Early symptoms and sensations as predictors of lung cancer: a machine learning multivariate model.

The aim of this study was to identify a combination of early predictive symptoms/sensations attributable to primary lung cancer (LC). An interactive e-questionnaire comprised of pre-diagnostic descriptors of first symptoms/sensations was administered to patients referred for suspected LC. Respondents were included in the present analysis only if they later received a primary LC diagnosis or had no cancer; and inclusion of each descriptor required ≥4 observations. Fully-completed data from 506/670 individuals later diagnosed with primary LC (n = 311) or no cancer (n = 195) were modelled with orthogonal projections to latent structures (OPLS). After analysing 145/285 descriptors, meeting inclusion criteria, through randomised seven-fold cross-validation (six-fold training set: n = 433; test set: n = 73), 63 provided best LC prediction. The most-significant LC-positive descriptors included a cough that varied over the day, back pain/aches/discomfort, early satiety, appetite loss, and having less strength. Upon combining the descriptors with the background variables current smoking, a cold/flu or pneumonia within the past two years, female sex, older age, a history of COPD (positive LC-association); antibiotics within the past two years, and a history of pneumonia (negative LC-association); the resulting 70-variable model had accurate cross-validated test set performance: area under the ROC curve = 0.767 (descriptors only: 0.736/background predictors only: 0.652), sensitivity = 84.8% (73.9/76.1%, respectively), specificity = 55.6% (66.7/51.9%, respectively). In conclusion, accurate prediction of LC was found through 63 early symptoms/sensations and seven background factors. Further research and precision in this model may lead to a tool for referral and LC diagnostic decision-making

Evolving Ensemble Fuzzy Classifier

The concept of ensemble learning offers a promising avenue in learning from data streams under complex environments because it addresses the bias and variance dilemma better than its single model counterpart and features a reconfigurable structure, which is well suited to the given context. While various extensions of ensemble learning for mining non-stationary data streams can be found in the literature, most of them are crafted under a static base classifier and revisits preceding samples in the sliding window for a retraining step. This feature causes computationally prohibitive complexity and is not flexible enough to cope with rapidly changing environments. Their complexities are often demanding because it involves a large collection of offline classifiers due to the absence of structural complexities reduction mechanisms and lack of an online feature selection mechanism. A novel evolving ensemble classifier, namely Parsimonious Ensemble pENsemble, is proposed in this paper. pENsemble differs from existing architectures in the fact that it is built upon an evolving classifier from data streams, termed Parsimonious Classifier pClass. pENsemble is equipped by an ensemble pruning mechanism, which estimates a localized generalization error of a base classifier. A dynamic online feature selection scenario is integrated into the pENsemble. This method allows for dynamic selection and deselection of input features on the fly. pENsemble adopts a dynamic ensemble structure to output a final classification decision where it features a novel drift detection scenario to grow the ensemble structure. The efficacy of the pENsemble has been numerically demonstrated through rigorous numerical studies with dynamic and evolving data streams where it delivers the most encouraging performance in attaining a tradeoff between accuracy and complexity.Comment: this paper has been published by IEEE Transactions on Fuzzy System

Empirical Validation of Agent Based Models: A Critical Survey

This paper addresses the problem of finding the appropriate method for conducting empirical validation in agent-based (AB) models, which is often regarded as the Achilles’ heel of the AB approach to economic modelling. The paper has two objectives. First, to identify key issues facing AB economists engaged in empirical validation. Second, to critically appraise the extent to which alternative approaches deal with these issues. We identify a first set of issues that are common to both AB and neoclassical modellers and a second set of issues which are specific to AB modellers. This second set of issues is captured in a novel taxonomy, which takes into consideration the nature of the object under study, the goal of the analysis, the nature of the modelling assumptions, and the methodology of the analysis. Having identified the nature and causes of heterogeneity in empirical validation, we examine three important approaches to validation that have been developed in AB economics: indirect calibration, the Werker-Brenner approach, and the history-friendly approach. We also discuss a set of open questions within empirical validation. These include the trade-off between empirical support and tractability of findings, the issue of over-parameterisation, unconditional objects, counterfactuals, and the non-neutrality of data.Empirical validation, agent-based models, calibration, history-friendly modelling