Journal of Machine Learning Research最新文献

Learning risk scores to predict dichotomous or continuous outcomes using machine learning approaches has been studied extensively. However, how to learn risk scores for time-to-event outcomes subject to right censoring has received little attention until recently. Existing approaches rely on inverse probability weighting or rank-based regression, which may be inefficient. In this paper, we develop a new support vector hazards machine (SVHM) approach to predict censored outcomes. Our method is based on predicting the counting process associated with the time-to-event outcomes among subjects at risk via a series of support vector machines. Introducing counting processes to represent time-to-event data leads to a connection between support vector machines in supervised learning and hazards regression in standard survival analysis. To account for different at risk populations at observed event times, a time-varying offset is used in estimating risk scores. The resulting optimization is a convex quadratic programming problem that can easily incorporate non-linearity using kernel trick. We demonstrate an interesting link from the profiled empirical risk function of SVHM to the Cox partial likelihood. We then formally show that SVHM is optimal in discriminating covariate-specific hazard function from population average hazard function, and establish the consistency and learning rate of the predicted risk using the estimated risk scores. Simulation studies show improved prediction accuracy of the event times using SVHM compared to existing machine learning methods and standard conventional approaches. Finally, we analyze two real world biomedical study data where we use clinical markers and neuroimaging biomarkers to predict age-at-onset of a disease, and demonstrate superiority of SVHM in distinguishing high risk versus low risk subjects.

Information criteria have been popularly used in model selection and proved to possess nice theoretical properties. For classification, Claeskens et al. (2008) proposed support vector machine information criterion for feature selection and provided encouraging numerical evidence. Yet no theoretical justification was given there. This work aims to fill the gap and to provide some theoretical justifications for support vector machine information criterion in both fixed and diverging model spaces. We first derive a uniform convergence rate for the support vector machine solution and then show that a modification of the support vector machine information criterion achieves model selection consistency even when the number of features diverges at an exponential rate of the sample size. This consistency result can be further applied to selecting the optimal tuning parameter for various penalized support vector machine methods. Finite-sample performance of the proposed information criterion is investigated using Monte Carlo studies and one real-world gene selection problem.

As data sets of related studies become more easily accessible, combining data sets of similar studies is often undertaken in practice to achieve a larger sample size and higher power. A major challenge arising from data integration pertains to data heterogeneity in terms of study population, study design, or study coordination. Ignoring such heterogeneity in data analysis may result in biased estimation and misleading inference. Traditional techniques of remedy to data heterogeneity include the use of interactions and random effects, which are inferior to achieving desirable statistical power or providing a meaningful interpretation, especially when a large number of smaller data sets are combined. In this paper, we propose a regularized fusion method that allows us to identify and merge inter-study homogeneous parameter clusters in regression analysis, without the use of hypothesis testing approach. Using the fused lasso, we establish a computationally efficient procedure to deal with large-scale integrated data. Incorporating the estimated parameter ordering in the fused lasso facilitates computing speed with no loss of statistical power. We conduct extensive simulation studies and provide an application example to demonstrate the performance of the new method with a comparison to the conventional methods.

We present new methodology based on Multi-Objective Markov Decision Processes for developing sequential decision support systems from data. Our approach uses sequential decision-making data to provide support that is useful to many different decision-makers, each with different, potentially time-varying preference. To accomplish this, we develop an extension of fitted-Q iteration for multiple objectives that computes policies for all scalarization functions, i.e. preference functions, simultaneously from continuous-state, finite-horizon data. We identify and address several conceptual and computational challenges along the way, and we introduce a new solution concept that is appropriate when different actions have similar expected outcomes. Finally, we demonstrate an application of our method using data from the Clinical Antipsychotic Trials of Intervention Effectiveness and show that our approach offers decision-makers increased choice by a larger class of optimal policies.

Systematic reviews underpin Evidence Based Medicine (EBM) by addressing precise clinical questions via comprehensive synthesis of all relevant published evidence. Authors of systematic reviews typically define a Population/Problem, Intervention, Comparator, and Outcome (a PICO criteria) of interest, and then retrieve, appraise and synthesize results from all reports of clinical trials that meet these criteria. Identifying PICO elements in the full-texts of trial reports is thus a critical yet time-consuming step in the systematic review process. We seek to expedite evidence synthesis by developing machine learning models to automatically extract sentences from articles relevant to PICO elements. Collecting a large corpus of training data for this task would be prohibitively expensive. Therefore, we derive distant supervision (DS) with which to train models using previously conducted reviews. DS entails heuristically deriving 'soft' labels from an available structured resource. However, we have access only to unstructured, free-text summaries of PICO elements for corresponding articles; we must derive from these the desired sentence-level annotations. To this end, we propose a novel method - supervised distant supervision (SDS) - that uses a small amount of direct supervision to better exploit a large corpus of distantly labeled instances by learning to pseudo-annotate articles using the available DS. We show that this approach tends to outperform existing methods with respect to automated PICO extraction.

Undirected graphical models, or Markov networks, are a popular class of statistical models, used in a wide variety of applications. Popular instances of this class include Gaussian graphical models and Ising models. In many settings, however, it might not be clear which subclass of graphical models to use, particularly for non-Gaussian and non-categorical data. In this paper, we consider a general sub-class of graphical models where the node-wise conditional distributions arise from exponential families. This allows us to derive multivariate graphical model distributions from univariate exponential family distributions, such as the Poisson, negative binomial, and exponential distributions. Our key contributions include a class of M-estimators to fit these graphical model distributions; and rigorous statistical analysis showing that these M-estimators recover the true graphical model structure exactly, with high probability. We provide examples of genomic and proteomic networks learned via instances of our class of graphical models derived from Poisson and exponential distributions.