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Incorporating auxiliary information for improved prediction in high-dimensional datasets: an ensemble of shrinkage approaches.

ABSTRACT: With advancement in genomic technologies, it is common that two high-dimensional datasets are available, both measuring the same underlying biological phenomenon with different techniques. We consider predicting a continuous outcome Y using X, a set of p markers which is the best available measure of the underlying biological process. This same biological process may also be measured by W, coming from a prior technology but correlated with X. On a moderately sized sample, we have (Y,X,W), and on a larger sample we have (Y,W). We utilize the data on W to boost the prediction of Y by X. When p is large and the subsample containing X is small, this is a p>n situation. When p is small, this is akin to the classical measurement error problem; however, ours is not the typical goal of calibrating W for use in future studies. We propose to shrink the regression coefficients β of Y on X toward different targets that use information derived from W in the larger dataset. We compare these proposals with the classical ridge regression of Y on X, which does not use W. We also unify all of these methods as targeted ridge estimators. Finally, we propose a hybrid estimator which is a linear combination of multiple estimators of β. With an optimal choice of weights, the hybrid estimator balances efficiency and robustness in a data-adaptive way to theoretically yield a smaller prediction error than any of its constituents. The methods, including a fully Bayesian alternative, are evaluated via simulation studies. We also apply them to a gene-expression dataset. mRNA expression measured via quantitative real-time polymerase chain reaction is used to predict survival time in lung cancer patients, with auxiliary information from microarray technology available on a larger sample.

SUBMITTER: Boonstra PS

PROVIDER: S-EPMC3590922 | biostudies-literature |

REPOSITORIES: biostudies-literature

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Project description:Health advances are contingent on continuous development of new methods and approaches to foster data-driven discovery in the biomedical and clinical sciences. Open-science and team-based scientific discovery offer hope for tackling some of the difficult challenges associated with managing, modeling, and interpreting of large, complex, and multisource data. Translating raw observations into useful information and actionable knowledge depends on effective domain-independent reproducibility, area-specific replicability, data curation, analysis protocols, organization, management and sharing of health-related digital objects. This study expands the functionality and utility of an ensemble semi-supervised machine learning technique called Compressive Big Data Analytics (CBDA). Applied to high-dimensional data, CBDA (1) identifies salient features and key biomarkers enabling reliable and reproducible forecasting of binary, multinomial and continuous outcomes (i.e., feature mining); and (2) suggests the most accurate algorithms/models for predictive analytics of the observed data (i.e., model mining). The method relies on iterative subsampling, combines function optimization and statistical inference, and generates ensemble predictions for observed univariate outcomes. The novelty of this study is highlighted by a new and expanded set of CBDA features including (1) efficiently handling extremely large datasets (>100,000 cases and >1,000 features); (2) generalizing the internal and external validation steps; (3) expanding the set of base-learners for joint ensemble prediction; (4) introducing an automated selection of CBDA specifications; and (5) providing mechanisms to assess CBDA convergence, evaluate the prediction accuracy, and measure result consistency. To ground the mathematical model and the corresponding computational algorithm, CBDA 2.0 validation utilizes synthetic datasets as well as a population-wide census-like study. Specifically, an empirical validation of the CBDA technique is based on a translational health research using a large-scale clinical study (UK Biobank), which includes imaging, cognitive, and clinical assessment data. The UK Biobank archive presents several difficult challenges related to the aggregation, harmonization, modeling, and interrogation of the information. These problems are related to the complex longitudinal structure, variable heterogeneity, feature multicollinearity, incongruency, and missingness, as well as violations of classical parametric assumptions. Our results show the scalability, efficiency, and usability of CBDA to interrogate complex data into structural information leading to derived knowledge and translational action. Applying CBDA 2.0 to the UK Biobank case-study allows predicting various outcomes of interest, e.g., mood disorders and irritability, and suggests new and exciting avenues of evidence-based research in the context of identifying, tracking, and treating mental health and aging-related diseases. Following open-science principles, we share the entire end-to-end protocol, source-code, and results. This facilitates independent validation, result reproducibility, and team-based collaborative discovery.

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Incorporating auxiliary information for improved prediction in high-dimensional datasets: an ensemble of shrinkage approaches.

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