Bayesian Fused Lasso regression for dynamic binary networks

We propose a multinomial logistic regression model for link prediction in a time series of directed binary networks. To account for the dynamic nature of the data we employ a dynamic model for the model parameters that is strongly connected with the fused lasso penalty. In addition to promoting sparseness, this prior allows us to explore the presence of change points in the structure of the network. We introduce fast computational algorithms for estimation and prediction using both optimization and Bayesian approaches. The performance of the model is illustrated using simulated data and data from a financial trading network in the NYMEX natural gas futures market. Supplementary material containing the trading network data set and code to implement the algorithms is available online

Evaluation of Intelligent Intrusion Detection Models

This paper discusses an evaluation methodology that can be used to assess the performance of intelligent techniques at detecting, as well as predicting, unauthorised activities in networks. The effectiveness and the performance of any developed intrusion detection model will be determined by means of evaluation and validation. The evaluation and the learning prediction performance for this task will be discussed, together with a description of validation procedures. The performance of developed detection models that incorporate intelligent elements can be evaluated using well known standard methods, such as matrix confusion, ROC curves and Lift charts. In this paper these methods, as well as other useful evaluation approaches, are discussed.Peer reviewe

A multivariate Bayesian model for assessing morbidity after coronary artery surgery

INTRODUCTION: Although most risk-stratification scores are derived from preoperative patient variables, there are several intraoperative and postoperative variables that can influence prognosis. Higgins and colleagues previously evaluated the contribution of preoperative, intraoperative and postoperative predictors to the outcome. We developed a Bayes linear model to discriminate morbidity risk after coronary artery bypass grafting and compared it with three different score models: the Higgins' original scoring system, derived from the patient's status on admission to the intensive care unit (ICU), and two models designed and customized to our patient population. METHODS: We analyzed 88 operative risk factors; 1,090 consecutive adult patients who underwent coronary artery bypass grafting were studied. Training and testing data sets of 740 patients and 350 patients, respectively, were used. A stepwise approach enabled selection of an optimal subset of predictor variables. Model discrimination was assessed by receiver operating characteristic (ROC) curves, whereas calibration was measured using the Hosmer-Lemeshow goodness-of-fit test. RESULTS: A set of 12 preoperative, intraoperative and postoperative predictor variables was identified for the Bayes linear model. Bayes and locally customized score models fitted according to the Hosmer-Lemeshow test. However, the comparison between the areas under the ROC curve proved that the Bayes linear classifier had a significantly higher discrimination capacity than the score models. Calibration and discrimination were both much worse with Higgins' original scoring system. CONCLUSION: Most prediction rules use sequential numerical risk scoring to quantify prognosis and are an advanced form of audit. Score models are very attractive tools because their application in routine clinical practice is simple. If locally customized, they also predict patient morbidity in an acceptable manner. The Bayesian model seems to be a feasible alternative. It has better discrimination and can be tailored more easily to individual institutions

Prediction of delayed graft function after kidney transplantation : comparison between logistic regression and machine learning methods

Background: Predictive models for delayed graft function (DGF) after kidney transplantation are usually developed using logistic regression. We want to evaluate the value of machine learning methods in the prediction of DGF. Methods: 497 kidney transplantations from deceased donors at the Ghent University Hospital between 2005 and 2011 are included. A feature elimination procedure is applied to determine the optimal number of features, resulting in 20 selected parameters (24 parameters after conversion to indicator parameters) out of 55 retrospectively collected parameters. Subsequently, 9 distinct types of predictive models are fitted using the reduced data set: logistic regression (LR), linear discriminant analysis (LDA), quadratic discriminant analysis (QDA), support vector machines (SVMs; using linear, radial basis function and polynomial kernels), decision tree (DT), random forest (RF), and stochastic gradient boosting (SGB). Performance of the models is assessed by computing sensitivity, positive predictive values and area under the receiver operating characteristic curve (AUROC) after 10-fold stratified cross-validation. AUROCs of the models are pairwise compared using Wilcoxon signed-rank test. Results: The observed incidence of DGF is 12.5 %. DT is not able to discriminate between recipients with and without DGF (AUROC of 52.5 %) and is inferior to the other methods. SGB, RF and polynomial SVM are mainly able to identify recipients without DGF (AUROC of 77.2, 73.9 and 79.8 %, respectively) and only outperform DT. LDA, QDA, radial SVM and LR also have the ability to identify recipients with DGF, resulting in higher discriminative capacity (AUROC of 82.2, 79.6, 83.3 and 81.7 %, respectively), which outperforms DT and RF. Linear SVM has the highest discriminative capacity (AUROC of 84.3 %), outperforming each method, except for radial SVM, polynomial SVM and LDA. However, it is the only method superior to LR. Conclusions: The discriminative capacities of LDA, linear SVM, radial SVM and LR are the only ones above 80 %. None of the pairwise AUROC comparisons between these models is statistically significant, except linear SVM outperforming LR. Additionally, the sensitivity of linear SVM to identify recipients with DGF is amongst the three highest of all models. Due to both reasons, the authors believe that linear SVM is most appropriate to predict DGF

A novel time series analysis approach for prediction of dialysis in critically ill patients using echo-state networks

Background: Echo-state networks (ESN) are part of a group of reservoir computing methods and are basically a form of recurrent artificial neural networks (ANN). These methods can perform classification tasks on time series data. The recurrent ANN of an echo-state network has an 'echo-state' characteristic. This 'echo-state' functions as a fading memory: samples that have been introduced into the network in a further past, are faded away. The echostate approach for the training of recurrent neural networks was first described by Jaeger H. et al. In clinical medicine, until this moment, no original research articles have been published to examine the use of echo-state networks. Methods: This study examines the possibility of using an echo-state network for prediction of dialysis in the ICU. Therefore, diuresis values and creatinine levels of the first three days after ICU admission were collected from 830 patients admitted to the intensive care unit (ICU) between May 31th 2003 and November 17th 2007. The outcome parameter was the performance by the echo-state network in predicting the need for dialysis between day 5 and day 10 of ICU admission. Patients with an ICU length of stay < 10 days or patients that received dialysis in the first five days of ICU admission were excluded. Performance by the echo-state network was then compared by means of the area under the receiver operating characteristic curve (AUC) with results obtained by two other time series analysis methods by means of a support vector machine (SVM) and a naive Bayes algorithm (NB). Results: The AUC's in the three developed echo-state networks were 0.822, 0.818, and 0.817. These results were comparable to the results obtained by the SVM and the NB algorithm. Conclusions: This proof of concept study is the first to evaluate the performance of echo-state networks in an ICU environment. This echo-state network predicted the need for dialysis in ICU patients. The AUC's of the echo-state networks were good and comparable to the performance of other classification algorithms. Moreover, the echostate network was more easily configured than other time series modeling technologies