Osamu Komori

A boosting method for maximizing the partial area under the ROC curve

BackgroundThe receiver operating characteristic (ROC) curve is a fundamental tool to assess the discriminant performance for not only a single marker but also a score function combining multiple markers. The area under the ROC curve (AUC) for a score function measures the intrinsic ability for the score function to discriminate between the controls and cases. Recently, the partial AUC (pAUC) has been paid more attention than the AUC, because a suitable range of the false positive rate can be focused according to various clinical situations. However, existing pAUC-based methods only handle a few markers and do not take nonlinear combination of markers into consideration.ResultsWe have developed a new statistical method that focuses on the pAUC based on a boosting technique. The markers are combined componentially for maximizing the pAUC in the boosting algorithm using natural cubic splines or decision stumps (single-level decision trees), according to the values of markers (continuous or discrete). We show that the resulting score plots are useful for understanding how each marker is associated with the outcome variable. We compare the performance of the proposed boosting method with those of other existing methods, and demonstrate the utility using real data sets. As a result, we have much better discrimination performances in the sense of the pAUC in both simulation studies and real data analysis.ConclusionsThe proposed method addresses how to combine the markers after a pAUC-based filtering procedure in high dimensional setting. Hence, it provides a consistent way of analyzing data based on the pAUC from maker selection to marker combination for discrimination problems. The method can capture not only linear but also nonlinear association between the outcome variable and the markers, about which the nonlinearity is known to be necessary in general for the maximization of the pAUC. The method also puts importance on the accuracy of classification performance as well as interpretability of the association, by offering simple and smooth resultant score plots for each marker.

Spontaneous clustering via minimum gamma-divergence

We propose a new method for clustering based on local minimization of the gamma-divergence, which we call spontaneous clustering. The greatest advantage of the proposed method is that it automatically detects the number of clusters that adequately reflect the data structure. In contrast, existing methods, such as K-means, fuzzy c-means, or model-based clustering need to prescribe the number of clusters. We detect all the local minimum points of the gamma-divergence, by which we define the cluster centers. A necessary and sufficient condition for the gamma-divergence to have local minimum points is also derived in a simple setting. Applications to simulated and real data are presented to compare the proposed method with existing ones.

Projective Power Entropy and Maximum Tsallis Entropy Distributions

We discuss a one-parameter family of generalized cross entropy between two distributions with the power index, called the projective power entropy. The cross entropy is essentially reduced to the Tsallis entropy if two distributions are taken to be equal. Statistical and probabilistic properties associated with the projective power entropy are extensively investigated including a characterization problem of which conditions uniquely determine the projective power entropy up to the power index. A close relation of the entropy with the Lebesgue space Lp and the dual Lq is explored, in which the escort distribution associates with an interesting property. When we consider maximum Tsallis entropy distributions under the constraints of the mean vector and variance matrix, the model becomes a multivariate q-Gaussian model with elliptical contours, including a Gaussian and t-distribution model. We discuss the statistical estimation by minimization of the empirical loss associated with the projective power entropy. It is shown that the minimum loss estimator for the mean vector and variance matrix under the maximum entropy model are the sample mean vector and the sample variance matrix. The escort distribution of the maximum entropy distribution plays the key role for the derivation.

An asymmetric logistic regression model for ecological data

Summary Binary data are popular in ecological and environmental studies; however, due to various uncertainties and complexities present in data sets, the standard generalized linear model with a binomial error distribution often demonstrates insufficient predictive performance when analysing binary and proportional data. To address this difficulty, we propose an asymmetric logistic regression model that uses a new parameter to account for data complexity. We observe that this parameter controls the models asymmetry and is important for adjusting the weights associated with observed data in order to improve model fitting. This model includes the ordinary logistic regression model as a special case. It is easily implemented using a slight modification of glm or glmer in statistical software R. Simulation studies suggest that our new approach outperforms a traditional approach in terms of both predictive accuracy and variable selection. In a case study involving fisheries data, we found that the annual catch amount had a greater impact on stock status prediction, and improved predictive capability was supported with a smaller AIC compared to a generalized linear model. In summary, our method can enhance the applicability of a generalized linear model to various ecological problems using a slight modification, and significantly improves model fitting and model selection.

Duality of Maximum Entropy and Minimum Divergence

We discuss a special class of generalized divergence measures by the use of generator functions. Any divergence measure in the class is separated into the difference between cross and diagonal entropy. The diagonal entropy measure in the class associates with a model of maximum entropy distributions; the divergence measure leads to statistical estimation via minimization, for arbitrarily giving a statistical model. The dualistic relationship between the maximum entropy model and the minimum divergence estimation is explored in the framework of information geometry. The model of maximum entropy distributions is characterized to be totally geodesic with respect to the linear connection associated with the divergence. A natural extension for the classical theory for the maximum likelihood method under the maximum entropy model in terms of the Boltzmann-Gibbs-Shannon entropy is given. We discuss the duality in detail for Tsallis entropy as a typical example.

An extension of the receiver operating characteristic curve and auc-optimal classification

While most proposed methods for solving classification problems focus on minimization of the classification error rate, we are interested in the receiver operating characteristic (ROC) curve, which provides more information about classification performance than the error rate does. The area under the ROC curve (AUC) is a natural measure for overall assessment of a classifier based on the ROC curve. We discuss a class of concave functions for AUC maximization in which a boosting-type algorithm including RankBoost is considered, and the Bayesian risk consistency and the lower bound of the optimum function are discussed. A procedure derived by maximizing a specific optimum function has high robustness, based on gross error sensitivity. Additionally, we focus on the partial AUC, which is the partial area under the ROC curve. For example, in medical screening, a high true-positive rate to the fixed lower false-positive rate is preferable and thus the partial AUC corresponding to lower false-positive rates is much more important than the remaining AUC. We extend the class of concave optimum functions for partial AUC optimality with the boosting algorithm. We investigated the validity of the proposed method through several experiments with data sets in the UCI repository.

Path Connectedness on a Space of Probability Density Functions

We introduce a class of paths or one-parameter models connecting arbitrary two probability density functions (pdf’s). The class is derived by employing the Kolmogorov-Nagumo average between the two pdf’s. There is a variety of such path connectedness on the space of pdf’s since the Kolmogorov-Nagumo average is applicable for any convex and strictly increasing function. The information geometric insight is provided for understanding probabilistic properties for statistical methods associated with the path connectedness. The one-parameter model is extended to a multidimensional model, on which the statistical inference is characterized by sufficient statistics.

Robust Independent Component Analysis via Minimum

Independent component analysis (ICA) has been shown to be useful in many applications. However, most ICA methods are sensitive to data contamination. In this article we introduce a general minimum U-divergence framework for ICA, which covers some standard ICA methods as special cases. Within the U-family we further focus on the γ-divergence due to its desirable property of super robustness for outliers, which gives the proposed method γ-ICA. Statistical properties and technical conditions for recovery consistency of γ-ICA are studied. In the limiting case, it improves the recovery condition of MLE-ICA known in the literature by giving necessary and sufficient condition. Since the parameter of interest in γ-ICA is an orthogonal matrix, a geometrical algorithm based on gradient flows on special orthogonal group is introduced. Furthermore, a data-driven selection for the γ value, which is critical to the achievement of γ-ICA, is developed. The performance, especially the robustness, of γ-ICA is demonstrated through experimental studies using simulated data and image data.

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In genome-wide interaction studies, to detect gene-gene interactions, most methods are divided into two folds: single nucleotide polymorphisms (SNP) based and gene-based methods. Basically, the methods based on the gene are more effective than the methods based on a single SNP. Recent years, the kernel canonical correlation analysis (Classical kernel CCA) based U statistic (KCCU) has been proposed to detect the nonlinear relationship between genes. To estimate the variance in KCCU, they have used resampling based methods which are highly computationally intensive. In addition, classical kernel CCA is not robust to contaminated data. We, therefore, first discuss robust kernel mean element, the robust kernel covariance, and cross-covariance operators. Second, we propose a method based on influence function to estimate the variance of the KCCU. Third, we propose a nonparametric robust KCCU method based on robust kernel CCA, which is designed for contaminated data and less sensitive to noise than classical kernel CCA. Finally, we investigate the proposed methods to synthesized data and imaging genetic data set. Based on gene ontology and pathway analysis, the synthesized and genetics analysis demonstrate that the proposed robust method shows the superior performance of the state-of-the-art methods.

-Divergence Estimation

AbstractReproductive output is one of the central attributes of life history, and knowledge of age-specific reproduction can enhance the understanding of population performance and dynamics. Tardigrades are microscopic invertebrates that live in marine, freshwater and terrestrial ecosystems. While changes in fertility in relation to age are known to occur in other invertebrate groups, the subject has not been specifically addressed in tardigrades. The current study demonstrates for the first time the effect of lifespan and age on reproductive characteristics of the tardigrade species, Acutuncus antarcticus (Richters 1904), based on the observation of individuals over their entire lifespan under constant environment conditions in the laboratory. Clutch size of A. antarcticus fluctuated conspicuously throughout individual lifespans. Weak effects of age were observed on oviposition interval and hatching success, with the former increasing slightly and the latter decreasing slightly with age. Numbers of oviposition events and eggs produced per individual varied greatly and were correlated with lifespan. No significant relationships between clutch size, hatching time or hatching success with lifespan were detected. The majority of the individuals continued oviposition until shortly before death, with no suggestion of a post-reproductive lifespan. Our observations suggest that any decline in fertility with age in this species of tardigrade is minimal. The study provides new insight into the reproductive biology and ageing of invertebrate species.