Journal of Data Science

Spatial data display correlation between observations collected at nearby locations. Generally, machine and deep learning methods either do not account for this correlation or do so indirectly through correlated features. To account for spatial correlation, we propose preprocessing the data using a spatial decorrelation transform motivated from properties of a multivariate Gaussian distribution and Vecchia approximations. The preprocessed, transformed data can then be ported into a machine or deep learning tool. After model fitting on the transformed data, the output can be spatially re-correlated via the corresponding inverse transformation. We show that including this spatial adjustment results in higher predictive accuracy on simulated and real spatial datasets.

Competitor rating systems for head-to-head games are typically used to measure playing strength from game outcomes. Ratings computed from these systems are often used to select top competitors for elite events, for pairing players of similar strength in online gaming, and for players to track their own strength over time. Most implemented rating systems assume only win/loss outcomes, and treat occurrences of ties as the equivalent to half a win and half a loss. However, in games such as chess, the probability of a tie (draw) is demonstrably higher for stronger players than for weaker players, so that rating systems ignoring this aspect of game results may produce strength estimates that are unreliable. We develop a new rating system for head-to-head games based on a model that explicitly acknowledges that a tie may depend on the strengths of the competitors. The approach uses a Bayesian dynamic modeling framework. Within each time period, posterior updates are computed in closed form using a single Newton-Raphson iteration evaluated at the prior mean. The approach is demonstrated on a large dataset of chess games played in International Correspondence Chess Federation tournaments.

Precision medicine is an innovative approach that aims to customize medical treatments and interventions to patients based on their individual characteristics. Several estimation techniques, including Q-learning, have been developed to determine optimal treatment rules. However, the applicability of these methods depends on the availability of precisely measured variables. This study extends the scope of Q-learning to incorporate compound outcomes, deviating from the commonly assumed univariate outcomes, and further accommodates data with mismeasurement in both binary and continuous covariates. Two methods are described to mitigate the impact of mismeasurement. Numerical studies reveal that mismeasurement in covariates leads to notable estimation bias in parameters indexing the optimal treatment, yet the methods addressing the mismeasured effects yield improved results.

Time-to-event data analysis without a well-defined time origin commonly occurs in observational studies that retrospectively collect survival endpoints. For instance, after enrolling participants who have or have not received a specific treatment, an event status can be observed for all participants; however, the start date of treatment is only observable for the treatment group. The corresponding time origin does not exist for the control group, resulting in missing survival time data. Complete-case analysis is often considered the standard approach, but it disregards information from all participants in the control group and does not allow us to compare their survival distributions. To address this challenge, we propose a novel semiparametric proportional hazards model by regarding these missing time origins as nuisance parameters. We approximate the risk sets as cumulative normal distributions to deal with these nuisance parameters and develop estimation and inference procedures for our proposed estimator. We study the asymptotic properties of this model and conduct the simulation studies to validate its finite sample property. Analysis of data from a recent SARS-CoV-2 seroprevaluence study illustrates the applicability of our methods. The proposed methods are implemented in the R package coxphm.

Modern precision medicine aims to utilize real-world data to provide the best treatment for an individual patient. An individualized treatment rule (ITR) maps each patient’s characteristics to a recommended treatment scheme that maximizes the expected outcome of the patient. A challenge precision medicine faces is population heterogeneity, as studies on treatment effects are often conducted on source populations that differ from the populations of interest in terms of the distribution of patient characteristics. Our research goal is to explore a transfer learning algorithm that aims to address the population heterogeneity problem and obtain targeted, optimal, and interpretable ITRs. The algorithm incorporates a calibrated augmented inverse probability weighting estimator for the average treatment effect and employs value function maximization for the target population using Genetic Algorithm to produce our desired ITR. To demonstrate its practical utility, we apply this transfer learning algorithm to two large medical databases, eICU Collaborative Research Database and Medical Information Mart for Intensive Care III. We first identify the important covariates, treatment options, and outcomes of interest based on the two databases, and then estimate the optimal linear ITRs for patients with sepsis. Our research introduces and applies new techniques for data fusion to obtain data-driven ITRs that cater to patients’ individual medical needs in a population of interest. By emphasizing generalizability and personalized decision-making, this methodology extends its potential application beyond medicine to fields such as marketing, technology, social sciences, and education.

Heart rate data collected from wearable devices – one type of time series data – could provide insights into activities, stress levels, and health. Yet, consecutive missing segments (i.e., gaps) that commonly occur due to improper device placement or device malfunction could distort the temporal patterns inherent in the data and undermine the validity of downstream analyses. This study proposes an innovative iterative procedure to fill gaps in time series data that capitalizes on the denoising capability of Singular Spectrum Analysis (SSA) and eliminates SSA’s requirement of pre-specifying the window length and number of groups. The results of simulations demonstrate that the performance of SSA-based gap-filling methods depends on the choice of window length, number of groups, and the percentage of missing values. In contrast, the proposed method consistently achieves the lowest rates of reconstruction error and gap-filling error across a variety of combinations of the factors manipulated in the simulations. The simulation findings also highlight that the commonly recommended long window length – half of the time series length – may not apply to time series with varying frequencies such as heart rate data. The initialization step of the proposed method that involves a large window length and the first four singular values in the iterative singular value decomposition process not only avoids convergence issues but also facilitates imputation accuracy in subsequent iterations. The proposed method provides the flexibility for researchers to conduct gap-filling solely or in combination with denoising on time series data and thus widens the applications.

Yang et al. (2004) developed the two-dimensional principal component analysis (2DPCA) for image representation and recognition, widely used in different fields, including face recognition, biometrics recognition, cancer diagnosis, tumor classification, and others. 2DPCA has been proven to perform better and computationally more efficiently than traditional principal component analysis (PCA). However, some theoretical properties of 2DPCA are still unknown, including determining the number of principal components (PCs) in the training set, which is the critical step in applying 2DPCA. Without rigorous criteria for determining the number of PCs hampers the generalization of the application of 2DPCA. Given this issue, we propose a new method based on parallel analysis to determine the number of PCs in 2DPCA with statistical justification. Several image classification experiments demonstrate that the proposed method compares favourably to other state-of-the-art approaches regarding recognition accuracy and storage requirement, with a low computational cost.

Attention mechanism has become an almost ubiquitous model architecture in deep learning. One of its distinctive features is to compute non-negative probabilistic distribution to re-weight input representations. This work reconsiders attention weights as bidirectional coefficients instead of probabilistic measures for potential benefits in interpretability and representational capacity. After analyzing the iteration process of attention scores through backwards gradient propagation, we proposed a novel activation function, TanhMax, which possesses several favorable properties to satisfy the requirements of bidirectional attention. We conduct a battery of experiments to validate our analyses and advantages of proposed method on both text and image datasets. The results show that bidirectional attention is effective in revealing input unit’s semantics, presenting more interpretable explanations and increasing the expressive power of attention-based model.

Imbalanced datasets present a significant challenge for machine learning models, often leading to biased predictions. To address this issue, data augmentation techniques are widely used to generate new samples for the minority class. However, in this paper, we challenge the common assumption that data augmentation is necessary to improve predictions on imbalanced datasets. Instead, we argue that adjusting the classifier cutoffs without data augmentation can produce similar results to oversampling techniques. Our study provides theoretical and empirical evidence to support this claim. Our findings contribute to a better understanding of the strengths and limitations of different approaches to dealing with imbalanced data, and help researchers and practitioners make informed decisions about which methods to use for a given task.

The assignment problem, crucial in various real-world applications, involves optimizing the allocation of agents to tasks for maximum utility. While it has been well-studied in the optimization literature when the underlying utilities between all agent-task pairs are known, research is sparse when the utilities are unknown and need to be learned from data on the fly. This paper addresses this gap, as motivated by mentor-mentee matching programs at many U.S. universities. We develop an efficient sequential assignment algorithm, with the aim of nearly maximizing the overall utility simultaneously over different time periods. Our proposed algorithm is to use stochastic bandit feedback to adaptively estimate the unknown utilities through linear regression models, integrating the Upper Confidence Bound (UCB) algorithm in the multi-armed bandit problem with the Hungarian algorithm in the assignment problem. We provide theoretical bounds of our algorithm for both the estimation error and the total regret. Additionally, numerical studies are also conducted to demonstrate the practical effectiveness of our algorithm.