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1. A Multi-Task Learning Formulation for Survival Analysis

   https://doi.org/10.1145/2939672.2939857  

   Li, Yan; Wang, Jie; Ye, Jieping; Reddy, Chandan K. (January 2016, Proceedings of the 22nd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining)

   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 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. 

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2. Order-based structure learning without score equivalence

   https://doi.org/10.1093/biomet/asad052  

   Chang, Hyunwoong; Cai, James J; Zhou, Quan (September 2023, Biometrika)

   We propose an empirical Bayes formulation of the structure learning problem, where the prior specification assumes that all node variables have the same error variance, an assumption known to ensure the identifiability of the underlying causal directed acyclic graph. To facilitate efficient posterior computation, we approximate the posterior probability of each ordering by that of a best directed acyclic graph model, which naturally leads to an order-based Markov chain Monte Carlo algorithm. Strong selection consistency for our model in high-dimensional settings is proved under a condition that allows heterogeneous error variances, and the mixing behaviour of our sampler is theoretically investigated. Furthermore, we propose a new iterative top-down algorithm, which quickly yields an approximate solution to the structure learning problem and can be used to initialize the Markov chain Monte Carlo sampler. We demonstrate that our method outperforms other state-of-the-art algorithms under various simulation settings, and conclude the paper with a single-cell real-data study illustrating practical advantages of the proposed method. 

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3. Simultaneous selection of multiple important single nucleotide polymorphisms in familial genome wide association studies data

   https://doi.org/10.1038/s41598-023-35379-y  

   Majumdar, Subhabrata; Basu, Saonli; McGue, Matt; Chatterjee, Snigdhansu (December 2023, Scientific Reports)

   Abstract We propose a resampling-based fast variable selection technique for detecting relevant single nucleotide polymorphisms (SNP) in a multi-marker mixed effect model. Due to computational complexity, current practice primarily involves testing the effect of one SNP at a time, commonly termed as ‘single SNP association analysis’. Joint modeling of genetic variants within a gene or pathway may have better power to detect associated genetic variants, especially the ones with weak effects. In this paper, we propose a computationally efficient model selection approach—based on the e-values framework—for single SNP detection in families while utilizing information on multiple SNPs simultaneously. To overcome computational bottleneck of traditional model selection methods, our method trains one single model, and utilizes a fast and scalable bootstrap procedure. We illustrate through numerical studies that our proposed method is more effective in detecting SNPs associated with a trait than either single-marker analysis using family data or model selection methods that ignore the familial dependency structure. Further, we perform gene-level analysis in Minnesota Center for Twin and Family Research (MCTFR) dataset using our method to detect several SNPs using this that have been implicated to be associated with alcohol consumption. 

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4. Multivariate Functional Kernel Machine Regression and Sparse Functional Feature Selection

   https://doi.org/10.3390/e24020203  

   Naiman, Joseph; Song, Peter Xuekun (February 2022, Entropy)

   Motivated by mobile devices that record data at a high frequency, we propose a new methodological framework for analyzing a semi-parametric regression model that allow us to study a nonlinear relationship between a scalar response and multiple functional predictors in the presence of scalar covariates. Utilizing functional principal component analysis (FPCA) and the least-squares kernel machine method (LSKM), we are able to substantially extend the framework of semi-parametric regression models of scalar responses on scalar predictors by allowing multiple functional predictors to enter the nonlinear model. Regularization is established for feature selection in the setting of reproducing kernel Hilbert spaces. Our method performs simultaneously model fitting and variable selection on functional features. For the implementation, we propose an effective algorithm to solve related optimization problems in that iterations take place between both linear mixed-effects models and a variable selection method (e.g., sparse group lasso). We show algorithmic convergence results and theoretical guarantees for the proposed methodology. We illustrate its performance through simulation experiments and an analysis of accelerometer data. 

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5. Thompson Sampling for Robust Transfer in Multi-Task Bandits

   Wang, Z.; Zhang, C.; Chaudhuri, K. (January 2022, Proceedings of the 39th International Conference on Machine Learning)

   We study the problem of online multi-task learning where the tasks are performed within similar but not necessarily identical multi-armed bandit environments. In particular, we study how a learner can improve its overall performance across multiple related tasks through robust transfer of knowledge. While an upper confidence bound (UCB)-based algorithm has recently been shown to achieve nearly-optimal performance guarantees in a setting where all tasks are solved concurrently, it remains unclear whether Thompson sampling (TS) algorithms, which have superior empirical performance in general, share similar theoretical properties. In this work, we present a TS-type algorithm for a more general online multi-task learning protocol, which extends the concurrent setting. We provide its frequentist analysis and prove that it is also nearly-optimal using a novel concentration inequality for multi-task data aggregation at random stopping times. Finally, we evaluate the algorithm on synthetic data and show that the TS-type algorithm enjoys superior empirical performance in comparison with the UCB-based algorithm and a baseline algorithm that performs TS for each individual task without transfer. 

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