We consider the problem of learning predictive models from longitudinal data, consisting of irregularly repeated, sparse observations from a set of individuals over time. Such data of- ten exhibit longitudinal correlation (LC) (correlations among observations for each individual over time), cluster correlation (CC) (correlations among individuals that have similar char- acteristics), or both. These correlations are often accounted for using mixed effects models that include fixed effects and random effects, where the fixed effects capture the regression parameters that are shared by all individuals, whereas random effects capture those parameters that vary across individuals. However, the current state-of-the-art methods are unable to se- lect the most predictive fixed effects and random effects from a large number of variables, while accounting for complex cor- relation structure in the data and non-linear interactions among the variables. We propose Longitudinal Multi-Level Factoriza- tion Machine (LMLFM), to the best of our knowledge, the first model to address these challenges in learning predictive mod- els from longitudinal data. We establish the convergence prop- erties, and analyze the computational complexity, of LMLFM. We present results of experiments with both simulated and real-world longitudinal data which show that LMLFM out- performs the state-of-the-art methods in terms of predictive accuracy, variable selection ability, and scalability to data with large number of variables. The code and supplemental material is available at https://github.com/junjieliang672/LMLFM.
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LMLFM: Longitudinal Multi-Level Factorization Machine
We consider the problem of learning predictive models from longitudinal data, consisting of irregularly repeated, sparse observations from a set of individuals over time. Such data often exhibit longitudinal correlation (LC) (correlations among observations for each individual over time), cluster correlation (CC) (correlations among individuals that have similar characteristics), or both. These correlations are often accounted for using mixed effects models that include fixed effects and random effects, where the fixed effects capture the regression parameters that are shared by all individuals, whereas random effects capture those parameters that vary across individuals. However, the current state-of-the-art methods are unable to select the most predictive fixed effects and random effects from a large number of variables, while accounting for complex correlation structure in the data and non-linear interactions among the variables. We propose Longitudinal Multi-Level Factorization Machine (LMLFM), to the best of our knowledge, the first model to address these challenges in learning predictive models from longitudinal data. We establish the convergence properties, and analyze the computational complexity, of LMLFM. We present results of experiments with both simulated and real-world longitudinal data which show that LMLFM outperforms the state-of-the-art methods in terms of predictive accuracy, variable selection ability, and scalability to data with large number of variables. The code and supplemental material is available at https://github.com/junjieliang672/LMLFM.
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- PAR ID:
- 10202721
- Date Published:
- Journal Name:
- Proceedings of the AAAI Conference on Artificial Intelligence
- Volume:
- 34
- Issue:
- 04
- ISSN:
- 2159-5399
- Page Range / eLocation ID:
- 4811 to 4818
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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