在医学中,精心策划的图像数据集经常采用离散标签来描述所谓的健康状况与病理状况的连续光谱,例如阿尔茨海默氏病连续体或图像在诊断中起关键点的其他领域。我们提出了一个基于条件变异自动编码器的图像分层的体系结构。我们的框架VAESIM利用连续的潜在空间来表示疾病的连续体并在训练过程中找到簇,然后可以将其用于图像/患者分层。该方法的核心学习一组原型向量,每个向量与群集关联。首先,我们将每个数据样本的软分配给群集。然后,我们根据样品嵌入和簇的原型向量之间的相似性度量重建样品。为了更新原型嵌入,我们使用批处理大小中实际原型和样品之间最相似表示的指数移动平均值。我们在MNIST手写数字数据集和名为Pneumoniamnist的医疗基准数据集上测试了我们的方法。我们证明,我们的方法在两个数据集中针对标准VAE的分类任务(性能提高了15%)的KNN准确性优于基准,并且还以完全监督的方式培训的分类模型同等。我们还展示了我们的模型如何优于无监督分层的当前,端到端模型。
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与临床上建立的疾病类别相比,缺乏大型标记的医学成像数据集以及个体间的显着可变性,在精确医学范式中利用医学成像信息方面面临重大挑战个体预测和/或将患者分为较细粒的群体,这些群体可能遵循更多均匀的轨迹,从而赋予临床试验能力。为了有效地探索以无监督的方式探索医学图像中有效的自由度可变性,在这项工作中,我们提出了一个无监督的自动编码器框架,并增加了对比度损失,以鼓励潜在空间中的高可分离性。该模型在(医学)基准数据集上进行了验证。由于群集标签是根据集群分配分配给每个示例的,因此我们将性能与监督的转移学习基线进行比较。我们的方法达到了与监督体系结构相似的性能,表明潜在空间中的分离再现了专家医学观察者分配的标签。所提出的方法可能对患者分层有益,探索较大类或病理连续性的新细分,或者由于其在变化环境中的采样能力,因此医学图像处理中的数据增强。
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由于其易于实施,多层感知器(MLP)在深度学习应用程序中变得无处不在。 MLP的基础图确实是多部分,即神经元的每个层仅连接到属于相邻层的神经元。在约束中,体内脑连接在单个突触的水平上表明,生物神经元网络的特征是无尺度度分布或指数截断的功率定律强度分布,这暗示了潜在的新型途径,用于开发进化衍生的神经元网络。在本文中,我们提出了“ 4ward”,这是一种方法和Python库,能够从任意复杂的定向无环形图中生成灵活有效的神经网络(NNS)。 4ward的灵感来自于从图形图纪律中绘制的分层算法以实现有效的向前传球,并在具有各种ERD \ H {O} S-R \'enyi图的计算实验中提供了显着的时间增长。 4Ward通过并行化激活的计算来克服学习矩阵方法的顺序性质,并为设计人员提供自定义权重初始化和激活函数的自由。我们的算法对于任何寻求在微观尺度的NN设计框架中利用复杂拓扑的研究者都可以帮助。
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Video provides us with the spatio-temporal consistency needed for visual learning. Recent approaches have utilized this signal to learn correspondence estimation from close-by frame pairs. However, by only relying on close-by frame pairs, those approaches miss out on the richer long-range consistency between distant overlapping frames. To address this, we propose a self-supervised approach for correspondence estimation that learns from multiview consistency in short RGB-D video sequences. Our approach combines pairwise correspondence estimation and registration with a novel SE(3) transformation synchronization algorithm. Our key insight is that self-supervised multiview registration allows us to obtain correspondences over longer time frames; increasing both the diversity and difficulty of sampled pairs. We evaluate our approach on indoor scenes for correspondence estimation and RGB-D pointcloud registration and find that we perform on-par with supervised approaches.
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Machine Learning models capable of handling the large datasets collected in the financial world can often become black boxes expensive to run. The quantum computing paradigm suggests new optimization techniques, that combined with classical algorithms, may deliver competitive, faster and more interpretable models. In this work we propose a quantum-enhanced machine learning solution for the prediction of credit rating downgrades, also known as fallen-angels forecasting in the financial risk management field. We implement this solution on a neutral atom Quantum Processing Unit with up to 60 qubits on a real-life dataset. We report competitive performances against the state-of-the-art Random Forest benchmark whilst our model achieves better interpretability and comparable training times. We examine how to improve performance in the near-term validating our ideas with Tensor Networks-based numerical simulations.
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Enhancing resilience in distributed networks in the face of malicious agents is an important problem for which many key theoretical results and applications require further development and characterization. This work focuses on the problem of distributed optimization in multi-agent cyberphysical systems, where a legitimate agent's dynamic is influenced both by the values it receives from potentially malicious neighboring agents, and by its own self-serving target function. We develop a new algorithmic and analytical framework to achieve resilience for the class of problems where stochastic values of trust between agents exist and can be exploited. In this case we show that convergence to the true global optimal point can be recovered, both in mean and almost surely, even in the presence of malicious agents. Furthermore, we provide expected convergence rate guarantees in the form of upper bounds on the expected squared distance to the optimal value. Finally, we present numerical results that validate the analytical convergence guarantees we present in this paper even when the malicious agents compose the majority of agents in the network.
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Tree-based machine learning algorithms provide the most precise assessment of the feasibility for a country to export a target product given its export basket. However, the high number of parameters involved prevents a straightforward interpretation of the results and, in turn, the explainability of policy indications. In this paper, we propose a procedure to statistically validate the importance of the products used in the feasibility assessment. In this way, we are able to identify which products, called explainers, significantly increase the probability to export a target product in the near future. The explainers naturally identify a low dimensional representation, the Feature Importance Product Space, that enhances the interpretability of the recommendations and provides out-of-sample forecasts of the export baskets of countries. Interestingly, we detect a positive correlation between the complexity of a product and the complexity of its explainers.
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With increasing number of crowdsourced private automatic weather stations (called TPAWS) established to fill the gap of official network and obtain local weather information for various purposes, the data quality is a major concern in promoting their usage. Proper quality control and assessment are necessary to reach mutual agreement on the TPAWS observations. To derive near real-time assessment for operational system, we propose a simple, scalable and interpretable framework based on AI/Stats/ML models. The framework constructs separate models for individual data from official sources and then provides the final assessment by fusing the individual models. The performance of our proposed framework is evaluated by synthetic data and demonstrated by applying it to a re-al TPAWS network.
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We study a natural extension of classical empirical risk minimization, where the hypothesis space is a random subspace of a given space. In particular, we consider possibly data dependent subspaces spanned by a random subset of the data, recovering as a special case Nystrom approaches for kernel methods. Considering random subspaces naturally leads to computational savings, but the question is whether the corresponding learning accuracy is degraded. These statistical-computational tradeoffs have been recently explored for the least squares loss and self-concordant loss functions, such as the logistic loss. Here, we work to extend these results to convex Lipschitz loss functions, that might not be smooth, such as the hinge loss used in support vector machines. This unified analysis requires developing new proofs, that use different technical tools, such as sub-gaussian inputs, to achieve fast rates. Our main results show the existence of different settings, depending on how hard the learning problem is, for which computational efficiency can be improved with no loss in performance.
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Gaussian Process regression is a kernel method successfully adopted in many real-life applications. Recently, there is a growing interest on extending this method to non-Euclidean input spaces, like the one considered in this paper, consisting of probability measures. Although a Positive Definite kernel can be defined by using a suitable distance -- the Wasserstein distance -- the common procedure for learning the Gaussian Process model can fail due to numerical issues, arising earlier and more frequently than in the case of an Euclidean input space and, as demonstrated in this paper, that cannot be avoided by adding artificial noise (nugget effect) as usually done. This paper uncovers the main reason of these issues, that is a non-stationarity relationship between the Wasserstein-based squared exponential kernel and its Euclidean-based counterpart. As a relevant result, the Gaussian Process model is learned by assuming the input space as Euclidean and then an algebraic transformation, based on the uncovered relation, is used to transform it into a non-stationary and Wasserstein-based Gaussian Process model over probability measures. This algebraic transformation is simpler than log-exp maps used in the case of data belonging to Riemannian manifolds and recently extended to consider the pseudo-Riemannian structure of an input space equipped with the Wasserstein distance.
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