In this article, we introduce a new type of tree-based method, reinforcement learning trees (RLT), which exhibits significantly improved performance over traditional methods such as random forests (Breiman 2001 Breiman, L. (2001), “Random Forests,” Machine Learning, 45, 5–32. [Crossref], [Web of Science ®] , [Google Scholar] ) under high-dimensional settings. The innovations are three-fold. First, the new method implements reinforcement learning at each selection of a splitting variable during the tree construction processes. By splitting on the variable that brings the greatest future improvement in later splits, rather than choosing the one with largest marginal effect from the immediate split, the constructed tree uses the available samples in a more efficient way. Moreover, such an approach enables linear combination cuts at little extra computational cost. Second, we propose a variable muting procedure that progressively eliminates noise variables during the construction of each individual tree. The muting procedure also takes advantage of reinforcement learning and prevents noise variables from being considered in the search for splitting rules, so that toward terminal nodes, where the sample size is small, the splitting rules are still constructed from only strong variables. Last, we investigate asymptotic properties of the proposed method under basic assumptions and discuss rationale in general settings. Supplementary materials for this article are available online.
A gradient boosting decision tree (GBDT) is a powerful ensemble machine-learning method that has the potential to accelerate biomarker discovery from high-dimensional molecular data. Recent algorithmic advances, such as extreme gradient boosting (XGB) and light gradient boosting (LGB), have rendered the GBDT training more efficient, scalable and accurate. However, these modern techniques have not yet been widely adopted in discovering biomarkers for censored survival outcomes, which are key clinical outcomes or endpoints in cancer studies. In this paper, we present a new R package ‘Xsurv’ as an integrated solution that applies two modern GBDT training frameworks namely, XGB and LGB, for the modeling of right-censored survival outcomes. Based on our simulations, we benchmark the new approaches against traditional methods including the stepwise Cox regression model and the original gradient boosting function implemented in the package ‘gbm’. We also demonstrate the application of Xsurv in analyzing a melanoma methylation dataset. Together, these results suggest that Xsurv is a useful and computationally viable tool for screening a large number of prognostic candidate biomarkers, which may facilitate future translational and clinical research. ‘Xsurv’ is freely available as an R package at: https://github.com/topycyao/Xsurv. Supplementary data are available at Bioinformatics online.
1 March 2012 in Journal of the American Statistical Association
We propose recursively imputed survival tree (RIST) regression for right-censored data. This new nonparametric regression procedure uses a novel recursive imputation approach combined with extremely randomized trees that allows significantly better use of censored data than previous tree-based methods, yielding improved model fit and reduced prediction error. The proposed method can also be viewed as a type of Monte Carlo EM algorithm, which generates extra diversity in the tree-based fitting process. Simulation studies and data analyses demonstrate the superior performance of RIST compared with previous methods.
Sepsis is a leading cause of death and is the most expensive condition to treat in U.S. hospitals. Despite targeted efforts to automate earlier detection of sepsis, current techniques rely exclusively on using either standard clinical data or novel biomarker measurements. In this study, we apply machine learning techniques to assess the predictive power of combining multiple biomarker measurements from a single blood sample with electronic medical record data (EMR) for the identification of patients in the early to peak phase of sepsis in a large community hospital setting. Combining biomarkers and EMR data achieved an area under the receiver operating characteristic (ROC) curve (AUC) of 0.81, while EMR data alone achieved an AUC of 0.75. Furthermore, a single measurement of six biomarkers (IL-6, nCD64, IL-1ra, PCT, MCP1, and G-CSF) yielded the same predictive power as collecting an additional 16 hours of EMR data(AUC of 0.80), suggesting that the biomarkers may be useful for identifying these patients earlier. Ultimately, supervised learning using a subset of biomarker and EMR data as features may be capable of identifying patients in the early to peak phase of sepsis in a diverse population and may provide a tool for more timely identification and intervention.