Fragility hip fracture increases morbidity and mortality in older adult patients, especially within the first year. Identification of patients at high risk of death facilitates modification of associated perioperative factors that can reduce mortality. Various machine learning algorithms have been developed and are widely used in healthcare research, particularly for mortality prediction. This study aimed to develop and internally validate 7 machine learning models to predict 1-year mortality after fragility hip fracture. This retrospective study included patients with fragility hip fractures from a single center (Siriraj Hospital, Bangkok, Thailand) from July 2016 to October 2018. A total of 492 patients were enrolled. They were randomly categorized into a training group (344 cases, 70%) or a testing group (148 cases, 30%). Various machine learning techniques were used: the Gradient Boosting Classifier (GB), Random Forests Classifier (RF), Artificial Neural Network Classifier (ANN), Logistic Regression Classifier (LR), Naive Bayes Classifier (NB), Support Vector Machine Classifier (SVM), and K-Nearest Neighbors Classifier (KNN). All models were internally validated by evaluating their performance and the area under a receiver operating characteristic curve (AUC). For the testing dataset, the accuracies were GB model = 0.93, RF model = 0.95, ANN model = 0.94, LR model = 0.91, NB model = 0.89, SVM model = 0.90, and KNN model = 0.90. All models achieved high AUCs that ranged between 0.81 and 0.99. The RF model also provided a negative predictive value of 0.96, a positive predictive value of 0.93, a specificity of 0.99, and a sensitivity of 0.68. Our machine learning approach facilitated the successful development of an accurate model to predict 1-year mortality after fragility hip fracture. Several machine learning algorithms (eg, Gradient Boosting and Random Forest) had the potential to provide high predictive performance based on the clinical parameters of each patient. The web application is available at www.hipprediction.com . External validation in a larger group of patients or in different hospital settings is warranted to evaluate the clinical utility of this tool. Thai Clinical Trials Registry (22 February 2021; reg. no. TCTR20210222003 ).

This article was published as a part of the Data Science Blogathon. The variance is the difference between the model and the ground truth value, whereas the error is the outcome of sensitivity to tiny perturbations in the training set. Excessive bias might cause an algorithm to miss unique relationships between the intended outputs and the features (underfitting). There is a high variance in the algorithm that models random noise in the training data (overfitting). The bias-variance tradeoff is a characteristic of a model that states to lower the bias in estimated parameters, the variance of the parameter estimated across samples has increased.

Recommender Systems (RS) pervade many aspects of our everyday digital life. Proposed to work at scale, state-of-the-art RS allow the modeling of thousands of interactions and facilitate highly individualized recommendations. Conceptually, many RS can be viewed as instances of statistical regression models that incorporate complex feature effects and potentially non-Gaussian outcomes. Such structured regression models, including time-aware varying coefficients models, are, however, limited in their applicability to categorical effects and inclusion of a large number of interactions. Here, we propose Factorized Structured Regression (FaStR) for scalable varying coefficient models. FaStR overcomes limitations of general regression models for large-scale data by combining structured additive regression and factorization approaches in a neural network-based model implementation. This fusion provides a scalable framework for the estimation of statistical models in previously infeasible data settings. Empirical results confirm that the estimation of varying coefficients of our approach is on par with state-of-the-art regression techniques, while scaling notably better and also being competitive with other time-aware RS in terms of prediction performance. We illustrate FaStR's performance and interpretability on a large-scale behavioral study with smartphone user data.

Abstract: The application of the lasso is espoused in high-dimensional settings where only a small number of the regression coefficients are believed to be nonzero. Moreover, statistical properties of high-dimensional lasso estimators are often proved under the assumption that the correlation between the predictors is bounded. In this vein, coordinatewise methods, the most common means of computing the lasso solution, work well in the presence of low to moderate multicollinearity. Motivated by these limitations, we propose the novel "Deterministic Bayesian Lasso" algorithm for computing the lasso solution. This algorithm is developed by considering a limiting version of the Bayesian lasso.

An essential part of a regression analysis is to understand if we can use a linear model or not for solving our ML problem. There are many ways to do this, and, generally, we have to use multiple ways to understand if our data are really linear distributed. In this article, we will see two different graphical methods for analyzing the residuals in a regression problem: but those are just two methods useful for understanding if our data are linearly distributed. You can use just one of these methods, or even both, but you will need the help of other metrics to better validate your hypothesis (the model to be used is linear): we'll see other methods in future articles. But first of all…what are the residuals in a regression problem?

When starting out with Data Science, there is so much to learn it can become quite overwhelming. This guide will help aspiring data scientists and machine learning engineers gain better knowledge and experience. I will list different types of machine learning algorithms, which can be used with both Python and R. Linear Regression is the simplest Machine learning algorithm that branches off from Supervised Learning. It is primarily used to solve regression problems and make predictions on continuous dependent variables with the knowledge from independent variables. The goal of Linear Regression is to find the line of best fit, which can help predict the output for continuous dependent variables.

Machine learning algorithms are behind almost every artificial intelligence technology advancement and application on the market in today's world .

Gaussian graphical regression is a powerful means that regresses the precision matrix of a Gaussian graphical model on covariates, permitting the numbers of the response variables and covariates to far exceed the sample size. Model fitting is typically carried out via separate node-wise lasso regressions, ignoring the network-induced structure among these regressions. Consequently, the error rate is high, especially when the number of nodes is large. We propose a multi-task learning estimator for fitting Gaussian graphical regression models; we design a cross-task group sparsity penalty and a within task element-wise sparsity penalty, which govern the sparsity of active covariates and their effects on the graph, respectively. For computation, we consider an efficient augmented Lagrangian algorithm, which solves subproblems with a semi-smooth Newton method. For theory, we show that the error rate of the multi-task learning based estimates has much improvement over that of the separate node-wise lasso estimates, because the cross-task penalty borrows information across tasks. To address the main challenge that the tasks are entangled in a complicated correlation structure, we establish a new tail probability bound for correlated heavy-tailed (sub-exponential) variables with an arbitrary correlation structure, a useful theoretical result in its own right. Finally, the utility of our method is demonstrated through simulations as well as an application to a gene co-expression network study with brain cancer patients.

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Series and polynomial regression are able to approximate the same function classes as neural networks. However, these methods are rarely used in practice, although they offer more interpretability than neural networks. In this paper, we show that a potential reason for this is the slow convergence rate of polynomial regression estimators and propose the use of bagged polynomial regression (BPR) as an attractive alternative to neural networks. Theoretically, we derive new finite sample and asymptotic $L^2$ convergence rates for series estimators. We show that the rates can be improved in smooth settings by splitting the feature space and generating polynomial features separately for each partition. Empirically, we show that our proposed estimator, the BPR, can perform as well as more complex models with more parameters. Our estimator also performs close to state-of-the-art prediction methods in the benchmark MNIST handwritten digit dataset.