Robert Tibshirani

Bio: Robert Tibshirani is an academic researcher from Stanford University. The author has contributed to research in topics: Lasso (statistics) & Elastic net regularization. The author has an hindex of 147, co-authored 593 publications receiving 326580 citations. Previous affiliations of Robert Tibshirani include University of Toronto & University of California.

Genomic Feature Selection by Coverage Design Optimization.

Abstract: We introduce a novel data reduction technique whereby we select a subset of tiles to "cover" maximally events of interest in large-scale biological datasets (e.g., genetic mutations), while minimizing the number of tiles. A tile is a genomic unit capturing one or more biological events, such as a sequence of base pairs that can be sequenced and observed simultaneously. The goal is to reduce significantly the number of tiles considered to those with areas of dense events in a cohort, thus saving on cost and enhancing interpretability. However, the reduction should not come at the cost of too much information, allowing for sensible statistical analysis after its application. We envisage application of our methods to a variety of high throughput data types, particularly those produced by next generation sequencing (NGS) experiments. The procedure is cast as a convex optimization problem, which is presented, along with methods of its solution. The method is demonstrated on a large dataset of somatic mutations spanning 5000+ patients, each having one of 29 cancer types. Applied to these data, our method dramatically reduces the number of gene locations required for broad coverage of patients and their mutations, giving subject specialists a more easily interpretable snapshot of recurrent mutational profiles in these cancers. The locations identified coincide with previously identified cancer genes. Finally, despite considerable data reduction, we show that our covering designs preserve the cancer discrimination ability of multinomial logistic regression models trained on all of the locations (> 1M).

bootstrap prediction intervals

Abstract: We investigate the construction of a BCa-type bootstrap procedure for setting approximate prediction intervals for an efficient estimator 0,, of a scalar parameter 0, based on a future sample of size m. The results are also extended to nonparametric situations, which can be used to form bootstrap prediction intervals for a large class of statistics. These intervals are transformationrespecting and range-preserving. The asymptotic performance of our procedure is assessed by allowing both the past and future sample sizes to tend to infinity. The resulting intervals are then shown to be second-order correct and second-order accurate. These second-order properties are established in terms of min(m, n), and not the past sample size n alone.

Discussion of: Treelets—An adaptive multi-scale basis for sparse unordered data

Abstract: Discussion of "Treelets--An adaptive multi-scale basis for sparse unordered data" [arXiv:0707.0481]

Weakest link pruning of a dendrogram

Abstract: Abstract

Penalized regression for left-truncated and right-censored survival data

Abstract: High-dimensional data are becoming increasingly common in the medical field as large volumes of patient information are collected and processed by high-throughput screening, electronic health records (EHRs), and comprehensive genomic testing. Statistical models that attempt to study the effects of many predictors on survival typically implement feature selection or penalized methods to mitigate the undesirable consequences of overfitting. In some cases survival data is also left-truncated which can give rise to an immortal time bias, but penalized survival methods that adjust for left truncation are not commonly implemented. To address these challenges, we apply a penalized Cox proportional hazards model for left-truncated and right-censored survival data and assess implications of left truncation adjustment on bias and interpretation. We use simulation studies and a high-dimensional, real-world clinico-genomic database (CGDB) to highlight the pitfalls of failing to account for left truncation in survival modeling.

Scikit-learn: Machine Learning in Python

Abstract: Scikit-learn is a Python module integrating a wide range of state-of-the-art machine learning algorithms for medium-scale supervised and unsupervised problems. This package focuses on bringing machine learning to non-specialists using a general-purpose high-level language. Emphasis is put on ease of use, performance, documentation, and API consistency. It has minimal dependencies and is distributed under the simplified BSD license, encouraging its use in both academic and commercial settings. Source code, binaries, and documentation can be downloaded from http://scikit-learn.sourceforge.net.

Moderated estimation of fold change and dispersion for RNA-seq data with DESeq2

Abstract: In comparative high-throughput sequencing assays, a fundamental task is the analysis of count data, such as read counts per gene in RNA-seq, for evidence of systematic changes across experimental conditions. Small replicate numbers, discreteness, large dynamic range and the presence of outliers require a suitable statistical approach. We present DESeq2, a method for differential analysis of count data, using shrinkage estimation for dispersions and fold changes to improve stability and interpretability of estimates. This enables a more quantitative analysis focused on the strength rather than the mere presence of differential expression. The DESeq2 package is available at http://www.bioconductor.org/packages/release/bioc/html/DESeq2.html .

Regression Shrinkage and Selection via the Lasso

Abstract: SUMMARY We propose a new method for estimation in linear models. The 'lasso' minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients being less than a constant. Because of the nature of this constraint it tends to produce some coefficients that are exactly 0 and hence gives interpretable models. Our simulation studies suggest that the lasso enjoys some of the favourable properties of both subset selection and ridge regression. It produces interpretable models like subset selection and exhibits the stability of ridge regression. There is also an interesting relationship with recent work in adaptive function estimation by Donoho and Johnstone. The lasso idea is quite general and can be applied in a variety of statistical models: extensions to generalized regression models and tree-based models are briefly described.

Going deeper with convolutions

Abstract: We propose a deep convolutional neural network architecture codenamed Inception that achieves the new state of the art for classification and detection in the ImageNet Large-Scale Visual Recognition Challenge 2014 (ILSVRC14). The main hallmark of this architecture is the improved utilization of the computing resources inside the network. By a carefully crafted design, we increased the depth and width of the network while keeping the computational budget constant. To optimize quality, the architectural decisions were based on the Hebbian principle and the intuition of multi-scale processing. One particular incarnation used in our submission for ILSVRC14 is called GoogLeNet, a 22 layers deep network, the quality of which is assessed in the context of classification and detection.

Deep Learning

Abstract: Deep learning is a form of machine learning that enables computers to learn from experience and understand the world in terms of a hierarchy of concepts. Because the computer gathers knowledge from experience, there is no need for a human computer operator to formally specify all the knowledge that the computer needs. The hierarchy of concepts allows the computer to learn complicated concepts by building them out of simpler ones; a graph of these hierarchies would be many layers deep. This book introduces a broad range of topics in deep learning. The text offers mathematical and conceptual background, covering relevant concepts in linear algebra, probability theory and information theory, numerical computation, and machine learning. It describes deep learning techniques used by practitioners in industry, including deep feedforward networks, regularization, optimization algorithms, convolutional networks, sequence modeling, and practical methodology; and it surveys such applications as natural language processing, speech recognition, computer vision, online recommendation systems, bioinformatics, and videogames. Finally, the book offers research perspectives, covering such theoretical topics as linear factor models, autoencoders, representation learning, structured probabilistic models, Monte Carlo methods, the partition function, approximate inference, and deep generative models. Deep Learning can be used by undergraduate or graduate students planning careers in either industry or research, and by software engineers who want to begin using deep learning in their products or platforms. A website offers supplementary material for both readers and instructors.