Boosted multivariate trees for longitudinal data

Amol Pande, Liang Li, Jeevanantham Rajeswaran, John Ehrlinger, Udaya B. Kogalur, Eugene H. Blackstone, Hemant Ishwaran

Research output: Contribution to journalArticle

5 Scopus citations

Abstract

Machine learning methods provide a powerful approach for analyzing longitudinal data in which repeated measurements are observed for a subject over time. We boost multivariate trees to fit a novel flexible semi-nonparametric marginal model for longitudinal data. In this model, features are assumed to be nonparametric, while feature-time interactions are modeled semi-nonparametrically utilizing P-splines with estimated smoothing parameter. In order to avoid overfitting, we describe a relatively simple in sample cross-validation method which can be used to estimate the optimal boosting iteration and which has the surprising added benefit of stabilizing certain parameter estimates. Our new multivariate tree boosting method is shown to be highly flexible, robust to covariance misspecification and unbalanced designs, and resistant to overfitting in high dimensions. Feature selection can be used to identify important features and feature-time interactions. An application to longitudinal data of forced 1-second lung expiratory volume (FEV1) for lung transplant patients identifies an important feature-time interaction and illustrates the ease with which our method can find complex relationships in longitudinal data.

Original languageEnglish (US)
Pages (from-to)277-305
Number of pages29
JournalMachine Learning
Volume106
Issue number2
DOIs
StatePublished - Feb 1 2017

Keywords

  • Gradient boosting
  • Marginal model
  • Multivariate regression tree
  • P-splines
  • Smoothing parameter

ASJC Scopus subject areas

  • Software
  • Artificial Intelligence

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    Pande, A., Li, L., Rajeswaran, J., Ehrlinger, J., Kogalur, U. B., Blackstone, E. H., & Ishwaran, H. (2017). Boosted multivariate trees for longitudinal data. Machine Learning, 106(2), 277-305. https://doi.org/10.1007/s10994-016-5597-1