Probability estimation with machine learning methods for dichotomous and multicategory outcome: applications

Abstract

Machine learning methods are applied to three different large datasets, all dealing with probability estimation problems for dichotomous or multicategory data. Specifically, we investigate k-nearest neighbors, bagged nearest neighbors, random forests for probability estimation trees, and support vector machines with the kernels of Bessel, linear, Laplacian, and radial basis type. Comparisons are made with logistic regression. The dataset from the German Stroke Study Collaboration with dichotomous and three-category outcome variables allows, in particular, for temporal and external validation. The other two datasets are freely available from the UCI learning repository and provide dichotomous outcome variables. One of them, the Cleveland Clinic Foundation Heart Disease dataset, uses data from one clinic for training and from three clinics for external validation, while the other, the thyroid disease dataset, allows for temporal validation by separating data into training and test data by date of recruitment into study. For dichotomous outcome variables, we use receiver operating characteristics, areas under the curve values with bootstrapped 95% confidence intervals, and Hosmer-Lemeshow-type figures as comparison criteria. For dichotomous and multicategory outcomes, we calculated bootstrap Brier scores with 95% confidence intervals and also compared them through bootstrapping. In a supplement, we provide R code for performing the analyses and for random forest analyses in Random Jungle, version 2.1.0. The learning machines show promising performance over all constructed models. They are simple to apply and serve as an alternative approach to logistic or multinomial logistic regression analysis.

Keywords: Brier score; German Stroke Study Collaboration; Probability estimation; Random Jungle; Random forest; Support vector machine.