Gene expression data from microarrays are being applied to predict preclinical and clinical endpoints, but the reliability of these predictions has not been established. In the MAQC-II project, 36 independent teams analyzed six microarray data sets to generate predictive models for classifying a sample with respect to one of 13 endpoints indicative of lung or liver toxicity in rodents, or of breast cancer, multiple myeloma or neuroblastoma in humans. In total, >30,000 models were built using many combinations of analytical methods. The teams generated predictive models without knowing the biological meaning of some of the endpoints and, to mimic clinical reality, tested the models on data that had not been used for training. We found that model performance depended largely on the endpoint and team proficiency and that different approaches generated models of similar performance. The conclusions and recommendations from MAQC-II should be useful for regulatory agencies, study committees and independent investigators that evaluate methods for global gene expression analysis.

Recently there has been increasing interest in the problem of transfer learning, in which the typical assumption that training and testing data are drawn from identical distributions is relaxed. We specifically address the problem of transductive transfer learning in which we have access to labeled training data and unlabeled testing data potentially drawn from different, yet related distributions, and the goal is to leverage the labeled training data to learn a classifier to correctly predict data from the testing distribution. We have derived efficient algorithms for transductive transfer learning based on a novel viewpoint and the Support Vector Machine (SVM) paradigm, of a large margin hyperplane classifier in a feature space. We show that our method can out-perform some recent state-of-the-art approaches for transfer learning on several data sets, with the added benefits of model and data separation and the potential to leverage existing work on support vector machines.

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Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or abandons modeling cross-series correlations. A promising line of work exploits scalable matrix factorization for latent-space forecasting, but is limited to linear embeddings, unable to model distributions, and not trainable end-to-end when using deep learning forecasting. We introduce a novel temporal latent auto-encoder method which enables nonlinear factorization of multivariate time series, learned end-to-end with a temporal deep learning latent space forecast model. By imposing a probabilistic latent space model, complex distributions of the input series are modeled via the decoder. Extensive experiments demonstrate that our model achieves state-of-the-art performance on many popular multivariate datasets, with gains sometimes as high as 50% for several standard metrics.

Data with intrinsic feature relationships are becoming abundant in many applications including bioinformatics and sensor network analysis. In this paper we consider a classification problem where there is a fixed and known binary relation defined on the features of a set of multivariate random variables. We formalize such a problem as an aligned graph classification problem. By incorporating this feature relationship in the learning process we aim to obtain improved classification performance over conventional learning that does not consider the additional information of the feature relationship. To incorporate the feature relationship, we extend logistic regression and use a regularization term that includes the normalized Laplacian of the graph, similar to the L2 regularization, deriving a modified optimization problem and solution. We demonstrate the effectiveness of our method and compare it to other methods using simulated and real data sets.