Screening Data Points in Empirical Risk Minimization via Ellipsoidal Regions and Safe Loss Functions

We design simple screening tests to automatically discard data samples in empirical risk minimization without losing optimization guarantees. We derive loss functions that produce dual objectives with a sparse solution. We also show how to regularize convex losses to ensure such a dual sparsity-inducing property, and propose a general method to design screening tests for classification or regression based on ellipsoidal approximations of the optimal set. In addition to producing computational gains, our approach also allows us to compress a dataset into a subset of representative points

Predicting Chronic Disease Hospitalizations from Electronic Health Records: An Interpretable Classification Approach

Urban living in modern large cities has significant adverse effects on health, increasing the risk of several chronic diseases. We focus on the two leading clusters of chronic disease, heart disease and diabetes, and develop data-driven methods to predict hospitalizations due to these conditions. We base these predictions on the patients' medical history, recent and more distant, as described in their Electronic Health Records (EHR). We formulate the prediction problem as a binary classification problem and consider a variety of machine learning methods, including kernelized and sparse Support Vector Machines (SVM), sparse logistic regression, and random forests. To strike a balance between accuracy and interpretability of the prediction, which is important in a medical setting, we propose two novel methods: K-LRT, a likelihood ratio test-based method, and a Joint Clustering and Classification (JCC) method which identifies hidden patient clusters and adapts classifiers to each cluster. We develop theoretical out-of-sample guarantees for the latter method. We validate our algorithms on large datasets from the Boston Medical Center, the largest safety-net hospital system in New England