skip to main content

Title: A Multi-Task Learning Formulation for Survival Analysis
Predicting the occurrence of a particular event of interest at future time points is the primary goal of survival analysis. The presence of incomplete observations due to time limitations or loss of data traces is known as censoring which brings unique challenges in this domain and differentiates survival analysis from other standard regression methods. The popularly used survival analysis methods such as Cox proportional hazard model and parametric survival regression suffer from some strict assumptions and hypotheses that are not realistic in most of the real-world applications. To overcome the weaknesses of these two types of methods, in this paper, we reformulate the survival analysis problem as a multi-task learning problem and propose a new multi-task learning based formulation to predict the survival time by estimating the survival status at each time interval during the study duration. We propose an indicator matrix to enable the multi-task learning algorithm to handle censored instances and incorporate some of the important characteristics of survival problems such as non-negative non-increasing list structure into our model through max-heap projection. We employ the L2,1-norm penalty which enables the model to learn a shared representation across related tasks and hence select important features and alleviate over-fitting in more » high-dimensional feature spaces; thus, reducing the prediction error of each task. To efficiently handle the two non-smooth constraints, in this paper, we propose an optimization method which employs Alternating Direction Method of Multipliers (ADMM) algorithm to solve the proposed multi-task learning problem. We demonstrate the performance of the proposed method using real-world microarray gene expression high-dimensional benchmark datasets and show that our method outperforms state-of-the-art methods. « less
Authors:
; ; ;
Award ID(s):
1527827
Publication Date:
NSF-PAR ID:
10021819
Journal Name:
Proceedings of the 22nd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining
Page Range or eLocation-ID:
1715 to 1724
Sponsoring Org:
National Science Foundation
More Like this
  1. Survival analysis aims at predicting time to event of interest along with its probability on longitudinal data. It is commonly used to make predictions for a single specific event of interest at a given time point. However, predicting the occurrence of multiple events simultaneously and dynamically is needed in many applications. An intuitive way to solve this problem is to simply apply the regular survival analysis method independently to each task at each time point. However, it often leads to a suboptimal solution since the underlying dependencies between tasks are ignored, which motivates us to analyze these tasks jointly to select common features shared across all tasks. In this paper, we formulate a temporal Multi-Task learning framework (MTMT) using tensor representation. More specifically, given a survival dataset and a sequence of time points, which are considered as the monitored time points, we model each task at each time point as a regular survival analysis problem and optimize them simultaneously. We demonstrate the performance of MTMT model on two real-world datasets. We show the superior performance of the MTMT model compared to several state-of-the-art models. We also provide the list of important features selected to demonstrate the interpretability of our model.
  2. In the recent years, reciprocal link prediction has received some attention from the data mining and social network analysis researchers, who solved this problem as a binary classification task. However, it is also important to predict the interval time for the creation of reciprocal link. This is a challenging problem for two reasons: First, the lack of effective features, because well-known link prediction features are designed for undirected networks and for the binary classification task, hence they do not work well for the interval time prediction; Second, the presence of censored data instances makes the traditional supervised regression methods unsuitable for solving this problem. In this paper, we propose a solution for the reciprocal link interval time prediction task. We map this problem into survival analysis framework and show through extensive experiments on real-world datasets that, survival analysis methods perform better than traditional regression, neural network based model and support vector regression (SVR).
  3. As heterogeneous networks have become increasingly ubiquitous, Heterogeneous Information Network (HIN) embedding, aiming to project nodes into a low-dimensional space while preserving the heterogeneous structure, has drawn increasing attention in recent years. Many of the existing HIN embedding methods adopt meta-path guided random walk to retain both the semantics and structural correlations between different types of nodes. However, the selection of meta-paths is still an open problem, which either depends on domain knowledge or is learned from label information. As a uniform blueprint of HIN, the network schema comprehensively embraces the high-order structure and contains rich semantics. In this paper, we make the first attempt to study network schema preserving HIN embedding, and propose a novel model named NSHE. In NSHE, a network schema sampling method is first proposed to generate sub-graphs (i.e., schema instances), and then multi-task learning task is built to preserve the heterogeneous structure of each schema instance. Besides preserving pairwise structure information, NSHE is able to retain high-order structure (i.e., network schema). Extensive experiments on three real-world datasets demonstrate that our proposed model NSHE significantly outperforms the state-of-the-art methods.

  4. Integrating regularization methods with standard loss functions such as the least squares, hinge loss, etc., within a regression framework has become a popular choice for researchers to learn predictive models with lower variance and better generalization ability. Regularizers also aid in building interpretable models with high-dimensional data which makes them very appealing. It is observed that each regularizer is uniquely formulated in order to capture data-specific properties such as correlation, structured sparsity and temporal smoothness. The problem of obtaining a consensus among such diverse regularizers while learning a predictive model is extremely important in order to determine the optimal regularizer for the problem. The advantage of such an approach is that it preserves the simplicity of the final model learned by selecting a single candidate model which is not the case with ensemble methods as they use multiple candidate models for prediction. This is called the consensus regularization problem which has not received much attention in the literature due to the inherent difficulty associated with learning and selecting a model from an integrated regularization framework. To solve this problem, in this paper, we propose a method to generate a committee of non-convex regularized linear regression models, and use a consensusmore »criterion to determine the optimal model for prediction. Each corresponding non-convex optimization problem in the committee is solved efficiently using the cyclic-coordinate descent algorithm with the generalized thresholding operator. Our Consensus RegularIzation Selection based Prediction (CRISP) model is evaluated on electronic health records (EHRs) obtained from a large hospital for the congestive heart failure readmission prediction problem. We also evaluate our model on high-dimensional synthetic datasets to assess its performance. The results indicate that CRISP outperforms several state-of-the-art methods such as additive, interactions-based and other competing non-convex regularized linear regression methods.« less
  5. Due to the potentially significant benefits for society, forecasting spatio-temporal societal events is currently attracting considerable attention from researchers. Beyond merely predicting the occurrence of future events, practitioners are now looking for information about specific subtypes of future events in order to allocate appropriate amounts and types of resources to manage such events and any associated social risks. However, forecasting event subtypes is far more complex than merely extending binary prediction to cover multiple classes, as 1) different locations require different models to handle their characteristic event subtype patterns due to spatial heterogeneity; 2) historically, many locations have only experienced a incomplete set of event subtypes, thus limiting the local model’s ability to predict previously “unseen” subtypes; and 3) the subtle discrepancy among different event subtypes requires more discriminative and profound representations of societal events. In order to address all these challenges concurrently, we propose a Spatial Incomplete Multi-task Deep leArning (SIMDA) framework that is capable of effectively forecasting the subtypes of future events. The new framework formulates spatial locations into tasks to handle spatial heterogeneity in event subtypes, and learns a joint deep representation of subtypes across tasks. Furthermore, based on the “first law of geography”, spatiallyclosed tasks sharemore »similar event subtype patterns such that adjacent tasks can share knowledge with each other effectively. Optimizing the proposed model amounts to a new nonconvex and strongly-coupled problem, we propose a new algorithm based on Alternating Direction Method of Multipliers (ADMM) that can decompose the complex problem into subproblems that can be solved efficiently. Extensive experiments on six real-world datasets demonstrate the effectiveness and efficiency of the proposed model.« less