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Practical approaches in evaluating validation and biases of machine learning applied to mobile health studies … – Nature.com

In this section, we first describe how Ecological Momentary Assessments work and how they differentiate from assessments that are collected within a clinical environment. Second, we present the studies and ML use cases for each dataset. Next, we introduce the non-ML baseline heuristics and explain the ML preprocessing steps. Finally, we describe existing train-test-split approaches (cross-validation) and the splitting approaches at the user- and assessment levels.

Within this context, ecological means within the subjects natural environment", and momentary within this moment" and ideally, in real time16. Assessments collected in research or clinical environments may cause recall bias of the subjects answers and are not primarily designed to track changes in mood or behavior longitudinally. Ecological Momentary Assessments (EMA) thus increase validity and decrease recall bias. They are suitable for asking users in their daily environment about their state of being, which can change over time, by random or interval time sampling. Combining EMAs and mobile crowdsensing sensor measurements allows for multimodal analyses, which can gain new insights in, e.g., chronic diseases8,15. The datasets used within this work have EMA in common and are described in the following subsection.

From ongoing projects of our team, we are constantly collecting mHealth data as well as Ecological Momentary Assessments6,17,18,19. To investigate how the machine learning performance varies based on the splits, we wanted different datasets with different use cases. However, to increase comparability between the use cases, we created multi-class classification tasks.

We train each model using historical assessments, the oldest assessment was collected at time tstart, the latest historical assessment at time tlast. A current assessment is created and collected at time tnow, a future assessment at time tnext. Depending on the study design, the actual point of time tnext may be in some hours or in a few weeks from tnow. For each dataset and for each user, we want to predict a feature (synonym, a question of an assessment) at time tnext using the features at time tnow. This feature at time tnext is then called the target. For each use case, a model is trained using data between tstart and tlast, and given the input data from tnow, it predicts the target at tnext. Figure1 gives a schematic representation of the relevant points of time tstart,tlast,tnow, and tnext.

At time tstart, the first assessment is given; tlast is the last known assessment used for training, whereas tnow is the currently available assessment as input for the classifier and the target is predicted at time ttext.

To increase comparability between the approaches, we used the same model architecture with the same pseudo-random initialisation. The model is a Random Forest classifier with 100 trees and the Gini impurity as the splitting criterion. The whole coding was in Python 3.9, using mostly scikit-learn, pandas and Jupyter Notebooks. Details can be found on GitHub in the supplementary material.

For all datasets that we used in this study, we have ethical approvals (UNITI No. 20-1936-101, TYT No. 15-101-0204, Corona Check No. 71/20-me, and Corona Health No. 130/20-me). The following section provides an overview of the studies, the available datasets with characteristics, and then describes each use case in more detail. An brief overview is given in Table1 with baseline statistics for each dataset in Table2.

To provide some more background info about the studies: The analyses happen with all apps on the so-called EMA questionnaires (synonym: assessment), i.e., the questionnaires that are filled out multiple times in all apps and the respective studies. This can happen several times a day (e.g., for the tinnitus study TrackYourTinnitus (TYT)) or at weekly intervals (e.g., studies in the Corona Health (CH) app). Nevertheless, the analysis happens on the recurring questionnaires, which collect symptoms over time and in the real environment through unforeseen (i.e., random) notifications.

The TrackYourTinnitus (TYT) dataset has the most filled-out assessments with more than 110,000 questionnaires as by 2022-10-24. The Corona Check (CC) study has the most users. This is because each time an assessment is filled out, a new user can optionally be created. Notably, this app has the largest ratio of non-German users and the youngest user group with the largest standard deviation. The Corona Health (CH) app with its studies Mental health for adults, adolescents and physical health for adults has the highest proportion of German users because it was developed in collaboration with the Robert Koch Institute and was primarily promoted in Germany. Unification of treatments and Interventions for Tinnitus patients (UNITI) is a European Union-wide project, which overall aim is to deliver a predictive computational model based on existing and longitudinal data19. The dataset from the UNITI randomized controlled trial is described by Simoes et al.20.

With this app, it is possible to record the individual fluctuations in tinnitus perception. With the help of a mobile device, users can systematically measure the fluctuations of their tinnitus. Via the TYT website or the app, users can also view the progress of their own data and, if necessary, discuss it with their physician.

The ML task at hand is a classification task with target variable Tinnitus distress at time tnow and the questions from the daily questionnaire as the features of the problem. The targets values range in [0,1] on a continuous scale. To make it a classification task, we created bins with step size of 0.2 resulting in 5 classes. The features are perception, loudness, and stressfulness of tinnitus, as well as the current mood, arousal and stress level of a user, the concentration level while filling out the questionnaire, and perception of the worst tinnitus symptom. A detailed description of the features was already done in previous works21. Of note, the time delta of two assessments of one user at tnext and tnow varies between users. Its median value is 11 hours.

The overall goal of UNITI is to treat the heterogeneity of tinnitus patients on an individual basis. This requires understanding more about the patient-specific symptoms that are captured by EMA in real time.

The use case we created at UNITI is like that of TYT. The target variable encumbrance, coded as cumberness, which was also continuously recorded, was divided into an ordinal scale from 0 to 1 in 5 steps. Features also include momentary assessments of the user during completion, such as jawbone, loudness, movement, stress, emotion, and questions about momentary tinnitus. The data was collected using our mobile apps7. Here, of note: on average, the median time gap between two assessment is 24 hours for each user.

At the beginning of the COVID-19 pandemic, it was not easy to get initial feedback about an infection, given the lack of knowledge about the novel virus and the absence of widely available tests. To assist all citizens in this regard, we launched the mobile health app Corona Check together with the Bavarian State Office for Health and Food Safety22.

The Corona Check dataset predicts whether a user has a Covid infection based on a list of given symptoms23. It was developed in the early pandemic back in 2020 and helped people to get quick estimate for an infection without having an antigen test. The target variable has four classes: First, suspected coronavirus (COVID-19) case", second, symptoms, but no known contact with confirmed corona case", third, contact with confirmed corona case, but currently no symptoms", and last, neither symptoms nor contact".

The features are a list of Boolean variables, which were known at this time to be typically related with a Covid infection, such as fever, a sore throat, a runny nose, cough, loss of smell, loss of taste, shortness of breath, headache, muscle pain, diarrhea, and general weakness. Depending on the answers given by a user, the application programming interface returned one of the classes. The median time gap of two assessments for the same user is 8 hours on average with a much larger standard deviation of 24.6 days.

The last four use cases are all derived from a bigger Covid-related mHealth project called Corona Health6,24. The app was developed in collaboration with the Robert Koch-Institute and was primarily promoted in Germany, it includes several studies about the mental or physical health, or the stress level of a user. A user can download the app and then sign up for a study. He or she will then receive a baseline one-time questionnaire, followed by recurring follow-ups with between-study varying time gaps. The follow-up assessment of CHA has a total of 159 questions including a full PHQ9 questionnaire25. We then used the nine questions of PHQ9 as features at tnow to predict the level of depression for this user for tnext. Depression levels are ordinally scaled from None to Severe in a total of 5 classes. The median time gap of two assessments for the same user is 7.5 days. That is, the models predict the future in this time interval.

Similar to the adult cohort, the mental health of adolescents during the pandemic and its lock-downs is also captured by our app using EMA.

A lightweight version of the mental health questionnaire for adults was also offered to adolescents. However, this did not include a full PHQ9 questionnaire, so we created a different use case. The target variable to be classified on a 4-level ordinal scale is perceived dejection coming from the PHQ instruments, features are a subset of quality of live assessments and PHQ questions, such as concernment, tremor, comfort, leisure quality, lethargy, prostration, and irregular sleep. For this study, the median time gap of two follow up assessments is 7.3 days.

Analogous to the mental health of adults, this study aims to track how the physical health of adults changes during the pandemic period.

Adults had the option to sign up for a study with recurring assessments asking for their physical health. The target variable to be classified asks about the constraints in everyday life that arise due to physical pain at tnext. The features for this use case include aspects like sport, nutrition, and pain at tnow. The median time gap of two assessments for the same user is 14.0 days.

This additional study within the Corona Health app asks users about their stress level on a weekly basis. Both features and target are assessed on a five-level ordinal scale from never to very often. The target asks for the ability of stress management, features include the first nine questions of the perceived stress scale instrument26. The median time gap of two assessments for the same user on average is 7.0 days.

We also want to compare the ML approaches with a baseline heuristic (synonym: Baseline model). A baseline heuristic can be a simple ML model like a linear regression or a small Decision Tree, or alternatively, depending on the use case, it could also be a simple statement like The next value equals the last one". The typical approach for improving ML models is to estimate the generalization error of the model on a benchmark data set when compared to a baseline heuristic. However, it is often not clear, which baseline heuristic to consider, i.e.: The same model architecture as the benchmark model, but without tuned hyperparameters? A simple, intrinsically explainable model with or without hyperparameter tuning? A random guess? A naive guess, in which the majority class is predicted? Since we have approaches on a user-level (i.e., we consider users when splitting) and on an assessment-level (i.e., we ignore users when splitting), we also should create baseline heuristics on both levels. We additionally account for within-user variance in Ecological Momentary Assessments by averaging a users previously known assessments. Previously known here means that we calculate the mode or median of all assessments of a user that are older than the given timestamp. In total, this leads to four baseline heuristics (user-level latest, user-level average, assessment-level latest, assessment-level average) that do not use any machine learning but simple heuristics. On the assessment-level, the latest known target or the mean of all known targets so far is taken to predict the next target, no matter of the user-id of this assessment. On the user-level, either the last known, or median, or mode value of this user is taken to predict the target. This, in turn, leads to a cold-start problem for users that appear for the first time in a dataset. In this case, either the last known, or mode, or median of all assessments that are known so far are taken to predict the target.

Before the data and approaches could be compared, it was necessary to homogenize them. In order for all approaches to work on all data sets, at least the following information is necessary: Assessment_id, user_id, timestamp, features, and the target. Any other information such as GPS data, or additional answers to questions of the assessment, we did not include into the ML pipeline. Additionally, targets that were collected on a continuous scale, had to be binned into an ordinal scale of five classes. For an easier interpretation and readability of the outputs, we also created label encodings for each target. To ensure consistency of the pre-processing, we created helper utilities within Python to ensure that the same function was applied on each dataset. For missing values, we created a user-wise missing value treatment. More precisely, if a user skipped a question in an assessment, we filled the missing value with the mean or mode (mode = most common value) of all other answers of this user for this assessment. If a user had only one assessment, we filled it with the overall mean for this question.

For each dataset and for each script, we set random states and seeds to enhance reproducibility. For the outer validation set, we assigned the first 80 % of all users that signed up for a study to the train set, the latest 20% to the test set. To ensure comparability, the test users were the same for all approaches. We did not shuffle the users to simulate a deployment scenario where new users join the study. This would also add potential concept drift from the train to the test set and thus improve the simulation quality.

For the cross-validation within the training set, which we call internal validation, we chose a total of 5 folds with 1 validation fold. We then applied the four baseline heuristics (on user level and assessment level with either latest target or average target as prediction) to calculate the within-train-set performance standard deviation and the mean of the weighted F1 scores for each train fold. The mean and standard deviation of the weighted F1 score are then the estimator of the performance of our model in the test set.

We call one approach superior to another if the final score is higher. The final score to evaluate an approach is calculated as:

$${f}_{1}^{final}={f}_{1}^{test}-alpha {sigma }left({f}_{1}^{train}right)$$

(1)

If the standard deviation between the folds during training is large, the final score is lower. The test set must not contain any selection bias against the underlying population. The pre-factor of the standard deviation is another hyperparameter. The more important model robustness for the use case, the higher should be set.

Within cross-validation, there exist several approaches on how to split up the data into folds and validate them, such as the k-fold approach with k as the number of folds in the training set. Here, k1 folds form the training folds and one fold is the validation fold27. One can then calculate k performance scores and their standard deviation to get an estimator for the performance of the model in the test set, which itself is an estimator for the models performance after deployment (see also Fig.2).

Schematic visualisation of the steps required to perform a k-fold cross-validation, here with k=5.

In addition, there exist the following strategies: First, (repeated) stratified k-fold, in which the target distribution is retained in each fold, which can also be seen in Fig.3. After shuffling the samples, the stratified split can be repeated3. Second, leave-one-out cross-validation28, in which the validation fold contains only one sample while the model has been trained on all other samples. And third, leave-p-out cross-validation, in which (left(begin{array}{c}n\ pend{array}right)) train-test-pairs are created with n equals number of assessments (synonym sample)29.

While this approach retains the class distribution in each fold, it still ignores user groups. Each color represents a different class or user id.

These approaches, however, do not always focus on samples that might belong to our mHealth data peculiarities. To be more specific, they do not account for users (syn. groups, subjects) that generate daily assessments (syn. samples) with a high variance.

To precisely explain the splitting approaches, we would like to differentiate between the terms folds and sets. We call a chunk of samples (synonym: assessments, filled-out questionnaires) a set on the outer split of the data, for which we cut-off the final test set. However, within the training set, we then split further to create training and validation folds. That is, using the term fold, we are in the context of cross validation. When we use the term set, then we are in the outer split of the ML pipeline. Figure4 visualizes this approach. Following this, we define 4 different approaches to split the data. For one of them we ignore the fact that there are users, for the other three we do not. We call these approaches user-cut, average-user, user-wise and time-cut. All approaches have in common that the first 80 % of all users are always in the training set and the remaining 20 % are in the test set. A schematic visualization of the splitting approaches is shown in Fig.5. Within the training set, we then split on user-level for the approaches user-cut, average-user and user-wise, and on assessment-level for the approach time-cut.

In the second step, users are ordered by their study registration time, with the initial 80 % designated as training users and the remaining 20 % as test users. Subsequently, assessments by training users are allocated to the training set, and those by test users to the test set. Within the training set, user grouping dictates the validation approach: group-cross-validation is applied if users are declared as a group, otherwise, standard cross-validation is utilized. We compute the average f1 score, ({f}_{1}^{train}), from training folds and the f1 score on the test set, ({f}_{1}^{test}). The standard deviation of ({f}_{1}^{train},sigma ({f}_{1}^{train})), indicates model robustness. The hyperparameter adjusts the emphasis on robustness, with higher values prioritizing it. Ultimately, ({f}_{1}^{final}), which is a more precise estimate if group-cross-validation is applied, offers a refined measure of model performance in real-world scenarios.

Yellow means that this sample is part of the validation fold, green means it is part of a training fold. Crossed out means that the sample has been dropped in that approach because it does not meet the requirements. Users can be sorted by time to accommodate any concept drift.

In the following section, we will explain the splitting approaches in more detail. The time-cut approach ignores the fact of given groups in the dataset and simply creates validation folds based on the time the assessments arrive in the database. In this example, the month, in which a sample was collected, is known. More precisely, all samples from January until April are in the training set while May is in the test set. The user-cut approach shuffles all user ids and creates five data folds with distinct user-groups. It ignores the time dimension of the data, but provides user-distinct training and validation folds, which is like the GroupKFold cross-validation approach as implemented in scikit-learn30. The average-user approach is very similar to the user-cut approach. However, each answer of a user is replaced by the median or mode answer of this user up to the point in question to reduce within-user-variance. While all the above-mentioned approaches require only one single model to be trained, the user-wise approach requires as many models as distinct users are given in the dataset. Therefore, for each user, 80 % of his or her assessments are used to train a user-specific model, and the remaining 20% of the time-sorted assessments are used to test the model. This means that for this approach, we can directly evaluate on the test set as each model is user specific and we solved the cold-start problem by training the model on the first assessments of this user. If a user has less than 10 assessments, he or she is not evaluated on that approach.

Approval for the UNITI randomized controlled trial and the UNITI app was obtained by the Ethics Committee of the University Clinic of Regensburg (ethical approval No. 20-1936-101). All users read and approved the informed consent before participating in the study. The study was carried out in accordance with relevant guidelines and regulations. The procedures used in this study adhere to the tenets of the Declaration of Helsinki. The Track Your Tinnitus (TYT) study was approved by the Ethics Committee of the University Clinic of Regensburg (ethical approval No. 15-101-0204). The Corona Check (CH) study was approved by the Ethics Committee of the University of Wrzburg (ethical approval no. 71/20-me) and the universitys data protection officer and was carried out in accordance with the General Data Protection Regulations of the European Union. The procedures used in the Corona Health (CH) study were in accordance with the 1964 Helsinki declaration and its later amendments and was approved by the ethics committee of the University of Wrzburg, Germany (No. 130/20-me). Ethical approvals include secondary use. The data from this study are available on request from the corresponding author. The data are not publicly available, as the informed consent of the participants did not provide for public publication of the data.

Further information on research design is available in theNature Portfolio Reporting Summary linked to this article.

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Practical approaches in evaluating validation and biases of machine learning applied to mobile health studies ... - Nature.com

Application of power-law committee machine to combine five machine learning algorithms for enhanced oil recovery … – Nature.com

This study combines the predictions of five machine learning models by means of the PLCM method to increase the generalization of the model in the context of EOR screening. This study not only assesses the individual machine learning methods in predicting the most suitable EOR techniques, but also takes benefit from the PLCM method optimized by the PSO to increase the prediction accuracy, for the first time in the context of EOR screening. In this manner, the predictive tool is not limited to only one data-driven model, but also takes advantage of the strength points of different types of machine learning algorithms. Figure1 shows the flowchart of this study. First, the required dataset to build and evaluate the utilized models is collected. Then, the data is preprocessed, which includes encoding the textual data into numeric values and normalizing the variables into [0,1]. Then, the individual machine learning models are trained. The hyperparameters of the models are tuned using a grid search with fivefold cross-validation. After training the individual models, their outputs are combined using the PLCM method optimized by the PSO algorithm. Then, the performance of the utilized methods is compared in terms of quantitative and visual evaluation metrics. The metrics, including the accuracy, precision, recall, F1-score, confusion matrix, precision-recall curve, and Receiver Operating Characteristic (ROC) curve to analyze their ability to handle the class imbalance issue. In the end, a feature importance analysis is conducted to find out the most influential input variables on the prediction of suitable EOR techniques. Another specialty of this study is that it uses a more comprehensive dataset than those in the previous studies, which increases the generalization of the developed model.

General flowchart of the study.

In this study, a dataset including 2563 EOR projects (available in Supplementary Information) from 23 different countries applied to sandstone, carbonate, limestone, dolomite, unconsolidated sandstone, and conglomerate reservoirs was collected from the literature5,20,21,22,23,24,25,26,27 to develop the screening methods. The utilized variables include the formation type, porosity (%), permeability (mD), depth (ft), viscosity (cP), oil gravity (API), temperature (F), and the production mechanism before conducting EOR. The EOR techniques include injection of steam, hydrocarbon miscible, hydrocarbon immiscible, CO2 miscible, CO2 immiscible, carbonated water, low-salinity water, CO2 foam, nitrogen miscible, nitrogen immiscible, micellar polymer, surfactant/polymer, surfactant, cyclic steam drive, steam-assisted gas drive (SAGD), liquefied petroleum gas (LPG) miscible, in-situ combustion, polymer, alkaline/surfactant/polymer (ASP), hot water, microbial, air-foam, hydrocarbon miscible-WAG, and hydrocarbon immiscible-WAG. Table 2 reports the statistical analysis of the variables. Since formation is a categorical feature, it was converted to numerical values. Among fifteen different formation types, sandstone, carbonate, and dolomite are the most prevalent formation types with 45%, 10%, and 10% of the total data, respectively. To assess the accuracy of the developed models on unseen data, 85% of the data was used for training and the remaining 15% was used as blind test cases, and fivefold cross-validation is used for hyperparameter tuning. It is common to divide the dataset with a ratio of 70:15:15 as training, validation, and testing subsets. The validation subset is commonly used for tuning the hyperparameters of the models. Nonetheless, in the current study, 5-Fold cross validation was used to tune the hyperparameters, which does not require putting aside a portion of the data for validation. In this technique, the training subset is divided into K (5 in this study) non-overlapping folds. Then, the model is trained and validated K times with the fixed hyperparameters. One of the folds is used for validation and the others for training. Finally, the validation score is calculated as the average of scores over K repetitions. This is repeated for all configurations of the hyperparameters and the set of hyperparameters with the highest cross-validation score is selected. Thereby, as we did not need a separate validation subset, all samples, except for the testing subset, were used for training (85%).

One of the crucial steps before moving to model development is data preprocessing. One type of preprocessing is to encode textual values to numerical values, which is called label encoding. For example, the formation type, previous production mechanism, and EOR techniques are textual features, which were encoded as numbers. Another preprocessing step is scaling the data into similar intervals since the scale of the features differ significantly. For example, viscosity is in the order of 106, while porosity is in the order of tens. In this study, the features were normalized into [0,1] interval using ((X - X_{min } )/(X_{max } - X_{min } )), where (X_{min }) and (X_{max }) are the minimum and maximum of the features in the training subset.

ANN is a learning algorithm that is inspired by the human brain. ANN can figure out the relationship between the inputs and outputs without the need for complex mathematical or computational methods. Among the various types of ANN, the Multilayer Perceptron (MLP-ANN) stands out as the most commonly used28,29,30. The MLP includes three layers, namely input, hidden, and output layers31,32, as illustrated in Fig.2. As shown, each layer consists of computational units known as neurons. The number of neurons in the input and output layers is the same as the dimension of the input and output variables, respectively. The number of hidden layers and their size should be determined by trial and error. Each neuron is connected to all neurons of the previous layers, which represents a unique linear combination of the data coming in from previous layer. The linear combination takes place using a set of weights. For example, (W_{xh}) represents the set of weights mapping the inputs to the hidden layers, and (W_{ho}) represents the set of weights mapping the hidden neurons to the output layer. Another critical aspect of an ANN model is the activation function, which receives the results of the linear combination, known as activations, and determines the activation of each neuron. Including hidden layers with non-linear activation functions in an ANN empowers it to capture non-linear dependencies. The weights are learned during the training phase of the model, which is the ultimate goal of the training process. Using these weights, the outputs, represented by (hat{y}), are calculated by the feed-forward process as below.

$$hat{y} = fleft( {mathop sum limits_{i = 1} W_{ij} x_{i} + b_{j} } right),$$

(1)

where f isthe activation function; (b_{j}) is the hidden layer bias; (x_{i}) is theinput for the ith variable; and, (W_{ij}) is theconnection weight between the ith input and jth neuron.

Schematic structure of an ANN.

The learning process in an ANN is actually adjusting the weights and biases in the hidden layers using the backpropagation algorithm to minimize the loss function between the predicted and actual values28,33. In a multiclass classification problem, the outputs are converted to one-hot encoded vectors, where all elements of the vectors are zeros except for the element corresponding to that specific sample class. To handle multiclass classification, the categorical cross entropy is used as the loss function, which is defined as follows.

$$CCEleft( W right) = mathop sum limits_{i = 1}^{C - 1} y_{i} log left( {hat{y}_{i} } right),$$

(2)

where y denotes the vector of actual outputs and C is the number of classes. Each output in a multiclass problem is a vector of probabilities for each class. The probabilities are calculated using the Softmax activation function. To minimize the loss function, the gradient of the loss with respect to the weights and biases must be calculated and back propagated to all layers to update the weights. Given the gradient of the loss function, the weights can be updated as follows.

$$W^{t + 1} = W^{t} - eta nabla_{W} CCE,$$

(3)

where (W^{t + 1}) and (W^{t}) are the new and current weights, (eta) is the learning rate, and (nabla_{W} CCE) is the gradient of the loss function calculated by an optimization algorithm, such as Adam, Stochastic Gradient Descent (SGD), RMSprop, Adagrad, Momentum, Nestrov and Accelerated Gradient34,35.

ANNs offer a variety of hyperparameters that can be tuned to optimize the models performance. It includes options for controlling model structure, learning rates, and regularization. Furthermore, ANNs incorporate class weights into the loss function, addressing the problem of class-imbalance, which is useful for the problem understudy. It also supports multiclass classification. Accordingly, one of the utilized methods in this study is the ANN.

According to the explanations, the control parameters of the ANN are the number of hidden layers, number of neurons in the hidden layers, activation functions, the optimizer, and learning rate, which should be fine-tuned to achieve a satisfactory performance.

CatBoost is a gradient-boosting tree construction method36, which makes use of both symmetric and non-symmetric construction methods. In CatBoost, a tree is learned at each iteration with the aim of reducing the error made by previous trees. Figure3 shows the process of CatBoost tree building. In this figure, the orange and blue circles represent a dataset with two classes. The process starts with a simple initial model, assigning the average of the entire dataset to a single leaf node. Then, the misclassified samples (enlarged circles in Fig.3) are identified and new trees are added based on the gradient boosting approach. Afterward, the predictions are updated to the combination of the predictions made by all trees. By adding new trees at each iteration, the number of misclassified samples decreases. Adding the trees continues until either the minimum number of samples required for splits or the maximum depth of the trees is reached. For categorical features, the CatBoost algorithm employs a symmetric splitting method for each feature. Then, based on the type of the feature, it chooses one of the split methods for each feature to create a new branch for each category37.

Schematic of the CatBoost tree construction.

Considering a training dataset with (N) samples, where (X) is the matrix of inputs ((x_{1} ,; ldots ,;x_{N})) and (y) is the vector of outputs ((y_{1} ,; ldots ,;y_{N})), the goal is to find a mapping function, (f(X)), from the inputs to the outputs. Here, (f(X)) is the boosted trees. Just like the ANN, the CatBoost needs a loss function ((L(f))) to be minimized to perform the optimal tree building strategy.

Now, the learning process entails minimizing the (L(f)).

$$f^{*} (X) = arg ;mathop {min }limits_{f} L;(f) = arg ;mathop {min }limits_{f} mathop sum limits_{i = 1}^{N} L;(y_{i} ,;hat{y}_{i} ),$$

(4)

If the algorithm entails M gradient boosting steps, a new estimator hm can be added to the model.

$$f_{m + 1} ;(x_{i} ) = f_{m} ;(x_{i} ) + h_{m} ;(x_{i} ),$$

(5)

where (f_{m + 1} ;(x_{i} )) is the new model, and (h_{m} ;(x_{i} )) is the newly added estimator. The new estimator is determined by employing the gradient boosting algorithm, where the steepest descent obtains (h_{m} = - ;alpha_{m} g_{m}) where (alpha_{m}) is the step length and (g_{m}) is the gradient of the loss function.

Now, the addition of a new tree/estimator can be accomplished by

$$f_{m + 1} (x) = f_{m} (x) + left( {arg mathop {min }limits_{{h_{m} in H}} left[ {mathop sum limits_{i = 1}^{N} Lleft( {y_{i} , ;f_{m} (x_{i} ) + h_{m} (x_{i} ) } right)} right]} right);(x),$$

(6)

$$f_{m + 1} (x) = f_{m} (x) - alpha_{m} g_{m} .$$

(7)

By taking benefit from the gradient boosting approach, the ensemble of decision trees built by the CatBoost algorithm often leads to a high prediction accuracy. The CatBoost also uses a strategy known as ordered boosting to improve the efficacy of its gradient-boosting process. In this type of boosting, a specific order is used to train the trees, which is determined by their feature importance. This prioritizes the most informative features, resulting in more accurate models38. The algorithm offers a wide range of regularization methods, such as depth regularization and feature combinations, which helps prevent overfitting. This is specifically useful when dealing with complex datasets.

The CatBoost offers a range of control parameters to optimize the structure of the model. These parameters include the number of estimators, maximum depth of the trees, maximum number of leaves, and regularization coefficients. These control parameters are optimized in this study to obtain the best performance from the model.

KNN is a non-parametric learning algorithm proposed by Fix and Hodges39. This algorithm does not have a training step and determines the output of a sample based on the output of the neighboring samples10. The number of neighbors is denoted by K. With K=1, the label of the sample is as of the nearest sample. As the name of this algorithm implies, the K nearest neighbors are found based on the distance between the query sample and all samples in the dataset. Euclidean, Minkowski, Chebyshev, and Manhattan distances are some common distance measures. The Minkowski distance is a generalization of the Euclidean and the Manhattan distance with (p = 2) and (p = 1), respectively. p is the penalty term in Lp norm, which can be a positive integer. The distance between the samples greatly depends on the scale of the features. Therefore, feature scaling is of great importance40. After finding the K nearest samples to the new sample (query), its label is determined using Eq.(8).

$$hat{f}(x_{q} ) leftarrow {text{arg }};mathop {max }limits_{c in C} mathop sum limits_{i = 1}^{K} delta (c, ;f(x_{i} )), quad delta (a,;b) = 1 quad {text{if}};; a = b.$$

(8)

where (x_{q}) is the new sample, (f(x_{i} )) is the label of the ith neighboring sample, C denotes the number of classes, and (delta (a,;b)) is the Kronecker delta which is 1 if (a = b) and 0 otherwise. An extension to KNN is the distance-weighted KNN, where the inverse of the distances between the samples are used as the weights. In this manner, the prediction for the query sample will be

$$hat{f}(x_{q} ) leftarrow {text{arg }};mathop {max }limits_{c in C} mathop sum limits_{i = 1}^{K} w_{i} delta (c,; f(x_{i} )),quad delta (a,;b) = 1 quad {text{if}} ;;a = b,$$

(9)

where (w_{i}) is the inverse of the distance between the query sample and sample i, (w_{i} = 1/D(x_{q} ,;x_{i} )). Consequently, the closer neighbors will have a higher impact on the predicted label.

One distinctive feature of KNN that sets it apart from other machine learning methods is its ability to handle incomplete observations and noisy data41. This technique enables the identification of significant patterns within noisy data records. Another advantage of KNN is that it does not require any training and building and the model optimization can be done quite quickly. According to the above explanations, the controlling parameters of KNN are the number of neighbors (K), using/not using distance weighting, penalty terms, and the algorithm used to compute the nearest neighbors.

SVM is a binary classification algorithm introduced by Cortes and Vapink42. SVM can be implemented to solve problems with linear or non-linear behavior43,44. However, non-linear data should be mapped into a higher-dimensional space to make it linearly separable. This technique is called the kernel trick. The classification is done by a decision boundary which has the maximum margin from both classes. Figure4 shows the schematic of an SVM classifier for a binary classification task. The margins are constructed by finding the support vectors in each class and drawing the hyperplanes from the support vectors45. The hyperplanes are shown by dashed lines and the decision boundary is drawn between them. In this figure, the green circles represent the positive (+1) and the blue circles represent the negative (1) classes. The circles on the hyperplanes are the support vectors. The decision boundary with the maximum margin from the classes results in the highest generalization.

Schematic of a binary SVM.

By considering the mapping function (emptyset (X)) and inputs (X) and outputs (y), the equation of the decision boundary can be written as follows46:

$$W^{T} emptyset (X) + b = 0,$$

(10)

where W is the weight parameters and b is the bias term. The smallest perpendicular distance between the hyperplanes is known as the margin, which is double the distance between the support vectors and the decision boundary. Assuming that the data is separated by two hyperplanes with margin (beta), after rescaling W and b by (beta /2) in the equality, for each training example we have

$$y_{i} left[ {W^{T} emptyset (x_{i} ) + b} right] ge 1,quad i = left{ {1,;2, ldots ,;M} right}.$$

(11)

For every support vector ((X_{s} , ;y_{s})) the above inequality is an equality. Thereby, the distance between each support vector and the decision boundary, r, is as follows

$$r = frac{{y_{s} (W^{T} X_{s} + b)}}{left| W right|} = frac{1}{left| W right|},$$

(12)

where (left| W right|) is the L2 norm of the weights. Therefore, the margin between the two hyperplanes becomes (frac{2}{left| W right|}). The goal is to maximize (frac{2}{left| W right|}), which is equivalent to minimizing (frac{1}{2}W^{T} W). Consequently, the optimization problem of the SVM is:

$$begin{gathered} arg ;mathop {min }limits_{W,b} frac{1}{2}W^{T} W, hfill \ subject; to ;y_{i} left[ {W^{T} emptyset (x_{i} ) + b} right] ge 1,quad {text{for}};;i = 1,; ldots ,;M. hfill \ end{gathered}$$

(13)

Nonetheless, to increase the generalization of the model and avoid overfitting, slack variables ((xi))46,47 are used (see Fig.3), which allow the model to have some miss-classified samples during training. This approach is known as the soft margin approach. Now, the optimization problem becomes

$$begin{gathered} arg ;mathop {min }limits_{W,b} left( {frac{1}{2}W^{T} W + cmathop sum limits_{i} xi_{i} } right), hfill \ subject; to; y_{i} left[ {W^{T} emptyset (x_{i} ) + b} right] ge 1 - xi_{i} ,quad {text{for}};;i = 1,; ldots ,;M. hfill \ end{gathered}$$

(14)

where c is a regularization factor that controls the weight of the slack variables in the loss function. Equation(14) is a dual optimization problem, which is solved using the Lagrange approach. The Lagrange approach converts a dual-optimization problem to a standard one by incorporating the equality and inequality constraints to the loss function. Thereby, Eq.(14) becomes

$$begin{gathered} L(W,;b,;alpha ) = frac{1}{2}W^{T} W - mathop sum limits_{i = 1}^{M} alpha_{i} left[ {y_{i} left( {W^{T} emptyset (X_{i} ) + b} right) - 1} right], hfill \ subject; to ;;0 le alpha_{i} le c,quad i = 1,; ldots ,;M. hfill \ end{gathered}$$

(15)

where (alpha_{i})s are Lagrange multipliers. To minimize the above loss function, its derivatives with respect to W and b are set equal to zero. By doing this, we obtain (W = sumnolimits_{i = 1}^{M} {alpha_{i} y_{i} emptyset (X_{i} )}) and (sumnolimits_{i = 1}^{M} {alpha_{i} y_{i} = 0}). Plugging these back into the Lagrange gives the dual formulation.

$$begin{gathered} arg ;mathop {max }limits_{alpha } - frac{1}{2}mathop sum limits_{i,j = 1}^{M} alpha_{i} alpha_{j} y_{i} y_{j} emptyset (X_{i} )emptyset (X_{j} ) + mathop sum limits_{i = 1}^{M} alpha_{i} , hfill \ subject;; to; mathop sum limits_{i = 1}^{M} alpha_{i} y_{i} = 0, ;;0 le alpha_{i} le c, ;;i = 1,; ldots ,;M. hfill \ end{gathered}$$

(16)

Equation(16) is solved using a Quadratic Programming solver to obtain the Lagrange multipliers (alpha_{i}). (alpha_{i}) is non-zero only for the support vectors. Parameter b does not appear in the dual formulation, so it is determined separately from the initial constraints. Calculating (emptyset (X_{i} )emptyset (X_{j} )) is computationally expensive since it requires two mapping operations and one multiplication, especially if the data is high-dimensional. To tackle this problem, the Kernel trick is introduced, where (emptyset (X_{i} )emptyset (X_{j} )) is represented as a kernel function (K(X_{i} ,;X_{j} )) based on the Mercers Theorem48. Finally, after determining the Lagrange multipliers, the prediction for a new sample z is calculated as follows

$$y = signleft( {mathop sum limits_{i = 1}^{n} alpha_{i} y_{i} K(X_{i,} z) + b} right).$$

(17)

The kernel function should be determined by trial and error. Some of the commonly used kernels are the linear, polynomial, and radial basis function (RBF) kernels.

SVM is one of the most successful machine learning algorithms in hand-written digit recognition49,50. SVMs can handle high-dimensional data, making them suitable for tasks with a large number of features. Because of taking benefit from the maximum margin theory and slack variables, SVMs are resistant to overfitting. One special feature of the SVMs, making them different than other artificial intelligence tools, is the kernel trick that enables SVMs to solve different kinds of non-linear classification problems. The convex nature of the loss function of the SVM leads to a convex optimization problem, which ensures converging to a global optimum. Finally, memory efficiency due to using only support vectors to construct the model and ability to handle class-imbalance by incorporating the class weights to the loss function are two other advantages of the SVMs making them suitable for the EOR screening problem in this study.

According to above explanations, some of the most important control parameters of the SVM are the kernel function, regularization factor (c), the degree of polynomial kernels, the intercept of polynomial kernels (coef0), and class weights. Class weights are used to tackle the class-imbalance issue by giving larger weights to rare classes in calculating the loss function.

Since SVM is a binary classifier, to perform multi-class classification, one-to-rest or one-to-one approaches are used. In this study, the one-to-rest approach is used, where (C) SVM models are trained. Each SVM model predicts membership of the samples in one of the C classes.

In the context of machine learning, Random Forest (RF) is an ensemble learning technique that builds a multitude of decision trees during training and combines their outputs to make more accurate and robust predictions51. RF is a supervised learning method, suitable for classification and regression tasks. Each tree in the forest is constructed independently, using a random subset of the features and samples with replacement from the training data52. This randomness adds diversity to the decision-making process, preventing the model from too much focusing on idiosyncrasies in the data. An RF takes a random approach to selecting a subset of input variables/features (controlled by the maximum number of features), and performs the optimal split to divide a node based on a split criterion. Avoiding tree pruning ensures maximal tree growth. As a result, a multitude of trees are constructed, and the model employs a voting mechanism to determine the most prevalent class in a classification task.

Each tree makes its own prediction, and the final decision is determined by the majority voting paradigm. This approach not only enhances the prediction accuracy of the model but also makes it stronger against overfitting. Figure5 shows the schematic of a random forest where n trees are used to make a prediction. Each subset is randomly selected from the dataset and divided into two parts, including the bag and out-of-bag (OOB) parts. The data in each bag is used to build a tree and the data in OOB is used to test that tree. The OOB subset serves as an ongoing and unbiased estimation of the general prediction error, predating the verification of prediction accuracy through the independent testing subset for the aggregated results. When (X) is inputted to the ensemble, each tree provides a separate output ((o_{1} ,; ldots , ;o_{n})). In the end, the ultimate class of the inputs is determined by the same approach given in Eq.(8).

Schematic of the random forest tree construction.

The RF produces competing results to boosting and bagging, without any alteration to the training set. It minimizes the bias by incorporating a random sample predictor before each node segmentation. The RF model can handle high-dimensional data, without need for feature selection. Its implementation in Python is relatively straightforward, boosting training speeds and easy parallelization. Given these advantages, it is becoming increasingly popular among data scientists52,53.

According to the above explanations, the control parameters of a random forest are the split criterion, maximum depth of trees, the number of estimators, and the maximum number of features. These control parameters are fine-tuned to achieve the best performance. There is also another control parameter, which is the minimum number of samples required to split a node, but it is not investigated in this study.

A committee machine is a technique to merge the output of a multitude of predictive models to come up with a single prediction33. The benefit of this technique is to take advantage of the results of different alternatives for modeling a particular problem, instead of using only one model. The individual models are selected in such a way that at least one model from each type of machine learning models is included. Thereby, we can take benefit from the strength points of different types of learning algorithms. By using the PLCM technique, the chance of overfitting can be lowered33. There are two main approaches to combine the output of individual models, namely the static and dynamic approaches. In the static method, a linear combination of the individual outputs is used to get the ultimate output, while the dynamic approach uses a non-linear combination of the outputs. In this study, the dynamic approach with a power-law model is used to accomplish the integration task. Equation(18) shows the power-law model.

$$y = mathop sum limits_{i = 1}^{5} alpha_{i} y_{i}^{{beta_{i} }} ,$$

(18)

where (y) is the ultimate output, (alpha_{i}) and (beta_{i}) are the coefficients that must be optimized to achieve the goal of the power-law committee machine, and (y_{i}) is the output of the (i)-th individual predictive model. In this study, the coefficients of the power-law model ((alpha_{i}) and (beta_{i})) are optimized by the PSO algorithm to achieve a satisfactory integration of the outputs. The PSO is described in the following subsection.

Kennedy and Eberhart54 introduced the PSO as a population-based optimization algorithm. This algorithm starts solving the problem with random solutions65. Each solution in this algorithm is known as a particle, where a swarm is composed of a multitude of particles. The particles change their position in the solution space by a specified velocity which is updated at each iteration. The particles position determines the solution found by the particle. When the position of the particle changes, a new solution is obtained. The following equations give the updating formulae for the velocity and position of a particle

$$v_{i} (t + 1) = omega v_{i} (t) + c_{1} r_{1} (x_{best,i} (t) - x_{i} (t)) + c_{2} r_{2} (x_{best,g} (t) - x_{i} (t)),$$

(19)

$$x_{i} (t + 1) = x_{i} (t) + v_{i} (t + 1),$$

(20)

where (x_{i}) and (v_{i}) are the position and velocity of particle (i), respectively, (t) is the iteration number, (omega) is the inertia coefficient, (c_{1}) and (c_{2}) are the self-learning and social-learning coefficient, respectively, (r_{1}) and (r_{2}) are two random numbers, (x_{best,i}) is the best solution found by the particle, and (x_{best,g}) is the global best solution. The values of the (x_{best,i}) and (x_{best,g}) are obtained by evaluating the objective function. In this study, the objective function is the negative of prediction accuracy by the PLCM method. The velocity and position of the particles are updated until the algorithm reaches the stopping criterion. The parameters used in Eq.(19) are determined based on the work by Poli et al.56, where (omega ,) (c_{1} ,) and (c_{2}) are set at 0.7298, 1.49618, and 1.49618, respectively.

The PSO is one of the most commonly used optimization algorithms in petroleum engineering57,58,59,60. Among different metaheuristic optimization algorithms, the PSO has shown a better performance compared to the most of other optimization algorithms, such as the genetic algorithm and simulated annealing. The PSO has shown the ability to reach better optimal solutions and faster convergence to similar results than its rivals in many applications61. Thereby, this algorithm is used in this study to optimize the coefficients of the PLCM method.

After describing the tools used in this study, it is necessary to define the evaluation metrics, which are required to evaluate the performance of the proposed method. These metrics include the quantitative and visual indicators that are described in the following subsection.

In this study, quantitative and visual evaluation metrics are used to assess the performance of the proposed method. These metrics include the accuracy, precision, recall, F1-score, confusion matrix, Receiver Operating Characteristic (ROC) curve, and precision-recall curve.

Accuracy is the total number of correct predictions divided by the total number of data points. In binary classification, accuracy is defined as the number of true positives (TP) divided by the number of samples (accuracy = frac{TP}{N}), where N is the total number of data points/samples.

Precision is the portion of positive predictions that are actual positives. Precision focuses on the accuracy of positive predictions. For a binary classification precision is defined as (Precision = frac{TP}{{TP + FP}}), where FP is the number of false positives, which means that the prediction by the model is positive, whereas the actual label of the sample is negative.

Recall gives the portion of the positive samples that are identified as positives. Recall focuses on how well the model captures positive instances. In other words, it is the ratio of true positives to all positive samples in the dataset defined as ({text{Re}} call = frac{TP}{{TP + FN}}), where FN is the number of false negative predictions defined as the samples which are incorrectly classified as negative.

The inverse of the harmonic average of the recall and precision multiplied by 2 is known as F1-Score. F1-Score is defined in Eq.(21).

$$F1{ - }Score = 2frac{PR}{{P + R}},$$

(21)

where P and R are the precision and recall, respectively. A good classifier should have high values of precision and recall, which indicates a high F1-Score.

In multi-class classification, as the problem in this study, each metric is calculated for individual classes and averaged across all classes to obtain a single value. In this manner, each time, one of the classes is considered positive, and other classes are assumed as negative.

In a multiclass problem, the confusion matrix is a (C times C) matrix, where the rows represent the actual class and the columns represent the predicted class of the samples. The values on the main diagonal of the matrix show the number of correct predictions (true positives), and off-diagonal values show the number of incorrect predictions (false positives). The sum of the values on the main diagonal of the matrix divided the total number of samples gives the accuracy, as described above. Also, the diagonal value for each class if divided by the sum of all values in each column gives the class-specific precision, and if divided by the sum of all values in each row gives the class-specific recall.

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Application of power-law committee machine to combine five machine learning algorithms for enhanced oil recovery ... - Nature.com

Enhancing Emotion Recognition in Users with Cochlear Implant Through Machine Learning and EEG Analysis – Physician’s Weekly

The following is a summary of Improving emotion perception in cochlear implant users: insights from machine learning analysis of EEG signals, published in the April 2024 issue of Neurology by Paquette al.

Cochlear implants provide some hearing restoration, but limited emotional perception in sound hinders social interaction, making it essential to study remaining emotion perception abilities for future rehabilitation programs.

Researchers conducted a retrospective study to investigate the remaining emotion perception abilities in cochlear implant users, aiming to improve rehabilitation programs by understanding how well they can still perceive emotions in sound.

They explored the neural basis of these remaining abilities by examining if machine learning methods could detect emotion-related brain patterns in 22 cochlear implant users. Employing a random forest classifier on available EEG data, they aimed to predict auditory emotions (vocal and musical) from participants brain responses.

The results showed consistent emotion-specific biomarkers in cochlear implant users, which could potentially be utilized in developing effective rehabilitation programs integrating emotion perception training.

Investigators concluded that the study demonstrated the promise of machine learning for enhancing cochlear implant user outcomes, especially regarding emotion perception.

Source: bmcneurol.biomedcentral.com/articles/10.1186/s12883-024-03616-0

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Enhancing Emotion Recognition in Users with Cochlear Implant Through Machine Learning and EEG Analysis - Physician's Weekly

An AI Ethics Researcher’s Take On The Future Of Machine Learning In The Art World – SlashGear

Nothing is built to last, not even the stuff we create to last as long as possible. Everything eventually degrades, especially art, and many people make careers and hobbies out of restoring timeworn items. AI could provide a useful second pair of eyes during the process.

Was Rahman pointed out that machine learning has served a vital role in art restoration by figuring out the most likely missing pieces that need replacing. Consider the exorcism scene in "Invincible;" Machine learning cuts down on the time-consuming, mind-numbing work human restorers have to carry out. To be fair, machine learning is technically different from AI, but it is also a subset of AI, so since we can use machine learning in art restoration, it stands to reason we could use AI, too.

Rahman also stated machine learning helps guide art restorers and is generally more accurate than prior techniques. More importantly, Rahman believes AI programs assigned to art restoration could prevent botched attempts that are the product of human error or when someone's pride exceeds their talent. Rahman cited the disastrous event when a furniture restorer forever disfigured Bartolom Esteban Murillo's Immaculate Conception, but that is far from the only case where an AI could come in handy. After all, someone once tried restoring EliasGarcia Martinez' Ecce Homofresco andaccidentally birthed what is colloquially known as "Monkey Christ."

While a steady hand and preternatural skill are necessary to rekindle the glory of an old painting or sculpture, Rahman believes AI could provide a guiding hand that improves the result's quality, provided the restorer already knows what they're doing.

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An AI Ethics Researcher's Take On The Future Of Machine Learning In The Art World - SlashGear

Imageomics Applies AI and Vision Advancements to Biological Questions – Photonics.com

COLUMBUS, Ohio, April 22, 2024 Researchers at Ohio State University are pioneering the field of imageomics. Founded on advancements in machine learning and computer vision, the researchers are using imageomics to explore fundamental questions about biological processes by combining images of living organisms with computer-enabled analysis.

The field was the subject of a presentation by Wei-Lun Chao, an investigator at Ohio State Universitys Imageomics Institute and a distinguished assistant professor, during the annual meeting of the American Association for the Advancement of Science (AAAS). The presentation focused on the fields application for micro- to macro-level problems by turning research questions into computable problems.

Nowadays we have many rapid advances in machine learning and computer vision techniques, said Chao. If we use them appropriately, they could really help scientists solve critical but laborious problems.

Traditional methods for image classification with trait detection require a huge amount of human annotation, but our method doesnt, said Chao. We were inspired to develop our algorithm through how biologists and ecologists look for traits to differentiate various species of biological organisms.

Chao said that one of the most challenging parts of fostering imageomics research is integrating different parts of scientific culture to collect enough data and form novel scientific hypotheses from them. That being said, he is enthusiastic about its potential to allow for the natural world to be seen within multiple fields.

What we really want is for AI to have strong integration with scientific knowledge, and I would say imageomics is a great starting point towards that, he said.

Chaos AAAS presentation, An Imageomics Perspective of Machine Learning and Computer Vision: Micro to Global, was part of the session Imageomics: Powering Machine Learning for Understanding Biological Traits.

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Imageomics Applies AI and Vision Advancements to Biological Questions - Photonics.com