h-index11
28papers
495citations
Novelty58%
AI Score59

28 Papers

LGJul 4, 2023Code
Deep Attention Q-Network for Personalized Treatment Recommendation

Simin Ma, Junghwan Lee, Nicoleta Serban et al.

Tailoring treatment for individual patients is crucial yet challenging in order to achieve optimal healthcare outcomes. Recent advances in reinforcement learning offer promising personalized treatment recommendations; however, they rely solely on current patient observations (vital signs, demographics) as the patient's state, which may not accurately represent the true health status of the patient. This limitation hampers policy learning and evaluation, ultimately limiting treatment effectiveness. In this study, we propose the Deep Attention Q-Network for personalized treatment recommendations, utilizing the Transformer architecture within a deep reinforcement learning framework to efficiently incorporate all past patient observations. We evaluated the model on real-world sepsis and acute hypotension cohorts, demonstrating its superiority to state-of-the-art models. The source code for our model is available at https://github.com/stevenmsm/RL-ICU-DAQN.

MLOct 14, 2023
ARM: Refining Multivariate Forecasting with Adaptive Temporal-Contextual Learning

Jiecheng Lu, Xu Han, Shihao Yang

Long-term time series forecasting (LTSF) is important for various domains but is confronted by challenges in handling the complex temporal-contextual relationships. As multivariate input models underperforming some recent univariate counterparts, we posit that the issue lies in the inefficiency of existing multivariate LTSF Transformers to model series-wise relationships: the characteristic differences between series are often captured incorrectly. To address this, we introduce ARM: a multivariate temporal-contextual adaptive learning method, which is an enhanced architecture specifically designed for multivariate LTSF modelling. ARM employs Adaptive Univariate Effect Learning (AUEL), Random Dropping (RD) training strategy, and Multi-kernel Local Smoothing (MKLS), to better handle individual series temporal patterns and correctly learn inter-series dependencies. ARM demonstrates superior performance on multiple benchmarks without significantly increasing computational costs compared to vanilla Transformer, thereby advancing the state-of-the-art in LTSF. ARM is also generally applicable to other LTSF architecture beyond vanilla Transformer.

NAApr 22, 2025Code
Physics-Informed Inference Time Scaling via Simulation-Calibrated Scientific Machine Learning

Zexi Fan, Yan Sun, Shihao Yang et al.

High-dimensional partial differential equations (PDEs) pose significant computational challenges across fields ranging from quantum chemistry to economics and finance. Although scientific machine learning (SciML) techniques offer approximate solutions, they often suffer from bias and neglect crucial physical insights. Inspired by inference-time scaling strategies in language models, we propose Simulation-Calibrated Scientific Machine Learning (SCaSML), a physics-informed framework that dynamically refines and debiases the SCiML predictions during inference by enforcing the physical laws. SCaSML leverages derived new physical laws that quantifies systematic errors and employs Monte Carlo solvers based on the Feynman-Kac and Elworthy-Bismut-Li formulas to dynamically correct the prediction. Both numerical and theoretical analysis confirms enhanced convergence rates via compute-optimal inference methods. Our numerical experiments demonstrate that SCaSML reduces errors by 20-50% compared to the base surrogate model, establishing it as the first algorithm to refine approximated solutions to high-dimensional PDE during inference. Code of SCaSML is available at https://github.com/Francis-Fan-create/SCaSML.

LGMay 11
Beyond Similarity: Temporal Operator Attention for Time Series Analysis

Jevon Twitty, Vinh Pham, Nitiwith Rotchanarak et al.

A persistent paradox in time-series forecasting is that structurally simple MLP and linear models often outperform high-capacity Transformers. We argue that this gap arises from a mismatch in the sequence-modeling primitive: while many time-series dynamics are governed by global temporal operators (e.g., filtering and harmonic structure), standard attention forms each output as a convex combination of inputs. This restricts its ability to represent signed and oscillatory transformations that are fundamental to temporal signal processing. We formalize this limitation as a simplex-constrained mixing bottleneck in softmax attention, which becomes especially restrictive for operator-driven time-series tasks. To address this, we propose $\textbf{Temporal Operator Attention (TOA)}$, a framework that augments attention with explicit, learnable sequence-space operators, enabling direct signed mixing across time while preserving input-dependent adaptivity. To make dense $N \times N$ operators practical, we introduce Stochastic Operator Regularization, a high-variance dropout mechanism that stabilizes training and prevents trivial memorization. Across forecasting, anomaly detection, and classification benchmarks, TOA consistently improves performance when integrated into standard backbones such as PatchTST and iTransformer, with particularly strong gains in reconstruction-heavy tasks. These results suggest that explicit operator learning is a key ingredient for effective time-series modeling.

LGFeb 2Code
CAPS: Unifying Attention, Recurrence, and Alignment in Transformer-based Time Series Forecasting

Viresh Pati, Yubin Kim, Vinh Pham et al.

This paper presents $\textbf{CAPS}$ (Clock-weighted Aggregation with Prefix-products and Softmax), a structured attention mechanism for time series forecasting that decouples three distinct temporal structures: global trends, local shocks, and seasonal patterns. Standard softmax attention entangles these through global normalization, while recent recurrent models sacrifice long-term, order-independent selection for order-dependent causal structure. CAPS combines SO(2) rotations for phase alignment with three additive gating paths -- Riemann softmax, prefix-product gates, and a Clock baseline -- within a single attention layer. We introduce the Clock mechanism, a learned temporal weighting that modulates these paths through a shared notion of temporal importance. Experiments on long- and short-term forecasting benchmarks surpass vanilla softmax and linear attention mechanisms and demonstrate competitive performance against seven strong baselines with linear complexity. Our code implementation is available at https://github.com/vireshpati/CAPS-Attention.

SPFeb 24
NeuroNarrator: A Generalist EEG-to-Text Foundation Model for Clinical Interpretation via Spectro-Spatial Grounding and Temporal State-Space Reasoning

Guoan Wang, Shihao Yang, Jun-en Ding et al.

Electroencephalography (EEG) provides a non-invasive window into neural dynamics at high temporal resolution and plays a pivotal role in clinical neuroscience research. Despite this potential, prevailing computational approaches to EEG analysis remain largely confined to task-specific classification objectives or coarse-grained pattern recognition, offering limited support for clinically meaningful interpretation. To address these limitations, we introduce NeuroNarrator, the first generalist EEG-to-text foundation model designed to translate electrophysiological segments into precise clinical narratives. A cornerstone of this framework is the curation of NeuroCorpus-160K, the first harmonized large-scale resource pairing over 160,000 EEG segments with structured, clinically grounded natural-language descriptions. Our architecture first aligns temporal EEG waveforms with spatial topographic maps via a rigorous contrastive objective, establishing spectro-spatially grounded representations. Building on this grounding, we condition a Large Language Model through a state-space-inspired formulation that integrates historical temporal and spectral context to support coherent clinical narrative generation. This approach establishes a principled bridge between continuous signal dynamics and discrete clinical language, enabling interpretable narrative generation that facilitates expert interpretation and supports clinical reporting workflows. Extensive evaluations across diverse benchmarks and zero-shot transfer tasks highlight NeuroNarrator's capacity to integrate temporal, spectral, and spatial dynamics, positioning it as a foundational framework for time-frequency-aware, open-ended clinical interpretation of electrophysiological data.

AIFeb 13
NeuroWeaver: An Autonomous Evolutionary Agent for Exploring the Programmatic Space of EEG Analysis Pipelines

Guoan Wang, Shihao Yang, Jun-En Ding et al.

Although foundation models have demonstrated remarkable success in general domains, the application of these models to electroencephalography (EEG) analysis is constrained by substantial data requirements and high parameterization. These factors incur prohibitive computational costs, thereby impeding deployment in resource-constrained clinical environments. Conversely, general-purpose automated machine learning frameworks are often ill-suited for this domain, as exploration within an unbounded programmatic space fails to incorporate essential neurophysiological priors and frequently yields solutions that lack scientific plausibility. To address these limitations, we propose NeuroWeaver, a unified autonomous evolutionary agent designed to generalize across diverse EEG datasets and tasks by reformulating pipeline engineering as a discrete constrained optimization problem. Specifically, we employ a Domain-Informed Subspace Initialization to confine the search to neuroscientifically plausible manifolds, coupled with a Multi-Objective Evolutionary Optimization that dynamically balances performance, novelty, and efficiency via self-reflective refinement. Empirical evaluations across five heterogeneous benchmarks demonstrate that NeuroWeaver synthesizes lightweight solutions that consistently outperform state-of-the-art task-specific methods and achieve performance comparable to large-scale foundation models, despite utilizing significantly fewer parameters.

LGFeb 13
HyperMLP: An Integrated Perspective for Sequence Modeling

Jiecheng Lu, Shihao Yang

Self-attention is often viewed as probabilistic query-key lookup, motivating designs that preserve normalized attention scores and fixed positional semantics. We advocate a simpler and more unified perspective: an autoregressive attention head can be viewed as a dynamic two-layer MLP whose weights are instantiated from the context history. From this view, attention scores form an ever-growing hidden representation, and standard MLP activations such as ReLU or GLU naturally implement input-conditioned selection over a context-dependent memory pool rather than a probability distribution. Based on this formulation, we introduce HyperMLP and HyperGLU, which learn dynamic mixing in both feature space and sequence space, using a reverse-offset (lag) layout to align temporal mixing with autoregressive semantics. We provide theoretical characterizations of the expressivity and implications of this structure, and empirically show that HyperMLP/HyperGLU consistently outperform strong softmax-attention baselines under matched parameter budgets.

LGFeb 5
ZeroS: Zero-Sum Linear Attention for Efficient Transformers

Jiecheng Lu, Xu Han, Yan Sun et al.

Linear attention methods offer Transformers $O(N)$ complexity but typically underperform standard softmax attention. We identify two fundamental limitations affecting these approaches: the restriction to convex combinations that only permits additive information blending, and uniform accumulated weight bias that dilutes attention in long contexts. We propose Zero-Sum Linear Attention (ZeroS), which addresses these limitations by removing the constant zero-order term $1/t$ and reweighting the remaining zero-sum softmax residuals. This modification creates mathematically stable weights, enabling both positive and negative values and allowing a single attention layer to perform contrastive operations. While maintaining $O(N)$ complexity, ZeroS theoretically expands the set of representable functions compared to convex combinations. Empirically, it matches or exceeds standard softmax attention across various sequence modeling benchmarks.

CLFeb 6
Free Energy Mixer

Jiecheng Lu, Shihao Yang

Standard attention stores keys/values losslessly but reads them via a per-head convex average, blocking channel-wise selection. We propose the Free Energy Mixer (FEM): a free-energy (log-sum-exp) read that applies a value-driven, per-channel log-linear tilt to a fast prior (e.g., from queries/keys in standard attention) over indices. Unlike methods that attempt to improve and enrich the $(q,k)$ scoring distribution, FEM treats it as a prior and yields a value-aware posterior read at unchanged complexity, smoothly moving from averaging to per-channel selection as the learnable inverse temperature increases, while still preserving parallelism and the original asymptotic complexity ($O(T^2)$ for softmax; $O(T)$ for linearizable variants). We instantiate a two-level gated FEM that is plug-and-play with standard and linear attention, linear RNNs and SSMs. It consistently outperforms strong baselines on NLP, vision, and time-series at matched parameter budgets.

LGFeb 9
StretchTime: Adaptive Time Series Forecasting via Symplectic Attention

Yubin Kim, Viresh Pati, Jevon Twitty et al.

Transformer architectures have established strong baselines in time series forecasting, yet they typically rely on positional encodings that assume uniform, index-based temporal progression. However, real-world systems, from shifting financial cycles to elastic biological rhythms, frequently exhibit "time-warped" dynamics where the effective flow of time decouples from the sampling index. In this work, we first formalize this misalignment and prove that rotary position embedding (RoPE) is mathematically incapable of representing non-affine temporal warping. To address this, we propose Symplectic Positional Embeddings (SyPE), a learnable encoding framework derived from Hamiltonian mechanics. SyPE strictly generalizes RoPE by extending the rotation group $\mathrm{SO}(2)$ to the symplectic group $\mathrm{Sp}(2,\mathbb{R})$, modulated by a novel input-dependent adaptive warp module. By allowing the attention mechanism to adaptively dilate or contract temporal coordinates end-to-end, our approach captures locally varying periodicities without requiring pre-defined warping functions. We implement this mechanism in StretchTime, a multivariate forecasting architecture that achieves state-of-the-art performance on standard benchmarks, demonstrating superior robustness on datasets exhibiting non-stationary temporal dynamics.

CLNov 11, 2025
HyCoRA: Hyper-Contrastive Role-Adaptive Learning for Role-Playing

Shihao Yang, Zhicong Lu, Yong Yang et al.

Multi-character role-playing aims to equip models with the capability to simulate diverse roles. Existing methods either use one shared parameterized module across all roles or assign a separate parameterized module to each role. However, the role-shared module may ignore distinct traits of each role, weakening personality learning, while the role-specific module may overlook shared traits across multiple roles, hindering commonality modeling. In this paper, we propose a novel HyCoRA: Hyper-Contrastive Role-Adaptive learning framework, which efficiently improves multi-character role-playing ability by balancing the learning of distinct and shared traits. Specifically, we propose a Hyper-Half Low-Rank Adaptation structure, where one half is a role-specific module generated by a lightweight hyper-network, and the other half is a trainable role-shared module. The role-specific module is devised to represent distinct persona signatures, while the role-shared module serves to capture common traits. Moreover, to better reflect distinct personalities across different roles, we design a hyper-contrastive learning mechanism to help the hyper-network distinguish their unique characteristics. Extensive experimental results on both English and Chinese available benchmarks demonstrate the superiority of our framework. Further GPT-4 evaluations and visual analyses also verify the capability of HyCoRA to capture role characteristics.

MLMar 4, 2024
CATS: Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous Variables

Jiecheng Lu, Xu Han, Yan Sun et al.

For Multivariate Time Series Forecasting (MTSF), recent deep learning applications show that univariate models frequently outperform multivariate ones. To address the difficiency in multivariate models, we introduce a method to Construct Auxiliary Time Series (CATS) that functions like a 2D temporal-contextual attention mechanism, which generates Auxiliary Time Series (ATS) from Original Time Series (OTS) to effectively represent and incorporate inter-series relationships for forecasting. Key principles of ATS - continuity, sparsity, and variability - are identified and implemented through different modules. Even with a basic 2-layer MLP as core predictor, CATS achieves state-of-the-art, significantly reducing complexity and parameters compared to previous multivariate models, marking it an efficient and transferable MTSF solution.

LGMay 23, 2024
In-context Time Series Predictor

Jiecheng Lu, Yan Sun, Shihao Yang

Recent Transformer-based large language models (LLMs) demonstrate in-context learning ability to perform various functions based solely on the provided context, without updating model parameters. To fully utilize the in-context capabilities in time series forecasting (TSF) problems, unlike previous Transformer-based or LLM-based time series forecasting methods, we reformulate "time series forecasting tasks" as input tokens by constructing a series of (lookback, future) pairs within the tokens. This method aligns more closely with the inherent in-context mechanisms, and is more parameter-efficient without the need of using pre-trained LLM parameters. Furthermore, it addresses issues such as overfitting in existing Transformer-based TSF models, consistently achieving better performance across full-data, few-shot, and zero-shot settings compared to previous architectures.

NCFeb 29, 2024
Spatial Craving Patterns in Marijuana Users: Insights from fMRI Brain Connectivity Analysis with High-Order Graph Attention Neural Networks

Jun-En Ding, Shihao Yang, Anna Zilverstand et al.

The excessive consumption of marijuana can induce substantial psychological and social consequences. In this investigation, we propose an elucidative framework termed high-order graph attention neural networks (HOGANN) for the classification of Marijuana addiction, coupled with an analysis of localized brain network communities exhibiting abnormal activities among chronic marijuana users. HOGANN integrates dynamic intrinsic functional brain networks, estimated from functional magnetic resonance imaging (fMRI), using graph attention-based long short-term memory (GAT-LSTM) to capture temporal network dynamics. We employ a high-order attention module for information fusion and message passing among neighboring nodes, enhancing the network community analysis. Our model is validated across two distinct data cohorts, yielding substantially higher classification accuracy than benchmark algorithms. Furthermore, we discern the most pertinent subnetworks and cognitive regions affected by persistent marijuana consumption, indicating adverse effects on functional brain networks, particularly within the dorsal attention and frontoparietal networks. Intriguingly, our model demonstrates superior performance in cohorts exhibiting prolonged dependence, implying that prolonged marijuana usage induces more pronounced alterations in brain networks. The model proficiently identifies craving brain maps, thereby delineating critical brain regions for analysis

FLU-DYNNov 18, 2024
Coupled Integral PINN for conservation law

Yeping Wang, Shihao Yang

The Physics-Informed Neural Network (PINN) is an innovative approach to solve a diverse array of partial differential equations (PDEs) leveraging the power of neural networks. This is achieved by minimizing the residual loss associated with the explicit physical information, usually coupled with data derived from initial and boundary conditions. However, a challenge arises in the context of nonlinear conservation laws where derivatives are undefined at shocks, leading to solutions that deviate from the true physical phenomena. To solve this issue, the physical solution must be extracted from the weak formulation of the PDE and is typically further bounded by entropy conditions. Within the numerical framework, finite volume methods (FVM) are employed to address conservation laws. These methods resolve the integral form of conservation laws and delineate the shock characteristics. Inspired by the principles underlying FVM, this paper introduces a novel Coupled Integrated PINN methodology that involves fitting the integral solutions of equations using additional neural networks. This technique not only augments the conventional PINN's capability in modeling shock waves, but also eliminates the need for spatial and temporal discretization. As such, it bypasses the complexities of numerical integration and reconstruction associated with non-convex fluxes. Finally, we show that the proposed new Integrated PINN performs well in conservative law and outperforms the vanilla PINN when tackle the challenging shock problems using examples of Burger's equation, Buckley-Leverett Equation and Euler System.

AIOct 18, 2025
Foundation and Large-Scale AI Models in Neuroscience: A Comprehensive Review

Shihao Yang, Xiying Huang, Danilo Bernardo et al.

The advent of large-scale artificial intelligence (AI) models has a transformative effect on neuroscience research, which represents a paradigm shift from the traditional computational methods through the facilitation of end-to-end learning from raw brain signals and neural data. In this paper, we explore the transformative effects of large-scale AI models on five major neuroscience domains: neuroimaging and data processing, brain-computer interfaces and neural decoding, molecular neuroscience and genomic modeling, clinical assistance and translational frameworks, and disease-specific applications across neurological and psychiatric disorders. These models are demonstrated to address major computational neuroscience challenges, including multimodal neural data integration, spatiotemporal pattern interpretation, and the derivation of translational frameworks for clinical deployment. Moreover, the interaction between neuroscience and AI has become increasingly reciprocal, as biologically informed architectural constraints are now incorporated to develop more interpretable and computationally efficient models. This review highlights both the notable promise of such technologies and key implementation considerations, with particular emphasis on rigorous evaluation frameworks, effective domain knowledge integration, and comprehensive ethical guidelines for clinical use. Finally, a systematic listing of critical neuroscience datasets used to derive and validate large-scale AI models across diverse research applications is provided.

LGOct 13, 2025
Variational Mixture of Graph Neural Experts for Alzheimer's Disease Biomarker Recognition in EEG Brain Networks

Jun-En Ding, Anna Zilverstand, Shihao Yang et al.

Dementia disorders such as Alzheimer's disease (AD) and frontotemporal dementia (FTD) exhibit overlapping electrophysiological signatures in EEG that challenge accurate diagnosis. Existing EEG-based methods are limited by full-band frequency analysis that hinders precise differentiation of dementia subtypes and severity stages. We propose a variational mixture of graph neural experts (VMoGE) that integrates frequency-specific biomarker identification with structured variational inference for enhanced dementia diagnosis and staging. VMoGE employs a multi-granularity transformer to extract multi-scale temporal patterns across four frequency bands, followed by a variational graph convolutional encoder using Gaussian Markov Random Field priors. Through structured variational inference and adaptive gating, VMoGE links neural specialization to physiologically meaningful EEG frequency bands. Evaluated on two diverse datasets for both subtype classification and severity staging, VMoGE achieves superior performance with AUC improvements of +4% to +10% over state-of-the-art methods. Moreover, VMoGE provides interpretable insights through expert weights that correlate with clinical indicators and spatial patterns aligned with neuropathological signatures, facilitating EEG biomarker discovery for comprehensive dementia diagnosis and monitoring.

MLSep 6, 2025
Causal Clustering for Conditional Average Treatment Effects Estimation and Subgroup Discovery

Zilong Wang, Turgay Ayer, Shihao Yang

Estimating heterogeneous treatment effects is critical in domains such as personalized medicine, resource allocation, and policy evaluation. A central challenge lies in identifying subpopulations that respond differently to interventions, thereby enabling more targeted and effective decision-making. While clustering methods are well-studied in unsupervised learning, their integration with causal inference remains limited. We propose a novel framework that clusters individuals based on estimated treatment effects using a learned kernel derived from causal forests, revealing latent subgroup structures. Our approach consists of two main steps. First, we estimate debiased Conditional Average Treatment Effects (CATEs) using orthogonalized learners via the Robinson decomposition, yielding a kernel matrix that encodes sample-level similarities in treatment responsiveness. Second, we apply kernelized clustering to this matrix to uncover distinct, treatment-sensitive subpopulations and compute cluster-level average CATEs. We present this kernelized clustering step as a form of regularization within the residual-on-residual regression framework. Through extensive experiments on semi-synthetic and real-world datasets, supported by ablation studies and exploratory analyses, we demonstrate the effectiveness of our method in capturing meaningful treatment effect heterogeneity.

COMay 27, 2025
Are Statistical Methods Obsolete in the Era of Deep Learning?

Skyler Wu, Shihao Yang, S. C. Kou

In the era of AI, neural networks have become increasingly popular for modeling, inference, and prediction, largely due to their potential for universal approximation. With the proliferation of such deep learning models, a question arises: are leaner statistical methods still relevant? To shed insight on this question, we employ the mechanistic nonlinear ordinary differential equation (ODE) inverse problem as a testbed, using physics-informed neural network (PINN) as a representative of the deep learning paradigm and manifold-constrained Gaussian process inference (MAGI) as a representative of statistically principled methods. Through case studies involving the SEIR model from epidemiology and the Lorenz model from chaotic dynamics, we demonstrate that statistical methods are far from obsolete, especially when working with sparse and noisy observations. On tasks such as parameter inference and trajectory reconstruction, statistically principled methods consistently achieve lower bias and variance, while using far fewer parameters and requiring less hyperparameter tuning. Statistical methods can also decisively outperform deep learning models on out-of-sample future prediction, where the absence of relevant data often leads overparameterized models astray. Additionally, we find that statistically principled approaches are more robust to accumulation of numerical imprecision and can represent the underlying system more faithful to the true governing ODEs.

LGFeb 11, 2025
Linear Transformers as VAR Models: Aligning Autoregressive Attention Mechanisms with Autoregressive Forecasting

Jiecheng Lu, Shihao Yang

Autoregressive attention-based time series forecasting (TSF) has drawn increasing interest, with mechanisms like linear attention sometimes outperforming vanilla attention. However, deeper Transformer architectures frequently misalign with autoregressive objectives, obscuring the underlying VAR structure embedded within linear attention and hindering their ability to capture the data generative processes in TSF. In this work, we first show that a single linear attention layer can be interpreted as a dynamic vector autoregressive (VAR) structure. We then explain that existing multi-layer Transformers have structural mismatches with the autoregressive forecasting objective, which impair interpretability and generalization ability. To address this, we show that by rearranging the MLP, attention, and input-output flow, multi-layer linear attention can also be aligned as a VAR model. Then, we propose Structural Aligned Mixture of VAR (SAMoVAR), a linear Transformer variant that integrates interpretable dynamic VAR weights for multivariate TSF. By aligning the Transformer architecture with autoregressive objectives, SAMoVAR delivers improved performance, interpretability, and computational efficiency, comparing to SOTA TSF models.

MLJan 23, 2025
EFiGP: Eigen-Fourier Physics-Informed Gaussian Process for Inference of Dynamic Systems

Jianhong Chen, Shihao Yang

Parameter estimation and trajectory reconstruction for data-driven dynamical systems governed by ordinary differential equations (ODEs) are essential tasks in fields such as biology, engineering, and physics. These inverse problems -- estimating ODE parameters from observational data -- are particularly challenging when the data are noisy, sparse, and the dynamics are nonlinear. We propose the Eigen-Fourier Physics-Informed Gaussian Process (EFiGP), an algorithm that integrates Fourier transformation and eigen-decomposition into a physics-informed Gaussian Process framework. This approach eliminates the need for numerical integration, significantly enhancing computational efficiency and accuracy. Built on a principled Bayesian framework, EFiGP incorporates the ODE system through probabilistic conditioning, enforcing governing equations in the Fourier domain while truncating high-frequency terms to achieve denoising and computational savings. The use of eigen-decomposition further simplifies Gaussian Process covariance operations, enabling efficient recovery of trajectories and parameters even in dense-grid settings. We validate the practical effectiveness of EFiGP on three benchmark examples, demonstrating its potential for reliable and interpretable modeling of complex dynamical systems while addressing key challenges in trajectory recovery and computational cost.

LGJun 13, 2024
Inverse Probability of Treatment Weighting with Deep Sequence Models Enables Accurate treatment effect Estimation from Electronic Health Records

Junghwan Lee, Simin Ma, Nicoleta Serban et al.

Observational data have been actively used to estimate treatment effect, driven by the growing availability of electronic health records (EHRs). However, EHRs typically consist of longitudinal records, often introducing time-dependent confoundings that hinder the unbiased estimation of treatment effect. Inverse probability of treatment weighting (IPTW) is a widely used propensity score method since it provides unbiased treatment effect estimation and its derivation is straightforward. In this study, we aim to utilize IPTW to estimate treatment effect in the presence of time-dependent confounding using claims records. Previous studies have utilized propensity score methods with features derived from claims records through feature processing, which generally requires domain knowledge and additional resources to extract information to accurately estimate propensity scores. Deep sequence models, particularly recurrent neural networks and self-attention-based architectures, have demonstrated good performance in modeling EHRs for various downstream tasks. We propose that these deep sequence models can provide accurate IPTW estimation of treatment effect by directly estimating the propensity scores from claims records without the need for feature processing. We empirically demonstrate this by conducting comprehensive evaluations using synthetic and semi-synthetic datasets.

LGFeb 3, 2022
COVID-19 Hospitalizations Forecasts Using Internet Search Data

Tao Wang, Simin Ma, Soobin Baek et al.

As the COVID-19 spread over the globe and new variants of COVID-19 keep occurring, reliable real-time forecasts of COVID-19 hospitalizations are critical for public health decision on medical resources allocations such as ICU beds, ventilators, and personnel to prepare for the surge of COVID-19 pandemics. Inspired by the strong association between public search behavior and hospitalization admission, we extended previously-proposed influenza tracking model, ARGO (AutoRegression with GOogle search data), to predict future 2-week national and state-level COVID-19 new hospital admissions. Leveraging the COVID-19 related time series information and Google search data, our method is able to robustly capture new COVID-19 variants' surges, and self-correct at both national and state level. Based on our retrospective out-of-sample evaluation over 12-month comparison period, our method achieves on average 15\% error reduction over the best alternative models collected from COVID-19 forecast hub. Overall, we showed that our method is flexible, self-correcting, robust, accurate, and interpretable, making it a potentially powerful tool to assist health-care officials and decision making for the current and future infectious disease outbreak.

MLMay 31, 2021
Early Detection of COVID-19 Hotspots Using Spatio-Temporal Data

Shixiang Zhu, Alexander Bukharin, Liyan Xie et al.

Recently, the Centers for Disease Control and Prevention (CDC) has worked with other federal agencies to identify counties with increasing coronavirus disease 2019 (COVID-19) incidence (hotspots) and offers support to local health departments to limit the spread of the disease. Understanding the spatio-temporal dynamics of hotspot events is of great importance to support policy decisions and prevent large-scale outbreaks. This paper presents a spatio-temporal Bayesian framework for early detection of COVID-19 hotspots (at the county level) in the United States. We assume both the observed number of cases and hotspots depend on a class of latent random variables, which encode the underlying spatio-temporal dynamics of the transmission of COVID-19. Such latent variables follow a zero-mean Gaussian process, whose covariance is specified by a non-stationary kernel function. The most salient feature of our kernel function is that deep neural networks are introduced to enhance the model's representative power while still enjoying the interpretability of the kernel. We derive a sparse model and fit the model using a variational learning strategy to circumvent the computational intractability for large data sets. Our model demonstrates better interpretability and superior hotspot-detection performance compared to other baseline methods.

MLMay 27, 2021
MAGI-X: Manifold-Constrained Gaussian Process Inference for Unknown System Dynamics

Chaofan Huang, Simin Ma, Shihao Yang

Ordinary differential equations (ODEs), commonly used to characterize the dynamic systems, are difficult to propose in closed-form for many complicated scientific applications, even with the help of domain expert. We propose a fast and accurate data-driven method, MAGI-X, to learn the unknown dynamic from the observation data in a non-parametric fashion, without the need of any domain knowledge. Unlike the existing methods that mainly rely on the costly numerical integration, MAGI-X utilizes the powerful functional approximator of neural network to learn the unknown nonlinear dynamic within the MAnifold-constrained Gaussian process Inference (MAGI) framework that completely circumvents the numerical integration. Comparing against the state-of-the-art methods on three realistic examples, MAGI-X achieves competitive accuracy in both fitting and forecasting while only taking a fraction of computational time. Moreover, MAGI-X provides practical solution for the inference of partial observed systems, which no previous method is able to handle.

LGMay 3, 2021
COUnty aggRegation mixup AuGmEntation (COURAGE) COVID-19 Prediction

Siawpeng Er, Shihao Yang, Tuo Zhao

The global spread of COVID-19, the disease caused by the novel coronavirus SARS-CoV-2, has cast a significant threat to mankind. As the COVID-19 situation continues to evolve, predicting localized disease severity is crucial for advanced resource allocation. This paper proposes a method named COURAGE (COUnty aggRegation mixup AuGmEntation) to generate a short-term prediction of 2-week-ahead COVID-19 related deaths for each county in the United States, leveraging modern deep learning techniques. Specifically, our method adopts a self-attention model from Natural Language Processing, known as the transformer model, to capture both short-term and long-term dependencies within the time series while enjoying computational efficiency. Our model fully utilizes publicly available information of COVID-19 related confirmed cases, deaths, community mobility trends and demographic information, and can produce state-level prediction as an aggregation of the corresponding county-level predictions. Our numerical experiments demonstrate that our model achieves the state-of-the-art performance among the publicly available benchmark models.

APMay 5, 2015
Accurate estimation of influenza epidemics using Google search data via ARGO

Shihao Yang, Mauricio Santillana, S. C. Kou

Accurate real-time tracking of influenza outbreaks helps public health officials make timely and meaningful decisions that could save lives. We propose an influenza tracking model, ARGO (AutoRegression with GOogle search data), that uses publicly available online search data. In addition to having a rigorous statistical foundation, ARGO outperforms all previously available Google-search-based tracking models, including the latest version of Google Flu Trends, even though it uses only low-quality search data as input from publicly available Google Trends and Google Correlate websites. ARGO not only incorporates the seasonality in influenza epidemics but also captures changes in people's online search behavior over time. ARGO is also flexible, self-correcting, robust, and scalable, making it a potentially powerful tool that can be used for real-time tracking of other social events at multiple temporal and spatial resolutions.