Masaaki Takada

Masaaki Takada, Yutaka Hori, Shinji Hara

This paper is concerned with conditions for the existence of oscillations in gene regulatory networks with negative cyclic feedback, where time delays in transcription, translation and translocation process are explicitly considered. The primary goal of this paper is to propose systematic analysis tools that are useful for a broad class of cyclic gene regulatory networks, and to provide novel biological insights. To this end, we adopt a simplified model that is suitable for capturing the essence of a large class of gene regulatory networks. It is first shown that local instability of the unique equilibrium state results in oscillations based on a Poincare-Bendixson type theorem. Then, a graphical existence condition, which is equivalent to the local instability of a unique equilibrium, is derived. Based on the graphical condition, the existence condition is analytically presented in terms of biochemical parameters. This allows us to find the dimensionless parameters that primarily affect the existence of oscillations, and to provide biological insights. The analytic conditions and biological insights are illustrated with two existing biochemical networks, Repressilator and the Hes7 gene regulatory networks.

Masaaki Takada, Hironori Fujisawa

This paper presents a comprehensive exploration of the theoretical properties inherent in the Adaptive Lasso and the Transfer Lasso. The Adaptive Lasso, a well-established method, employs regularization divided by initial estimators and is characterized by asymptotic normality and variable selection consistency. In contrast, the recently proposed Transfer Lasso employs regularization subtracted by initial estimators with the demonstrated capacity to curtail non-asymptotic estimation errors. A pivotal question thus emerges: Given the distinct ways the Adaptive Lasso and the Transfer Lasso employ initial estimators, what benefits or drawbacks does this disparity confer upon each method? This paper conducts a theoretical examination of the asymptotic properties of the Transfer Lasso, thereby elucidating its differentiation from the Adaptive Lasso. Informed by the findings of this analysis, we introduce a novel method, one that amalgamates the strengths and compensates for the weaknesses of both methods. The paper concludes with validations of our theory and comparisons of the methods via simulation experiments.

Masaaki Takada, Hironori Fujisawa

Machine learning algorithms typically require abundant data under a stationary environment. However, environments are nonstationary in many real-world applications. Critical issues lie in how to effectively adapt models under an ever-changing environment. We propose a method for transferring knowledge from a source domain to a target domain via $\ell_1$ regularization. We incorporate $\ell_1$ regularization of differences between source parameters and target parameters, in addition to an ordinary $\ell_1$ regularization. Hence, our method yields sparsity for both the estimates themselves and changes of the estimates. The proposed method has a tight estimation error bound under a stationary environment, and the estimate remains unchanged from the source estimate under small residuals. Moreover, the estimate is consistent with the underlying function, even when the source estimate is mistaken due to nonstationarity. Empirical results demonstrate that the proposed method effectively balances stability and plasticity.

Masaaki Takada, Hironori Fujisawa, Takeichiro Nishikawa

Sparse regression such as the Lasso has achieved great success in handling high-dimensional data. However, one of the biggest practical problems is that high-dimensional data often contain large amounts of missing values. Convex Conditioned Lasso (CoCoLasso) has been proposed for dealing with high-dimensional data with missing values, but it performs poorly when there are many missing values, so that the high missing rate problem has not been resolved. In this paper, we propose a novel Lasso-type regression method for high-dimensional data with high missing rates. We effectively incorporate mean imputed covariance, overcoming its inherent estimation bias. The result is an optimally weighted modification of CoCoLasso according to missing ratios. We theoretically and experimentally show that our proposed method is highly effective even when there are many missing values.

Masaaki Takada, Taiji Suzuki, Hironori Fujisawa

Sparse regularization such as $\ell_1$ regularization is a quite powerful and widely used strategy for high dimensional learning problems. The effectiveness of sparse regularization has been supported practically and theoretically by several studies. However, one of the biggest issues in sparse regularization is that its performance is quite sensitive to correlations between features. Ordinary $\ell_1$ regularization can select variables correlated with each other, which results in deterioration of not only its generalization error but also interpretability. In this paper, we propose a new regularization method, "Independently Interpretable Lasso" (IILasso). Our proposed regularizer suppresses selecting correlated variables, and thus each active variable independently affects the objective variable in the model. Hence, we can interpret regression coefficients intuitively and also improve the performance by avoiding overfitting. We analyze theoretical property of IILasso and show that the proposed method is much advantageous for its sign recovery and achieves almost minimax optimal convergence rate. Synthetic and real data analyses also indicate the effectiveness of IILasso.