A Machine Learning Approach for Predicting Deterioration in Alzheimer's Disease

This paper explores deterioration in Alzheimer’s Disease using Machine Learning. Subjects were split into two datasets based on baseline diagnosis (Cognitively Normal, Mild Cognitive Impairment), with outcome of deterioration at final visit (a binomial essentially yes/no categorisation) using data from the Alzheimer’s Disease Neuroimaging Initiative (demographics, genetics, CSF, imaging, and neuropsychological testing etc). Six machine learning models, including gradient boosting, were built, and evaluated on these datasets using a nested cross-validation procedure, with the best performing models being put through repeated nested cross-validation at 100 iterations. We were able to demonstrate good predictive ability using CART predicting which of those in the cognitively normal group deteriorated and received a worse diagnosis (AUC = 0.88). For the mild cognitive impairment group, we were able to achieve good predictive ability for deterioration with Elastic Net (AUC = 0.76)

Predicting Alzheimers Disease Diagnosis Risk over Time with Survival Machine Learning on the ADNI Cohort

The rise of Alzheimers Disease worldwide has prompted a search for efficient tools which can be used to predict deterioration in cognitive decline leading to dementia. In this paper, we explore the potential of survival machine learning as such a tool for building models capable of predicting not only deterioration but also the likely time to deterioration. We demonstrate good predictive ability (0.86 C-Index), lending support to its use in clinical investigation and prediction of Alzheimers Disease risk

Data Science Challenges in Computational Psychiatry and Psychiatric Research

The special session "Data Science is Computational Psychiatry and Psychiatric Research" at the 5th IEEE International Conference in Data Science and Advanced Analytics in Turin, Italy 2018 presents papers specifically addressing psychiatric research. In this overview, we describe the challenges of psychiatric research and demonstrates how the presented papers approach some of the problems

On a Survival Gradient Boosting, Neural Network and Cox PH Based Approach to Predicting Dementia Diagnosis Risk on ADNI

In recent years, attention within the clinical prediction community has turned to the use of survival machine learning as a tool for predicting the risk of developing a disease as a function of time. The current work seeks to contribute to existing literature which demonstrates the utility of these methods when applied to a dementia prediction context. We use the Alzheimer's Disease Neuroimaging Initiative ADNI dataset and model deterioration within two distinct groups, those deemed cognitively normal and those with a formal diagnosis of Mild Cognitive Impairment. In agreement with existing literature we find that survival machine learning outperforms standard survival analysis methods such as Cox PH model, and has very good predictive ability. We propose an innovative approach to predicting dementia diagnosis risk on ADNI, which explores the use of survival neural network and survival extreme gradient boosting techniques that have hitherto seldom been applied to this context. The stability of our models was investigated within a Monte Carlo simulation framework

A Regime-Switching Recurrent Neural Network Model Applied to Wind Time Series

This paper proposes a regime-switching recurrent network model (RS-RNN) for non-stationary time series. The RS-RNN model emits a mixture density with dynamic nonlinear regimes that fit flexibly data distributions with non-Gaussian shapes. The key novelties are: development of an original representation of the means of the component distributions by dynamic nonlinear recurrent networks, and derivation of a corresponding expectation maximization (EM) training algorithm for finding the model parameters. The elaborated switching dynamic nonlinear regimes make the RS-RNN especially attractive for describing non-stationary environmental time series. The results show that the RS-RNN applied to a real-world wind speed time series achieves standardized residuals similar to popular previous models, but it is more accurate distribution forecasting than other linear switching (MS-AR) and nonlinear neural network (MLP and RNN) models

A novel statistical and machine learning hybrid approach to predicting S&P500 using sentiment analysis

The frequent ups and downs are characteristic to the stock market. The conventional standard models that assume that investors act rationally have not been able to capture the irregularities in the stock market patterns for years. As a result, behavioural finance is embraced to attempt to correct these model shortcomings by adding some factors to capture sentimental contagion which may be at play in determining the stock market. The authors address the predictive influence of online expressed sentiment on the stock market returns and volatility by using a non-parametric nonlinear approach that corrects specific limitations encountered in previous approaches. A novel approach to developing sentiment analysis and stock market predictive models based on GARCH, EGARCH and recurrent neural network frameworks is presented, and is compared to previous statistical and/or machine learning approaches addressing this problem, proving its advantages and superiority over the latter. The sentiment information extracted via text mining from online blogs includes variants of indexes expressing relevant sentiment, in particular anxiety, whose predictive value on the dynamic of S&P 500 is rigorously analysed using linear and nonlinear Granger causality and Monte Carlo simulations. Future extensions envisage incorporating the necessary apparatus and efficient mechanism to handle also stream data

Social Web-based Anxiety Index's Predictive Information on S&P 500 Revisited

There has been an increasing interest recently in examining the possible relationships between emotions expressed online and stock markets. Most of the previous studies claiming that emotions have predictive influence on the stock market do so by developing various machine learning predictive models, but do not validate their claims rigorously by analysing the statistical significance of their findings. In turn, the few works that attempt to statistically validate such claims suffer from important limitations of their statistical approaches. In particular, stock market data exhibit erratic volatility, and this time-varying volatility makes any possible relationship between these variables non-linear, which tends to statistically invalidate linear based approaches. Our work tackles this kind of limitations, and extends linear frameworks by proposing a new, non-linear statistical approach that accounts for non-linearity and heteroscedasticity

Identifying psychosis spectrum disorder from experience sampling data using machine learning approaches

The ubiquity of smartphones have opened up the possibility of widespread use of the Experience Sampling Method (ESM). The method is used to collect longitudinal data of participants' daily life experiences and is ideal to capture fluctuations in emotions (momentary mental states) as an indicator for later mental ill-health. In this study, ESM data of patients with psychosis spectrum disorder and controls were used to examine daily life emotions and higher order patterns thereof. We attempted to determine whether aggregated ESM data, in which statistical measures represent the distribution and dynamics of the original data, were able to distinguish patients from controls in a predictive modelling framework. Variable importance, recursive feature elimination, and ReliefF methods were used for feature selection. Model training, tuning, and testing were performed in nested cross-validation, based on algorithms such as Random Forests, Support Vector Machines, Gaussian Processes, Logistic Regression and Neural Networks. ROC analysis was used to post-process these models. Stability of model performance was studied using Monte Carlo simulations. The results provide evidence that patterns in emotion changes can be captured by applying a combination of these techniques. Acceleration in the variables anxious and insecure was particularly successful in adding further predictive power to the models. The best results were achieved by Support Vector Machines with radial kernel (accuracy=82% and sensitivity=82%). This proof-of-concept work demonstrates that synergistic machine learning and statistical modeling may be used to harness the power of ESM data in the future