scholarly journals A hierarchical integrative group least absolute shrinkage and selection operator for analyzing environmental mixtures

2021 ◽  
Author(s):  
Jonathan Boss ◽  
Alexander Rix ◽  
Yin‐Hsiu Chen ◽  
Naveen N. Narisetty ◽  
Zhenke Wu ◽  
...  
Keyword(s):  
Environmental Mixtures ◽  
Selection Operator

A Historical Data based Ensemble System for Efficient Stock Price Prediction

2019 ◽  
Vol 12 ◽  
Author(s):  
Vijay Kumar Dwivedi ◽  
Manoj Madhava Gore
Keyword(s):  
Stock Price ◽  
Prediction Models ◽  
Historical Data ◽  
Stock Exchange ◽  
Primary Objective ◽  
Lasso Regression ◽  
Stock Price Prediction ◽  
Price Prediction ◽  
Consistent Manner ◽  
Selection Operator

Background: Stock price prediction is a challenging task. The social, economic, political, and various other factors cause frequent abrupt changes in the stock price. This article proposes a historical data-based ensemble system to predict the closing stock price with higher accuracy and consistency over the existing stock price prediction systems. Objective: The primary objective of this article is to predict the closing price of a stock for the next trading in more accurate and consistent manner over the existing methods employed for the stock price prediction. Method: The proposed system combines various machine learning-based prediction models employing least absolute shrinkage and selection operator (LASSO) regression regularization technique to enhance the accuracy of stock price prediction system as compared to any one of the base prediction models. Results: The analysis of results for all the eleven stocks (listed under Information Technology sector on the Bombay Stock Exchange, India) reveals that the proposed system performs best (on all defined metrics of the proposed system) for training datasets and test datasets comprising of all the stocks considered in the proposed system. Conclusion: The proposed ensemble model consistently predicts stock price with a high degree of accuracy over the existing methods used for the prediction.

scholarly journals SAT0587 MACHINE-LEARNING DERIVED ALGORITHMS FOR OUTCOMES PREDICTION IN RHEUMATIC DISEASES: APPLICATION TO RADIOGRAPHIC PROGRESSION IN EARLY AXIAL SPONDYLOARTHRITIS

2020 ◽  
Vol 79 (Suppl 1) ◽  
pp. 1252.2-1253
Author(s):  
R. Garofoli ◽  
M. Resche-Rigon ◽  
M. Dougados ◽  
D. Van der Heijde ◽  
C. Roux ◽  
...  
Keyword(s):  
Machine Learning ◽  
Radiographic Progression ◽  
Generalized Additive Models ◽  
Regression Trees ◽  
Information Criterion ◽  
Additive Models ◽  
Super Learner ◽  
Additive Regression ◽  
Selection Operator ◽  
Lasso Method

Background:Axial spondyloarthritis (axSpA) is a chronic rheumatic disease that encompasses various clinical presentations: inflammatory chronic back pain, peripheral manifestations and extra-articular manifestations. The current nomenclature divides axSpA in radiographic (in the presence of radiographic sacroiliitis) and non-radiographic (in the absence of radiographic sacroiliitis, with or without MRI sacroiliitis. Given that the functional burden of the disease appears to be greater in patients with radiographic forms, it seems crucial to be able to predict which patients will be more likely to develop structural damage over time. Predictive factors for radiographic progression in axSpA have been identified through use of traditional statistical models like logistic regression. However, these models present some limitations. In order to overcome these limitations and to improve the predictive performance, machine learning (ML) methods have been developed.Objectives:To compare ML models to traditional models to predict radiographic progression in patients with early axSpA.Methods:Study design: prospective French multicentric cohort study (DESIR cohort) with 5years of follow-up. Patients: all patients included in the cohort, i.e. 708 patients with inflammatory back pain for >3 months but <3 years, highly suggestive of axSpA. Data on the first 5 years of follow-up was used. Statistical analyses: radiographic progression was defined as progression either at the spine (increase of at least 1 point per 2 years of mSASSS scores) or at the sacroiliac joint (worsening of at least one grade of the mNY score between 2 visits). Traditional modelling: we first performed a bivariate analysis between our outcome (radiographic progression) and explanatory variables at baseline to select the variables to be included in our models and then built a logistic regression model (M1). Variable selection for traditional models was performed with 2 different methods: stepwise selection based on Akaike Information Criterion (stepAIC) method (M2), and the Least Absolute Shrinkage and Selection Operator (LASSO) method (M3). We also performed sensitivity analysis on all patients with manual backward method (M4) after multiple imputation of missing data. Machine learning modelling: using the “SuperLearner” package on R, we modelled radiographic progression with stepAIC, LASSO, random forest, Discrete Bayesian Additive Regression Trees Samplers (DBARTS), Generalized Additive Models (GAM), multivariate adaptive polynomial spline regression (polymars), Recursive Partitioning And Regression Trees (RPART) and Super Learner. Finally, the accuracy of traditional and ML models was compared based on their 10-foldcross-validated AUC (cv-AUC).Results:10-fold cv-AUC for traditional models were 0.79 and 0.78 for M2 and M3, respectively. The 3 best models in the ML algorithm were the GAM, the DBARTS and the Super Learner models, with 10-fold cv-AUC of: 0.77, 0.76 and 0.74, respectively (Table 1).Table 1.Comparison of 10-fold cross-validated AUC between best traditional and machine learning models.Best modelsCross-validated AUCTraditional models M2 (step AIC method)0.79 M3 (LASSO method)0.78Machine learning approach SL Discrete Bayesian Additive Regression Trees Samplers (DBARTS)0.76 SL Generalized Additive Models (GAM)0.77 Super Learner0.74AUC: Area Under the Curve; AIC: Akaike Information Criterion; LASSO: Least Absolute Shrinkage and Selection Operator; SL: SuperLearner. N = 295.Conclusion:Traditional models predicted better radiographic progression than ML models in this early axSpA population. Further ML algorithms image-based or with other artificial intelligence methods (e.g. deep learning) might perform better than traditional models in this setting.Acknowledgments:Thanks to the French National Society of Rheumatology and the DESIR cohort.Disclosure of Interests:Romain Garofoli: None declared, Matthieu resche-rigon: None declared, Maxime Dougados Grant/research support from: AbbVie, Eli Lilly, Merck, Novartis, Pfizer and UCB Pharma, Consultant of: AbbVie, Eli Lilly, Merck, Novartis, Pfizer and UCB Pharma, Speakers bureau: AbbVie, Eli Lilly, Merck, Novartis, Pfizer and UCB Pharma, Désirée van der Heijde Consultant of: AbbVie, Amgen, Astellas, AstraZeneca, BMS, Boehringer Ingelheim, Celgene, Cyxone, Daiichi, Eisai, Eli-Lilly, Galapagos, Gilead Sciences, Inc., Glaxo-Smith-Kline, Janssen, Merck, Novartis, Pfizer, Regeneron, Roche, Sanofi, Takeda, UCB Pharma; Director of Imaging Rheumatology BV, Christian Roux: None declared, Anna Moltó Grant/research support from: Pfizer, UCB, Consultant of: Abbvie, BMS, MSD, Novartis, Pfizer, UCB

scholarly journals Prognostic Assessment in High-Grade Soft-Tissue Sarcoma Patients: A Comparison of Semantic Image Analysis and Radiomics

Cancers ◽  
2021 ◽  
Vol 13 (8) ◽  
pp. 1929
Author(s):  
Jan C. Peeken ◽  
Jan Neumann ◽  
Rebecca Asadpour ◽  
Yannik Leonhardt ◽  
Joao R. Moreira ◽  
...  
Keyword(s):  
Soft Tissue ◽  
Soft Tissue Sarcomas ◽  
Treatment Decision ◽  
Staging System ◽  
Predictive Performance ◽  
Machine Learning Techniques ◽  
Clinical Staging ◽  
Imaging Features ◽  
Prognostic Assessment ◽  
Selection Operator

Background: In patients with soft-tissue sarcomas of the extremities, the treatment decision is currently regularly based on tumor grading and size. The imaging-based analysis may pose an alternative way to stratify patients’ risk. In this work, we compared the value of MRI-based radiomics with expert-derived semantic imaging features for the prediction of overall survival (OS). Methods: Fat-saturated T2-weighted sequences (T2FS) and contrast-enhanced T1-weighted fat-saturated (T1FSGd) sequences were collected from two independent retrospective cohorts (training: 108 patients; testing: 71 patients). After preprocessing, 105 radiomic features were extracted. Semantic imaging features were determined by three independent radiologists. Three machine learning techniques (elastic net regression (ENR), least absolute shrinkage and selection operator, and random survival forest) were compared to predict OS. Results: ENR models achieved the best predictive performance. Histologies and clinical staging differed significantly between both cohorts. The semantic prognostic model achieved a predictive performance with a C-index of 0.58 within the test set. This was worse compared to a clinical staging system (C-index: 0.61) and the radiomic models (C-indices: T1FSGd: 0.64, T2FS: 0.63). Both radiomic models achieved significant patient stratification. Conclusions: T2FS and T1FSGd-based radiomic models outperformed semantic imaging features for prognostic assessment.

Alignment and Identification of the Relationships between Key Performance Indicators in a Multilevel Tree Structure to Support Transportation Agency Decisions

2021 ◽  
pp. 036119812110190
Author(s):  
Hector Donaldo Mata ◽  
Mohammed Hadi ◽  
David Hale
Keyword(s):  
Machine Learning ◽  
Performance Indicators ◽  
Business Processes ◽  
Key Performance Indicators ◽  
Ordinary Least Squares ◽  
Learning Tools ◽  
Least Squares Regression ◽  
Upper Level ◽  
Selection Operator ◽  
Transportation Agencies

Transportation agencies utilize key performance indicators (KPIs) to measure the performance of their traffic networks and business processes. To make effective decisions based on these KPIs, there is a need to align the KPIs at the strategic, tactical, and operational decision levels and to set targets for these KPIs. However, there has been no known effort to develop methods to ensure this alignment producing a correlative model to explore the relationships to support the derivation of the KPI targets. Such development will lead to more realistic target setting and effective decisions based on these targets, ensuring that agency goals are met subject to the available resources. This paper presents a methodology in which the KPIs are represented in a tree-like structure that can be used to depict the association between metrics at the strategic, tactical, and operational levels. Utilizing a combination of business intelligence and machine learning tools, this paper demonstrates that it is possible not only to identify such relationships but also to quantify them. The proposed methodology compares the effectiveness and accuracy of multiple machine learning models including ordinary least squares regression (OLS), least absolute shrinkage and selection operator (LASSO), and ridge regression, for the identification and quantification of interlevel relationships. The output of the model allows the identification of which metrics have more influence on the upper-level KPI targets. The analysis can be performed at the system, facility, and segment levels, providing important insights on what investments are needed to improve system performance.

scholarly journals Nonparametric bootstrap inference for the targeted highly adaptive least absolute shrinkage and selection operator (LASSO) estimator

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Weixin Cai ◽  
Mark van der Laan
Keyword(s):  
Confidence Intervals ◽  
Nonparametric Estimation ◽  
Cross Validation ◽  
Data Distribution ◽  
Average Treatment Effect ◽  
Finite Sample ◽  
Nonparametric Bootstrap ◽  
A Value ◽  
Variation Norm ◽  
Selection Operator

AbstractThe Highly-Adaptive least absolute shrinkage and selection operator (LASSO) Targeted Minimum Loss Estimator (HAL-TMLE) is an efficient plug-in estimator of a pathwise differentiable parameter in a statistical model that at minimal (and possibly only) assumes that the sectional variation norm of the true nuisance functions (i.e., relevant part of data distribution) are finite. It relies on an initial estimator (HAL-MLE) of the nuisance functions by minimizing the empirical risk over the parameter space under the constraint that the sectional variation norm of the candidate functions are bounded by a constant, where this constant can be selected with cross-validation. In this article we establish that the nonparametric bootstrap for the HAL-TMLE, fixing the value of the sectional variation norm at a value larger or equal than the cross-validation selector, provides a consistent method for estimating the normal limit distribution of the HAL-TMLE. In order to optimize the finite sample coverage of the nonparametric bootstrap confidence intervals, we propose a selection method for this sectional variation norm that is based on running the nonparametric bootstrap for all values of the sectional variation norm larger than the one selected by cross-validation, and subsequently determining a value at which the width of the resulting confidence intervals reaches a plateau. We demonstrate our method for 1) nonparametric estimation of the average treatment effect when observing a covariate vector, binary treatment, and outcome, and for 2) nonparametric estimation of the integral of the square of the multivariate density of the data distribution. In addition, we also present simulation results for these two examples demonstrating the excellent finite sample coverage of bootstrap-based confidence intervals.

Three Gorges Cascade Hydropower System Joint Simulative Optimal Operation Research in Power Market

2011 ◽  
Vol 347-353 ◽  
pp. 1370-1373
Author(s):  
Jiao Zheng ◽  
Kan Yang ◽  
Ran Zhou ◽  
Yong Huai Hao ◽  
Guo Shuai Liu
Keyword(s):  
Power Market ◽  
Optimal Operation ◽  
Adaptive Genetic Algorithm ◽  
Three Gorges ◽  
Short Term ◽  
Roulette Wheel Selection ◽  
Generation Scheduling ◽  
Hydropower System ◽  
Selection Operator ◽  
Hydropower Stations

The short-term joint optimal operation simulation of Three Gorges cascade hydropower system aiming at maximum power generation benefit is proposed. And a new method for optimizing cascade hydropower station based on Adaptive Genetic Algorithm (AGA) with trigonometric selective operators is presented. In this paper, the practical optimal operation in power market is described. The temporal-spatial variation of flow between cascade hydropower stations is considered, and time of use (TOU) power price is also taken into account. Moreover, a contrast between Tangent-roulette selection operator and traditional one is made. To a certain degree, the results of simulative optimal operation based on several representative hydrographs show that Tangent-roulette wheel selection operator can find a more excellent solution, because the Tangent-roulette one can overcome the fitness requirements of non-negative. The research achievements also have an important reference for the compilation of daily generation scheduling of Three Gorges cascade hydropower system in the environment of power market.

scholarly journals Prediction of Short-Distance Aerial Movement of Phakopsora pachyrhizi Urediniospores Using Machine Learning

2017 ◽  
Vol 107 (10) ◽  
pp. 1187-1198 ◽  
Author(s):  
L. Wen ◽  
C. R. Bowen ◽  
G. L. Hartman
Keyword(s):  
Machine Learning ◽  
Random Forest ◽  
Short Distance ◽  
Soybean Rust ◽  
Machine Learning Techniques ◽  
Phakopsora Pachyrhizi ◽  
Primary Means ◽  
Soybean Plants ◽  
Selection Operator ◽  
Active Trap

Dispersal of urediniospores by wind is the primary means of spread for Phakopsora pachyrhizi, the cause of soybean rust. Our research focused on the short-distance movement of urediniospores from within the soybean canopy and up to 61 m from field-grown rust-infected soybean plants. Environmental variables were used to develop and compare models including the least absolute shrinkage and selection operator regression, zero-inflated Poisson/regular Poisson regression, random forest, and neural network to describe deposition of urediniospores collected in passive and active traps. All four models identified distance of trap from source, humidity, temperature, wind direction, and wind speed as the five most important variables influencing short-distance movement of urediniospores. The random forest model provided the best predictions, explaining 76.1 and 86.8% of the total variation in the passive- and active-trap datasets, respectively. The prediction accuracy based on the correlation coefficient (r) between predicted values and the true values were 0.83 (P < 0.0001) and 0.94 (P < 0.0001) for the passive and active trap datasets, respectively. Overall, multiple machine learning techniques identified the most important variables to make the most accurate predictions of movement of P. pachyrhizi urediniospores short-distance.

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