scholarly journals Gradient boosting in Markov-switching generalized additive models for location, scale, and shape

Author(s):  
Timo Adam ◽  
Andreas Mayr ◽  
Thomas Kneib
2006 ◽  
Vol 199 (2) ◽  
pp. 176-187 ◽  
Author(s):  
Gretchen G. Moisen ◽  
Elizabeth A. Freeman ◽  
Jock A. Blackard ◽  
Tracey S. Frescino ◽  
Niklaus E. Zimmermann ◽  
...  

2020 ◽  
pp. 1471082X2091758
Author(s):  
Almond Stöcker ◽  
Sarah Brockhaus ◽  
Sophia Anna Schaffer ◽  
Benedikt von Bronk ◽  
Madeleine Opitz ◽  
...  

We extend generalized additive models for location, scale and shape (GAMLSS) to regression with functional response. This allows us to simultaneously model point-wise mean curves, variances and other distributional parameters of the response in dependence of various scalar and functional covariate effects. In addition, the scope of distributions is extended beyond exponential families. The model is fitted via gradient boosting, which offers inherent model selection and is shown to be suitable for both complex model structures and highly auto-correlated response curves. This enables us to analyse bacterial growth in Escherichia coli in a complex interaction scenario, fruitfully extending usual growth models.


2017 ◽  
Vol 17 (1-2) ◽  
pp. 1-35 ◽  
Author(s):  
Sonja Greven ◽  
Fabian Scheipl

Researchers are increasingly interested in regression models for functional data. This article discusses a comprehensive framework for additive (mixed) models for functional responses and/or functional covariates based on the guiding principle of reframing functional regression in terms of corresponding models for scalar data, allowing the adaptation of a large body of existing methods for these novel tasks. The framework encompasses many existing as well as new models. It includes regression for ‘generalized’ functional data, mean regression, quantile regression as well as generalized additive models for location, shape and scale (GAMLSS) for functional data. It admits many flexible linear, smooth or interaction terms of scalar and functional covariates as well as (functional) random effects and allows flexible choices of bases—particularly splines and functional principal components—and corresponding penalties for each term. It covers functional data observed on common (dense) or curve-specific (sparse) grids. Penalized-likelihood-based and gradient-boosting-based inference for these models are implemented in R packages refund and FDboost , respectively. We also discuss identifiability and computational complexity for the functional regression models covered. A running example on a longitudinal multiple sclerosis imaging study serves to illustrate the flexibility and utility of the proposed model class. Reproducible code for this case study is made available online.


2015 ◽  
Vol 27 (1) ◽  
pp. 259-270 ◽  
Author(s):  
Roland Langrock ◽  
Thomas Kneib ◽  
Richard Glennie ◽  
Théo Michelot

2021 ◽  
Vol 21 (1) ◽  
Author(s):  
Abdinardo M. B. de Oliveira ◽  
Jane M. Binner ◽  
Anandadeep Mandal ◽  
Logan Kelly ◽  
Gabriel J. Power

Abstract Background The COVID-19 pandemic has initiated several initiatives to better understand its behavior, and some projects are monitoring its evolution across countries, which naturally leads to comparisons made by those using the data. However, most “at a glance” comparisons may be misleading because the curve that should explain the evolution of COVID-19 is different across countries, as a result of the underlying geopolitical or socio-economic characteristics. Therefore, this paper contributes to the scientific endeavour by creating a new evaluation framework to help stakeholders adequately monitor and assess the evolution of COVID-19 in countries, considering the occurrence of spikes, "secondary waves" and structural breaks in the time series. Methods Generalized Additive Models were used to model cumulative and daily curves for confirmed cases and deaths. The Root Relative Squared Error and the Percentage Deviance Explained measured how well the models fit the data. A local min-max function was used to identify all local maxima in the fitted values. The pure Markov-Switching and the family of Markov-Switching GARCH models were used to identify structural breaks in the COVID-19 time series. Finally, a quadrants system to identify countries that are more/less efficient in the short/long term in controlling the spread of the virus and the number of deaths was developed. Such methods were applied in the time series of 189 countries, collected from the Centre for Systems Science and Engineering at Johns Hopkins University. Results Our methodology proves more effective in explaining the evolution of COVID-19 than growth functions worldwide, in addition to standardizing the entire estimation process in a single type of function. Besides, it highlights several inflection points and regime-switching moments, as a consequence of people’s diminished commitment to fighting the pandemic. Although Europe is the most developed continent in the world, it is home to most countries with an upward trend and considered inefficient, for confirmed cases and deaths. Conclusions The new outcomes presented in this research will allow key stakeholders to check whether or not public policies and interventions in the fight against COVID-19 are having an effect, easily identifying examples of best practices and promote such policies more widely around the world.


Author(s):  
François Freddy Ateba ◽  
Manuel Febrero-Bande ◽  
Issaka Sagara ◽  
Nafomon Sogoba ◽  
Mahamoudou Touré ◽  
...  

Mali aims to reach the pre-elimination stage of malaria by the next decade. This study used functional regression models to predict the incidence of malaria as a function of past meteorological patterns to better prevent and to act proactively against impending malaria outbreaks. All data were collected over a five-year period (2012–2017) from 1400 persons who sought treatment at Dangassa’s community health center. Rainfall, temperature, humidity, and wind speed variables were collected. Functional Generalized Spectral Additive Model (FGSAM), Functional Generalized Linear Model (FGLM), and Functional Generalized Kernel Additive Model (FGKAM) were used to predict malaria incidence as a function of the pattern of meteorological indicators over a continuum of the 18 weeks preceding the week of interest. Their respective outcomes were compared in terms of predictive abilities. The results showed that (1) the highest malaria incidence rate occurred in the village 10 to 12 weeks after we observed a pattern of air humidity levels >65%, combined with two or more consecutive rain episodes and a mean wind speed <1.8 m/s; (2) among the three models, the FGLM obtained the best results in terms of prediction; and (3) FGSAM was shown to be a good compromise between FGLM and FGKAM in terms of flexibility and simplicity. The models showed that some meteorological conditions may provide a basis for detection of future outbreaks of malaria. The models developed in this paper are useful for implementing preventive strategies using past meteorological and past malaria incidence.


Author(s):  
Mark David Walker ◽  
Mihály Sulyok

Abstract Background Restrictions on social interaction and movement were implemented by the German government in March 2020 to reduce the transmission of coronavirus disease 2019 (COVID-19). Apple's “Mobility Trends” (AMT) data details levels of community mobility; it is a novel resource of potential use to epidemiologists. Objective The aim of the study is to use AMT data to examine the relationship between mobility and COVID-19 case occurrence for Germany. Is a change in mobility apparent following COVID-19 and the implementation of social restrictions? Is there a relationship between mobility and COVID-19 occurrence in Germany? Methods AMT data illustrates mobility levels throughout the epidemic, allowing the relationship between mobility and disease to be examined. Generalized additive models (GAMs) were established for Germany, with mobility categories, and date, as explanatory variables, and case numbers as response. Results Clear reductions in mobility occurred following the implementation of movement restrictions. There was a negative correlation between mobility and confirmed case numbers. GAM using all three categories of mobility data accounted for case occurrence as well and was favorable (AIC or Akaike Information Criterion: 2504) to models using categories separately (AIC with “driving,” 2511. “transit,” 2513. “walking,” 2508). Conclusion These results suggest an association between mobility and case occurrence. Further examination of the relationship between movement restrictions and COVID-19 transmission may be pertinent. The study shows how new sources of online data can be used to investigate problems in epidemiology.


2021 ◽  
Vol 21 (1) ◽  
Author(s):  
Narayan Sharma ◽  
René Schwendimann ◽  
Olga Endrich ◽  
Dietmar Ausserhofer ◽  
Michael Simon

Abstract Background Understanding how comorbidity measures contribute to patient mortality is essential both to describe patient health status and to adjust for risks and potential confounding. The Charlson and Elixhauser comorbidity indices are well-established for risk adjustment and mortality prediction. Still, a different set of comorbidity weights might improve the prediction of in-hospital mortality. The present study, therefore, aimed to derive a set of new Swiss Elixhauser comorbidity weightings, to validate and compare them against those of the Charlson and Elixhauser-based van Walraven weights in an adult in-patient population-based cohort of general hospitals. Methods Retrospective analysis was conducted with routine data of 102 Swiss general hospitals (2012–2017) for 6.09 million inpatient cases. To derive the Swiss weightings for the Elixhauser comorbidity index, we randomly halved the inpatient data and validated the results of part 1 alongside the established weighting systems in part 2, to predict in-hospital mortality. Charlson and van Walraven weights were applied to Charlson and Elixhauser comorbidity indices. Derivation and validation of weightings were conducted with generalized additive models adjusted for age, gender and hospital types. Results Overall, the Elixhauser indices, c-statistic with Swiss weights (0.867, 95% CI, 0.865–0.868) and van Walraven’s weights (0.863, 95% CI, 0.862–0.864) had substantial advantage over Charlson’s weights (0.850, 95% CI, 0.849–0.851) and in the derivation and validation groups. The net reclassification improvement of new Swiss weights improved the predictive performance by 1.6% on the Elixhauser-van Walraven and 4.9% on the Charlson weights. Conclusions All weightings confirmed previous results with the national dataset. The new Swiss weightings model improved slightly the prediction of in-hospital mortality in Swiss hospitals. The newly derive weights support patient population-based analysis of in-hospital mortality and seek country or specific cohort-based weightings.


2020 ◽  
Vol 79 (Suppl 1) ◽  
pp. 1252.2-1253
Author(s):  
R. Garofoli ◽  
M. Resche-Rigon ◽  
M. Dougados ◽  
D. Van der Heijde ◽  
C. Roux ◽  
...  

Background:Axial spondyloarthritis (axSpA) is a chronic rheumatic disease that encompasses various clinical presentations: inflammatory chronic back pain, peripheral manifestations and extra-articular manifestations. The current nomenclature divides axSpA in radiographic (in the presence of radiographic sacroiliitis) and non-radiographic (in the absence of radiographic sacroiliitis, with or without MRI sacroiliitis. Given that the functional burden of the disease appears to be greater in patients with radiographic forms, it seems crucial to be able to predict which patients will be more likely to develop structural damage over time. Predictive factors for radiographic progression in axSpA have been identified through use of traditional statistical models like logistic regression. However, these models present some limitations. In order to overcome these limitations and to improve the predictive performance, machine learning (ML) methods have been developed.Objectives:To compare ML models to traditional models to predict radiographic progression in patients with early axSpA.Methods:Study design: prospective French multicentric cohort study (DESIR cohort) with 5years of follow-up. Patients: all patients included in the cohort, i.e. 708 patients with inflammatory back pain for >3 months but <3 years, highly suggestive of axSpA. Data on the first 5 years of follow-up was used. Statistical analyses: radiographic progression was defined as progression either at the spine (increase of at least 1 point per 2 years of mSASSS scores) or at the sacroiliac joint (worsening of at least one grade of the mNY score between 2 visits). Traditional modelling: we first performed a bivariate analysis between our outcome (radiographic progression) and explanatory variables at baseline to select the variables to be included in our models and then built a logistic regression model (M1). Variable selection for traditional models was performed with 2 different methods: stepwise selection based on Akaike Information Criterion (stepAIC) method (M2), and the Least Absolute Shrinkage and Selection Operator (LASSO) method (M3). We also performed sensitivity analysis on all patients with manual backward method (M4) after multiple imputation of missing data. Machine learning modelling: using the “SuperLearner” package on R, we modelled radiographic progression with stepAIC, LASSO, random forest, Discrete Bayesian Additive Regression Trees Samplers (DBARTS), Generalized Additive Models (GAM), multivariate adaptive polynomial spline regression (polymars), Recursive Partitioning And Regression Trees (RPART) and Super Learner. Finally, the accuracy of traditional and ML models was compared based on their 10-foldcross-validated AUC (cv-AUC).Results:10-fold cv-AUC for traditional models were 0.79 and 0.78 for M2 and M3, respectively. The 3 best models in the ML algorithm were the GAM, the DBARTS and the Super Learner models, with 10-fold cv-AUC of: 0.77, 0.76 and 0.74, respectively (Table 1).Table 1.Comparison of 10-fold cross-validated AUC between best traditional and machine learning models.Best modelsCross-validated AUCTraditional models M2 (step AIC method)0.79 M3 (LASSO method)0.78Machine learning approach SL Discrete Bayesian Additive Regression Trees Samplers (DBARTS)0.76 SL Generalized Additive Models (GAM)0.77 Super Learner0.74AUC: Area Under the Curve; AIC: Akaike Information Criterion; LASSO: Least Absolute Shrinkage and Selection Operator; SL: SuperLearner. N = 295.Conclusion:Traditional models predicted better radiographic progression than ML models in this early axSpA population. Further ML algorithms image-based or with other artificial intelligence methods (e.g. deep learning) might perform better than traditional models in this setting.Acknowledgments:Thanks to the French National Society of Rheumatology and the DESIR cohort.Disclosure of Interests:Romain Garofoli: None declared, Matthieu resche-rigon: None declared, Maxime Dougados Grant/research support from: AbbVie, Eli Lilly, Merck, Novartis, Pfizer and UCB Pharma, Consultant of: AbbVie, Eli Lilly, Merck, Novartis, Pfizer and UCB Pharma, Speakers bureau: AbbVie, Eli Lilly, Merck, Novartis, Pfizer and UCB Pharma, Désirée van der Heijde Consultant of: AbbVie, Amgen, Astellas, AstraZeneca, BMS, Boehringer Ingelheim, Celgene, Cyxone, Daiichi, Eisai, Eli-Lilly, Galapagos, Gilead Sciences, Inc., Glaxo-Smith-Kline, Janssen, Merck, Novartis, Pfizer, Regeneron, Roche, Sanofi, Takeda, UCB Pharma; Director of Imaging Rheumatology BV, Christian Roux: None declared, Anna Moltó Grant/research support from: Pfizer, UCB, Consultant of: Abbvie, BMS, MSD, Novartis, Pfizer, UCB


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