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 Regression


At-Admission Prediction of Mortality and Pulmonary Embolism in COVID-19 Patients Using Statistical and Machine Learning Methods: An International Cohort Study

arXiv.org Artificial Intelligence

By September, 2022, more than 600 million cases of SARS-CoV-2 infection have been reported globally, resulting in over 6.5 million deaths. COVID-19 mortality risk estimators are often, however, developed with small unrepresentative samples and with methodological limitations. It is highly important to develop predictive tools for pulmonary embolism (PE) in COVID-19 patients as one of the most severe preventable complications of COVID-19. Using a dataset of more than 800,000 COVID-19 patients from an international cohort, we propose a cost-sensitive gradient-boosted machine learning model that predicts occurrence of PE and death at admission. Logistic regression, Cox proportional hazards models, and Shapley values were used to identify key predictors for PE and death. Our prediction model had a test AUROC of 75.9% and 74.2%, and sensitivities of 67.5% and 72.7% for PE and all-cause mortality respectively on a highly diverse and held-out test set. The PE prediction model was also evaluated on patients in UK and Spain separately with test results of 74.5% AUROC, 63.5% sensitivity and 78.9% AUROC, 95.7% sensitivity. Age, sex, region of admission, comorbidities (chronic cardiac and pulmonary disease, dementia, diabetes, hypertension, cancer, obesity, smoking), and symptoms (any, confusion, chest pain, fatigue, headache, fever, muscle or joint pain, shortness of breath) were the most important clinical predictors at admission. Our machine learning model developed from an international cohort can serve to better regulate hospital risk prioritisation of at-risk patients.


Solitary pulmonary nodules prediction for lung cancer patients using nomogram and machine learning

arXiv.org Artificial Intelligence

Lung cancer(LC) is a type of malignant neoplasm that originates in the bronchial mucosa or glands.As a clinically common nodule,solitary pulmonary nodules(SPNs) have a significantly higher probability of malignancy when they are larger than 8 mm in diameter.But there is also a risk of lung cancer when the diameter is less than 8mm,the purpose of this study was to create a nomogram for estimating the likelihood of lung cancer in patients with SPNs of 8 mm or smaller using computed tomography(CT) scans and biomarker information.Use CT scans and various biomarkers as input to build predictive models for the likelihood of lung cancer in patients with SPNs of 8 mm or less.The age,precursor gastrin-releasing peptide (ProGRP),gender,Carcinoembryonic Antigen(CEA),and stress corrosion cracking(SCC) were independent key tumor markers and were entered into the nomogram.The developed nomogram demonstrated strong accuracy in predicting lung cancer risk,with an internal validation area under the receiver operating characteristics curve(ROC) of 0.8474.The calibration curves plotted showed that the nomogram predicted the probability of lung cancer with good agreement with the actual probability.In this study,we finally succeeded in constructing a suitable nomogram that could predict the risk of lung cancer in patients with SPNs<=8 mm in diameter.The model has a high level of accuracy and is able to accurately distinguish between different patients,allowing clinicians to develop personalized treatment plans for individuals with SPNs.


What learning algorithm is in-context learning? Investigations with linear models

arXiv.org Artificial Intelligence

Neural sequence models, especially transformers, exhibit a remarkable capacity for in-context learning. They can construct new predictors from sequences of labeled examples $(x, f(x))$ presented in the input without further parameter updates. We investigate the hypothesis that transformer-based in-context learners implement standard learning algorithms implicitly, by encoding smaller models in their activations, and updating these implicit models as new examples appear in the context. Using linear regression as a prototypical problem, we offer three sources of evidence for this hypothesis. First, we prove by construction that transformers can implement learning algorithms for linear models based on gradient descent and closed-form ridge regression. Second, we show that trained in-context learners closely match the predictors computed by gradient descent, ridge regression, and exact least-squares regression, transitioning between different predictors as transformer depth and dataset noise vary, and converging to Bayesian estimators for large widths and depths. Third, we present preliminary evidence that in-context learners share algorithmic features with these predictors: learners' late layers non-linearly encode weight vectors and moment matrices. These results suggest that in-context learning is understandable in algorithmic terms, and that (at least in the linear case) learners may rediscover standard estimation algorithms. Code and reference implementations are released at https://github.com/ekinakyurek/google-research/blob/master/incontext.


Short-Term Stock Price Forecasting using exogenous variables and Machine Learning Algorithms

arXiv.org Artificial Intelligence

Creating accurate predictions in the stock market has always been a significant challenge in finance. With the rise of machine learning as the next level in the forecasting area, this research paper compares four machine learning models and their accuracy in forecasting three well-known stocks traded in the NYSE in the short term from March 2020 to May 2022. We deploy, develop, and tune XGBoost, Random Forest, Multi-layer Perceptron, and Support Vector Regression models. We report the models that produce the highest accuracies from our evaluation metrics: RMSE, MAPE, MTT, and MPE. Using a training data set of 240 trading days, we find that XGBoost gives the highest accuracy despite running longer (up to 10 seconds). Results from this study may improve by further tuning the individual parameters or introducing more exogenous variables.


Applying Machine Learning Analysis for Software Quality Test

arXiv.org Artificial Intelligence

One of the biggest expense in software development is the maintenance. Therefore, it is critical to comprehend what triggers maintenance and if it may be predicted. Numerous research have demonstrated that specific methods of assessing the complexity of created programs may produce useful prediction models to ascertain the possibility of maintenance due to software failures. As a routine it is performed prior to the release, and setting up the models frequently calls for certain, object-oriented software measurements. It is not always the case that software developers have access to these measurements. In this paper, the machine learning is applied on the available data to calculate the cumulative software failure levels. A technique to forecast a software`s residual defectiveness using machine learning can be looked into as a solution to the challenge of predicting residual flaws. Software metrics and defect data were separated out of the static source code repository. Static code is used to create software metrics, and reported bugs in the repository are used to gather defect information. By using a correlation method, metrics that had no connection to the defect data were removed. This makes it possible to analyze all the data without pausing the programming process. Large, sophisticated software`s primary issue is that it is impossible to control everything manually, and the cost of an error can be quite expensive. Developers may miss errors during testing as a consequence, which will raise maintenance costs. Finding a method to accurately forecast software defects is the overall objective.


How to select predictive models for causal inference?

arXiv.org Artificial Intelligence

As predictive models -- e.g., from machine learning -- give likely outcomes, they may be used to reason on the effect of an intervention, a causal-inference task. The increasing complexity of health data has opened the door to a plethora of models, but also the Pandora box of model selection: which of these models yield the most valid causal estimates? Here we highlight that classic machine-learning model selection does not select the best outcome models for causal inference. Indeed, causal model selection should control both outcome errors for each individual, treated or not treated, whereas only one outcome is observed. Theoretically, simple risks used in machine learning do not control causal effects when treated and non-treated population differ too much. More elaborate risks build proxies of the causal error using ``nuisance'' re-weighting to compute it on the observed data. But does computing these nuisance adds noise to model selection? Drawing from an extensive empirical study, we outline a good causal model-selection procedure: using the so-called $R\text{-risk}$; using flexible estimators to compute the nuisance models on the train set; and splitting out 10\% of the data to compute risks.


Heterogeneous Treatment Effect Bounds under Sample Selection with an Application to the Effects of Social Media on Political Polarization

arXiv.org Machine Learning

We propose a method for estimation and inference for bounds for heterogeneous causal effect parameters in general sample selection models where the treatment can affect whether an outcome is observed and no exclusion restrictions are available. The method provides conditional effect bounds as functions of policy relevant pre-treatment variables. It allows for conducting valid statistical inference on the unidentified conditional effects. We use a flexible debiased/double machine learning approach that can accommodate non-linear functional forms and high-dimensional confounders. Easily verifiable high-level conditions for estimation, misspecification robust confidence intervals, and uniform confidence bands are provided as well. Re-analyzing data from a large scale field experiment on Facebook, we find significant depolarization effects of counter-attitudinal news subscription nudges. The effect bounds are highly heterogeneous and suggest strong depolarization effects for moderates, conservatives, and younger users.


A Comparative Study of Methods for Estimating Conditional Shapley Values and When to Use Them

arXiv.org Artificial Intelligence

Shapley values originated in cooperative game theory but are extensively used today as a model-agnostic explanation framework to explain predictions made by complex machine learning models in the industry and academia. There are several algorithmic approaches for computing different versions of Shapley value explanations. Here, we focus on conditional Shapley values for predictive models fitted to tabular data. Estimating precise conditional Shapley values is difficult as they require the estimation of non-trivial conditional expectations. In this article, we develop new methods, extend earlier proposed approaches, and systematize the new refined and existing methods into different method classes for comparison and evaluation. The method classes use either Monte Carlo integration or regression to model the conditional expectations. We conduct extensive simulation studies to evaluate how precisely the different method classes estimate the conditional expectations, and thereby the conditional Shapley values, for different setups. We also apply the methods to several real-world data experiments and provide recommendations for when to use the different method classes and approaches. Roughly speaking, we recommend using parametric methods when we can specify the data distribution almost correctly, as they generally produce the most accurate Shapley value explanations. When the distribution is unknown, both generative methods and regression models with a similar form as the underlying predictive model are good and stable options. Regression-based methods are often slow to train but produce the Shapley value explanations quickly once trained. The vice versa is true for Monte Carlo-based methods, making the different methods appropriate in different practical situations.


A hybrid ensemble method with negative correlation learning for regression

arXiv.org Artificial Intelligence

Hybrid ensemble, an essential branch of ensembles, has flourished in the regression field, with studies confirming diversity's importance. However, previous ensembles consider diversity in the sub-model training stage, with limited improvement compared to single models. In contrast, this study automatically selects and weights sub-models from a heterogeneous model pool. It solves an optimization problem using an interior-point filtering linear-search algorithm. The objective function innovatively incorporates negative correlation learning as a penalty term, with which a diverse model subset can be selected. The best sub-models from each model class are selected to build the NCL ensemble, which performance is better than the simple average and other state-of-the-art weighting methods. It is also possible to improve the NCL ensemble with a regularization term in the objective function. In practice, it is difficult to conclude the optimal sub-model for a dataset prior due to the model uncertainty. Regardless, our method would achieve comparable accuracy as the potential optimal sub-models. In conclusion, the value of this study lies in its ease of use and effectiveness, allowing the hybrid ensemble to embrace diversity and accuracy.


Label Smoothing is Robustification against Model Misspecification

arXiv.org Artificial Intelligence

Label smoothing (LS) adopts smoothed targets in classification tasks. For example, in binary classification, instead of the one-hot target $(1,0)^\top$ used in conventional logistic regression (LR), LR with LS (LSLR) uses the smoothed target $(1-\frac{\alpha}{2},\frac{\alpha}{2})^\top$ with a smoothing level $\alpha\in(0,1)$, which causes squeezing of values of the logit. Apart from the common regularization-based interpretation of LS that leads to an inconsistent probability estimator, we regard LSLR as modifying the loss function and consistent estimator for probability estimation. In order to study the significance of each of these two modifications by LSLR, we introduce a modified LSLR (MLSLR) that uses the same loss function as LSLR and the same consistent estimator as LR, while not squeezing the logits. For the loss function modification, we theoretically show that MLSLR with a larger smoothing level has lower efficiency with correctly-specified models, while it exhibits higher robustness against model misspecification than LR. Also, for the modification of the probability estimator, an experimental comparison between LSLR and MLSLR showed that this modification and squeezing of the logits in LSLR have negative effects on the probability estimation and classification performance. The understanding of the properties of LS provided by these comparisons allows us to propose MLSLR as an improvement over LSLR.