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Mobile health leverages personalized, contextually-tailored interventions optimized through bandit and reinforcement learning algorithms. Despite its promise, challenges like participant heterogeneity, nonstationarity, and nonlinearity in rewards hinder algorithm performance. We propose a robust contextual bandit algorithm, termed "DML-TS-NNR", that simultaneously addresses these challenges via (1) modeling the differential reward with user- and time-specific incidental parameters, (2) network cohesion penalties, and (3) debiased machine learning for flexible estimation of baseline rewards. We establish a high-probability regret bound that depends solely on the dimension of the differential reward model. This feature enables us to achieve robust regret bounds even when the baseline reward is highly complex. We demonstrate the superior performance of the DML-TS-NNR algorithm in a simulation and two off-policy evaluation studies.

The success of self-supervised contrastive learning hinges on identifying positive data pairs, such that when they are pushed together in embedding space, the space encodes useful information for subsequent downstream tasks. Constructing positive pairs is non-trivial as the pairing must be similar enough to reflect a shared semantic meaning, but different enough to capture within-class variation. Classical approaches in vision use augmentations to exploit well-established invariances to construct positive pairs, but invariances in the time-series domain are much less obvious. In our work, we propose a novel method of using a learned measure for identifying positive pairs. Our Retrieval-Based Reconstruction (REBAR) measure measures the similarity between two sequences as the reconstruction error that results from reconstructing one sequence with retrieved information from the other. Then, if the two sequences have high REBAR similarity, we label them as a positive pair. Through validation experiments, we show that the REBAR error is a predictor of mutual class membership. Once integrated into a contrastive learning framework, our REBAR method learns an embedding that achieves state-of-the-art performance on downstream tasks across various modalities., Comment: ICLR 2024 | Code available at: https://github.com/maxxu05/rebar

Second order stochastic optimizers allow parameter update step size and direction to adapt to loss curvature, but have traditionally required too much memory and compute for deep learning. Recently, Shampoo [Gupta et al., 2018] introduced a Kronecker factored preconditioner to reduce these requirements: it is used for large deep models [Anil et al., 2020] and in production [Anil et al., 2022]. However, it takes inverse matrix roots of ill-conditioned matrices. This requires 64-bit precision, imposing strong hardware constraints. In this paper, we propose a novel factorization, Kronecker Approximation-Domination (KrAD). Using KrAD, we update a matrix that directly approximates the inverse empirical Fisher matrix (like full matrix AdaGrad), avoiding inversion and hence 64-bit precision. We then propose KrADagrad$^\star$, with similar computational costs to Shampoo and the same regret. Synthetic ill-conditioned experiments show improved performance over Shampoo for 32-bit precision, while for several real datasets we have comparable or better generalization., Comment: Accepted in "Uncertainty in Artificial Intelligence" (2023)

Toeplitz Neural Networks (TNNs) (Qin et. al. 2023) are a recent sequence model with impressive results. They require O(n log n) computational complexity and O(n) relative positional encoder (RPE) multi-layer perceptron (MLP) and decay bias calls. We aim to reduce both. We first note that the RPE is a non-SPD (symmetric positive definite) kernel and the Toeplitz matrices are pseudo-Gram matrices. Further 1) the learned kernels display spiky behavior near the main diagonals with otherwise smooth behavior; 2) the RPE MLP is slow. For bidirectional models, this motivates a sparse plus low-rank Toeplitz matrix decomposition. For the sparse component's action, we do a small 1D convolution. For the low rank component, we replace the RPE MLP with linear interpolation and use asymmetric Structured Kernel Interpolation (SKI) (Wilson et. al. 2015) for O(n) complexity: we provide rigorous error analysis. For causal models, "fast" causal masking (Katharopoulos et. al. 2020) negates SKI's benefits. Working in the frequency domain, we avoid an explicit decay bias. To enforce causality, we represent the kernel via the real part of its frequency response using the RPE and compute the imaginary part via a Hilbert transform. This maintains O(n log n) complexity but achieves an absolute speedup. Modeling the frequency response directly is also competitive for bidirectional training, using one fewer FFT. We set a speed state of the art on Long Range Arena (Tay et. al. 2020) with minimal score degradation., Comment: Submitted to Neurips 2023

The promise of Mobile Health (mHealth) is the ability to use wearable sensors to monitor participant physiology at high frequencies during daily life to enable temporally-precise health interventions. However, a major challenge is frequent missing data. Despite a rich imputation literature, existing techniques are ineffective for the pulsative signals which comprise many mHealth applications, and a lack of available datasets has stymied progress. We address this gap with PulseImpute, the first large-scale pulsative signal imputation challenge which includes realistic mHealth missingness models, an extensive set of baselines, and clinically-relevant downstream tasks. Our baseline models include a novel transformer-based architecture designed to exploit the structure of pulsative signals. We hope that PulseImpute will enable the ML community to tackle this significant and challenging task., Comment: NeurIPS 2022 | Code available at: https://github.com/rehg-lab/pulseimpute | Data available at: https://doi.org/10.5281/zenodo.7129964

This is the Snowmass2021 Energy Frontier (EF) Beyond the Standard Model (BSM) report. It combines the EF topical group reports of EF08 (Model-specific explorations), EF09 (More general explorations), and EF10 (Dark Matter at Colliders). The report includes a general introduction to BSM motivations and the comparative prospects for proposed future experiments for a broad range of potential BSM models and signatures, including compositeness, SUSY, leptoquarks, more general new bosons and fermions, long-lived particles, dark matter, charged-lepton flavor violation, and anomaly detection., Comment: 108 pages + 38 pages references and appendix, 37 figures, Report of the Topical Group on Beyond the Standard Model Physics at Energy Frontier for Snowmass 2021. The first nine authors are the Conveners, with Contributions from the other authors

The search for dark matter is one of the main science drivers of the particle and astroparticle physics communities. Determining the nature of dark matter will require a broad approach, with a range of experiments pursuing different experimental hypotheses. Within this search program, collider experiments provide insights on dark matter which are complementary to direct/indirect detection experiments and to astrophysical evidence. To compare results from a wide variety of experiments, a common theoretical framework is required. The ATLAS and CMS experiments have adopted a set of simplified models which introduce two new particles, a dark matter particle and a mediator, and whose interaction strengths are set by the couplings of the mediator. So far, the presentation of LHC and future hadron collider results has focused on four benchmark scenarios with specific coupling values within these simplified models. In this work, we describe ways to extend those four benchmark scenarios to arbitrary couplings, and release the corresponding code for use in further studies. This will allow for more straightforward comparison of collider searches to accelerator experiments that are sensitive to smaller couplings, such as those for the US Community Study on the Future of Particle Physics (Snowmass 2021), and will give a more complete picture of the coupling dependence of dark matter collider searches when compared to direct and indirect detection searches. By using semi-analytical methods to rescale collider limits, we drastically reduce the computing resources needed relative to traditional approaches based on the generation of additional simulated signal samples.

Attention mechanisms take an expectation of a data representation with respect to probability weights. This creates summary statistics that focus on important features. Recently, (Martins et al. 2020, 2021) proposed continuous attention mechanisms, focusing on unimodal attention densities from the exponential and deformed exponential families: the latter has sparse support. (Farinhas et al. 2021) extended this to use Gaussian mixture attention densities, which are a flexible class with dense support. In this paper, we extend this to two general flexible classes: kernel exponential families and our new sparse counterpart kernel deformed exponential families. Theoretically, we show new existence results for both kernel exponential and deformed exponential families, and that the deformed case has similar approximation capabilities to kernel exponential families. Experiments show that kernel deformed exponential families can attend to multiple compact regions of the data domain.

Ecological Momentary Assessments (EMAs) are an important psychological data source for measuring current cognitive states, affect, behavior, and environmental factors from participants in mobile health (mHealth) studies and treatment programs. Non-response, in which participants fail to respond to EMA prompts, is an endemic problem. The ability to accurately predict non-response could be utilized to improve EMA delivery and develop compliance interventions. Prior work has explored classical machine learning models for predicting non-response. However, as increasingly large EMA datasets become available, there is the potential to leverage deep learning models that have been effective in other fields. Recently, transformer models have shown state-of-the-art performance in NLP and other domains. This work is the first to explore the use of transformers for EMA data analysis. We address three key questions in applying transformers to EMA data: 1. Input representation, 2. encoding temporal information, 3. utility of pre-training on improving downstream prediction task performance. The transformer model achieves a non-response prediction AUC of 0.77 and is significantly better than classical ML and LSTM-based deep learning models. We will make our a predictive model trained on a corpus of 40K EMA samples freely-available to the research community, in order to facilitate the development of future transformer-based EMA analysis works.

The Continuous-Time Hidden Markov Model (CT-HMM) is an attractive approach to modeling disease progression due to its ability to describe noisy observations arriving irregularly in time. However, the lack of an efficient parameter learning algorithm for CT-HMM restricts its use to very small models or requires unrealistic constraints on the state transitions. In this paper, we present the first complete characterization of efficient EM-based learning methods for CT-HMM models, as well as the first solution to decoding the optimal state transition sequence and the corresponding state dwelling time. We show that EM-based learning consists of two challenges: the estimation of posterior state probabilities and the computation of end-state conditioned statistics. We solve the first challenge by reformulating the estimation problem as an equivalent discrete time-inhomogeneous hidden Markov model. The second challenge is addressed by adapting three distinct approaches from the continuous time Markov chain (CTMC) literature to the CT-HMM domain. Additionally, we further improve the efficiency of the most efficient method by a factor of the number of states. Then, for decoding, we incorporate a state-of-the-art method from the (CTMC) literature, and extend the end-state conditioned optimal state sequence decoding to the CT-HMM case with the computation of the expected state dwelling time. We demonstrate the use of CT-HMMs with more than 100 states to visualize and predict disease progression using a glaucoma dataset and an Alzheimer's disease dataset, and to decode and visualize the most probable state transition trajectory for individuals on the glaucoma dataset, which helps to identify progressing phenotypes in a comprehensive way. Finally, we apply the CT-HMM modeling and decoding strategy to investigate the progression of language acquisition and development.

Panel count data describes aggregated counts of recurrent events observed at discrete time points. To understand dynamics of health behaviors, the field of quantitative behavioral research has evolved to increasingly rely upon panel count data collected via multiple self reports, for example, about frequencies of smoking using in-the-moment surveys on mobile devices. However, missing reports are common and present a major barrier to downstream statistical learning. As a first step, under a missing completely at random assumption (MCAR), we propose a simple yet widely applicable functional EM algorithm to estimate the counting process mean function, which is of central interest to behavioral scientists. The proposed approach wraps several popular panel count inference methods, seamlessly deals with incomplete counts and is robust to misspecification of the Poisson process assumption. Theoretical analysis of the proposed algorithm provides finite-sample guarantees by expanding parametric EM theory to our general non-parametric setting. We illustrate the utility of the proposed algorithm through numerical experiments and an analysis of smoking cessation data. We also discuss useful extensions to address deviations from the MCAR assumption and covariate effects., Comment: 25 pages

Approximate Bayesian Computation (ABC) is a framework for performing likelihood-free posterior inference for simulation models. Stochastic Variational inference (SVI) is an appealing alternative to the inefficient sampling approaches commonly used in ABC. However, SVI is highly sensitive to the variance of the gradient estimators, and this problem is exacerbated by approximating the likelihood. We draw upon recent advances in variance reduction for SV and likelihood-free inference using deterministic simulations to produce low variance gradient estimators of the variational lower-bound. By then exploiting automatic differentiation libraries we can avoid nearly all model-specific derivations. We demonstrate performance on three problems and compare to existing SVI algorithms. Our results demonstrate the correctness and efficiency of our algorithm.

We study transport at finite bias, i.e. beyond the linear regime, through two interacting resonant levels connected by a Fermi sea, by means of time-dependent density matrix renormalization group. We first consider methodological issues, like the protocol that leads to a current-currying state and the characterization of the steady state. At finite sizes both the current and the occupations of the interacting levels oscillate as a function of time. We determine the amplitude and period of such oscillations as a function of bias. We find that the occupations on the two dots oscillate with a relative phase which depends on the distance between the impurities and on the Fermi momentum of the Fermi sea, as expected for RKKY interactions. Also the approximant to the steady-state current displays oscillations as a function of the distance between the impurities. Such a behavior can be explained by resonances in the free case. We then discuss the incidence of interaction on such a behavior. We conclude by showing the effect of the bias on the current, making connection with the one-impurity case., Comment: 11 pages, 17 figures, revised version, accepted for publication in Phys. Rev. B

We examine the ground-state phase diagram of the t-J model in one dimension by means of the Density Matrix Renormalization Group. This model is characterized by a rich phase diagram as a function of the exchange interaction J and the density n, displaying Luttinger-liquid (LL) behavior both of repulsive and attractive (i.e. superconducting) nature, a spin-gap phase, and phase-separation. The phase boundaries separating the repulsive from the attractive LL phase as J is increased, and also the boundaries of the spin-gap region at low densities, and phase-separation at even larger J, are determined on the basis of correlation functions and energy-gaps. In particular, we shed light on a contradiction between variational and renormalization-group (RG) results about the extent of the spin-gap phase, that results larger than the variational but smaller than the RG one. Furthermore, we show that the spin gap can reach a sizable value (~ 0.1 t) at low enough filling, such that preformed pairs should be observable at temperatures below these energy scales. No evidence for a phase with clustering of more than two particles is found on approaching phase separation., Comment: 14 pages

The pharmacovigilance databases consist of several case reports involving drugs and adverse events (AEs). Some methods are applied consistently to highlight all signals, i.e. all statistically significant associations between a drug and an AE. These methods are appropriate for verification of more complex relationships involving one or several drug(s) and AE(s) (e.g; syndromes or interactions) but do not address the identification of them. We propose a method for the extraction of these relationships based on Formal Concept Analysis (FCA) associated with disproportionality measures. This method identifies all sets of drugs and AEs which are potential signals, syndromes or interactions. Compared to a previous experience of disproportionality analysis without FCA, the addition of FCA was more efficient for identifying false positives related to concomitant drugs.