scholarly journals Classification of Painful or Painless Diabetic Peripheral Neuropathy and Identification of the Most Powerful Predictors Using Machine Learning Models in Large Cross-Sectional Cohorts

2021 ◽  
Author(s):  
Georgios Baskozos ◽  
Andreas Themistocleous ◽  
Harry L Hebert ◽  
Mathilde Pascal ◽  
Jishi John ◽  
...  
Keyword(s):  
Machine Learning ◽  
Body Mass Index ◽  
Missing Values ◽  
Population Based ◽  
Regression Splines ◽  
Learning Models ◽  
Cross Sectional ◽  
Adaptive Regression ◽  
Adaptive Regression Splines ◽  
Machine Learning Models

Abstract Background: To improve the treatment of painful Diabetic Peripheral Neuropathy (DPN) and associated co-morbidities, a better understanding of the pathophysiology and risk factors for painful DPN is required. Using harmonised cohorts (N = 1230) we have built models that classify painful versus painless DPN. Methods: The Random Forest, Adaptive Regression Splines and Naive Bayes machine learning models were trained for classifying painful/painless DPN. Their performance was estimated using cross-validation in large cross-sectional cohorts (N = 935). Models were externally validated in a large population-based cohort (N = 295) in the presence of missing values. Variables were ranked for importance using model specific metrics and marginal effects of predictors were aggregated and assessed at the global level. Model selection was carried out using the Mathews Correlation Coefficient (MCC) and model performance was quantified in the validation set using MCC, the area under the precision/recall curve (AUPRC) and accuracy.Results: Random Forest (MCC=0.28, AUPRC = 0.76) and Adaptive Regression Splines (MCC = 0.29, AUPRC = 0.77) were the best performing models and showed the smallest reduction in performance between the training and validation dataset. EQ5D index, the 10-item personality dimensions, HbA1c, Depression and Anxiety t-scores, age and Body Mass Index were consistently amongst the most powerful predictors in classifying painful vs painless DPN. Conclusions: Machine learning models trained on large cross-sectional cohorts were able to accurately classify painful or painless DPN on an independent population-based dataset. Painful DPN is associated with more depression, anxiety and certain personality traits. It is also associated with poorer self-reported quality of life, younger age, poor glucose control and high Body Mass Index (BMI). The models showed good performance in realistic conditions in the presence of missing values and noisy datasets. These models can be used either in the clinical context to assist patient stratification based on the risk of painful DPN or return broad risk categories based on user input. Model’s performance and calibration suggest that in both cases they could potentially improve diagnosis and outcomes by changing modifiable factors like BMI and HbA1c control and institute earlier preventive or supportive measures like psychological interventions.

scholarly journals Machine Learning in Futures Markets

2021 ◽  
Vol 14 (3) ◽  
pp. 119
Author(s):  
Fabian Waldow ◽  
Matthias Schnaubelt ◽  
Christopher Krauss ◽  
Thomas Günter Fischer
Keyword(s):  
Machine Learning ◽  
Futures Markets ◽  
Learning Models ◽  
Cross Sectional ◽  
Data Set ◽  
Statistical Arbitrage ◽  
Out Of Sample ◽  
Sample Testing ◽  
Arbitrage Strategy ◽  
Machine Learning Models

In this paper, we demonstrate how a well-established machine learning-based statistical arbitrage strategy can be successfully transferred from equity to futures markets. First, we preprocess futures time series comprised of front months to render them suitable for our returns-based trading framework and compile a data set comprised of 60 futures covering nearly 10 trading years. Next, we train several machine learning models to predict whether the h-day-ahead return of each future out- or underperforms the corresponding cross-sectional median return. Finally, we enter long/short positions for the top/flop-k futures for a duration of h days and assess the financial performance of the resulting portfolio in an out-of-sample testing period. Thereby, we find the machine learning models to yield statistically significant out-of-sample break-even transaction costs of 6.3 bp—a clear challenge to the semi-strong form of market efficiency. Finally, we discuss sources of profitability and the robustness of our findings.

scholarly journals Pendekatan Model Machine Learning dalam Pemeringkatan Status Sosial Ekonomi Rumah Tangga di Indonesia

2021 ◽  
Vol 2021 (1) ◽  
pp. 1044-1053
Author(s):  
Nuri Taufiq ◽  
Siti Mariyah
Keyword(s):  
Machine Learning ◽  
Decision Tree ◽  
Nearest Neighbors ◽  
Multivariate Adaptive Regression Splines ◽  
Regression Splines ◽  
K Nearest Neighbors ◽  
Forward Stepwise ◽  
Adaptive Regression ◽  
Adaptive Regression Splines

Metode yang digunakan untuk pemeringkatan status sosial ekonomi rumah tangga Basis Data Terpadu adalah dengan memprediksi nilai pengeluaran rumah tangga dengan metode Proxy Mean Testing (PMT). Secara umum metode ini merupakan model prediksi dengan menggunakan teknik regresi. Pilihan model statistik yang digunakan adalah forward-stepwise. Dalam praktiknya diasumsikan bahwa variabel prediktor yang digunakan dalam PMT memiliki korelasi linier dengan variabel pengeluaran. Penelitian ini mencoba menerapkan pendekatan machine learning sebagai alternatif metode prediksi selain model forward-stepwise. Model dibangun menggunakan beberapa algoritma machine learning seperti Multivariate Adaptive Regression Splines (MARS), K-Nearest Neighbors, Decision Tree, dan Bagging. Hasil pemodelan menunjukkan bahwa model machine learning menghasilkan nilai rata-rata inclusion error (IE) lebih rendah dibandingkan nilai rata-rata exclusion error (EE). Model machine learning bekerja efektif dalam mengurangi IE namun belum cukup sensitif dalam mengurangi EE. Nilai rata-rata IE model machine learning sebesar 0,21 sedangkan nilai rata-rata IE model PMT sebesar 0,29.

scholarly journals Assessing Machine Learning Models for Gap Filling Daily Rainfall Series in a Semiarid Region of Spain

Atmosphere ◽  
2021 ◽  
Vol 12 (9) ◽  
pp. 1158
Author(s):  
Juan Antonio Bellido-Jiménez ◽  
Javier Estévez Gualda ◽  
Amanda Penélope García-Marín
Keyword(s):  
Machine Learning ◽  
Missing Values ◽  
Mean Bias Error ◽  
Semiarid Region ◽  
Bias Error ◽  
Spatial And Temporal Variability ◽  
Rainfall Time Series ◽  
Learning Models ◽  
Gap Filling ◽  
Machine Learning Models

The presence of missing data in hydrometeorological datasets is a common problem, usually due to sensor malfunction, deficiencies in records storage and transmission, or other recovery procedures issues. These missing values are the primary source of problems when analyzing and modeling their spatial and temporal variability. Thus, accurate gap-filling techniques for rainfall time series are necessary to have complete datasets, which is crucial in studying climate change evolution. In this work, several machine learning models have been assessed to gap-fill rainfall data, using different approaches and locations in the semiarid region of Andalusia (Southern Spain). Based on the obtained results, the use of neighbor data, located within a 50 km radius, highly outperformed the rest of the assessed approaches, with RMSE (root mean squared error) values up to 1.246 mm/day, MBE (mean bias error) values up to −0.001 mm/day, and R2 values up to 0.898. Besides, inland area results outperformed coastal area in most locations, arising the efficiency effects based on the distance to the sea (up to an improvement of 63.89% in terms of RMSE). Finally, machine learning (ML) models (especially MLP (multilayer perceptron)) notably outperformed simple linear regression estimations in the coastal sites, whereas in inland locations, the improvements were not such significant.

scholarly journals Machine learning methods for empirical streamflow simulation: a comparison of model accuracy, interpretability, and uncertainty in seasonal watersheds

2016 ◽  
Vol 20 (7) ◽  
pp. 2611-2628 ◽  
Author(s):  
Julie E. Shortridge ◽  
Seth D. Guikema ◽  
Benjamin F. Zaitchik
Keyword(s):  
Machine Learning ◽  
Predictive Accuracy ◽  
Generalized Additive Models ◽  
Additive Models ◽  
Multivariate Adaptive Regression Splines ◽  
Regression Splines ◽  
Climate Conditions ◽  
Machine Learning Methods ◽  
Adaptive Regression ◽  
Adaptive Regression Splines

Abstract. In the past decade, machine learning methods for empirical rainfall–runoff modeling have seen extensive development and been proposed as a useful complement to physical hydrologic models, particularly in basins where data to support process-based models are limited. However, the majority of research has focused on a small number of methods, such as artificial neural networks, despite the development of multiple other approaches for non-parametric regression in recent years. Furthermore, this work has often evaluated model performance based on predictive accuracy alone, while not considering broader objectives, such as model interpretability and uncertainty, that are important if such methods are to be used for planning and management decisions. In this paper, we use multiple regression and machine learning approaches (including generalized additive models, multivariate adaptive regression splines, artificial neural networks, random forests, and M5 cubist models) to simulate monthly streamflow in five highly seasonal rivers in the highlands of Ethiopia and compare their performance in terms of predictive accuracy, error structure and bias, model interpretability, and uncertainty when faced with extreme climate conditions. While the relative predictive performance of models differed across basins, data-driven approaches were able to achieve reduced errors when compared to physical models developed for the region. Methods such as random forests and generalized additive models may have advantages in terms of visualization and interpretation of model structure, which can be useful in providing insights into physical watershed function. However, the uncertainty associated with model predictions under extreme climate conditions should be carefully evaluated, since certain models (especially generalized additive models and multivariate adaptive regression splines) become highly variable when faced with high temperatures.

scholarly journals A Spatiotemporal Prediction Framework for Air Pollution Based on Deep RNN

2017 ◽  
Vol IV-4/W2 ◽  
pp. 15-22 ◽  
Author(s):  
J. Fan ◽  
Q. Li ◽  
J. Hou ◽  
X. Feng ◽  
H. Karimian ◽  
...  
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Time Series ◽  
Missing Values ◽  
Series Data ◽  
Gradient Boosting ◽  
Learning Models ◽  
Missing Value ◽  
Deep Recurrent Neural Network ◽  
Machine Learning Models

Time series data in practical applications always contain missing values due to sensor malfunction, network failure, outliers etc. In order to handle missing values in time series, as well as the lack of considering temporal properties in machine learning models, we propose a spatiotemporal prediction framework based on missing value processing algorithms and deep recurrent neural network (DRNN). By using missing tag and missing interval to represent time series patterns, we implement three different missing value fixing algorithms, which are further incorporated into deep neural network that consists of LSTM (Long Short-term Memory) layers and fully connected layers. Real-world air quality and meteorological datasets (Jingjinji area, China) are used for model training and testing. Deep feed forward neural networks (DFNN) and gradient boosting decision trees (GBDT) are trained as baseline models against the proposed DRNN. Performances of three missing value fixing algorithms, as well as different machine learning models are evaluated and analysed. Experiments show that the proposed DRNN framework outperforms both DFNN and GBDT, therefore validating the capacity of the proposed framework. Our results also provides useful insights for better understanding of different strategies that handle missing values.

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