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.

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Scikit-learn: Machine Learning in Python

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

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.

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Regression Shrinkage and Selection via the Lasso

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.

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Going deeper with convolutions

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 this http URL.

Conditional density estimation is a fundamental problem in statistics, with scientific and practical applications in biology, economics, finance and environmental studies, to name a few. In this paper, we propose a conditional density estimator based on gradient boosting and Lindsey's method (LinCDE). LinCDE admits flexible modeling of the density family and can capture distributional characteristics like modality and shape. In particular, when suitably parametrized, LinCDE will produce smooth and non-negative density estimates. Furthermore, like boosted regression trees, LinCDE does automatic feature selection. We demonstrate LinCDE's efficacy through extensive simulations and several real data examples.

/pdf/lincde-conditional-density-estimation-via-lindsey-s-method-4d258oafl5.pdf

LinCDE: Conditional Density Estimation via Lindsey's Method

Muscle weakness is common in many neurological, neuromuscular, and musculoskeletal conditions. Muscle size only partially explains muscle strength as adaptions within the nervous system also contribute to strength. Brain-based biomarkers of neuromuscular function could provide diagnostic, prognostic, and predictive value in treating these disorders. Therefore, we sought to characterize and quantify the brain's contribution to strength by developing multimodal MRI pipelines to predict grip strength. However, the prediction of strength was not straightforward, and we present a case of sex being a clear confound in brain decoding analyses. While each MRI modality—structural MRI (i.e., gray matter morphometry), diffusion MRI (i.e., white matter fractional anisotropy), resting state functional MRI (i.e., functional connectivity), and task-evoked functional MRI (i.e., left or right hand motor task activation)—and a multimodal prediction pipeline demonstrated significant predictive power for strength (R2 = 0.108–0.536, p ≤ 0.001), after correcting for sex, the predictive power was substantially reduced (R2 = −0.038–0.075). Next, we flipped the analysis and demonstrated that each MRI modality and a multimodal prediction pipeline could significantly predict sex (accuracy = 68.0%−93.3%, AUC = 0.780–0.982, p < 0.001). However, correcting the brain features for strength reduced the accuracy for predicting sex (accuracy = 57.3%−69.3%, AUC = 0.615–0.780). Here we demonstrate the effects of sex-correlated confounds in brain-based predictive models across multiple brain MRI modalities for both regression and classification models. We discuss implications of confounds in predictive modeling and the development of brain-based MRI biomarkers, as well as possible strategies to overcome these barriers.

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Confounds in neuroimaging: A clear case of sex as a confound in brain-based prediction

Forecasting methodologies have always attracted a lot of attention and have become an especially hot topic since the beginning of the COVID-19 pandemic. In this paper we consider the problem of multi-period forecasting that aims to predict several horizons at once. We propose a novel approach that forces the prediction to be "smooth" across horizons and apply it to two tasks: point estimation via regression and interval prediction via quantile regression. This methodology was developed for real-time distributed COVID-19 forecasting. We illustrate the proposed technique with the CovidCast dataset as well as a small simulation example.

Smooth multi-period forecasting with application to prediction of COVID-19 cases (preprint)

Professor Efron has presented us with a thought-provoking paper on the relationship between prediction, estimation, and attribution in the modern era of data science. While we appreciate many of hi...

Discussion of “Prediction, Estimation, and Attribution” by Bradley Efron

Fisher-consistent loss functions play a fundamental role in the construction of successful binary margin-based classifiers. In this paper we establish the Fisher-consistency condition for multicategory classification problems. Our approach uses the margin vector concept which can be regarded as a multicategory generalization of the binary margin. We characterize a wide class of smooth convex loss functions that are Fisher-consistent for multicategory classification. We then consider using the margin-vector-based loss functions to derive multicategory boosting algorithms. In particular, we derive two new multicategory boosting algorithms by using the exponential and logistic regression losses.

Trevor Hastie

Papers

LinCDE: Conditional Density Estimation via Lindsey's Method

Confounds in neuroimaging: A clear case of sex as a confound in brain-based prediction

Smooth multi-period forecasting with application to prediction of COVID-19 cases (preprint)

Discussion of “Prediction, Estimation, and Attribution” by Bradley Efron

New multicategory boosting algorithms based on multicategory Fisher-consistent losses