pwc-archive/papers-with-abstracts huggingface dataset:
PlasmoFAB: A Benchmark to Foster Machine Learning for Plasmodium falciparum Protein Antigen Candidate Prediction
Authors: Jonas Christian Ditz, Jacqueline Wistuba-Hamprecht, Timo Maier, Rolf Fendel, Nico Pfeifer, Bernhard Reuter
Date: 2023-01-16 00:00:00
Tasks: scientific discovery

Motivation: Machine learning methods can be used to support scientific discovery in healthcare-related research fields. However, these methods can only be reliably used if they can be trained on high-quality and curated datasets. Currently, no such dataset for the exploration of Plasmodium falciparum protein antigen candidates exists. The parasite Plasmodium falciparum causes the infectious disease malaria. Thus, identifying potential antigens is of utmost importance for the development of antimalarial drugs and vaccines. Since exploring antigen candidates experimentally is an expensive and time-consuming process, applying machine learning methods to support this process has the potential to accelerate the development of drugs and vaccines, which are needed for fighting and controlling malaria. Results: We developed PlasmoFAB, a curated benchmark that can be used to train machine learning methods for the exploration of Plasmodium falciparum protein antigen candidates. We combined an extensive literature search with domain expertise to create high-quality labels for Plasmodium falciparum specific proteins that distinguish between antigen candidates and intracellular proteins. Additionally, we used our benchmark to compare different well-known prediction models and available protein localization prediction services on the task of identifying protein antigen candidates. We show that available general-purpose services are unable to provide sufficient performance on identifying protein antigen candidates and are outperformed by our models that were trained on this tailored data. Availability: PlasmoFAB is publicly available on Zenodo with DOI 10.5281/zenodo.7433087. Furthermore, all scripts that were used in the creation of PlasmoFAB and the training and evaluation of machine learning models are open source and publicly available on GitHub here: https://github.com/msmdev/PlasmoFAB.
Deep Learning Provides Rapid Screen for Breast Cancer Metastasis with Sentinel Lymph Nodes
Authors: Kareem Allam, Xiaohong Iris Wang, Songlin Zhang, Jianmin Ding, Kevin Chiu, Karan Saluja, Amer Wahed, Hongxia Sun, Andy N. D. Nguyen
Date: 2023-01-14 00:00:00
Tasks: All, Deep Learning, Diagnostic, whole slide images

Deep learning has been shown to be useful to detect breast cancer metastases by analyzing whole slide images of sentinel lymph nodes. However, it requires extensive scanning and analysis of all the lymph nodes slides for each case. Our deep learning study focuses on breast cancer screening with only a small set of image patches from any sentinel lymph node, positive or negative for metastasis, to detect changes in tumor environment and not in the tumor itself. We design a convolutional neural network in the Python language to build a diagnostic model for this purpose. The excellent results from this preliminary study provided a proof of concept for incorporating automated metastatic screen into the digital pathology workflow to augment the pathologists' productivity. Our approach is unique since it provides a very rapid screen rather than an exhaustive search for tumor in all fields of all sentinel lymph nodes.
Drug Synergistic Combinations Predictions via Large-Scale Pre-Training and Graph Structure Learning
Authors: Zhihang Hu, Qinze Yu, Yucheng Guo, Taifeng Wang, Irwin King, Xin Gao, Le Song, Yu Li
Date: 2023-01-14 00:00:00
Tasks: Graph structure learning

Drug combination therapy is a well-established strategy for disease treatment with better effectiveness and less safety degradation. However, identifying novel drug combinations through wet-lab experiments is resource intensive due to the vast combinatorial search space. Recently, computational approaches, specifically deep learning models have emerged as an efficient way to discover synergistic combinations. While previous methods reported fair performance, their models usually do not take advantage of multi-modal data and they are unable to handle new drugs or cell lines. In this study, we collected data from various datasets covering various drug-related aspects. Then, we take advantage of large-scale pre-training models to generate informative representations and features for drugs, proteins, and diseases. Based on that, a message-passing graph is built on top to propagate information together with graph structure learning flexibility. This is first introduced in the biological networks and enables us to generate pseudo-relations in the graph. Our framework achieves state-of-the-art results in comparison with other deep learning-based methods on synergistic prediction benchmark datasets. We are also capable of inferencing new drug combination data in a test on an independent set released by AstraZeneca, where 10% of improvement over previous methods is observed. In addition, we're robust against unseen drugs and surpass almost 15% AU ROC compared to the second-best model. We believe our framework contributes to both the future wet-lab discovery of novel drugs and the building of promising guidance for precise combination medicine.
Conceptual Framework and Documentation Standards of Cystoscopic Media Content for Artificial Intelligence
Authors: Okyaz Eminaga, Timothy Jiyong Lee, Jessie Ge, Eugene Shkolyar, Mark Laurie, Jin Long, Lukas Graham Hockman, Joseph C. Liao
Date: 2023-01-14 00:00:00
Tasks: Management

Background: The clinical documentation of cystoscopy includes visual and textual materials. However, the secondary use of visual cystoscopic data for educational and research purposes remains limited due to inefficient data management in routine clinical practice. Methods: A conceptual framework was designed to document cystoscopy in a standardized manner with three major sections: data management, annotation management, and utilization management. A Swiss-cheese model was proposed for quality control and root cause analyses. We defined the infrastructure required to implement the framework with respect to FAIR (findable, accessible, interoperable, re-usable) principles. We applied two scenarios exemplifying data sharing for research and educational projects to ensure the compliance with FAIR principles. Results: The framework was successfully implemented while following FAIR principles. The cystoscopy atlas produced from the framework could be presented in an educational web portal; a total of 68 full-length qualitative videos and corresponding annotation data were sharable for artificial intelligence projects covering frame classification and segmentation problems at case, lesion and frame levels. Conclusion: Our study shows that the proposed framework facilitates the storage of the visual documentation in a standardized manner and enables FAIR data for education and artificial intelligence research.
Efficient Risk Estimation for the Credit Valuation Adjustment
Authors: Michael B. Giles, Abdul-Lateef Haji-Ali, Jonathan Spence
Date: 2023-01-14 00:00:00

The valuation of over-the-counter derivatives is subject to a series of valuation adjustments known as xVA, which pose additional risks for financial institutions. Associated risk measures, such as the value-at-risk of an underlying valuation adjustment, play an important role in managing these risks. Monte Carlo methods are often regarded as inefficient for computing such measures. As an example, we consider the value-at-risk of the Credit Valuation Adjustment (CVA-VaR), which can be expressed using a triple nested expectation. Traditional Monte Carlo methods are often inefficient at handling several nested expectations. Utilising recent developments in multilevel nested simulation for probabilities, we construct a hierarchical estimator of the CVA-VaR which reduces the computational complexity by 3 orders of magnitude compared to standard Monte Carlo.
Power Utility Maximization with Expert Opinions at Fixed Arrival Times in a Market with Hidden Gaussian Drift
Authors: Abdelali Gabih, Hakam Kondakji, Ralf Wunderlich
Date: 2023-01-17 00:00:00

In this paper we study optimal trading strategies in a financial market in which stock returns depend on a hidden Gaussian mean reverting drift process. Investors obtain information on that drift by observing stock returns. Moreover, expert opinions in the form of signals about the current state of the drift arriving at fixed and known dates are included in the analysis. Drift estimates are based on Kalman filter techniques. They are used to transform a power utility maximization problem under partial information into an optimization problem under full information where the state variable is the filter of the drift. The dynamic programming equation for this problem is studied and closed-form solutions for the value function and the optimal trading strategy of an investor are derived. They allow to quantify the monetary value of information delivered by the expert opinions. We illustrate our theoretical findings by results of extensive numerical experiments.
Sensitivities of Asian options in the Black-Scholes model
Authors: Dan Pirjol, Lingjiong Zhu
Date: 2023-01-16 00:00:00
Tasks: Sensitivity

We propose analytical approximations for the sensitivities (Greeks) of the Asian options in the Black-Scholes model, following from a small maturity/volatility approximation for the option prices which has the exact short maturity limit, obtained using large deviations theory. Numerical tests demonstrate good agreement of the proposed approximation with alternative numerical simulation results for cases of practical interest. We also study the qualitative properties of Asian Greeks, including new results for Rho, the sensitivity with respect to changes in the risk-free rate, and Psi, the sensitivity with respect to the dividend yield. In particular we show that the Rho of a fixed-strike Asian option and the Psi of a floating-strike Asian option can change sign.
Generalizing Impermanent Loss on Decentralized Exchanges with Constant Function Market Makers
Authors: Rohan Tangri, Peter Yatsyshin, Elisabeth A. Duijnstee, Danilo Mandic
Date: 2023-01-17 00:00:00

Liquidity providers are essential for the function of decentralized exchanges to ensure liquidity takers can be guaranteed a counterparty for their trades. However, liquidity providers investing in liquidity pools face many risks, the most prominent of which is impermanent loss. Currently, analysis of this metric is difficult to conduct due to different market maker algorithms, fee structures and concentrated liquidity dynamics across the various exchanges. To this end, we provide a framework to generalize impermanent loss for multiple asset pools obeying any constant function market maker with optional concentrated liquidity. We also discuss how pool fees fit into the framework, and identify the condition for which liquidity provisioning becomes profitable when earnings from trading fees exceed impermanent loss. Finally, we demonstrate the utility and generalizability of this framework with simulations in BalancerV2 and UniswapV3.
From Risk Prediction to Risk Factors Interpretation. Comparison of Neural Networks and Classical Statistics for Dementia Prediction
Authors: C. Huber
Date: 2023-01-17 00:00:00
Tasks: Prediction

It is proposed to investigate the onset of a disease D, based on several risk factors., with a specific interest in Alzheimer occurrence. For that purpose, two classes of techniques are available, whose properties are quite different in terms of interpretation, which is the focus of this paper: classical statistics based on probabilistic models and artificial intelligence (mainly neural networks) based on optimization algorithms. Both methods are good at prediction, with a preference for neural networks when the dimension of the potential predictors is high. But the advantage of the classical statistics is cognitive : the role of each factor is generally summarized in the value of a coefficient which is highly positive for a harmful factor, close to 0 for an irrelevant one, and highly negative for a beneficial one.
Improved generalization with deep neural operators for engineering systems: Path towards digital twin
Authors: Kazuma Kobayashi, James Daniell, Syed Bahauddin Alam
Date: 2023-01-17 00:00:00
Tasks: Operator learning

Neural Operator Networks (ONets) represent a novel advancement in machine learning algorithms, offering a robust and generalizable alternative for approximating partial differential equations (PDEs) solutions. Unlike traditional Neural Networks (NN), which directly approximate functions, ONets specialize in approximating mathematical operators, enhancing their efficacy in addressing complex PDEs. In this work, we evaluate the capabilities of Deep Operator Networks (DeepONets), an ONets implementation using a branch/trunk architecture. Three test cases are studied: a system of ODEs, a general diffusion system, and the convection/diffusion Burgers equation. It is demonstrated that DeepONets can accurately learn the solution operators, achieving prediction accuracy scores above 0.96 for the ODE and diffusion problems over the observed domain while achieving zero shot (without retraining) capability. More importantly, when evaluated on unseen scenarios (zero shot feature), the trained models exhibit excellent generalization ability. This underscores ONets vital niche for surrogate modeling and digital twin development across physical systems. While convection-diffusion poses a greater challenge, the results confirm the promise of ONets and motivate further enhancements to the DeepONet algorithm. This work represents an important step towards unlocking the potential of digital twins through robust and generalizable surrogates.
Explainable, Interpretable & Trustworthy AI for Intelligent Digital Twin: Case Study on Remaining Useful Life
Authors: Kazuma Kobayashi, Syed Bahauddin Alam
Date: 2023-01-17 00:00:00
Tasks: Decision Making, Explainable Artificial Intelligence (XAI), Interpretable Machine Learning, Prediction

Artificial intelligence (AI) and Machine learning (ML) are increasingly used in energy and engineering systems, but these models must be fair, unbiased, and explainable. It is critical to have confidence in AI's trustworthiness. ML techniques have been useful in predicting important parameters and in improving model performance. However, for these AI techniques to be useful for making decisions, they need to be audited, accounted for, and easy to understand. Therefore, the use of explainable AI (XAI) and interpretable machine learning (IML) is crucial for the accurate prediction of prognostics, such as remaining useful life (RUL), in a digital twin system, to make it intelligent while ensuring that the AI model is transparent in its decision-making processes and that the predictions it generates can be understood and trusted by users. By using AI that is explainable, interpretable, and trustworthy, intelligent digital twin systems can make more accurate predictions of RUL, leading to better maintenance and repair planning, and ultimately, improved system performance. The objective of this paper is to explain the ideas of XAI and IML and to justify the important role of AI/ML in the digital twin framework and components, which requires XAI to understand the prediction better. This paper explains the importance of XAI and IML in both local and global aspects to ensure the use of trustworthy AI/ML applications for RUL prediction. We used the RUL prediction for the XAI and IML studies and leveraged the integrated Python toolbox for interpretable machine learning~(PiML).
Sensor data-driven analysis for identification of causal relationships between exposure to air pollution and respiratory rate in asthmatics
Authors: D K Arvind, S Maiya
Date: 2023-01-16 00:00:00
Tasks: Causal Discovery, Epidemiology, Time Series, Time Series Analysis

According to the Lancet report on the global burden of disease published in October 2020, air pollution is among the five highest risk factors for global health, reducing life expectancy on average by 20 months. This paper describes a data-driven method for establishing causal relationships within and between two multivariate time series data streams derived from wearable sensors: personal exposure to airborne particulate matter of aerodynamic sizes less than 2.5um (PM2.5) gathered from the Airspeck monitor worn on the person and continuous respiratory rate (breaths per minute) measured by the Respeck monitor worn as a plaster on the chest. Results are presented for a cohort of 113 asthmatic adolescents using the PCMCI+ algorithm to learn the short-term causal relationships between lags of \pm exposure and respiratory rate. We consider causal effects up to a maximum delay of 8 hours, using data at both a 1 minute and 15 minute resolution in different experiments. For the first time a personalised exposure-response relationship between PM2.5 exposure and respiratory rate has been demonstrated to exist for short-term effects in asthmatic adolescents during their everyday lives. Our results lead to recommendations for work on specific open problems in causal discovery, to increase the feasibility of this approach for similar epidemiology studies in the future.
Automated speech- and text-based classification of neuropsychiatric conditions in a multidiagnostic setting
Authors: Lasse Hansen, Roberta Rocca, Arndis Simonsen, Alberto Parola, Vibeke Bliksted, Nicolai Ladegaard, Dan Bang, Kristian Tylén, Ethan Weed, Søren Dinesen Østergaard, Riccardo Fusaroli
Date: 2023-01-13 00:00:00
Tasks: Binary Classification, Diagnostic

Speech patterns have been identified as potential diagnostic markers for neuropsychiatric conditions. However, most studies only compare a single clinical group to healthy controls, whereas clinical practice often requires differentiating between multiple potential diagnoses (multiclass settings). To address this, we assembled a dataset of repeated recordings from 420 participants (67 with major depressive disorder, 106 with schizophrenia and 46 with autism, as well as matched controls), and tested the performance of a range of conventional machine learning models and advanced Transformer models on both binary and multiclass classification, based on voice and text features. While binary models performed comparably to previous research (F1 scores between 0.54-0.75 for autism spectrum disorder, ASD; 0.67-0.92 for major depressive disorder, MDD; and 0.71-0.83 for schizophrenia); when differentiating between multiple diagnostic groups performance decreased markedly (F1 scores between 0.35-0.44 for ASD, 0.57-0.75 for MDD, 0.15-0.66 for schizophrenia, and 0.38-0.52 macro F1). Combining voice and text-based models yielded increased performance, suggesting that they capture complementary diagnostic information. Our results indicate that models trained on binary classification may learn to rely on markers of generic differences between clinical and non-clinical populations, or markers of clinical features that overlap across conditions, rather than identifying markers specific to individual conditions. We provide recommendations for future research in the field, suggesting increased focus on developing larger transdiagnostic datasets that include more fine-grained clinical features, and that can support the development of models that better capture the complexity of neuropsychiatric conditions and naturalistic diagnostic assessment.
Data-Driven Estimation of Heterogeneous Treatment Effects
Authors: Christopher Tran, Keith Burghardt, Kristina Lerman, Elena Zheleva
Date: 2023-01-16 00:00:00
Tasks: counterfactual, Heterogeneous Treatment Effect Estimation

Estimating how a treatment affects different individuals, known as heterogeneous treatment effect estimation, is an important problem in empirical sciences. In the last few years, there has been a considerable interest in adapting machine learning algorithms to the problem of estimating heterogeneous effects from observational and experimental data. However, these algorithms often make strong assumptions about the observed features in the data and ignore the structure of the underlying causal model, which can lead to biased estimation. At the same time, the underlying causal mechanism is rarely known in real-world datasets, making it hard to take it into consideration. In this work, we provide a survey of state-of-the-art data-driven methods for heterogeneous treatment effect estimation using machine learning, broadly categorizing them as methods that focus on counterfactual prediction and methods that directly estimate the causal effect. We also provide an overview of a third category of methods which rely on structural causal models and learn the model structure from data. Our empirical evaluation under various underlying structural model mechanisms shows the advantages and deficiencies of existing estimators and of the metrics for measuring their performance.
Cross-institution text mining to uncover clinical associations: a case study relating social factors and code status in intensive care medicine
Authors: Madhumita Sushil, Atul J. Butte, Ewoud Schuit, Maarten van Smeden, Artuur M. Leeuwenberg
Date: 2023-01-16 00:00:00

Objective: Text mining of clinical notes embedded in electronic medical records is increasingly used to extract patient characteristics otherwise not or only partly available, to assess their association with relevant health outcomes. As manual data labeling needed to develop text mining models is resource intensive, we investigated whether off-the-shelf text mining models developed at external institutions, together with limited within-institution labeled data, could be used to reliably extract study variables to conduct association studies. Materials and Methods: We developed multiple text mining models on different combinations of within-institution and external-institution data to extract social factors from discharge reports of intensive care patients. Subsequently, we assessed the associations between social factors and having a do-not-resuscitate/intubate code. Results: Important differences were found between associations based on manually labeled data compared to text-mined social factors in three out of five cases. Adopting external-institution text mining models using manually labeled within-institution data resulted in models with higher F1-scores, but not in meaningfully different associations. Discussion: While text mining facilitated scaling analyses to larger samples leading to discovering a larger number of associations, the estimates may be unreliable. Confirmation is needed with better text mining models, ideally on a larger manually labeled dataset. Conclusion: The currently used text mining models were not sufficiently accurate to be used reliably in an association study. Model adaptation using within-institution data did not improve the estimates. Further research is needed to set conditions for reliable use of text mining in medical research.