Fundamentals of Clinical Data Science pp 121133  Cite as
Diving Deeper into Models
Abstract
Prerequisites to better understand the chapter: knowledge of the major steps and procedures of developing a clinical prediction model.
Logical position of the chapter with respect to the previous chapter: in the last chapters, you have learned how to develop and validate a clinical prediction model. You have been learning logistic regression as main algorithm to build the model. However, several different more complex algorithms can be used to build a clinical prediction model. In this chapter, the main machine learning based algorithms will be presented to you.
Learning objectives: you will be presented with the definitions of: machine learning, supervised and unsupervised learning. The major algorithms for the last two categories will be introduced.
Keywords
Machine learning Artificial intelligence9.1 Introduction
In the previous chapters of the book, you have been learning the major techniques to prepare your data, develop and validate a clinical prediction model. The workflow generally consists of selecting some input features and combining them to predict relevant clinical outcomes. The way in which features are combined and relationships between data are discovered are several. In fact, several algorithms used to relate features with expected outcome are available. However, in the previous chapters, the focus has been pointed on one specific algorithm: logistic regression. This chapter proposes you an additional list of algorithms that can be used to train a model.
9.2 What Is Machine Learning?
Machine learning is an application of Artificial Intelligence (AI). AI refers to the ability to program computers (or more in general machines) that are able to solve complicated and usually very timeconsuming tasks [1]. An example of a time consuming and complicated task is the extraction of useful information (data mining) from a large amount of unstructured clinical data (‘big data’).
9.3 How Do We Use Machine Learning in Clinical Prediction Modelling?
As you learned in previous chapters, after having prepared your data, you develop a clinical prediction model based on available data. In the model, particular properties of your data (‘features’) will be used to predict your outcome of interest. A particular statistical algorithm is used to learn the ‘features’ that are most representative and relate them to the predicted outcome. In the previous chapter, only the logistic regression algorithm has been presented to you. However, more complex machine learningbased algorithms exist. These algorithms can be divided into two categories: supervised and unsupervised [2].
9.4 Supervised Algorithms
These algorithms apply when learning from ‘labelled’ data to predict future outcomes [3]. To understand what we mean by labelled data, let us considering the following example. Suppose we are building a model that takes as input some clinical data from the patients (e.g. age, sex, tumor staging) and aims at predicting if a patient will be alive or not (binary outcome) 1 year after receiving the treatment therapy. In our training dataset, the clinical outcome (alive or dead after a certain elapse of time) information is available. These are labelled data. In supervised learning, the analysis starts from a known training dataset and the algorithm is used to infer the predictions. The algorithm compares its output to the ‘labels’ in order to modify it accordingly to match the expected values.
9.5 Unsupervised Algorithms
 1.
Clustering: the goal is to discover groups that share common features;
 2.
Association: used to describe rules that explain large portions of data. For example, still from the marketing analysis: people in a certain cluster buy a product X and more likely will also buy a certain product Y.
9.6 Semisupervised Algorithms
We refer to semisupervised algorithms when the number of input data is much greater than the number of output labelled data in the training set [5]. A good example could be a large data set of images, where only few of them are labelled (e.g. dog, cat). Despite this kind of learning problem is not often mentioned, most of the real life machine learning classification problems fall into this category. In fact, labelling data is a very timeconsuming task. Imagine in fact a doctor that has to annotate (i.e. delineate anatomical or pathological structures) on hundreds of patients’ scans, which you would like to use as your training dataset.
We will now provide an overview of the main algorithms for each presented category.
9.7 Supervised Algorithms
9.7.1 Support Vector Machines (SVMs)
SVMs can used for both classification and regression, despite being mostly used in classification problems [6]. The SVM are based on an ndimensional space where n is the number of features you would like to use as an input. Imagine plotting all your data in the hyperspace, where each point correspond to the ndimensional feature vector of your input data. Therefore, for example, if you have 100 input data and 10 features, 100 vectors of dimension 10 will constitute the hyperspace.
The SVM will try to find the hyperplane / hyperplanes that separate your data into two (or more) classes.
The definition of margin will help us. In SVMs the margin is defined as the distance between the nearest data point or class (called the “support vector”) and hyperplane. With this definition in mind, it becomes clear that the best solution in Fig. 9.1b is line C. However, we only have considered problems where the classes were easily separable by linear hyperplanes. What happens if the problem is more complicated like shown in Fig. 9.1c? It is clear that we cannot have a linear hyperplane to separate the classes, but visually it seems that a hypercircle might work. This relates to the concept of kernel. A SVMs kernel function gives the possibility to transform nonlinear spaces (Fig. 9.1c) into linear spaces (Figs. 9.1a and b). Most common available SVMs computational packages [7] [8] offer different kernels from the most famous radial basis functionbased kernel to higher order polynomials or sigmoid functions.
What are the most important parameters in a SVM?

Kernel: the kernel is one of the most important parameters to be chosen. SVMs offer easier and more complicated kernels. Our suggestion to choose the kernel, is to plot the data projected on some features axis in order to have a visual ideal if the problem can be solved by choosing a linear kernel. In general, we discourage to start using more complicated kernels from the beginning, since they can easily lead to high probability of overfitting. It could be a good idea to start with a quadratic polynomial and then increase in complexity. Please keep into consideration that, in general, complexity also increases computational time (and required computational power).

Soft margin constant (C): the “C” parameter tells the SVM optimization how much you want to avoid misclassifying each training example. For large values of C, the optimization will choose a smallermargin hyperplane if that hyperplane does a better job of getting all the training points classified correctly. Conversely, a very small value of C will cause the optimizer to look for a largermargin separating hyperplane, even if that hyperplane misclassifies more points.
Advantages/disadvantages of SVMs
Advantages
 1.
SVMs can be a useful tool in the case of nonregularity in the data, for example, when the data are not regularly distributed or have an unknown distribution, due to SVMs kernel flexibility.
 2.
Due to kernels transformations, also not linear classification problems can be solved
 3.
SVM delivers an unique solution since the optimization problem is convex
Disadvantages
 1.
SVM is a non parametric technique, so the results might lack transparency (“black box”). For example, using a Gaussian kernel each features have a different importance (e.g. different weights in the kernel), therefore it is not trivial to find a straightforward relation between the features and the classification output, like what happens by using logistic regression
9.7.2 Random Forests (RF)
What are the most important parameters in a RF?

Maximum features: this is the maximum number of features that a RF is allowed to try in each individual tree. To be noted: increasing the maximum number of features usually increases the models’ performance, but this is not always true since it decreases the diversity of individual trees in the RF.

Number of estimators: the number of built trees build before taking the maximum voting or averages of predictions. Higher number of trees give you better performance but makes your code slower. We suggest keeping this parameter as large as possible to optimize the performances.

Minimum sample leaf size: the leaf is the end of a decision tree. A smaller leaf makes the model more prone to capturing noise in train data. Most of the available studies suggest to keep a value larger than 50.
Advantages/disadvantages of RFs
Advantages

The chance of overfitting decreases, since several different decision trees are used in the learning procedure. This corresponds to train and combine different models.

RFs apply pretty well when a particular distribution of the data is not required. For example, no data normalization is needed.

Parallelization: the training of multiple trees can be parallelized (for example through different computational slots)
Disadvantages

RFs usually might suffer from smaller training datasets

Interpretability: RF is more a predictive tool than a descriptive tool. It is difficult to see or understand the relationship between the response and the independent variables

The time to train a RF algorithms might be longer compared to other algorithms. Also, in the case of a categorical variable, the time complexity increases exponentially
9.7.3 Artificial Neural Networks (ANNs)
Finding an agreed definition of ANNs is not that easy. In fact, most of the literature studies only provided graphical representations of ANN. The most used definition is the one by Haykin [10], who defines an ANN architecture as a massively parallelized combination of very simple learning units that acquire knowledge during the training and store the knowledge by updating their connections to the other simple units.
Often, ANNs have been compared to biological neural networks. Again, activities of biological neurons can then compared to ‘activities’ in processing elements in ANNs. The process of training an ANN becomes then very similar on the process of learning in our brain: some inputs are applied to neurons, which change their weights during the training to produce the most optimized output.
One of the most important concepts in ANNs is their architecture. With the word architecture we mean how the ANN is structured, meaning how many neurons are present and how they are connected.
 1.
Feedforward neural networks: information travels only in one direction from input to output.
 2.
Recurrent neural networks: data flows in multiple directions. These are the most common used ANNs due to their capability of learning complex tasks such as for example handwriting or language recognition.
There is a ‘hidden layer’, where the number of hidden neurons can vary from few to thousands. Sometimes, in more complicated architectures, there might be several hidden layers.
‘Deep learning’ or ‘Convolutional Neural Networks’ (CNN) represents an example of very complicated ANNs [11]. The major feature of CNNs is that they can automatically learn significant features. In fact, each layer, during the training procedure, learns which the most representative features are. However, this might lead to use ‘deep learning’ as a ‘blackbox’. It is out of the topic of this chapter to dive into properties of CNNs. However, for the interested readers we suggest following references [12, 13].
What are the most important parameters in an ANN?

Architecture: this is surely the most important parameter to be chosen in your ANN. There are no prescribed rules for choosing the number of neurons in the hidden layer. However, please note that a very large number of neurons in the hidden layer (compared to the number of features) might increase the risk of overtraining. We suggest trying different configurations and choosing the one that maximizes the accuracy in the testing set. Conversely, following rules apply for input and output layer: the number of neurons in the input layer should be the same as the number of desired features, while the number of output neurons should be equal to the number of classes we want to classify.

Dropout: we suggest training an ANN always with dropout set to true. In fact, drop out is a technique to avoid overfitting [14]. We suggest setting dropout between 20% and 50%.

Activation function: activation functions are used to introduce nonlinearity to models. The most common activation function is the rectifier activation function, but we suggest to use the sigmoid function for binary predictions and the softmax function for multi class classification.

Network weight initialization: these are the weights used between neurons when starting the training. The most common used is to initiate weights from an uniform distribution.
Advantages/disadvantages of ANNs
Advantages

In principle, every kind of data can be used to feed an ANN. No particular preprocessing of the data is required, but it is still suggested to use data that are normalized [15]. In addition, due to the complex structure of their architectures, ANNs can catch complex non linear relationships between independent and dependent variables

Ability to detect all possible interactions between predictor variables: the hidden layer has the power to detect interrelations between all the input variables. For example, when important relations are not modelled directly into a logistic regression model, neural networks are expected to perform better than logistic regression.
Disadvantages

‘Black box’ approach: in a logistic regression model, the developer is able to verify which variables are most predictable by looking at the coefficients of the odds ratios. Neural networks, compared to logistic regression are black boxes. In fact, after setting up the training data and the network parameters, the ANNs ‘learn’ by themselves which input variables are the most important. It is therefore impossible to determine how the variables contribute to the output. There is interest in the community to develop regressionlike techniques to examine the connection weights and the relations between input features [16].

Large computational power required: with a standard personal computer and with back propagation activated the training of a network might require from hours to some months compared to logistic regression.

Prone to overfitting: the ability of an ANN to model interactions and nonlinearity implicitly might represent a risk of overfitting. Suggestions to limit overfitting are: limiting the number of hidden layers and hidden neurons, adding a penalty function to the activation function for large weights, or limiting the amount of training using cross validation [17].
9.8 Unsupervised Algorithms
9.8.1 Kmeans
The goal of this algorithm is to find groups (or clusters) in data. The number of chosen group is defined by the variable K. The basic idea of the algorithm is to iteratively assign the data point to one of the K groups based on the features used as input [18]. The groups are assigned by similarities in the features values. The outputs of the algorithm are the centroids of each cluster K, and the labels for training data (each data point).

data assignment step: each data is assigned to the nearest centroid based on the squared Euclidean distance

centroid update step: the centroids are recomputed by taking the mean of data points assigned to a specific centroid’s cluster.
What are the most important parameters in kmeans?

Number of clusters K: there is no predefined rule to find the optimal number of K. Our suggestion is to iterate the algorithm several times and compare the results to find the best parameter. One of the most common metrics used to compare results is the mean distance between the data points and their corresponding cluster centroids. However, this metric cannot be used as only indicator. In fact, increasing the number of K will always decrease the distance until the extreme case where the distance is zero (K = number of data points). We suggest to plot the mean distance as a function of K; then the ‘elbow point’, where the rate of decrease sharply shifts can used to determine K. Additional more advanced methods can be the silhouette method [19], and the Gmeans algorithm [20].
Advantages/disadvantages of kmeans
Advantages

In case of a large amount of data, Kmeans is the faster algorithm between the families of unsupervised algorithms used for clustering problems. For example, it is faster than hierarchical clustering. However, increasing K might increase the computational time.

Kmeans produce tighter clusters than the other algorithms in the category
Disadvantages

It is in general difficult to predict the optimal K and results might be strongly affected by different Ks

If there is a big unbalance between data (or high number of outliers) the algorithm does not work well
9.8.2 Hierarchical Clustering

Assign each data point to its own cluster

Find the closest pair of cluster using Euclidean distance and merge them into one single cluster

Calculate distance between two nearest clusters and combine until all items are clustered in to a single cluster.
What are the most important parameters in hierarchical clustering?

Number of clusters: again, there is no general recipe on how to find the optimal number of clusters. However, we suggest to notice which vertical lines can be cut by horizontal line without intersecting a cluster and covers the maximum distance. This can be done by building a dendrogram [22]. An example of dendrogram is shown in Fig. 9.5.
Advantages/disadvantages of hierarchical clustering
Advantages

The dendogram as algorithm output is quite understandable and easy to visualize it.
Disadvantages

Compared to kmeans, Time complexity of at least O(n^{2} log n) is required, where ‘n’ is the number of data points

Much more sensitive to noise outliers
9.9 Conclusion

Two major classes of machine learning algorithms exist: supervised and unsupervised learning. The first class is mainly used to predict outcomes by using some input features, the second class is used to cluster ‘unlabeled data’.

There is no recipe for choosing a specific algorithm and there is no perfect algorithm. You have been presented to major advantages and disadvantages of all the listed algorithms. It is useful to remember that an extreme complexity of the algorithm might increase the risk of overfitting

We recommend the user to focus on a very careful preparation of the data before building a model (see previous chapters). In fact, a recent review [23] pointed out how classification algorithms suffer from quality of the input data.
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