A Unified Statistical Framework for Evaluating Predictive Methods

Predictive analytics is an important part of the business intelligence and decision support systems literature and likely to grow in importance with the emergence of big data as a discipline. Despite their importance, the accuracy of predictive methods is often not assessed using statistical hypothesis tests. Furthermore, there is no commonly agreed upon standard as to which questions should be examined when evaluating predictive methods. We fill this gap by defining three questions that involve the overall and comparative predictive accuracy of the new method. We then present a unified statistical framework for evaluating predictive methods that can be used to address all three of these questions. The framework is particularly versatile and can be applied to most problems and datasets. In addition to these practical advantages over hypotheses tests used in previous literature, the framework has the theoretical advantage that it is not necessary to assume a normal distribution

Boosting the concordance index for survival data - a unified framework to derive and evaluate biomarker combinations

The development of molecular signatures for the prediction of time-to-event outcomes is a methodologically challenging task in bioinformatics and biostatistics. Although there are numerous approaches for the derivation of marker combinations and their evaluation, the underlying methodology often suffers from the problem that different optimization criteria are mixed during the feature selection, estimation and evaluation steps. This might result in marker combinations that are only suboptimal regarding the evaluation criterion of interest. To address this issue, we propose a unified framework to derive and evaluate biomarker combinations. Our approach is based on the concordance index for time-to-event data, which is a non-parametric measure to quantify the discrimatory power of a prediction rule. Specifically, we propose a component-wise boosting algorithm that results in linear biomarker combinations that are optimal with respect to a smoothed version of the concordance index. We investigate the performance of our algorithm in a large-scale simulation study and in two molecular data sets for the prediction of survival in breast cancer patients. Our numerical results show that the new approach is not only methodologically sound but can also lead to a higher discriminatory power than traditional approaches for the derivation of gene signatures.Comment: revised manuscript - added simulation study, additional result

Network Model Selection for Task-Focused Attributed Network Inference

Networks are models representing relationships between entities. Often these relationships are explicitly given, or we must learn a representation which generalizes and predicts observed behavior in underlying individual data (e.g. attributes or labels). Whether given or inferred, choosing the best representation affects subsequent tasks and questions on the network. This work focuses on model selection to evaluate network representations from data, focusing on fundamental predictive tasks on networks. We present a modular methodology using general, interpretable network models, task neighborhood functions found across domains, and several criteria for robust model selection. We demonstrate our methodology on three online user activity datasets and show that network model selection for the appropriate network task vs. an alternate task increases performance by an order of magnitude in our experiments

Doubly Optimized Calibrated Support Vector Machine (DOC-SVM): an algorithm for joint optimization of discrimination and calibration.

Historically, probabilistic models for decision support have focused on discrimination, e.g., minimizing the ranking error of predicted outcomes. Unfortunately, these models ignore another important aspect, calibration, which indicates the magnitude of correctness of model predictions. Using discrimination and calibration simultaneously can be helpful for many clinical decisions. We investigated tradeoffs between these goals, and developed a unified maximum-margin method to handle them jointly. Our approach called, Doubly Optimized Calibrated Support Vector Machine (DOC-SVM), concurrently optimizes two loss functions: the ridge regression loss and the hinge loss. Experiments using three breast cancer gene-expression datasets (i.e., GSE2034, GSE2990, and Chanrion's datasets) showed that our model generated more calibrated outputs when compared to other state-of-the-art models like Support Vector Machine (p=0.03, p=0.13, and p<0.001) and Logistic Regression (p=0.006, p=0.008, and p<0.001). DOC-SVM also demonstrated better discrimination (i.e., higher AUCs) when compared to Support Vector Machine (p=0.38, p=0.29, and p=0.047) and Logistic Regression (p=0.38, p=0.04, and p<0.0001). DOC-SVM produced a model that was better calibrated without sacrificing discrimination, and hence may be helpful in clinical decision making