Deep Metric Learning With Alternating Projections Onto Feasible Sets

Understanding the recognition of specific epitopes by cytotoxic T cells is a central problem in immunology. Although predicting binding between peptides and the class I Major Histocompatibility Complex (MHC) has had success, predicting interactions between T cell receptors (TCRs) and MHC class I-peptide complexes (pMHC) remains elusive. This paper utilizes a convolutional neural network model employing deep metric learning and multimodal learning to perform two critical tasks in TCR-epitope binding prediction: identifying the TCRs that bind a given epitope from a TCR repertoire, and identifying the binding epitope of a given TCR from a list of candidate epitopes. Our model can perform both tasks simultaneously and reveals that inconsistent preprocessing of TCR sequences can confound binding prediction. Applying a neural network interpretation method identifies key amino acid sequence patterns and positions within the TCR, important for binding specificity. Contrary to common assumption, known crystal structures of TCR-pMHC complexes show that the predicted salient amino acid positions are not necessarily the closest to the epitopes, implying that physical proximity may not be a good proxy for importance in determining TCR-epitope specificity. Our work thus provides an insight into the learned predictive features of TCR-epitope binding specificity and advances the associated classification tasks.

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A deep metric learning approach for weakly supervised loan default prediction1

Journal of Intelligent & Fuzzy Systems ◽

10.3233/jifs-189987 ◽

2021 ◽

pp. 1-13

Author(s):

Kai Zhuang ◽

Sen Wu ◽

Xiaonan Gao

Keyword(s):

Default Risk ◽

Metric Learning ◽

Real Life ◽

Risk Scores ◽

Loan Default ◽

Default Prediction ◽

Heterogeneous Features ◽

Deep Metric Learning ◽

Weakly Supervised ◽

Decision Boundaries

To deal with the systematic risk of financial institutions and the rapid increasing of loan applications, it is becoming extremely important to automatically predict the default probability of a loan. However, this task is non-trivial due to the insufficient default samples, hard decision boundaries and numerous heterogeneous features. To the best of our knowledge, existing related researches fail in handling these three difficulties simultaneously. In this paper, we propose a weakly supervised loan default prediction model WEAKLOAN that systematically solves all these challenges based on deep metric learning. WEAKLOAN is composed of three key modules which are used for encoding loan features, learning evaluation metrics and calculating default risk scores. By doing so, WEAKLOAN can not only extract the features of a loan itself, but also model the hidden relationships in loan pairs. Extensive experiments on real-life datasets show that WEAKLOAN significantly outperforms all compared baselines even though the default loans for training are limited.

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