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Title: Online matrix factorization for Markovian dataand applications to Network Dictionary Learning
Online Matrix Factorization (OMF) is a fundamental tool for dictionary learning problems,giving an approximate representation of complex data sets in terms of a reduced number ofextracted features. Convergence guarantees for most of the OMF algorithms in the litera-ture assume independence between data matrices, and the case of dependent data streamsremains largely unexplored. In this paper, we show that a non-convex generalization ofthe well-known OMF algorithm for i.i.d. stream of data in (Mairal et al., 2010) convergesalmost surely to the set of critical points of the expected loss function, even when the datamatrices are functions of some underlying Markov chain satisfying a mild mixing condition.This allows one to extract features more efficiently from dependent data streams, as thereis no need to subsample the data sequence to approximately satisfy the independence as-sumption. As the main application, by combining online non-negative matrix factorizationand a recent MCMC algorithm for sampling motifs from networks, we propose a novelframework ofNetwork Dictionary Learning, which extracts “network dictionary patches”from a given network in an online manner that encodes main features of the network. Wedemonstrate this technique and its application to network denoising problems on real-worldnetwork data  more » « less
Award ID(s):
1845076
NSF-PAR ID:
10224887
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
Journal of machine learning research
ISSN:
1533-7928
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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We used a variety of techniques such as the file locking mechanism, multithreading, circular buffers, real-time event decoding, and signal-decision plotting to realize the system. A video demonstrating the system is available at: https://www.isip.piconepress.com/projects/nsf_pfi_tt/resources/videos/realtime_eeg_analysis/v2.5.1/video_2.5.1.mp4. The final conference submission will include a more detailed analysis of the online performance of each module. ACKNOWLEDGMENTS Research reported in this publication was most recently supported by the National Science Foundation Partnership for Innovation award number IIP-1827565 and the Pennsylvania Commonwealth Universal Research Enhancement Program (PA CURE). Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the official views of any of these organizations. REFERENCES [1] A. Craik, Y. He, and J. L. Contreras-Vidal, “Deep learning for electroencephalogram (EEG) classification tasks: a review,” J. Neural Eng., vol. 16, no. 3, p. 031001, 2019. https://doi.org/10.1088/1741-2552/ab0ab5. [2] A. C. Bridi, T. Q. Louro, and R. C. L. Da Silva, “Clinical Alarms in intensive care: implications of alarm fatigue for the safety of patients,” Rev. Lat. Am. Enfermagem, vol. 22, no. 6, p. 1034, 2014. https://doi.org/10.1590/0104-1169.3488.2513. [3] M. Golmohammadi, V. Shah, I. Obeid, and J. Picone, “Deep Learning Approaches for Automatic Seizure Detection from Scalp Electroencephalograms,” in Signal Processing in Medicine and Biology: Emerging Trends in Research and Applications, 1st ed., I. Obeid, I. Selesnick, and J. Picone, Eds. New York, New York, USA: Springer, 2020, pp. 233–274. https://doi.org/10.1007/978-3-030-36844-9_8. [4] “CFM Olympic Brainz Monitor.” [Online]. Available: https://newborncare.natus.com/products-services/newborn-care-products/newborn-brain-injury/cfm-olympic-brainz-monitor. [Accessed: 17-Jul-2020]. [5] M. L. Scheuer, S. B. Wilson, A. Antony, G. Ghearing, A. Urban, and A. I. Bagic, “Seizure Detection: Interreader Agreement and Detection Algorithm Assessments Using a Large Dataset,” J. Clin. Neurophysiol., 2020. https://doi.org/10.1097/WNP.0000000000000709. [6] A. Harati, M. Golmohammadi, S. Lopez, I. Obeid, and J. Picone, “Improved EEG Event Classification Using Differential Energy,” in Proceedings of the IEEE Signal Processing in Medicine and Biology Symposium, 2015, pp. 1–4. https://doi.org/10.1109/SPMB.2015.7405421. [7] V. Shah, C. Campbell, I. Obeid, and J. Picone, “Improved Spatio-Temporal Modeling in Automated Seizure Detection using Channel-Dependent Posteriors,” Neurocomputing, 2021. [8] W. Tatum, A. Husain, S. Benbadis, and P. Kaplan, Handbook of EEG Interpretation. New York City, New York, USA: Demos Medical Publishing, 2007. [9] D. P. Bovet and C. Marco, Understanding the Linux Kernel, 3rd ed. O’Reilly Media, Inc., 2005. https://www.oreilly.com/library/view/understanding-the-linux/0596005652/. [10] V. Shah et al., “The Temple University Hospital Seizure Detection Corpus,” Front. Neuroinform., vol. 12, pp. 1–6, 2018. https://doi.org/10.3389/fninf.2018.00083. [11] F. Pedregosa et al., “Scikit-learn: Machine Learning in Python,” J. Mach. Learn. Res., vol. 12, pp. 2825–2830, 2011. https://dl.acm.org/doi/10.5555/1953048.2078195. [12] J. Gotman, D. Flanagan, J. Zhang, and B. Rosenblatt, “Automatic seizure detection in the newborn: Methods and initial evaluation,” Electroencephalogr. Clin. Neurophysiol., vol. 103, no. 3, pp. 356–362, 1997. https://doi.org/10.1016/S0013-4694(97)00003-9. 
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In his seminal 1950s works Krein realized that in addition to their compressing properties, network realizations can be used to embed the data back into the state space of the underlying continuum problems. In more recent works of the authors Krein's ideas gave rise to so-called nite-dierence Gaussian quadrature rules (FDGQR), allowing to approximately map the ROM state-space representation to its full order continuum counterpart on a judicially chosen grid. Thus, the state variables can be accessed directly from the transfer function without solving the full problem and even explicit knowledge of the PDE coecients in the interior, i.e., the FDGQR directly learns" the problem from its transfer function. This embedding property found applications in PDE solvers, inverse problems and unsupervised machine learning. Here we show a generalization of this approach to dissipative PDE problems, e.g., electromagnetic and acoustic wave propagation in lossy dispersive media. Potential applications include solution of inverse scattering problems in dispersive media, such as seismic exploration, radars and sonars. To x the idea, we consider a passive irreducible SISO ROM fn(s) = Xn j=1 yi s + σj , (62) assuming that all complex terms in (62) come in conjugate pairs. We will seek ladder realization of (62) as rjuj + vj − vj−1 = −shˆjuj , uj+1 − uj + ˆrj vj = −shj vj , (63) for j = 0, . . . , n with boundary conditions un+1 = 0, v1 = −1, and 4n real parameters hi, hˆi, ri and rˆi, i = 1, . . . , n, that can be considered, respectively, as the equivalent discrete inductances, capacitors and also primary and dual conductors. Alternatively, they can be viewed as respectively masses, spring stiness, primary and dual dampers of a mechanical string. Reordering variables would bring (63) into tridiagonal form, so from the spectral measure given by (62 ) the coecients of (63) can be obtained via a non-symmetric Lanczos algorithm written in J-symmetric form and fn(s) can be equivalently computed as fn(s) = u1. The cases considered in the original FDGQR correspond to either (i) real y, θ or (ii) real y and imaginary θ. Both cases are covered by the Stieltjes theorem, that yields in case (i) real positive h, hˆ and trivial r, rˆ, and in case (ii) real positive h,r and trivial hˆ,rˆ. This result allowed us a simple interpretation of (62) as the staggered nite-dierence approximation of the underlying PDE problem [2]. For PDEs in more than one variables (including topologically rich data-manifolds), a nite-dierence interpretation is obtained via a MIMO extensions in block form, e.g., [4, 3]. The main diculty of extending this approach to general passive problems is that the Stieltjes theory is no longer applicable. Moreover, the tridiagonal realization of a passive ROM transfer function (62) via the ladder network (63) cannot always be obtained in port-Hamiltonian form, i.e., the equivalent primary and dual conductors may change sign [1]. 100 Embedding of the Stieltjes problems, e.g., the case (i) was done by mapping h and hˆ into values of acoustic (or electromagnetic) impedance at grid cells, that required a special coordinate stretching (known as travel time coordinate transform) for continuous problems. Likewise, to circumvent possible non-positivity of conductors for the non-Stieltjes case, we introduce an additional complex s-dependent coordinate stretching, vanishing as s → ∞ [1]. This stretching applied in the discrete setting induces a diagonal factorization, removes oscillating coecients, and leads to an accurate embedding for moderate variations of the coecients of the continuum problems, i.e., it maps discrete coecients onto the values of their continuum counterparts. Not only does this embedding yields an approximate linear algebraic algorithm for the solution of the inverse problems for dissipative PDEs, it also leads to new insight into the properties of their ROM realizations. We will also discuss another approach to embedding, based on Krein-Nudelman theory [5], that results in special data-driven adaptive grids. References [1] Borcea, Liliana and Druskin, Vladimir and Zimmerling, Jörn, A reduced order model approach to inverse scattering in lossy layered media, Journal of Scientic Computing, V. 89, N1, pp. 136,2021 [2] Druskin, Vladimir and Knizhnerman, Leonid, Gaussian spectral rules for the three-point second dierences: I. A two-point positive denite problem in a semi-innite domain, SIAM Journal on Numerical Analysis, V. 37, N 2, pp.403422, 1999 [3] Druskin, Vladimir and Mamonov, Alexander V and Zaslavsky, Mikhail, Distance preserving model order reduction of graph-Laplacians and cluster analysis, Druskin, Vladimir and Mamonov, Alexander V and Zaslavsky, Mikhail, Journal of Scientic Computing, V. 90, N 1, pp 130, 2022 [4] Druskin, Vladimir and Moskow, Shari and Zaslavsky, Mikhail LippmannSchwingerLanczos algorithm for inverse scattering problems, Inverse Problems, V. 37, N. 7, 2021, [5] Mark Adolfovich Nudelman The Krein String and Characteristic Functions of Maximal Dissipative Operators, Journal of Mathematical Sciences, 2004, V 124, pp 49184934 Go back to Plenary Speakers Go back to Speakers Go back 
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Using the starter kit, participants could investigate their results as well as data samples in order to better design custom algorithms. (6) Utility Functions were loaded into the starter kit at instantiation. This set of functions included code to pre-process data into a more common format, to optimise streaming through the use of the NutsFlow and NutsML libraries [10], and to provide seamless access to the all IBM services used. Not captured in the diagram is the final code evaluation, which was conducted in an automated way as soon as code was submitted though the starter kit, minimising the burden on the challenge organising team. Figure 1: High-level architecture of the challenge platform Measuring success The competitive phase of the "Deep Learning Epilepsy Detection Challenge" ran for 6 months. Twenty-five teams, with a total number of 87 scientists and software engineers from 14 global locations participated. All participants made use of the starter kit we provided and ran algorithms on IBM's infrastructure WML. Seven teams persisted until the end of the challenge and submitted final solutions. The best performing solutions reached seizure detection performances which allow to reduce hundred-fold the time eliptologists need to annotate continuous EEG recordings. Thus, we expect the developed algorithms to aid in the diagnosis of epilepsy by significantly shortening manual labelling time. Detailed results are currently in preparation for publication. Equally important to solving the scientific challenge, however, was to understand whether we managed to encourage participation from non-expert data scientists. Figure 2: Primary occupation as reported by challenge participants Out of the 40 participants for whom we have occupational information, 23 reported Data Science or AI as their main job description, 11 reported being a Software Engineer, and 2 people had expertise in Neuroscience. 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