Zhao Ren

SD
h-index42
25papers
1,467citations
Novelty37%
AI Score38

25 Papers

LGSep 6, 2022Code
A Survey of Machine Unlearning

Thanh Tam Nguyen, Thanh Trung Huynh, Zhao Ren et al.

Today, computer systems hold large amounts of personal data. Yet while such an abundance of data allows breakthroughs in artificial intelligence, and especially machine learning (ML), its existence can be a threat to user privacy, and it can weaken the bonds of trust between humans and AI. Recent regulations now require that, on request, private information about a user must be removed from both computer systems and from ML models, i.e. ``the right to be forgotten''). While removing data from back-end databases should be straightforward, it is not sufficient in the AI context as ML models often `remember' the old data. Contemporary adversarial attacks on trained models have proven that we can learn whether an instance or an attribute belonged to the training data. This phenomenon calls for a new paradigm, namely machine unlearning, to make ML models forget about particular data. It turns out that recent works on machine unlearning have not been able to completely solve the problem due to the lack of common frameworks and resources. Therefore, this paper aspires to present a comprehensive examination of machine unlearning's concepts, scenarios, methods, and applications. Specifically, as a category collection of cutting-edge studies, the intention behind this article is to serve as a comprehensive resource for researchers and practitioners seeking an introduction to machine unlearning and its formulations, design criteria, removal requests, algorithms, and applications. In addition, we aim to highlight the key findings, current trends, and new research areas that have not yet featured the use of machine unlearning but could benefit greatly from it. We hope this survey serves as a valuable resource for ML researchers and those seeking to innovate privacy technologies. Our resources are publicly available at https://github.com/tamlhp/awesome-machine-unlearning.

SDJan 23, 2023Code
A Comprehensive Survey on Heart Sound Analysis in the Deep Learning Era

Zhao Ren, Yi Chang, Thanh Tam Nguyen et al.

Heart sound auscultation has been applied in clinical usage for early screening of cardiovascular diseases. Due to the high demand for auscultation expertise, automatic auscultation can help with auxiliary diagnosis and reduce the burden of training professional clinicians. Nevertheless, there is a limit to classic machine learning's performance improvement in the era of big data. Deep learning has outperformed classic machine learning in many research fields, as it employs more complex model architectures with a stronger capability of extracting effective representations. Moreover, it has been successfully applied to heart sound analysis in the past years. As most review works about heart sound analysis were carried out before 2017, the present survey is the first to work on a comprehensive overview to summarise papers on heart sound analysis with deep learning published in 2017--2022. This work introduces both classic machine learning and deep learning for comparison, and further offer insights about the advances and future research directions in deep learning for heart sound analysis. Our repository is publicly available at \url{https://github.com/zhaoren91/awesome-heart-sound-analysis}.

SDOct 26, 2022
Knowledge Transfer For On-Device Speech Emotion Recognition with Neural Structured Learning

Yi Chang, Zhao Ren, Thanh Tam Nguyen et al.

Speech emotion recognition (SER) has been a popular research topic in human-computer interaction (HCI). As edge devices are rapidly springing up, applying SER to edge devices is promising for a huge number of HCI applications. Although deep learning has been investigated to improve the performance of SER by training complex models, the memory space and computational capability of edge devices represents a constraint for embedding deep learning models. We propose a neural structured learning (NSL) framework through building synthesized graphs. An SER model is trained on a source dataset and used to build graphs on a target dataset. A relatively lightweight model is then trained with the speech samples and graphs together as the input. Our experiments demonstrate that training a lightweight SER model on the target dataset with speech samples and graphs can not only produce small SER models, but also enhance the model performance compared to models with speech samples only and those using classic transfer learning strategies.

SPOct 27, 2022
Efficient ECG-based Atrial Fibrillation Detection via Parameterised Hypercomplex Neural Networks

Leonie Basso, Zhao Ren, Wolfgang Nejdl

Atrial fibrillation (AF) is the most common cardiac arrhythmia and associated with a high risk for serious conditions like stroke. The use of wearable devices embedded with automatic and timely AF assessment from electrocardiograms (ECGs) has shown to be promising in preventing life-threatening situations. Although deep neural networks have demonstrated superiority in model performance, their use on wearable devices is limited by the trade-off between model performance and complexity. In this work, we propose to use lightweight convolutional neural networks (CNNs) with parameterised hypercomplex (PH) layers for AF detection based on ECGs. The proposed approach trains small-scale CNNs, thus overcoming the limited computing resources on wearable devices. We show comparable performance to corresponding real-valued CNNs on two publicly available ECG datasets using significantly fewer model parameters. PH models are more flexible than other hypercomplex neural networks and can operate on any number of input ECG leads.

SDMar 9, 2022
Robust Federated Learning Against Adversarial Attacks for Speech Emotion Recognition

Yi Chang, Sofiane Laridi, Zhao Ren et al.

Due to the development of machine learning and speech processing, speech emotion recognition has been a popular research topic in recent years. However, the speech data cannot be protected when it is uploaded and processed on servers in the internet-of-things applications of speech emotion recognition. Furthermore, deep neural networks have proven to be vulnerable to human-indistinguishable adversarial perturbations. The adversarial attacks generated from the perturbations may result in deep neural networks wrongly predicting the emotional states. We propose a novel federated adversarial learning framework for protecting both data and deep neural networks. The proposed framework consists of i) federated learning for data privacy, and ii) adversarial training at the training stage and randomisation at the testing stage for model robustness. The experiments show that our proposed framework can effectively protect the speech data locally and improve the model robustness against a series of adversarial attacks.

CRMar 31, 2024Code
A Survey of Privacy-Preserving Model Explanations: Privacy Risks, Attacks, and Countermeasures

Thanh Tam Nguyen, Thanh Trung Huynh, Zhao Ren et al.

As the adoption of explainable AI (XAI) continues to expand, the urgency to address its privacy implications intensifies. Despite a growing corpus of research in AI privacy and explainability, there is little attention on privacy-preserving model explanations. This article presents the first thorough survey about privacy attacks on model explanations and their countermeasures. Our contribution to this field comprises a thorough analysis of research papers with a connected taxonomy that facilitates the categorisation of privacy attacks and countermeasures based on the targeted explanations. This work also includes an initial investigation into the causes of privacy leaks. Finally, we discuss unresolved issues and prospective research directions uncovered in our analysis. This survey aims to be a valuable resource for the research community and offers clear insights for those new to this domain. To support ongoing research, we have established an online resource repository, which will be continuously updated with new and relevant findings. Interested readers are encouraged to access our repository at https://github.com/tamlhp/awesome-privex.

MLAug 5, 2024
Mini-batch Estimation for Deep Cox Models: Statistical Foundations and Practical Guidance

Lang Zeng, Weijing Tang, Zhao Ren et al.

The stochastic gradient descent (SGD) algorithm has been widely used to optimize deep Cox neural network (Cox-NN) by updating model parameters using mini-batches of data. We show that SGD aims to optimize the average of mini-batch partial-likelihood, which is different from the standard partial-likelihood. This distinction requires developing new statistical properties for the global optimizer, namely, the mini-batch maximum partial-likelihood estimator (mb-MPLE). We establish that mb-MPLE for Cox-NN is consistent and achieves the optimal minimax convergence rate up to a polylogarithmic factor. For Cox regression with linear covariate effects, we further show that mb-MPLE is $\sqrt{n}$-consistent and asymptotically normal with asymptotic variance approaching the information lower bound as batch size increases, which is confirmed by simulation studies. Additionally, we offer practical guidance on using SGD, supported by theoretical analysis and numerical evidence. For Cox-NN, we demonstrate that the ratio of the learning rate to the batch size is critical in SGD dynamics, offering insight into hyperparameter tuning. For Cox regression, we characterize the iterative convergence of SGD, ensuring that the global optimizer, mb-MPLE, can be approximated with sufficiently many iterations. Finally, we demonstrate the effectiveness of mb-MPLE in a large-scale real-world application where the standard MPLE is intractable.

CVNov 15, 2024Code
Instruction-Guided Editing Controls for Images and Multimedia: A Survey in LLM era

Thanh Tam Nguyen, Zhao Ren, Trinh Pham et al.

The rapid advancement of large language models (LLMs) and multimodal learning has transformed digital content creation and manipulation. Traditional visual editing tools require significant expertise, limiting accessibility. Recent strides in instruction-based editing have enabled intuitive interaction with visual content, using natural language as a bridge between user intent and complex editing operations. This survey provides an overview of these techniques, focusing on how LLMs and multimodal models empower users to achieve precise visual modifications without deep technical knowledge. By synthesizing over 100 publications, we explore methods from generative adversarial networks to diffusion models, examining multimodal integration for fine-grained content control. We discuss practical applications across domains such as fashion, 3D scene manipulation, and video synthesis, highlighting increased accessibility and alignment with human intuition. Our survey compares existing literature, emphasizing LLM-empowered editing, and identifies key challenges to stimulate further research. We aim to democratize powerful visual editing across various industries, from entertainment to education. Interested readers are encouraged to access our repository at https://github.com/tamlhp/awesome-instruction-editing.

NEJun 26, 2022
Towards KAB2S: Learning Key Knowledge from Single-Objective Problems to Multi-Objective Problem

Xu Wendi, Wang Xianpeng, Guo Qingxin et al.

As "a new frontier in evolutionary computation research", evolutionary transfer optimization(ETO) will overcome the traditional paradigm of zero reuse of related experience and knowledge from solved past problems in researches of evolutionary computation. In scheduling applications via ETO, a quite appealing and highly competitive framework "meeting" between them could be formed for both intelligent scheduling and green scheduling, especially for international pledge of "carbon neutrality" from China. To the best of our knowledge, our paper on scheduling here, serves as the 1st work of a class of ETO frameworks when multiobjective optimization problem "meets" single-objective optimization problems in discrete case (not multitasking optimization). More specifically, key knowledge conveyed for industrial applications, like positional building blocks with genetic algorithm based settings, could be used via the new core transfer mechanism and learning techniques for permutation flow shop scheduling problem(PFSP). Extensive studies on well-studied benchmarks validate firm effectiveness and great universality of our proposed ETO-PFSP framework empirically. Our investigations (1) enrich the ETO frameworks, (2) contribute to the classical and fundamental theory of building block for genetic algorithms and memetic algorithms, and (3) head towards the paradigm shift of evolutionary scheduling via learning by proposal and practice of paradigm of "knowledge and building-block based scheduling" (KAB2S) for "industrial intelligence" in China.

SPNov 3, 2022
Cutting Through the Noise: An Empirical Comparison of Psychoacoustic and Envelope-based Features for Machinery Fault Detection

Peter Wißbrock, Yvonne Richter, David Pelkmann et al.

Acoustic-based fault detection has a high potential to monitor the health condition of mechanical parts. However, the background noise of an industrial environment may negatively influence the performance of fault detection. Limited attention has been paid to improving the robustness of fault detection against industrial environmental noise. Therefore, we present the Lenze production background-noise (LPBN) real-world dataset and an automated and noise-robust auditory inspection (ARAI) system for the end-of-line inspection of geared motors. An acoustic array is used to acquire data from motors with a minor fault, major fault, or which are healthy. A benchmark is provided to compare the psychoacoustic features with different types of envelope features based on expert knowledge of the gearbox. To the best of our knowledge, we are the first to apply time-varying psychoacoustic features for fault detection. We train a state-of-the-art one-class-classifier, on samples from healthy motors and separate the faulty ones for fault detection using a threshold. The best-performing approaches achieve an area under curve of 0.87 (logarithm envelope), 0.86 (time-varying psychoacoustics), and 0.91 (combination of both).

SDFeb 2, 2024
STAA-Net: A Sparse and Transferable Adversarial Attack for Speech Emotion Recognition

Yi Chang, Zhao Ren, Zixing Zhang et al.

Speech contains rich information on the emotions of humans, and Speech Emotion Recognition (SER) has been an important topic in the area of human-computer interaction. The robustness of SER models is crucial, particularly in privacy-sensitive and reliability-demanding domains like private healthcare. Recently, the vulnerability of deep neural networks in the audio domain to adversarial attacks has become a popular area of research. However, prior works on adversarial attacks in the audio domain primarily rely on iterative gradient-based techniques, which are time-consuming and prone to overfitting the specific threat model. Furthermore, the exploration of sparse perturbations, which have the potential for better stealthiness, remains limited in the audio domain. To address these challenges, we propose a generator-based attack method to generate sparse and transferable adversarial examples to deceive SER models in an end-to-end and efficient manner. We evaluate our method on two widely-used SER datasets, Database of Elicited Mood in Speech (DEMoS) and Interactive Emotional dyadic MOtion CAPture (IEMOCAP), and demonstrate its ability to generate successful sparse adversarial examples in an efficient manner. Moreover, our generated adversarial examples exhibit model-agnostic transferability, enabling effective adversarial attacks on advanced victim models.

LGNov 12, 2025
Beyond saliency: enhancing explanation of speech emotion recognition with expert-referenced acoustic cues

Seham Nasr, Zhao Ren, David Johnson

Explainable AI (XAI) for Speech Emotion Recognition (SER) is critical for building transparent, trustworthy models. Current saliency-based methods, adapted from vision, highlight spectrogram regions but fail to show whether these regions correspond to meaningful acoustic markers of emotion, limiting faithfulness and interpretability. We propose a framework that overcomes these limitations by quantifying the magnitudes of cues within salient regions. This clarifies "what" is highlighted and connects it to "why" it matters, linking saliency to expert-referenced acoustic cues of speech emotions. Experiments on benchmark SER datasets show that our approach improves explanation quality by explicitly linking salient regions to theory-driven speech emotions expert-referenced acoustics. Compared to standard saliency methods, it provides more understandable and plausible explanations of SER models, offering a foundational step towards trustworthy speech-based affective computing.

SDJun 21, 2024
Breaking Resource Barriers in Speech Emotion Recognition via Data Distillation

Yi Chang, Zhao Ren, Zhonghao Zhao et al.

Speech emotion recognition (SER) plays a crucial role in human-computer interaction. The emergence of edge devices in the Internet of Things (IoT) presents challenges in constructing intricate deep learning models due to constraints in memory and computational resources. Moreover, emotional speech data often contains private information, raising concerns about privacy leakage during the deployment of SER models. To address these challenges, we propose a data distillation framework to facilitate efficient development of SER models in IoT applications using a synthesised, smaller, and distilled dataset. Our experiments demonstrate that the distilled dataset can be effectively utilised to train SER models with fixed initialisation, achieving performances comparable to those developed using the original full emotional speech dataset.

SDMar 30, 2022
Example-based Explanations with Adversarial Attacks for Respiratory Sound Analysis

Yi Chang, Zhao Ren, Thanh Tam Nguyen et al.

Respiratory sound classification is an important tool for remote screening of respiratory-related diseases such as pneumonia, asthma, and COVID-19. To facilitate the interpretability of classification results, especially ones based on deep learning, many explanation methods have been proposed using prototypes. However, existing explanation techniques often assume that the data is non-biased and the prediction results can be explained by a set of prototypical examples. In this work, we develop a unified example-based explanation method for selecting both representative data (prototypes) and outliers (criticisms). In particular, we propose a novel application of adversarial attacks to generate an explanation spectrum of data instances via an iterative fast gradient sign method. Such unified explanation can avoid over-generalisation and bias by allowing human experts to assess the model mistakes case by case. We performed a wide range of quantitative and qualitative evaluations to show that our approach generates effective and understandable explanation and is robust with many deep learning models

SDOct 7, 2021
Prototype Learning for Interpretable Respiratory Sound Analysis

Zhao Ren, Thanh Tam Nguyen, Wolfgang Nejdl

Remote screening of respiratory diseases has been widely studied as a non-invasive and early instrument for diagnosis purposes, especially in the pandemic. The respiratory sound classification task has been realized with numerous deep neural network (DNN) models due to their superior performance. However, in the high-stake medical domain where decisions can have significant consequences, it is desirable to develop interpretable models; thus, providing understandable reasons for physicians and patients. To address the issue, we propose a prototype learning framework, that jointly generates exemplar samples for explanation and integrates these samples into a layer of DNNs. The experimental results indicate that our method outperforms the state-of-the-art approaches on the largest public respiratory sound database.

SDAug 6, 2021
The EIHW-GLAM Deep Attentive Multi-model Fusion System for Cough-based COVID-19 Recognition in the DiCOVA 2021 Challenge

Zhao Ren, Yi Chang, Björn W. Schuller

Aiming to automatically detect COVID-19 from cough sounds, we propose a deep attentive multi-model fusion system evaluated on the Track-1 dataset of the DiCOVA 2021 challenge. Three kinds of representations are extracted, including hand-crafted features, image-from-audio-based deep representations, and audio-based deep representations. Afterwards, the best models on the three types of features are fused at both the feature level and the decision level. The experimental results demonstrate that the proposed attention-based fusion at the feature level achieves the best performance (AUC: 77.96%) on the test set, resulting in an 8.05% improvement over the official baseline.

SDJan 13, 2021
Deep Attention-based Representation Learning for Heart Sound Classification

Zhao Ren, Kun Qian, Fengquan Dong et al.

Cardiovascular diseases are the leading cause of deaths and severely threaten human health in daily life. On the one hand, there have been dramatically increasing demands from both the clinical practice and the smart home application for monitoring the heart status of subjects suffering from chronic cardiovascular diseases. On the other hand, experienced physicians who can perform an efficient auscultation are still lacking in terms of number. Automatic heart sound classification leveraging the power of advanced signal processing and machine learning technologies has shown encouraging results. Nevertheless, human hand-crafted features are expensive and time-consuming. To this end, we propose a novel deep representation learning method with an attention mechanism for heart sound classification. In this paradigm, high-level representations are learnt automatically from the recorded heart sound data. Particularly, a global attention pooling layer improves the performance of the learnt representations by estimating the contribution of each unit in feature maps. The Heart Sounds Shenzhen (HSS) corpus (170 subjects involved) is used to validate the proposed method. Experimental results validate that, our approach can achieve an unweighted average recall of 51.2% for classifying three categories of heart sounds, i. e., normal, mild, and moderate/severe annotated by cardiologists with the help of Echocardiography.

SDNov 18, 2020
CAA-Net: Conditional Atrous CNNs with Attention for Explainable Device-robust Acoustic Scene Classification

Zhao Ren, Qiuqiang Kong, Jing Han et al.

Acoustic Scene Classification (ASC) aims to classify the environment in which the audio signals are recorded. Recently, Convolutional Neural Networks (CNNs) have been successfully applied to ASC. However, the data distributions of the audio signals recorded with multiple devices are different. There has been little research on the training of robust neural networks on acoustic scene datasets recorded with multiple devices, and on explaining the operation of the internal layers of the neural networks. In this article, we focus on training and explaining device-robust CNNs on multi-device acoustic scene data. We propose conditional atrous CNNs with attention for multi-device ASC. Our proposed system contains an ASC branch and a device classification branch, both modelled by CNNs. We visualise and analyse the intermediate layers of the atrous CNNs. A time-frequency attention mechanism is employed to analyse the contribution of each time-frequency bin of the feature maps in the CNNs. On the Detection and Classification of Acoustic Scenes and Events (DCASE) 2018 ASC dataset, recorded with three devices, our proposed model performs significantly better than CNNs trained on single-device data.

MLJun 26, 2020
Covariance-engaged Classification of Sets via Linear Programming

Zhao Ren, Sungkyu Jung, Xingye Qiao

Set classification aims to classify a set of observations as a whole, as opposed to classifying individual observations separately. To formally understand the unfamiliar concept of binary set classification, we first investigate the optimal decision rule under the normal distribution, which utilizes the empirical covariance of the set to be classified. We show that the number of observations in the set plays a critical role in bounding the Bayes risk. Under this framework, we further propose new methods of set classification. For the case where only a few parameters of the model drive the difference between two classes, we propose a computationally-efficient approach to parameter estimation using linear programming, leading to the Covariance-engaged LInear Programming Set (CLIPS) classifier. Its theoretical properties are investigated for both independent case and various (short-range and long-range dependent) time series structures among observations within each set. The convergence rates of estimation errors and risk of the CLIPS classifier are established to show that having multiple observations in a set leads to faster convergence rates, compared to the standard classification situation in which there is only one observation in the set. The applicable domains in which the CLIPS performs better than competitors are highlighted in a comprehensive simulation study. Finally, we illustrate the usefulness of the proposed methods in classification of real image data in histopathology.

ASApr 30, 2020
An Early Study on Intelligent Analysis of Speech under COVID-19: Severity, Sleep Quality, Fatigue, and Anxiety

Jing Han, Kun Qian, Meishu Song et al.

The COVID-19 outbreak was announced as a global pandemic by the World Health Organisation in March 2020 and has affected a growing number of people in the past few weeks. In this context, advanced artificial intelligence techniques are brought to the fore in responding to fight against and reduce the impact of this global health crisis. In this study, we focus on developing some potential use-cases of intelligent speech analysis for COVID-19 diagnosed patients. In particular, by analysing speech recordings from these patients, we construct audio-only-based models to automatically categorise the health state of patients from four aspects, including the severity of illness, sleep quality, fatigue, and anxiety. For this purpose, two established acoustic feature sets and support vector machines are utilised. Our experiments show that an average accuracy of .69 obtained estimating the severity of illness, which is derived from the number of days in hospitalisation. We hope that this study can foster an extremely fast, low-cost, and convenient way to automatically detect the COVID-19 disease.

LGJul 23, 2019
EmoBed: Strengthening Monomodal Emotion Recognition via Training with Crossmodal Emotion Embeddings

Jing Han, Zixing Zhang, Zhao Ren et al.

Despite remarkable advances in emotion recognition, they are severely restrained from either the essentially limited property of the employed single modality, or the synchronous presence of all involved multiple modalities. Motivated by this, we propose a novel crossmodal emotion embedding framework called EmoBed, which aims to leverage the knowledge from other auxiliary modalities to improve the performance of an emotion recognition system at hand. The framework generally includes two main learning components, i. e., joint multimodal training and crossmodal training. Both of them tend to explore the underlying semantic emotion information but with a shared recognition network or with a shared emotion embedding space, respectively. In doing this, the enhanced system trained with this approach can efficiently make use of the complementary information from other modalities. Nevertheless, the presence of these auxiliary modalities is not demanded during inference. To empirically investigate the effectiveness and robustness of the proposed framework, we perform extensive experiments on the two benchmark databases RECOLA and OMG-Emotion for the tasks of dimensional emotion regression and categorical emotion classification, respectively. The obtained results show that the proposed framework significantly outperforms related baselines in monomodal inference, and are also competitive or superior to the recently reported systems, which emphasises the importance of the proposed crossmodal learning for emotion recognition.

HCJul 10, 2019
AVEC 2019 Workshop and Challenge: State-of-Mind, Detecting Depression with AI, and Cross-Cultural Affect Recognition

Fabien Ringeval, Björn Schuller, Michel Valstar et al.

The Audio/Visual Emotion Challenge and Workshop (AVEC 2019) "State-of-Mind, Detecting Depression with AI, and Cross-cultural Affect Recognition" is the ninth competition event aimed at the comparison of multimedia processing and machine learning methods for automatic audiovisual health and emotion analysis, with all participants competing strictly under the same conditions. The goal of the Challenge is to provide a common benchmark test set for multimodal information processing and to bring together the health and emotion recognition communities, as well as the audiovisual processing communities, to compare the relative merits of various approaches to health and emotion recognition from real-life data. This paper presents the major novelties introduced this year, the challenge guidelines, the data used, and the performance of the baseline systems on the three proposed tasks: state-of-mind recognition, depression assessment with AI, and cross-cultural affect sensing, respectively.

MEJun 13, 2016
Tuning-Free Heterogeneity Pursuit in Massive Networks

Zhao Ren, Yongjian Kang, Yingying Fan et al.

Heterogeneity is often natural in many contemporary applications involving massive data. While posing new challenges to effective learning, it can play a crucial role in powering meaningful scientific discoveries through the understanding of important differences among subpopulations of interest. In this paper, we exploit multiple networks with Gaussian graphs to encode the connectivity patterns of a large number of features on the subpopulations. To uncover the heterogeneity of these structures across subpopulations, we suggest a new framework of tuning-free heterogeneity pursuit (THP) via large-scale inference, where the number of networks is allowed to diverge. In particular, two new tests, the chi-based test and the linear functional-based test, are introduced and their asymptotic null distributions are established. Under mild regularity conditions, we establish that both tests are optimal in achieving the testable region boundary and the sample size requirement for the latter test is minimal. Both theoretical guarantees and the tuning-free feature stem from efficient multiple-network estimation by our newly suggested approach of heterogeneous group square-root Lasso (HGSL) for high-dimensional multi-response regression with heterogeneous noises. To solve this convex program, we further introduce a tuning-free algorithm that is scalable and enjoys provable convergence to the global optimum. Both computational and theoretical advantages of our procedure are elucidated through simulation and real data examples.

STNov 24, 2013
Sparse CCA via Precision Adjusted Iterative Thresholding

Mengjie Chen, Chao Gao, Zhao Ren et al.

Sparse Canonical Correlation Analysis (CCA) has received considerable attention in high-dimensional data analysis to study the relationship between two sets of random variables. However, there has been remarkably little theoretical statistical foundation on sparse CCA in high-dimensional settings despite active methodological and applied research activities. In this paper, we introduce an elementary sufficient and necessary characterization such that the solution of CCA is indeed sparse, propose a computationally efficient procedure, called CAPIT, to estimate the canonical directions, and show that the procedure is rate-optimal under various assumptions on nuisance parameters. The procedure is applied to a breast cancer dataset from The Cancer Genome Atlas project. We identify methylation probes that are associated with genes, which have been previously characterized as prognosis signatures of the metastasis of breast cancer.

STSep 24, 2013
Asymptotic normality and optimalities in estimation of large Gaussian graphical models

Zhao Ren, Tingni Sun, Cun-Hui Zhang et al.

The Gaussian graphical model, a popular paradigm for studying relationship among variables in a wide range of applications, has attracted great attention in recent years. This paper considers a fundamental question: When is it possible to estimate low-dimensional parameters at parametric square-root rate in a large Gaussian graphical model? A novel regression approach is proposed to obtain asymptotically efficient estimation of each entry of a precision matrix under a sparseness condition relative to the sample size. When the precision matrix is not sufficiently sparse, or equivalently the sample size is not sufficiently large, a lower bound is established to show that it is no longer possible to achieve the parametric rate in the estimation of each entry. This lower bound result, which provides an answer to the delicate sample size question, is established with a novel construction of a subset of sparse precision matrices in an application of Le Cam's lemma. Moreover, the proposed estimator is proven to have optimal convergence rate when the parametric rate cannot be achieved, under a minimal sample requirement. The proposed estimator is applied to test the presence of an edge in the Gaussian graphical model or to recover the support of the entire model, to obtain adaptive rate-optimal estimation of the entire precision matrix as measured by the matrix $\ell_q$ operator norm and to make inference in latent variables in the graphical model. All of this is achieved under a sparsity condition on the precision matrix and a side condition on the range of its spectrum. This significantly relaxes the commonly imposed uniform signal strength condition on the precision matrix, irrepresentability condition on the Hessian tensor operator of the covariance matrix or the $\ell_1$ constraint on the precision matrix. Numerical results confirm our theoretical findings. The ROC curve of the proposed algorithm, Asymptotic Normal Thresholding (ANT), for support recovery significantly outperforms that of the popular GLasso algorithm.