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We propose a deep generative approach using latent temporal processes for modeling and holistically analyzing complex disease trajectories, with a particular focus on Systemic Sclerosis (SSc). We aim to learn temporal latent representations of the underlying generative process that explain the observed patient disease trajectories in an interpretable and comprehensive way. To enhance the interpretability of these latent temporal processes, we develop a semi-supervised approach for disentangling the latent space using established medical knowledge. By combining the generative approach with medical definitions of different characteristics of SSc, we facilitate the discovery of new aspects of the disease. We show that the learned temporal latent processes can be utilized for further data analysis and clinical hypothesis testing, including finding similar patients and clustering SSc patient trajectories into novel sub-types. Moreover, our method enables personalized online monitoring and prediction of multivariate time series with uncertainty quantification., Comment: Accepted at Machine Learning for Healthcare 2024. arXiv admin note: substantial text overlap with arXiv:2311.08149

The identification of phenotypes within complex diseases or syndromes is a fundamental component of precision medicine, which aims to adapt healthcare to individual patient characteristics. Postoperative delirium (POD) is a complex neuropsychiatric condition with significant heterogeneity in its clinical manifestations and underlying pathophysiology. We hypothesize that POD comprises several distinct phenotypes, which cannot be directly observed in clinical practice. Identifying these phenotypes could enhance our understanding of POD pathogenesis and facilitate the development of targeted prevention and treatment strategies. In this paper, we propose an approach that combines supervised machine learning for personalized POD risk prediction with unsupervised clustering techniques to uncover potential POD phenotypes. We first demonstrate our approach using synthetic data, where we simulate patient cohorts with predefined phenotypes based on distinct sets of informative features. We aim to mimic any clinical disease with our synthetic data generation method. By training a predictive model and applying SHAP, we show that clustering patients in the SHAP feature importance space successfully recovers the true underlying phenotypes, outperforming clustering in the raw feature space. We then present a case study using real-world data from a cohort of elderly surgical patients. The results showcase the utility of our approach in uncovering clinically relevant subtypes of complex disorders like POD, paving the way for more precise and personalized treatment strategies.

AI-driven precision oncology has the transformative potential to reshape cancer treatment by leveraging the power of AI models to analyze the interaction between complex patient characteristics and their corresponding treatment outcomes. New technological platforms have facilitated the timely acquisition of multimodal data on tumor biology at an unprecedented resolution, such as single-cell multi-omics data, making this quality and quantity of data available for data-driven improved clinical decision-making. In this work, we propose a modular machine learning framework designed for personalized counterfactual cancer treatment suggestions based on an ensemble of machine learning experts trained on diverse multi-omics technologies. These specialized counterfactual experts per technology are consistently aggregated into a more powerful expert with superior performance and can provide both confidence and an explanation of its decision. The framework is tailored to address critical challenges inherent in data-driven cancer research, including the high-dimensional nature of the data, and the presence of treatment assignment bias in the retrospective observational data. The framework is showcased through comprehensive demonstrations using data from in-vitro and in-vivo treatment responses from a cohort of patients with ovarian cancer. Our method aims to empower clinicians with a reality-centric decision-support tool including probabilistic treatment suggestions with calibrated confidence and personalized explanations for tailoring treatment strategies to multi-omics characteristics of individual cancer patients., Comment: arXiv admin comment: This version has been removed by arXiv administrators as the submitter did not have the rights to agree to the license at the time of submission

In this paper, we propose a deep generative time series approach using latent temporal processes for modeling and holistically analyzing complex disease trajectories. We aim to find meaningful temporal latent representations of an underlying generative process that explain the observed disease trajectories in an interpretable and comprehensive way. To enhance the interpretability of these latent temporal processes, we develop a semi-supervised approach for disentangling the latent space using established medical concepts. By combining the generative approach with medical knowledge, we leverage the ability to discover novel aspects of the disease while integrating medical concepts into the model. We show that the learned temporal latent processes can be utilized for further data analysis and clinical hypothesis testing, including finding similar patients and clustering the disease into new sub-types. Moreover, our method enables personalized online monitoring and prediction of multivariate time series including uncertainty quantification. We demonstrate the effectiveness of our approach in modeling systemic sclerosis, showcasing the potential of our machine learning model to capture complex disease trajectories and acquire new medical knowledge., Comment: Extended Abstract presented at Machine Learning for Health (ML4H) symposium 2023, December 10th, 2023, New Orleans, United States, 23 pages

Irregular multivariate time series data is characterized by varying time intervals between consecutive observations of measured variables/signals (i.e., features) and varying sampling rates (i.e., recordings/measurement) across these features. Modeling time series while taking into account these irregularities is still a challenging task for machine learning methods. Here, we introduce TADA, a Two-stageAggregation process with Dynamic local Attention to harmonize time-wise and feature-wise irregularities in multivariate time series. In the first stage, the irregular time series undergoes temporal embedding (TE) using all available features at each time step. This process preserves the contribution of each available feature and generates a fixed-dimensional representation per time step. The second stage introduces a dynamic local attention (DLA) mechanism with adaptive window sizes. DLA aggregates time recordings using feature-specific windows to harmonize irregular time intervals capturing feature-specific sampling rates. Then hierarchical MLP mixer layers process the output of DLA through multiscale patching to leverage information at various scales for the downstream tasks. TADA outperforms state-of-the-art methods on three real-world datasets, including the latest MIMIC IV dataset, and highlights its effectiveness in handling irregular multivariate time series and its potential for various real-world applications., Comment: A short version of this paper has been accepted for presentation at the Findings of Machine Learning for Health (ML4H) 2023 conference

We propose a novel framework that combines deep generative time series models with decision theory for generating personalized treatment strategies. It leverages historical patient trajectory data to jointly learn the generation of realistic personalized treatment and future outcome trajectories through deep generative time series models. In particular, our framework enables the generation of novel multivariate treatment strategies tailored to the personalized patient history and trained for optimal expected future outcomes based on conditional expected utility maximization. We demonstrate our framework by generating personalized insulin treatment strategies and blood glucose predictions for hospitalized diabetes patients, showcasing the potential of our approach for generating improved personalized treatment strategies. Keywords: deep generative model, probabilistic decision support, personalized treatment generation, insulin and blood glucose prediction, Comment: Extended Abstract presented at Machine Learning for Health (ML4H) symposium 2023, December 10th, 2023, New Orleans, United States, 17 pages

Contrastive learning methods have shown an impressive ability to learn meaningful representations for image or time series classification. However, these methods are less effective for time series forecasting, as optimization of instance discrimination is not directly applicable to predicting the future state from the history context. Moreover, the construction of positive and negative pairs in current technologies strongly relies on specific time series characteristics, restricting their generalization across diverse types of time series data. To address these limitations, we propose SimTS, a simple representation learning approach for improving time series forecasting by learning to predict the future from the past in the latent space. SimTS does not rely on negative pairs or specific assumptions about the characteristics of the particular time series. Our extensive experiments on several benchmark time series forecasting datasets show that SimTS achieves competitive performance compared to existing contrastive learning methods. Furthermore, we show the shortcomings of the current contrastive learning framework used for time series forecasting through a detailed ablation study. Overall, our work suggests that SimTS is a promising alternative to other contrastive learning approaches for time series forecasting., Comment: 13 pages, 6 figures

Gaussian processes (GPs) are an important tool in machine learning and statistics with applications ranging from social and natural science through engineering. They constitute a powerful kernelized non-parametric method with well-calibrated uncertainty estimates, however, off-the-shelf GP inference procedures are limited to datasets with several thousand data points because of their cubic computational complexity. For this reason, many sparse GPs techniques have been developed over the past years. In this paper, we focus on GP regression tasks and propose a new approach based on aggregating predictions from several local and correlated experts. Thereby, the degree of correlation between the experts can vary between independent up to fully correlated experts. The individual predictions of the experts are aggregated taking into account their correlation resulting in consistent uncertainty estimates. Our method recovers independent Product of Experts, sparse GP and full GP in the limiting cases. The presented framework can deal with a general kernel function and multiple variables, and has a time and space complexity which is linear in the number of experts and data samples, which makes our approach highly scalable. We demonstrate superior performance, in a time vs. accuracy sense, of our proposed method against state-of-the-art GP approximation methods for synthetic as well as several real-world datasets with deterministic and stochastic optimization.

Sparse inducing points have long been a standard method to fit Gaussian processes to big data. In the last few years, spectral methods that exploit approximations of the covariance kernel have shown to be competitive. In this work we exploit a recently introduced orthogonally decoupled variational basis to combine spectral methods and sparse inducing points methods. We show that the method is competitive with the state-of-the-art on synthetic and on real-world data.

Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs to larger datasets, several sparse approximations based on so-called inducing points have been proposed in the literature. In this work we investigate the connection between a general class of sparse inducing point GP regression methods and Bayesian recursive estimation which enables Kalman Filter like updating for online learning. The majority of previous work has focused on the batch setting, in particular for learning the model parameters and the position of the inducing points, here instead we focus on training with mini-batches. By exploiting the Kalman filter formulation, we propose a novel approach that estimates such parameters by recursively propagating the analytical gradients of the posterior over mini-batches of the data. Compared to state of the art methods, our method keeps analytic updates for the mean and covariance of the posterior, thus reducing drastically the size of the optimization problem. We show that our method achieves faster convergence and superior performance compared to state of the art sequential Gaussian Process regression on synthetic GP as well as real-world data with up to a million of data samples.