Towards meta-learning for multi-target regression problems

Several multi-target regression methods were devel-oped in the last years aiming at improving predictive performanceby exploring inter-target correlation within the problem. However, none of these methods outperforms the others for all problems. This motivates the development of automatic approachesto recommend the most suitable multi-target regression method. In this paper, we propose a meta-learning system to recommend the best predictive method for a given multi-target regression problem. We performed experiments with a meta-dataset generated by a total of 648 synthetic datasets. These datasets were created to explore distinct inter-targets characteristics toward recommending the most promising method. In experiments, we evaluated four different algorithms with different biases as meta-learners. Our meta-dataset is composed of 58 meta-features, based on: statistical information, correlation characteristics, linear landmarking, from the distribution and smoothness of the data, and has four different meta-labels. Results showed that induced meta-models were able to recommend the best methodfor different base level datasets with a balanced accuracy superior to 70% using a Random Forest meta-model, which statistically outperformed the meta-learning baselines.Comment: To appear on the 8th Brazilian Conference on Intelligent Systems (BRACIS

Utilising Target Adjacency Information for Multi-target Prediction

In this paper, we explored how information on the cost of misprediction can be used to train supervised learners for multi-target prediction (MTP). In particular, our work uses depression, anxiety and stress severity level prediction as the case study. MTP describes proposals which results require the concurrent prediction of multiple targets. There is an increasing number of practical applications that involve MTP. They include global weather forecasting, social network users’ interaction and the thriving of different species in a single habitat. Recent work in MTP suggests the utilization of “side information” to improve prediction performance. Side information has been used in other areas, such as recommender systems, information retrieval and computer vision. Existing side information includes matrices, rules, feature representations, etc. In this work, we review very recent work on MTP with side information and propose the use of knowledge on the cost of incorrect prediction as side information. We apply this notion in predicting depression, anxiety and stress of 270,322 anonymous respondents to the DASS-21 psychometric scale in Malaysia. Predicting depression, anxiety and stress based on the DASS-21 fit an MTP problem. Often, a patient experiences anxiety as well as depression at the same time. This is not unusual since it has been discovered that both tend to co-exist at different degrees depending on a patient’s experience. By using existing machine learning algorithms to predict the severity levels of each category (i.e., depression, anxiety and stress), the result shows improved precision with the use of cost matrix as side information in MTP

Stock Portfolio Prediction by Multi-Target Decision Support

Investing in the stock market is a complex process due to its high volatility caused by factors as exchange rates, political events, inflation and the market history. To support investor's decisions, the prediction of future stock price and economic metrics is valuable. With the hypothesis that there is a relation among investment performance indicators,  the goal of this paper was exploring multi-target regression (MTR) methods to estimate 6 different indicators and finding out the method that would best suit in an automated prediction tool for decision support regarding predictive performance. The experiments were based on 4 datasets, corresponding to 4 different time periods, composed of 63 combinations of weights of stock-picking concepts each, simulated in the US stock market. We compared traditional machine learning approaches with seven state-of-the-art MTR solutions: Stacked Single Target, Ensemble of Regressor Chains, Deep Structure  for Tracking Asynchronous Regressor Stacking,   Deep  Regressor Stacking, Multi-output Tree Chaining,  Multi-target Augment Stacking  and Multi-output Random Forest (MORF). With the exception of MORF, traditional approaches and the MTR methods were evaluated with Extreme Gradient Boosting, Random Forest and Support Vector Machine regressors. By means of extensive experimental evaluation, our results showed that the most recent MTR solutions can achieve suitable predictive performance, improving all the scenarios (14.70% in the best one, considering all target variables and periods). In this sense, MTR is a proper strategy for building stock market decision support system based on prediction models

Med Decis Making

Purpose:Metamodels are simplified approximations of more complex models that can be used as surrogates for the original models. Challenges in using metamodels for policy analysis arise when there are multiple correlated outputs of interest. We develop a framework for metamodeling with policy simulations to accommodate multivariate outcomes.Methods:We combine two algorithm adaptation methods \u2013 multi-target stacking and regression chain with maximum correlation \u2013 with different base learners including linear regression (LR), elastic net (EE) with second-order terms, Gaussian process regression (GPR), random forests (RFs), and neural networks. We optimize integrated models using variable selection and hyperparameter tuning. We compare accuracy, efficiency, and interpretability of different approaches. As an example application, we develop metamodels to emulate a microsimulation model of testing and treatment strategies for hepatitis C in correctional settings.Results:Output variables from the simulation model were correlated (average \u3c1=0.58). Without multioutput algorithm adaptation methods, in-sample fit (measured by R2) ranged from 0.881 for LR to 0.987 for GPR. The multioutput algorithm adaptation method increased R2 by an average 0.002 across base learners. Variable selection and hyperparameter tuning increased R2 by 0.009. Simpler models such as LR, EE, and RF required minimal training and prediction time. LR and EE had advantages in model interpretability, and we considered methods for improving interpretability of other models.Conclusions:In our example application, the choice of base learner had the largest impact on R2; multioutput algorithm adaptation and variable selection and hyperparameter tuning had modest impact. While advantages and disadvantages of specific learning algorithms may vary across different modeling applications, our framework for metamodeling in policy analyses with multivariate outcomes has broad applicability to decision analysis in health and medicine.R37 DA015612/DA/NIDA NIH HHSUnited States/U38 PS004644/PS/NCHHSTP CDC HHSUnited States/2022-10-01T00:00:00Z35735216PMC945245411962vault:4324

Detecting fake news and disinformation using artificial intelligence and machine learning to avoid supply chain disruptions

Peer reviewedPostprin

Detecting fake news and disinformation using artificial intelligence and machine learning to avoid supply chain disruptions

Fake news and disinformation (FNaD) are increasingly being circulated through various online and social networking platforms, causing widespread disruptions and influencing decision-making perceptions. Despite the growing importance of detecting fake news in politics, relatively limited research efforts have been made to develop artificial intelligence (AI) and machine learning (ML) oriented FNaD detection models suited to minimize supply chain disruptions (SCDs). Using a combination of AI and ML, and case studies based on data collected from Indonesia, Malaysia, and Pakistan, we developed a FNaD detection model aimed at preventing SCDs. This model based on multiple data sources has shown evidence of its effectiveness in managerial decision-making. Our study further contributes to the supply chain and AI-ML literature, provides practical insights, and points to future research directions.© The Author(s) 2022. This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article’s Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/.fi=vertaisarvioitu|en=peerReviewed

Detecting fake news and disinformation using artificial intelligence and machine learning to avoid supply chain disruptions

Fake news and disinformation (FNaD) are increasingly being circulated through various online and social networking platforms, causing widespread disruptions and influencing decision-making perceptions. Despite the growing importance of detecting fake news in politics, relatively limited research efforts have been made to develop artificial intelligence (AI) and machine learning (ML) oriented FNaD detection models suited to minimize supply chain disruptions (SCDs). Using a combination of AI and ML, and case studies based on data collected from Indonesia, Malaysia, and Pakistan, we developed a FNaD detection model aimed at preventing SCDs. This model based on multiple data sources has shown evidence of its effectiveness in managerial decision-making. Our study further contributes to the supply chain and AI-ML literature, provides practical insights, and points to future research directions

Multi-target regressor chains with repetitive permutation scheme for characterization of built environments with remote sensing

Multi-task learning techniques allow the beneficial joint estimation of multiple target variables. Here, we propose a novel multi-task regression (MTR) method called ensemble of regressor chains with repetitive permutation scheme. It belongs to the family of problem transformation based MTR methods which foresee the creation of an individual model per target variable. Subsequently, the combination of the separate models allows obtaining an overall prediction. Our method builds upon the concept of so-called ensemble of regressor chains which align single-target models along a flexible permutation, i.e., chain. However, in order to particularly address situations with a small number of target variables, we equip ensemble of regressor chains with a repetitive permutation scheme. Thereby, estimates of the target variables are cascaded to subsequent models as additional features when learning along a chain, whereby one target variable can occupy multiple elements of the chain. We provide experimental evaluation of the method by jointly estimating built-up height and built-up density based on features derived from Sentinel-2 data for the four largest cities in Germany in a comparative setup. We also consider single-target stacking, multi-target stacking, and ensemble of regressor chains without repetitive permutation. Empirical results underline the beneficial performance properties of MTR methods. Our ensemble of regressor chain with repetitive permutation scheme approach achieved most frequently the highest accuracies compared to the other MTR methods, whereby mean improvements across the experiments of 14.5% compared to initial single-target models could be achieved