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 Regression


Machine Learning Classification of Alzheimer's Disease Stages Using Cerebrospinal Fluid Biomarkers Alone

arXiv.org Artificial Intelligence

Early diagnosis of Alzheimer's disease is a challenge because the existing methodologies do not identify the patients in their preclinical stage, which can last up to a decade prior to the onset of clinical symptoms. Several research studies demonstrate the potential of cerebrospinal fluid biomarkers, amyloid beta 1-42, T-tau, and P-tau, in early diagnosis of Alzheimer's disease stages. In this work, we used machine learning models to classify different stages of Alzheimer's disease based on the cerebrospinal fluid biomarker levels alone. An electronic health record of patients from the National Alzheimer's Coordinating Centre database was analyzed and the patients were subdivided based on mini-mental state scores and clinical dementia ratings. Statistical and correlation analyses were performed to identify significant differences between the Alzheimer's stages. Afterward, machine learning classifiers including K-Nearest Neighbors, Ensemble Boosted Tree, Ensemble Bagged Tree, Support Vector Machine, Logistic Regression, and Naïve Bayes classifiers were employed to classify the Alzheimer's disease stages. The results demonstrate that Ensemble Boosted Tree (84.4%) and Logistic Regression (73.4%) provide the highest accuracy for binary classification, while Ensemble Bagged Tree (75.4%) demonstrates better accuracy for multiclassification. The findings from this research are expected to help clinicians in making an informed decision regarding the early diagnosis of Alzheimer's from the cerebrospinal fluid biomarkers alone, monitoring of the disease progression, and implementation of appropriate intervention measures.


Automated Model Selection for Tabular Data

arXiv.org Artificial Intelligence

Structured data in the form of tabular datasets contain features that are distinct and discrete, with varying individual and relative importances to the target. Combinations of one or more features may be more predictive and meaningful than simple individual feature contributions. R's mixed effect linear models library allows users to provide such interactive feature combinations in the model design. However, given many features and possible interactions to select from, model selection becomes an exponentially difficult task. We aim to automate the model selection process for predictions on tabular datasets incorporating feature interactions while keeping computational costs small. The framework includes two distinct approaches for feature selection: a Priority-based Random Grid Search and a Greedy Search method. The Priority-based approach efficiently explores feature combinations using prior probabilities to guide the search. The Greedy method builds the solution iteratively by adding or removing features based on their impact. Experiments on synthetic demonstrate the ability to effectively capture predictive feature combinations.


Application of Machine Learning in Stock Market Forecasting: A Case Study of Disney Stock

arXiv.org Artificial Intelligence

This document presents a stock market analysis conducted on a dataset consisting of 750 instances and 16 attributes donated in 2014-10-23. The analysis includes an exploratory data analysis (EDA) section, feature engineering, data preparation, model selection, and insights from the analysis. The Fama French 3-factor model is also utilized in the analysis. The results of the analysis are presented, with linear regression being the best-performing model.


Exploring AI-Generated Text in Student Writing: How Does AI Help?

arXiv.org Artificial Intelligence

English as foreign language_EFL_students' use of text generated from artificial intelligence_AI_natural language generation_NLG_tools may improve their writing quality. However, it remains unclear to what extent AI-generated text in these students' writing might lead to higher-quality writing. We explored 23 Hong Kong secondary school students' attempts to write stories comprising their own words and AI-generated text. Human experts scored the stories for dimensions of content, language and organization. We analyzed the basic organization and structure and syntactic complexity of the stories' AI-generated text and performed multiple linear regression and cluster analyses. The results show the number of human words and the number of AI-generated words contribute significantly to scores. Besides, students can be grouped into competent and less competent writers who use more AI-generated text or less AI-generated text compared to their peers. Comparisons of clusters reveal some benefit of AI-generated text in improving the quality of both high-scoring students' and low-scoring students' writing. The findings can inform pedagogical strategies to use AI-generated text for EFL students' writing and to address digital divides. This study contributes designs of NLG tools and writing activities to implement AI-generated text in schools.


Cluster-based Regression using Variational Inference and Applications in Financial Forecasting

arXiv.org Machine Learning

This paper describes an approach to simultaneously identify clusters and estimate cluster-specific regression parameters from the given data. Such an approach can be useful in learning the relationship between input and output when the regression parameters for estimating output are different in different regions of the input space. Variational Inference (VI), a machine learning approach to obtain posterior probability densities using optimization techniques, is used to identify clusters of explanatory variables and regression parameters for each cluster. From these results, one can obtain both the expected value and the full distribution of predicted output. Other advantages of the proposed approach include the elegant theoretical solution and clear interpretability of results. The proposed approach is well-suited for financial forecasting where markets have different regimes (or clusters) with different patterns and correlations of market changes in each regime. In financial applications, knowledge about such clusters can provide useful insights about portfolio performance and identify the relative importance of variables in different market regimes. An illustrative example of predicting one-day S&P change is considered to illustrate the approach and compare the performance of the proposed approach with standard regression without clusters. Due to the broad applicability of the problem, its elegant theoretical solution, and the computational efficiency of the proposed algorithm, the approach may be useful in a number of areas extending beyond the financial domain.


Conditional Density Estimations from Privacy-Protected Data

arXiv.org Machine Learning

Many modern statistical analysis and machine learning applications require training models on sensitive user data. Differential privacy provides a formal guarantee that individual-level information about users does not leak. In this framework, randomized algorithms inject calibrated noise into the confidential data, resulting in privacy-protected datasets or queries. However, restricting access to only privatized data during statistical analysis makes it computationally challenging to make valid inferences on the parameters underlying the confidential data. In this work, we propose simulation-based inference methods from privacy-protected datasets. In addition to sequential Monte Carlo approximate Bayesian computation, we use neural conditional density estimators as a flexible family of distributions to approximate the posterior distribution of model parameters given the observed private query results. We illustrate our methods on discrete time-series data under an infectious disease model and with ordinary linear regression models. Illustrating the privacy-utility trade-off, our experiments and analysis demonstrate the necessity and feasibility of designing valid statistical inference procedures to correct for biases introduced by the privacy-protection mechanisms.


KAXAI: An Integrated Environment for Knowledge Analysis and Explainable AI

arXiv.org Artificial Intelligence

In order to fully harness the potential of machine learning, it is crucial to establish a system that renders the field more accessible and less daunting for individuals who may not possess a comprehensive understanding of its intricacies. The paper describes the design of a system that integrates AutoML, XAI, and synthetic data generation to provide a great UX design for users. The system allows users to navigate and harness the power of machine learning while abstracting its complexities and providing high usability. The paper proposes two novel classifiers, Logistic Regression Forest and Support Vector Tree, for enhanced model performance, achieving 96\% accuracy on a diabetes dataset and 93\% on a survey dataset. The paper also introduces a model-dependent local interpreter called MEDLEY and evaluates its interpretation against LIME, Greedy, and Parzen. Additionally, the paper introduces LLM-based synthetic data generation, library-based data generation, and enhancing the original dataset with GAN. The findings on synthetic data suggest that enhancing the original dataset with GAN is the most reliable way to generate synthetic data, as evidenced by KS tests, standard deviation, and feature importance. The authors also found that GAN works best for quantitative datasets.


A Novel Explanation Against Linear Neural Networks

arXiv.org Artificial Intelligence

Linear Regression and neural networks are widely used to model data. Neural networks distinguish themselves from linear regression with their use of activation functions that enable modeling nonlinear functions. The standard argument for these activation functions is that without them, neural networks only can model a line. However, a novel explanation we propose in this paper for the impracticality of neural networks without activation functions, or linear neural networks, is that they actually reduce both training and testing performance. Having more parameters makes LNNs harder to optimize, and thus they require more training iterations than linear regression to even potentially converge to the optimal solution. We prove this hypothesis through an analysis of the optimization of an LNN and rigorous testing comparing the performance between both LNNs and linear regression on synthethic, noisy datasets.


Solar Radiation Prediction in the UTEQ based on Machine Learning Models

arXiv.org Artificial Intelligence

This research explores the effectiveness of various Machine Learning (ML) models used to predicting solar radiation at the Central Campus of the State Technical University of Quevedo (UTEQ). The data was obtained from a pyranometer, strategically located in a high area of the campus. This instrument continuously recorded solar irradiance data since 2020, offering a comprehensive dataset encompassing various weather conditions and temporal variations. After a correlation analysis, temperature and the time of day were identified as the relevant meteorological variables that influenced the solar irradiance. Different machine learning algorithms such as Linear Regression, K-Nearest Neighbors, Decision Tree, and Gradient Boosting were compared using the evaluation metrics Mean Squared Error (MSE), Root Mean Squared Error (RMSE), Mean Absolute Error (MAE), and the Coefficient of Determination ($R^2$). The study revealed that Gradient Boosting Regressor exhibited superior performance, closely followed by the Random Forest Regressor. These models effectively captured the non-linear patterns in solar radiation, as evidenced by their low MSE and high $R^2$ values. With the aim of assess the performance of our ML models, we developed a web-based tool for the Solar Radiation Forecasting in the UTEQ available at http://https://solarradiationforecastinguteq.streamlit.app/. The results obtained demonstrate the effectiveness of our ML models in solar radiation prediction and contribute a practical utility in real-time solar radiation forecasting, aiding in efficient solar energy management.


Out of the Ordinary: Spectrally Adapting Regression for Covariate Shift

arXiv.org Machine Learning

Designing deep neural network classifiers that perform robustly on distributions differing from the available training data is an active area of machine learning research. However, out-of-distribution generalization for regression--the analogous problem for modeling continuous targets--remains relatively unexplored. To tackle this problem, we return to first principles and analyze how the closed-form solution for Ordinary Least Squares (OLS) regression is sensitive to covariate shift. We characterize the out-of-distribution risk of the OLS model in terms of the eigenspectrum decomposition of the source and target data. We then use this insight to propose a method for adapting the weights of the last layer of a pre-trained neural regression model to perform better on input data originating from a different distribution. We demonstrate how this lightweight spectral adaptation procedure can improve out-of-distribution performance for synthetic and real-world datasets.