB algorithm can achieve nearly optimal regret bound on the order of $O(\sqrt{MKT\log T})$, where $T$ is the number of time steps, $K$ is the number of arms, and $M$ is the number of stationary segments. Comparison with the best available lower bound shows that our M-UCB is nearly optimal in $T$ up to a logarithmic factor. We also compare M-UCB with the state-of-the-art algorithms in numerical experiments using a public Yahoo! dataset to demonstrate its superior performance.

stat.ML↗

arXiv2019

Asynchronous Multi-Sensor Change-Point Detection for Seismic Tremors

We consider the sequential change-point detection for asynchronous multi-sensors, where each sensor observe a signal (due to change-point) at different times. We propose an asynchronous Subspace-CUSUM procedure based on jointly estimating the unknown signal waveform and the unknown relative delays between the sensors. Using the estimated delays, we can align signals and use the subspace to combine the multiple sensor observations. We derive the optimal drift parameter for the proposed procedure, and characterize the relationship between the expected detection delay, average run length (of false alarms), and the energy of the time-varying signal. We demonstrate the good performance of the proposed procedure using simulation and real data. We also demonstrate that the proposed procedure outperforms the well-known `one-shot procedure' in detecting weak and asynchronous signals.

stat.AP↗

arXiv2019

Distributed Change Detection via Average Consensus over Networks

Distributed change-point detection has been a fundamental problem when performing real-time monitoring using sensor-networks. We propose a distributed detection algorithm, where each sensor only exchanges CUSUM statistic with their neighbors based on the average consensus scheme, and an alarm is raised when local consensus statistic exceeds a pre-specified global threshold. We provide theoretical performance bounds showing that the performance of the fully distributed scheme can match the centralized algorithms under some mild conditions. Numerical experiments demonstrate the good performance of the algorithm especially in detecting asynchronous changes.

eess.SP↗

arXiv2018

Maximum entropy low-rank matrix recovery

We propose in this paper a novel, information-theoretic method, called MaxEnt, for efficient data acquisition for low-rank matrix recovery. This proposed method has important applications to a wide range of problems, including image processing and text document indexing. Fundamental to our design approach is the so-called maximum entropy principle, which states that the measurement masks which maximize the entropy of observations, also maximize the information gain on the unknown matrix $\mathbf{X}$. Coupled with a low-rank stochastic model for $\mathbf{X}$, such a principle (i) reveals novel connections between information-theoretic sampling and subspace packings, and (ii) yields efficient mask construction algorithms for matrix recovery, which significantly outperforms random measurements. We illustrate the effectiveness of MaxEnt in simulation experiments, and demonstrate its usefulness in two real-world applications on image recovery and text document indexing.

stat.ME↗

arXiv2018

Scan $B$-Statistic for Kernel Change-Point Detection

Detecting the emergence of an abrupt change-point is a classic problem in statistics and machine learning. Kernel-based nonparametric statistics have been used for this task which enjoy fewer assumptions on the distributions than the parametric approach and can handle high-dimensional data. In this paper we focus on the scenario when the amount of background data is large, and propose two related computationally efficient kernel-based statistics for change-point detection, which are inspired by the recently developed $B$-statistics. A novel theoretical result of the paper is the characterization of the tail probability of these statistics using the change-of-measure technique, which focuses on characterizing the tail of the detection statistics rather than obtaining its asymptotic distribution under the null distribution. Such approximations are crucial to control the false alarm rate, which corresponds to the significance level in offline change-point detection and the average-run-length in online change-point detection. Our approximations are shown to be highly accurate. Thus, they provide a convenient way to find detection thresholds for both offline and online cases without the need to resort to the more expensive simulations or bootstrapping. We show that our methods perform well on both synthetic data and real data.

cs.LG↗

arXiv2018

Crime Event Embedding with Unsupervised Feature Selection

We present a novel event embedding algorithm for crime data that can jointly capture time, location, and the complex free-text component of each event. The embedding is achieved by regularized Restricted Boltzmann Machines (RBMs), and we introduce a new way to regularize by imposing a $\ell_1$ penalty on the conditional distributions of the observed variables of RBMs. This choice of regularization performs feature selection and it also leads to efficient computation since the gradient can be computed in a closed form. The feature selection forces embedding to be based on the most important keywords, which captures the common modus operandi (M. O.) in crime series. Using numerical experiments on a large-scale crime dataset, we show that our regularized RBMs can achieve better event embedding and the selected features are highly interpretable from human understanding.

stat.ML↗

arXiv2018

Matrix completion with deterministic pattern - a geometric perspective

We consider the matrix completion problem with a deterministic pattern of observed entries. In this setting, we aim to answer the question: under what condition there will be (at least locally) unique solution to the matrix completion problem, i.e., the underlying true matrix is identifiable. We answer the question from a certain point of view and outline a geometric perspective. We give an algebraically verifiable sufficient condition, which we call the well-posedness condition, for the local uniqueness of MRMC solutions. We argue that this condition is necessary for local stability of MRMC solutions, and we show that the condition is generic using the characteristic rank. We also argue that the low-rank approximation approaches are more stable than MRMC and further propose a sequential statistical testing procedure to determine the "true" rank from observed entries. Finally, we provide numerical examples aimed at verifying validity of the presented theory.

cs.LG↗

arXiv2018

First-order optimal sequential subspace change-point detection

We consider the sequential change-point detection problem of detecting changes that are characterized by a subspace structure. Such changes are frequent in high-dimensional streaming data altering the form of the corresponding covariance matrix. In this work we present a Subspace-CUSUM procedure and demonstrate its first-order asymptotic optimality properties for the case where the subspace structure is unknown and needs to be simultaneously estimated. To achieve this goal we develop a suitable analytical methodology that includes a proper parameter optimization for the proposed detection scheme. Numerical simulations corroborate our theoretical findings.

math.ST↗

arXiv2018

Robust Hypothesis Testing Using Wasserstein Uncertainty Sets

We develop a novel computationally efficient and general framework for robust hypothesis testing. The new framework features a new way to construct uncertainty sets under the null and the alternative distributions, which are sets centered around the empirical distribution defined via Wasserstein metric, thus our approach is data-driven and free of distributional assumptions. We develop a convex safe approximation of the minimax formulation and show that such approximation renders a nearly-optimal detector among the family of all possible tests. By exploiting the structure of the least favorable distribution, we also develop a tractable reformulation of such approximation, with complexity independent of the dimension of observation space and can be nearly sample-size-independent in general. Real-data example using human activity data demonstrated the excellent performance of the new robust detector.

stat.ML↗

arXiv2018

Sketching for Sequential Change-Point Detection

We study sequential change-point detection procedures based on linear sketches of high-dimensional signal vectors using generalized likelihood ratio (GLR) statistics. The GLR statistics allow for an unknown post-change mean that represents an anomaly or novelty. We consider both fixed and time-varying projections, derive theoretical approximations to two fundamental performance metrics: the average run length (ARL) and the expected detection delay (EDD); these approximations are shown to be highly accurate by numerical simulations. We further characterize the relative performance measure of the sketching procedure compared to that without sketching and show that there can be little performance loss when the signal strength is sufficiently large, and enough number of sketches are used. Finally, we demonstrate the good performance of sketching procedures using simulation and real-data examples on solar flare detection and failure detection in power networks.

cs.LG↗

arXiv2018

$\textsf{S}^3T$: An Efficient Score-Statistic for Spatio-Temporal Surveillance

We present an efficient score statistic, called the $\textsf{S}^3 \textsf{T}$ statistic, to detect the emergence of a spatially and temporally correlated signal from either fixed-sample or sequential data. The signal may cause a men shift and/or a change in the covariance structure. The score statistic can capture both spatial and temporal structures of the change and hence is particularly powerful in detecting weak signals. The score statistic is computationally efficient and statistically powerful. Our main theoretical contribution are accurate analytical approximations on the false alarm rate of the detection procedures, which can be used to calibrate the threshold analytically. Numerical experiments on simulated and real data demonstrate the good performance of our procedure for solar flame detection and water quality monitoring.

math.ST↗

arXiv2018

Crime incidents embedding using restricted Boltzmann machines

We present a new approach for detecting related crime series, by unsupervised learning of the latent feature embeddings from narratives of crime record via the Gaussian-Bernoulli Restricted Boltzmann Machines (RBM). This is a drastically different approach from prior work on crime analysis, which typically considers only time and location and at most category information. After the embedding, related cases are closer to each other in the Euclidean feature space, and the unrelated cases are far apart, which is a good property can enable subsequent analysis such as detection and clustering of related cases. Experiments over several series of related crime incidents hand labeled by the Atlanta Police Department reveal the promise of our embedding methods.

stat.ML↗

arXiv2018

Change Detection via Affine and Quadratic Detectors

The goal of the paper is to develop a specific application of the convex optimization based hypothesis testing techniques developed in A. Juditsky, A. Nemirovski, "Hypothesis testing via affine detectors," Electronic Journal of Statistics 10:2204--2242, 2016. Namely, we consider the Change Detection problem as follows: given an evolving in time noisy observations of outputs of a discrete-time linear dynamical system, we intend to decide, in a sequential fashion, on the null hypothesis stating that the input to the system is a nuisance, vs. the alternative stating that the input is a "nontrivial signal," with both the nuisances and the nontrivial signals modeled as inputs belonging to finite unions of some given convex sets. Assuming the observation noises zero mean sub-Gaussian, we develop "computation-friendly" sequential decision rules and demonstrate that in our context these rules are provably near-optimal.

math.ST↗

arXiv2017

Nearly second-order asymptotic optimality of sequential change-point detection with one-sample updates

Sequential change-point detection when the distribution parameters are unknown is a fundamental problem in statistics and machine learning. When the post-change parameters are unknown, we consider a set of detection procedures based on sequential likelihood ratios with non-anticipating estimators constructed using online convex optimization algorithms such as online mirror descent, which provides a more versatile approach to tackle complex situations where recursive maximum likelihood estimators cannot be found. When the underlying distributions belong to a exponential family and the estimators satisfy the logarithm regret property, we show that this approach is nearly second-order asymptotically optimal. This means that the upper bound for the false alarm rate of the algorithm (measured by the average-run-length) meets the lower bound asymptotically up to a log-log factor when the threshold tends to infinity. Our proof is achieved by making a connection between sequential change-point and online convex optimization and leveraging the logarithmic regret bound property of online mirror descent algorithm. Numerical and real data examples validate our theory.

math.ST↗

arXiv2017

Sequential detection of low-rank changes using extreme eigenvalues

We study the problem of detecting an abrupt change to the signal covariance matrix. In particular, the covariance changes from a "white" identity matrix to an unknown spiked or low-rank matrix. Two sequential change-point detection procedures are presented, based on the largest and the smallest eigenvalues of the sample covariance matrix. To control false-alarm-rate, we present an accurate theoretical approximation to the average-run-length (ARL) and expected detection delay (EDD) of the detection, leveraging the extreme eigenvalue distributions from random matrix theory and by capturing a non-negligible temporal correlation in the sequence of scan statistics due to the sliding window approach. Real data examples demonstrate the good performance of our method for detecting behavior change of a swarm.

math.ST↗

arXiv2017

Robust Sequential Change-Point Detection by Convex Optimization

We address the computational challenge of finding the robust sequential change-point detection procedures when the pre- and post-change distributions are not completely specified. Earlier works [veeravalli 1994] and [Unnikrishnan 2011] establish the general conditions for robust procedures which include finding a pair of least favorable distributions (LFDs). However, in the multi-dimensional setting, it is hard to find such LFDs computationally. We present a method based on convex optimization that addresses this issue when the distributions are Gaussian with unknown parameters from pre-specified uncertainty sets. We also establish theoretical properties of our robust procedures, and numerical examples demonstrate their good performance.

stat.ME↗

arXiv2016

Dynamic change-point detection using similarity networks

From a sequence of similarity networks, with edges representing certain similarity measures between nodes, we are interested in detecting a change-point which changes the statistical property of the networks. After the change, a subset of anomalous nodes which compares dissimilarly with the normal nodes. We study a simple sequential change detection procedure based on node-wise average similarity measures, and study its theoretical property. Simulation and real-data examples demonstrate such a simply stopping procedure has reasonably good performance. We further discuss the faulty sensor isolation (estimating anomalous nodes) using community detection.

math.ST↗