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Black-box variational inference (BBVI) is a technique to approximate the posterior of Bayesian models by optimization. Similar to MCMC, the user only needs to specify the model; then, the inference procedure is done automatically. In contrast to MCMC, BBVI scales to many observations, is faster for some applications, and can take advantage of highly optimized deep learning frameworks since it can be formulated as a minimization task. In the case of complex posteriors, however, other state-of-the-art BBVI approaches often yield unsatisfactory posterior approximations. This paper presents Bernstein flow variational inference (BF-VI), a robust and easy-to-use method flexible enough to approximate complex multivariate posteriors. BF-VI combines ideas from normalizing flows and Bernstein polynomial-based transformation models. In benchmark experiments, we compare BF-VI solutions with exact posteriors, MCMC solutions, and state-of-the-art BBVI methods, including normalizing flow-based BBVI. We show for low-dimensional models that BF-VI accurately approximates the true posterior; in higher-dimensional models, BF-VI compares favorably against other BBVI methods. Further, using BF-VI, we develop a Bayesian model for the semi-structured melanoma challenge data, combining a CNN model part for image data with an interpretable model part for tabular data, and demonstrate, for the first time, the use of BBVI in semi-structured models.
Background: Polysomnography (PSG) is the gold standard for detecting obstructive sleep apnea (OSA). However, this technique has many disadvantages when using it outside the hospital or for daily use. Portable monitors (PMs) aim to streamline the OSA detection process through deep learning (DL).
Materials and methods: We studied how to detect OSA events and calculate the apnea-hypopnea index (AHI) by using deep learning models that aim to be implemented on PMs. Several deep learning models are presented after being trained on polysomnography data from the National Sleep Research Resource (NSRR) repository. The best hyperparameters for the DL architecture are presented. In addition, emphasis is focused on model explainability techniques, concretely on Gradient-weighted Class Activation Mapping (Grad-CAM).
Results: The results for the best DL model are presented and analyzed. The interpretability of the DL model is also analyzed by studying the regions of the signals that are most relevant for the model to make the decision. The model that yields the best result is a one-dimensional convolutional neural network (1D-CNN) with 84.3% accuracy.
Conclusion: The use of PMs using machine learning techniques for detecting OSA events still has a long way to go. However, our method for developing explainable DL models demonstrates that PMs appear to be a promising alternative to PSG in the future for the detection of obstructive apnea events and the automatic calculation of AHI.
Contemporary empirical applications frequently require flexible regression models for complex response types and large tabular or non-tabular, including image or text, data. Classical regression models either break down under the computational load of processing such data or require additional manual feature extraction to make these problems tractable. Here, we present deeptrafo, a package for fitting flexible regression models for conditional distributions using a tensorflow backend with numerous additional processors, such as neural networks, penalties, and smoothing splines. Package deeptrafo implements deep conditional transformation models (DCTMs) for binary, ordinal, count, survival, continuous, and time series responses, potentially with uninformative censoring. Unlike other available methods, DCTMs do not assume a parametric family of distributions for the response. Further, the data analyst may trade off interpretability and flexibility by supplying custom neural network architectures and smoothers for each term in an intuitive formula interface. We demonstrate how to set up, fit, and work with DCTMs for several response types. We further showcase how to construct ensembles of these models, evaluate models using inbuilt cross-validation, and use other convenience functions for DCTMs in several applications. Lastly, we discuss DCTMs in light of other approaches to regression with non-tabular data.
Image novelty detection is a repeating task in computer vision and describes the detection of anomalous images based on a training dataset consisting solely of normal reference data. It has been found that, in particular, neural networks are well-suited for the task. Our approach first transforms the training and test images into ensembles of patches, which enables the assessment of mean-shifts between normal data and outliers. As mean-shifts are only detectable when the outlier ensemble and inlier distribution are spatially separate from each other, a rich feature space, such as a pre-trained neural network, needs to be chosen to represent the extracted patches. For mean-shift estimation, the Hotelling T2 test is used. The size of the patches turned out to be a crucial hyperparameter that needs additional domain knowledge about the spatial size of the expected anomalies (local vs. global). This also affects model selection and the chosen feature space, as commonly used Convolutional Neural Networks or Vision Image Transformers have very different receptive field sizes. To showcase the state-of-the-art capabilities of our approach, we compare results with classical and deep learning methods on the popular dataset CIFAR-10, and demonstrate its real-world applicability in a large-scale industrial inspection scenario using the MVTec dataset. Because of the inexpensive design, our method can be implemented by a single additional 2D-convolution and pooling layer and allows particularly fast prediction times while being very data-efficient.
Interpretability and uncertainty modeling are important key factors for medical applications. Moreover, data in medicine are often available as a combination of unstructured data like images and structured predictors like patient’s metadata. While deep learning models are state-of-the-art for image classification, the models are often referred to as ’black-box’, caused by the lack of interpretability. Moreover, DL models are often yielding point predictions and are too confident about the parameter estimation and outcome predictions.
On the other side with statistical regression models, it is possible to obtain interpretable predictor effects and capture parameter and model uncertainty based on the Bayesian approach. In this thesis, a publicly available melanoma dataset, consisting of skin lesions and patient’s age, is used to predict the melanoma types by using a semi-structured model, while interpretable components and model uncertainty is quantified. For Bayesian models, transformation model-based variational inference (TM-VI) method is used to determine the posterior distribution of the parameter. Several model constellations consisting of patient’s age and/or skin lesion were implemented and evaluated. Predictive performance was shown to be best by using a combined model of image and patient’s age, while providing the interpretable posterior distribution of the regression coefficient is possible. In addition, integrating uncertainty in image and tabular parts results in larger variability of the outputs corresponding to high uncertainty of the single model components.