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Gaussian processes offer an attractive framework for predictive modeling from longitudinal data, i.e., irregularly sampled, sparse observations from a set of individuals over time. However, such methods have two key shortcomings: (i) They rely on ad hoc heuristics or expensive trial and error to choose the effective kernels, and (ii) They fail to handle multilevel correlation structure in the data. We introduce Longitudinal deep kernel Gaussian process regression (L-DKGPR) to overcome these limitations by fully automating the discovery of complex multilevel correlation structure from longitudinal data. Specifically, L-DKGPR eliminates the need for ad hoc heuristics or trial and error using a novel adaptation of deep kernel learning that combines the expressive power of deep neural networks with the flexibility of non-parametric kernel methods. L-DKGPR effectively learns the multilevel correlation with a novel additive kernel that simultaneously accommodates both time-varying and the time-invariant effects. We derive an efficient algorithm to train L-DKGPR using latent space inducing points and variational inference. Results of extensive experiments on several benchmark data sets demonstrate that L-DKGPR significantly outperforms the state-of-the-art longitudinal data analysis (LDA) methods. 

In many real-world applications, e.g., monitoring of individual health, climate, brain activity, environmental exposures, among others, the data of interest change smoothly over a continuum, e.g., time, yielding multi-dimensional functional data. Solving clustering, classification, and regression problems with functional data calls for effective methods for learning compact representations of functional data. Existing methods for representation learning from functional data, e.g., functional principal component analysis, are generally limited to learning linear mappings from the data space to the representation space. However, in many applications, such linear methods do not suffice. Hence, we study the novel problem of learning non-linear representations of functional data. Specifically, we propose functional autoencoders, which generalize neural network autoencoders so as to learn non-linear representations of functional data. We derive from first principles, a functional gradient based algorithm for training functional autoencoders. We present results of experiments which demonstrate that the functional autoencoders outperform the state-of-the-art baseline methods. 

We consider the problem of learning predictive models from longitudinal data, consisting of irregularly repeated, sparse observations from a set of individuals over time. Such data often exhibit longitudinal correlation (LC) (correlations among observations for each individual over time), cluster correlation (CC) (correlations among individuals that have similar characteristics), or both. These correlations are often accounted for using mixed effects models that include fixed effects and random effects, where the fixed effects capture the regression parameters that are shared by all individuals, whereas random effects capture those parameters that vary across individuals. However, the current state-of-the-art methods are unable to select the most predictive fixed effects and random effects from a large number of variables, while accounting for complex correlation structure in the data and non-linear interactions among the variables. We propose Longitudinal Multi-Level Factorization Machine (LMLFM), to the best of our knowledge, the first model to address these challenges in learning predictive models from longitudinal data. We establish the convergence properties, and analyze the computational complexity, of LMLFM. We present results of experiments with both simulated and real-world longitudinal data which show that LMLFM outperforms the state-of-the-art methods in terms of predictive accuracy, variable selection ability, and scalability to data with large number of variables. The code and supplemental material is available at https://github.com/junjieliang672/LMLFM. 

Many real-world applications involve longitudinal data, consisting of observations of several variables, where different subsets of variables are sampled at irregularly spaced time points. We introduce the Longitudinal Gaussian Process Latent Variable Model (L-GPLVM), a variant of the Gaussian Process Latent Variable Model, for learning compact representations of such data. L-GPLVM overcomes a key limitation of the Dynamic Gaussian Process Latent Variable Model and its variants, which rely on the assumption that the data are fully observed over all of the sampled time points. We describe an effective approach to learning the parameters of L-GPLVM from sparse observations, by coupling the dynamical model with a Multitask Gaussian Process model for sampling of the missing observations at each step of the gradient-based optimization of the variational lower bound. We further show the advantage of the Sparse Process Convolution framework to learn the latent representation of sparsely and irregularly sampled longitudinal data with minimal computational overhead relative to a standard Latent Variable Model. We demonstrated experiments with synthetic data as well as variants of MOCAP data with varying degrees of sparsity of observations that show that L-GPLVM substantially and consistently outperforms the state-of-the-art alternatives in recovering the missing observations even when the available data exhibits a high degree of sparsity. The compact representations of irregularly sampled and sparse longitudinal data can be used to perform a variety of machine learning tasks, including clustering, classification, and regression. 

Graph Neural Networks (GNN) offer the powerful approach to node classification in complex networks across many domains including social media, E-commerce, and FinTech. However, recent studies show that GNNs are vulnerable to attacks aimed at adversely impacting their node classification performance. Existing studies of adversarial attacks on GNN focus primarily on manipulating the connectivity between existing nodes, a task that requires greater effort on the part of the attacker in real-world applications. In contrast, it is much more expedient on the part of the attacker to inject adversarial nodes, e.g., fake profiles with forged links, into existing graphs so as to reduce the performance of the GNN in classifying existing nodes. Hence, we consider a novel form of node injection poisoning attacks on graph data. We model the key steps of a node injection attack, e.g., establishing links between the injected adversarial nodes and other nodes, choosing the label of an injected node, etc. by a Markov Decision Process. We propose a novel reinforcement learning method for Node Injection Poisoning Attacks (NIPA), to sequentially modify the labels and links of the injected nodes, without changing the connectivity between existing nodes. Specifically, we introduce a hierarchical Q-learning network to manipulate the labels of the adversarial nodes and their links with other nodes in the graph, and design an appropriate reward function to guide the reinforcement learning agent to reduce the node classification performance of GNN. The results of the experiments show that NIPA is consistently more effective than the baseline node injection attack methods for poisoning graph data on three benchmark datasets. 

We consider the problem of learning causal relationships from relational data. Existing approaches rely on queries to a relational conditional independence (RCI) oracle to establish and orient causal relations in such a setting. In practice, queries to a RCI oracle have to be replaced by reliable tests for RCI against available data. Relational data present several unique challenges in testing for RCI. We study the conditions under which traditional iid-based CI tests yield reliable answers to RCI queries against relational data. We show how to con- duct CI tests against relational data to robustly recover the underlying relational causal structure. Results of our experiments demonstrate the effectiveness of our proposed approach. 

With the increasing adoption of predictive models trained using machine learning across a wide range of high-stakes applications, e.g., health care, security, criminal justice, finance, and education, there is a growing need for effective techniques for explaining such models and their predictions. We aim to address this problem in settings where the predictive model is a black box; That is, we can only observe the response of the model to various inputs, but have no knowledge about the internal structure of the predictive model, its parameters, the objective function, and the algorithm used to optimize the model. We reduce the problem of interpreting a black box predictive model to that of estimating the causal effects of each of the model inputs on the model output, from observations of the model inputs and the corresponding outputs. We estimate the causal effects of model inputs on model output using variants of the Rubin Neyman potential outcomes framework for estimating causal effects from observational data. We show how the resulting causal attribution of responsibility for model output to the different model inputs can be used to interpret the predictive model and to explain its predictions. We present results of experiments that demonstrate the effectiveness of our approach to the interpretation of black box predictive models via causal attribution in the case of deep neural network models trained on one synthetic data set (where the input variables that impact the output variable are known by design) and two real-world data sets: Handwritten digit classification, and Parkinson's disease severity prediction. Because our approach does not require knowledge about the predictive model algorithm and is free of assumptions regarding the black box predictive model except that its input-output responses be observable, it can be applied, in principle, to any black box predictive model.