اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدSimulating time to event prediction with spatiotemporal echocardiography deep learning
77
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
Integrating methods for time-to-event prediction with diagnostic imaging modalities is of considerable interest, as accurate estimates of survival requires accounting for censoring of individuals within the observation period. New methods for time-to-event prediction have been developed by extending the cox-proportional hazards model with neural networks. In this paper, to explore the feasibility of these methods when applied to deep learning with echocardiography videos, we utilize the Stanford EchoNet-Dynamic dataset with over 10,000 echocardiograms, and generate simulated survival datasets based on the expert annotated ejection fraction readings. By training on just the simulated survival outcomes, we show that spatiotemporal convolutional neural networks yield accurate survival estimates.
قيم البحث
اقرأ أيضاً
Unlike conventional frame-based sensors, event-based visual sensors output information through spikes at a high temporal resolution. By only encoding changes in pixel intensity, they showcase a low-power consuming, low-latency approach to visual info
rmation sensing. To use this information for higher sensory tasks like object recognition and tracking, an essential simplification step is the extraction and learning of features. An ideal feature descriptor must be robust to changes involving (i) local transformations and (ii) re-appearances of a local event pattern. To that end, we propose a novel spatiotemporal feature representation learning algorithm based on slow feature analysis (SFA). Using SFA, smoothly changing linear projections are learnt which are robust to local visual transformations. In order to determine if the features can learn to be invariant to various visual transformations, feature point tracking tasks are used for evaluation. Extensive experiments across two datasets demonstrate the adaptability of the spatiotemporal feature learner to translation, scaling and rotational transformations of the feature points. More importantly, we find that the obtained feature representations are able to exploit the high temporal resolution of such event-based cameras in generating better feature tracks.
Recurrent neural network based solutions are increasingly being used in the analysis of longitudinal Electronic Health Record data. However, most works focus on prediction accuracy and neglect prediction uncertainty. We propose Deep Kernel Accelerate
d Failure Time models for the time-to-event prediction task, enabling uncertainty-awareness of the prediction by a pipeline of a recurrent neural network and a sparse Gaussian Process. Furthermore, a deep metric learning based pre-training step is adapted to enhance the proposed model. Our model shows better point estimate performance than recurrent neural network based baselines in experiments on two real-world datasets. More importantly, the predictive variance from our model can be used to quantify the uncertainty estimates of the time-to-event prediction: Our model delivers better performance when it is more confident in its prediction. Compared to related methods, such as Monte Carlo Dropout, our model offers better uncertainty estimates by leveraging an analytical solution and is more computationally efficient.
Event cameras are novel sensors that perceive the per-pixel intensity changes and output asynchronous event streams with high dynamic range and less motion blur. It has been shown that events alone can be used for end-task learning, eg, semantic segm
entation, based on encoder-decoder-like networks. However, as events are sparse and mostly reflect edge information, it is difficult to recover original details merely relying on the decoder. Moreover, most methods resort to pixel-wise loss alone for supervision, which might be insufficient to fully exploit the visual details from sparse events, thus leading to less optimal performance. In this paper, we propose a simple yet flexible two-stream framework named Dual Transfer Learning (DTL) to effectively enhance the performance on the end-tasks without adding extra inference cost. The proposed approach consists of three parts: event to end-task learning (EEL) branch, event to image translation (EIT) branch, and transfer learning (TL) module that simultaneously explores the feature-level affinity information and pixel-level knowledge from the EIT branch to improve the EEL branch. This simple yet novel method leads to strong representation learning from events and is evidenced by the significant performance boost on the end-tasks such as semantic segmentation and depth estimation.
Predicting traffic conditions from online route queries is a challenging task as there are many complicated interactions over the roads and crowds involved. In this paper, we intend to improve traffic prediction by appropriate integration of three ki
nds of implicit but essential factors encoded in auxiliary information. We do this within an encoder-decoder sequence learning framework that integrates the following data: 1) offline geographical and social attributes. For example, the geographical structure of roads or public social events such as national celebrations; 2) road intersection information. In general, traffic congestion occurs at major junctions; 3) online crowd queries. For example, when many online queries issued for the same destination due to a public performance, the traffic around the destination will potentially become heavier at this location after a while. Qualitative and quantitative experiments on a real-world dataset from Baidu have demonstrated the effectiveness of our framework.
Time series forecasting is essential for decision making in many domains. In this work, we address the challenge of predicting prices evolution among multiple potentially interacting financial assets. A solution to this problem has obvious importance
for governments, banks, and investors. Statistical methods such as Auto Regressive Integrated Moving Average (ARIMA) are widely applied to these problems. In this paper, we propose to approach economic time series forecasting of multiple financial assets in a novel way via video prediction. Given past prices of multiple potentially interacting financial assets, we aim to predict the prices evolution in the future. Instead of treating the snapshot of prices at each time point as a vector, we spatially layout these prices in 2D as an image, such that we can harness the power of CNNs in learning a latent representation for these financial assets. Thus, the history of these prices becomes a sequence of images, and our goal becomes predicting future images. We build on a state-of-the-art video prediction method for forecasting future images. Our experiments involve the prediction task of the price evolution of nine financial assets traded in U.S. stock markets. The proposed method outperforms baselines including ARIMA, Prophet, and variations of the proposed method, demonstrating the benefits of harnessing the power of CNNs in the problem of economic time series forecasting.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
