Title
Union of Intersections (UoI) for Interpretable Data Driven Discovery and Prediction.
Abstract
The increasing size and complexity of scientific data could dramatically enhance discovery and prediction for basic scientific applications. Realizing this potential, however, requires novel statistical analysis methods that are both interpretable and predictive. We introduce Union of Intersections (UoI), a flexible, modular, and scalable framework for enhanced model selection and estimation. Methods based on UoI perform model selection and model estimation through intersection and union operations, respectively. We show that UoI-based methods achieve low-variance and nearly unbiased estimation of a small number of interpretable features, while maintaining high-quality prediction accuracy. We perform extensive numerical investigation to evaluate a UoI algorithm (UoI(Lasso)) on synthetic and real data. In doing so, we demonstrate the extraction of interpretable functional networks from human electrophysiology recordings as well as accurate prediction of phenotypes from genotype-phenotype data with reduced features. We also show (with the UoI(L1Logistic) and UoI(CUR) variants of the basic framework) improved prediction parsimony for classification and matrix factorization on several benchmark biomedical data sets. These results suggest that methods based on the UoI framework could improve interpretation and prediction in data-driven discovery across scientific fields.
Year
Venue
Field
2017
ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 30 (NIPS 2017)
Small number,Data mining,Data set,Data-driven,Computer science,Lasso (statistics),Matrix decomposition,Model selection,Artificial intelligence,Modular design,Machine learning,Scalability
DocType
Volume
ISSN
Conference
30
1049-5258
Citations 
PageRank 
References 
1
0.34
3
Authors
10