Ensembling classical machine learning and deep learning approaches for morbidity identification from clinical notes

The past decade has seen an explosion of the amount of digital information generated within the healthcare domain. Digital data exist in the form of images, video, speech, transcripts, electronic health records, clinical records, and free-text. Analysis and interpretation of healthcare data is a daunting task, and it demands a great deal of time, resources, and human effort. In this paper, we focus on the problem of co-morbidity recognition from patient’s clinical records. To this aim, we employ both classical machine learning and deep learning approaches.We use word embeddings and bag-of-words representations, coupled with feature selection techniques. The goal of our work is to develop a classification system to identify whether a certain health condition occurs for a patient by studying his/her past clinical records. In more detail, we have used pre-trained word2vec, domain-trained, GloVe, fastText, and universal sentence encoder embeddings to tackle the classification of sixteen morbidity conditions within clinical records. We have compared the outcomes of classical machine learning and deep learning approaches with the employed feature representation methods and feature selection methods. We present a comprehensive discussion of the performances and behaviour of the employed classical machine learning and deep learning approaches. Finally, we have also used ensemble learning techniques over a large number of combinations of classifiers to improve the single model performance. For our experiments, we used the n2c2 natural language processing research dataset, released by Harvard Medical School. The dataset is in the form of clinical notes that contain patient discharge summaries. Given the unbalancedness of the data and their small size, the experimental results indicate the advantage of the ensemble learning technique with respect to single classifier models. In particular, the ensemble learning technique has slightly improved the performances of single classification models but has greatly reduced the variance of predictions stabilizing the accuracies (i.e., the lower standard deviation in comparison with single classifiers). In real-life scenarios, our work can be employed to identify with high accuracy morbidity conditions of patients by feeding our tool with their current clinical notes. Moreover, other domains where classification is a common problem might benefit from our approach as well

TF-IDF vs word embeddings for morbidity identification in clinical notes: An initial study

Today, we are seeing an ever-increasing number of clinical notes that contain clinical results, images, and textual descriptions of patient's health state. All these data can be analyzed and employed to cater novel services that can help people and domain experts with their common healthcare tasks. However, many technologies such as Deep Learning and tools like Word Embeddings have started to be investigated only recently, and many challenges remain open when it comes to healthcare domain applications. To address these challenges, we propose the use of Deep Learning and Word Embeddings for identifying sixteen morbidity types within textual descriptions of clinical records. For this purpose, we have used a Deep Learning model based on Bidirectional Long-Short Term Memory (LSTM) layers which can exploit state-of-the-art vector representations of data such as Word Embeddings. We have employed pre-trained Word Embeddings namely GloVe and Word2Vec, and our own Word Embeddings trained on the target domain. Furthermore, we have compared the performances of the deep learning approaches against the traditional tf-idf using Support Vector Machine and Multilayer perceptron (our baselines). From the obtained results it seems that the latter outperform the combination of Deep Learning approaches using any word embeddings. Our preliminary results indicate that there are specific features that make the dataset biased in favour of traditional machine learning approaches

A local feature engineering strategy to improve network anomaly detection

The dramatic increase in devices and services that has characterized modern societies in recent decades, boosted by the exponential growth of ever faster network connections and the predominant use of wireless connection technologies, has materialized a very crucial challenge in terms of security. The anomaly-based intrusion detection systems, which for a long time have represented some of the most efficient solutions to detect intrusion attempts on a network, have to face this new and more complicated scenario. Well-known problems, such as the difficulty of distinguishing legitimate activities from illegitimate ones due to their similar characteristics and their high degree of heterogeneity, today have become even more complex, considering the increase in the network activity. After providing an extensive overview of the scenario under consideration, this work proposes a Local Feature Engineering (LFE) strategy aimed to face such problems through the adoption of a data preprocessing strategy that reduces the number of possible network event patterns, increasing at the same time their characterization. Unlike the canonical feature engineering approaches, which take into account the entire dataset, it operates locally in the feature space of each single event. The experiments conducted on real-world data showed that this strategy, which is based on the introduction of new features and the discretization of their values, improves the performance of the canonical state-of-the-art solutions

Popularity prediction of instagram posts

Predicting the popularity of posts on social networks has taken on significant importance in recent years, and several social media management tools now offer solutions to improve and optimize the quality of published content and to enhance the attractiveness of companies and organizations. Scientific research has recently moved in this direction, with the aim of exploiting advanced techniques such as machine learning, deep learning, natural language processing, etc., to support such tools. In light of the above, in this work we aim to address the challenge of predicting the popularity of a future post on Instagram, by defining the problem as a classification task and by proposing an original approach based on Gradient Boosting and feature engineering, which led us to promising experimental results. The proposed approach exploits big data technologies for scalability and efficiency, and it is general enough to be applied to other social media as well

CulturAI: Semantic Enrichment of Cultural Data Leveraging Artificial Intelligence

In this paper, we propose an innovative tool able to enrich cultural and creative spots (gems, hereinafter) extracted from the European Commission Cultural Gems portal, by suggesting relevant keywords (tags) and YouTube videos (represented with proper thumbnails). On the one hand, the system queries the YouTube search portal, selects the videos most related to the given gem, and extracts a set of meaningful thumbnails for each video. On the other hand, each tag is selected by identifying semantically related popular search queries (i.e., trends). In particular, trends are retrieved by querying the Google Trends platform. A further novelty is that our system suggests contents in a dynamic way. Indeed, as for both YouTube and Google Trends platforms the results of a given query include the most popular videos/trends, such that a gem may constantly be updated with trendy content by periodically running the tool. The system has been tested on a set of gems and evaluated with the support of human annotators. The results highlighted the effectiveness of our proposal

Explainable Machine Learning Exploiting News and Domain-Specific Lexicon for Stock Market Forecasting

In this manuscript, we propose a Machine Learning approach to tackle a binary classification problem whose goal is to predict the magnitude (high or low) of future stock price variations for individual companies of the SP 500 index. Sets of lexicons are generated from globally published articles with the goal of identifying the most impactful words on the market in a specific time interval and within a certain business sector. A feature engineering process is then performed out of the generated lexicons, and the obtained features are fed to a Decision Tree classifier. The predicted label (high or low) represents the underlying company's stock price variation on the next day, being either higher or lower than a certain threshold. The performance evaluation we have carried out through a walk-forward strategy, and against a set of solid baselines, shows that our approach clearly outperforms the competitors. Moreover, the devised Artificial Intelligence (AI) approach is explainable, in the sense that we analyze the white-box behind the classifier and provide a set of explanations on the obtained results

Ensembling and Dynamic Asset Selection for Risk-Controlled Statistical Arbitrage

In recent years, machine learning algorithms have been successfully employed to leverage the potential of identifying hidden patterns of financial market behavior and, consequently, have become a land of opportunities for financial applications such as algorithmic trading. In this paper, we propose a statistical arbitrage trading strategy with two key elements: an ensemble of regression algorithms for asset return prediction, followed by a dynamic asset selection. More specifically, we construct an extremely heterogeneous ensemble ensuring model diversity by using state-of-the-art machine learning algorithms, data diversity by using a feature selection process, and method diversity by using individual models for each asset, as well models that learn cross-sectional across multiple assets. Then, their predictive results are fed into a quality assurance mechanism that prunes assets with poor forecasting performance in the previous periods. We evaluate the approach on historical data of component stocks of the SP500 index. By performing an in-depth risk-return analysis, we show that this setup outperforms highly competitive trading strategies considered as baselines. Experimentally, we show that the dynamic asset selection enhances overall trading performance both in terms of return and risk. Moreover, the proposed approach proved to yield superior results during both financial turmoil and massive market growth periods, and it showed to have general application for any risk-balanced trading strategy aiming to exploit different asset classes