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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.


Papers
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Journal ArticleDOI
TL;DR: Although further validation in prospective and larger cohorts is needed, the observations demonstrate that multiplex characterization of autoantibodies and cytokines provides clinical utility for predicting response to the anti-TNF therapy etanercept in RA patients.
Abstract: Anti-TNF therapies have revolutionized the treatment of rheumatoid arthritis (RA), a common systemic autoimmune disease involving destruction of the synovial joints. However, in the practice of rheumatology approximately one-third of patients demonstrate no clinical improvement in response to treatment with anti-TNF therapies, while another third demonstrate a partial response, and one-third an excellent and sustained response. Since no clinical or laboratory tests are available to predict response to anti-TNF therapies, great need exists for predictive biomarkers. Here we present a multi-step proteomics approach using arthritis antigen arrays, a multiplex cytokine assay, and conventional ELISA, with the objective to identify a biomarker signature in three ethnically diverse cohorts of RA patients treated with the anti-TNF therapy etanercept. We identified a 24-biomarker signature that enabled prediction of a positive clinical response to etanercept in all three cohorts (positive predictive values 58 to 72%; negative predictive values 63 to 78%). We identified a multi-parameter protein biomarker that enables pretreatment classification and prediction of etanercept responders, and tested this biomarker using three independent cohorts of RA patients. Although further validation in prospective and larger cohorts is needed, our observations demonstrate that multiplex characterization of autoantibodies and cytokines provides clinical utility for predicting response to the anti-TNF therapy etanercept in RA patients.

119 citations

01 Jan 2004
TL;DR: These SCRDA methods generalize the idea of the nearest shrunken centroids of Prediction Analysis of Microarray into the classical discriminant analysis and perform uniformly well in the multivariate classification problems, especially outperform the currently popular PAM.
Abstract: In this paper, we introduce a family of some modified versions of linear discriminant analysis, called “shrunken centroids regularized discriminant analysis” (SCRDA). These methods generalize the idea of the nearest shrunken centroids of Prediction Analysis of Microarray (PAM) into the classical discriminant analysis. These SCRDA methods are specially designed for classification problems in high dimension low sample size situations, for example microarray data. Through both simulation study and real life data, it is shown that these SCRDA methods perform uniformly well in the multivariate classification problems, especially outperform the currently popular PAM. Some of them are also suitable for feature elimination purpose and can be used as gene selection methods. The open source R codes for these methods are also available and will be added to the R libraries in the near future.

119 citations

Journal ArticleDOI
TL;DR: This article exposes a class of techniques based on quadratic regularization of linear models, including regularized (ridge) regression, logistic and multinomial regression, linear and mixture discriminant analysis, the Cox model and neural networks, and shows that dramatic computational savings are possible over naive implementations.
Abstract: SUMMARY Gene expression arrays typically have 50 to 100 samples and 1000 to 20 000 variables (genes). There have been many attempts to adapt statistical models for regression and classification to these data, and in many cases these attempts have challenged the computational resources. In this article we expose a class of techniques based on quadratic regularization of linear models, including regularized (ridge) regression, logistic and multinomial regression, linear and mixture discriminant analysis, the Cox model and neural networks. For all of these models, we show that dramatic computational savings are possible over naive implementations, using standard transformations in numerical linear algebra.

119 citations

Journal ArticleDOI
TL;DR: A simple algorithm is devised to solve for the path of solutions, which can be viewed as a modified version of the well-known pool adjacent violators algorithm, and computes the entire path in O(n) operations (n being the number of data points).
Abstract: We consider the problem of approximating a sequence of data points with a “nearly-isotonic,” or nearly-monotone function. This is formulated as a convex optimization problem that yields a family of solutions, with one extreme member being the standard isotonic regression fit. We devise a simple algorithm to solve for the path of solutions, which can be viewed as a modified version of the well-known pool adjacent violators algorithm, and computes the entire path in O(n log n) operations (n being the number of data points). In practice, the intermediate fits can be used to examine the assumption of monotonicity. Nearly-isotonic regression admits a nice property in terms of its degrees of freedom: at any point along the path, the number of joined pieces in the solution is an unbiased estimate of its degrees of freedom. We also extend the ideas to provide “nearly-convex” approximations.

118 citations

Journal ArticleDOI
TL;DR: The results demonstrate the potential ability of the model to identify those AMD patients at risk of progressing to exudative AMD from an early or intermediate stage.
Abstract: Purpose We developed a statistical model based on quantitative characteristics of drusen to estimate the likelihood of conversion from early and intermediate age-related macular degeneration (AMD) to its advanced exudative form (AMD progression) in the short term (less than 5 years), a crucial task to enable early intervention and improve outcomes. Methods Image features of drusen quantifying their number, morphology, and reflectivity properties, as well as the longitudinal evolution in these characteristics, were automatically extracted from 2146 spectral-domain optical coherence tomography (SD-OCT) scans of 330 AMD eyes in 244 patients collected over a period of 5 years, with 36 eyes showing progression during clinical follow-up. We developed and evaluated a statistical model to predict the likelihood of progression at predetermined times using clinical and image features as predictors. Results Area, volume, height, and reflectivity of drusen were informative features distinguishing between progressing and nonprogressing cases. Discerning progression at follow-up (mean, 6.16 months) resulted in a mean area under the receiver operating characteristic curve (AUC) of 0.74 (95% confidence interval [CI], 0.58, 0.85). The maximum predictive performance was observed at 11 months after a patient's first early AMD diagnosis, with mean AUC 0.92 (95% CI, 0.83, 0.98). Those eyes predicted to progress showed a much higher progression rate than those predicted not to progress at any given time from the initial visit. Conclusions Our results demonstrate the potential ability of our model to identify those AMD patients at risk of progressing to exudative AMD from an early or intermediate stage.

118 citations


Cited by
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Journal Article
TL;DR: 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, focusing on bringing machine learning to non-specialists using a general-purpose high-level language.
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.

47,974 citations

Journal ArticleDOI
TL;DR: This work presents DESeq2, a method for differential analysis of count data, using shrinkage estimation for dispersions and fold changes to improve stability and interpretability of estimates, which enables a more quantitative analysis focused on the strength rather than the mere presence of differential expression.
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 .

47,038 citations

Journal ArticleDOI
TL;DR: A new method for estimation in linear models called the lasso, which minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients being less than a constant, is proposed.
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.

40,785 citations

Proceedings ArticleDOI
07 Jun 2015
TL;DR: Inception as mentioned in this paper is a deep convolutional neural network architecture that achieves the new state of the art for classification and detection in the ImageNet Large-Scale Visual Recognition Challenge 2014 (ILSVRC14).
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.

40,257 citations

Book
18 Nov 2016
TL;DR: Deep learning as mentioned in this paper is a form of machine learning that enables computers to learn from experience and understand the world in terms of a hierarchy of concepts, and it is used in many applications such as natural language processing, speech recognition, computer vision, online recommendation systems, bioinformatics, and videogames.
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.

38,208 citations