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It is critically important to detect the content of liver fat as it is related to cardiac complications and cardiovascular disease mortality. However, existing methods are either associated with high cost and/or medical complications (e.g., liver biopsy, imaging technology) or only roughly estimate the grades of steatosis. In this paper, we propose a deep neural network to estimate the percentage of liver fat using only body shapes. The proposed is composed of a flexible baseline network and a lightweight Attention module. The attention module is trained to generate discriminative and diverse features which significant improve the performance. In order to validate the method, we perform extensive tests on the public medical dataset. The results verify that our proposed method yields state-of-the-art performance with Root mean squared error (RMSE) of 5.26% and R-Squared value over 0.8. It offers an accurate and more accessible assessment of hepatic steatosis.

Applying iterative solvers on sparsity-constrained optimization (SCO) requires tedious mathematical deduction and careful programming/debugging that hinders these solvers' broad impact. In the paper, the library skscope is introduced to overcome such an obstacle. With skscope, users can solve the SCO by just programming the objective function. The convenience of skscope is demonstrated through two examples in the paper, where sparse linear regression and trend filtering are addressed with just four lines of code. More importantly, skscope's efficient implementation allows state-of-the-art solvers to quickly attain the sparse solution regardless of the high dimensionality of parameter space. Numerical experiments reveal the available solvers in skscope can achieve up to 80x speedup on the competing relaxation solutions obtained via the benchmarked convex solver. skscope is published on the Python Package Index (PyPI) and Conda, and its source code is available at: https://github.com/abess-team/skscope., Comment: 4 pages;add experiment

We study treatment effect estimation with functional treatments where the average potential outcome functional is a function of functions, in contrast to continuous treatment effect estimation where the target is a function of real numbers. By considering a flexible scalar-on-function marginal structural model, a weight-modified kernel ridge regression (WMKRR) is adopted for estimation. The weights are constructed by directly minimizing the uniform balancing error resulting from a decomposition of the WMKRR estimator, instead of being estimated under a particular treatment selection model. Despite the complex structure of the uniform balancing error derived under WMKRR, finite-dimensional convex algorithms can be applied to efficiently solve for the proposed weights thanks to a representer theorem. The optimal convergence rate is shown to be attainable by the proposed WMKRR estimator without any smoothness assumption on the true weight function. Corresponding empirical performance is demonstrated by a simulation study and a real data application.

The additive model is a popular nonparametric regression method due to its ability to retain modeling flexibility while avoiding the curse of dimensionality. The backfitting algorithm is an intuitive and widely used numerical approach for fitting additive models. However, its application to large datasets may incur a high computational cost and is thus infeasible in practice. To address this problem, we propose a novel approach called independence-encouraging subsampling (IES) to select a subsample from big data for training additive models. Inspired by the minimax optimality of an orthogonal array (OA) due to its pairwise independent predictors and uniform coverage for the range of each predictor, the IES approach selects a subsample that approximates an OA to achieve the minimax optimality. Our asymptotic analyses demonstrate that an IES subsample converges to an OA and that the backfitting algorithm over the subsample converges to a unique solution even if the predictors are highly dependent in the original big data. The proposed IES method is also shown to be numerically appealing via simulations and a real data application.

We study the problem of off-policy evaluation (OPE) for episodic Partially Observable Markov Decision Processes (POMDPs) with continuous states. Motivated by the recently proposed proximal causal inference framework, we develop a non-parametric identification result for estimating the policy value via a sequence of so-called V-bridge functions with the help of time-dependent proxy variables. We then develop a fitted-Q-evaluation-type algorithm to estimate V-bridge functions recursively, where a non-parametric instrumental variable (NPIV) problem is solved at each step. By analyzing this challenging sequential NPIV problem, we establish the finite-sample error bounds for estimating the V-bridge functions and accordingly that for evaluating the policy value, in terms of the sample size, length of horizon and so-called (local) measure of ill-posedness at each step. To the best of our knowledge, this is the first finite-sample error bound for OPE in POMDPs under non-parametric models.