Predictive Models for Healthcare Analytics
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1 Predictive Models for Healthcare Analytics A Case on Retrospective Clinical Study Mengling Mornin Feng mfeng@mit.edu mornin@gmail.com 1
2 Learning Objectives After the lecture, students should be able to: Define what are predictive models Apply appropriate metrics to assess the performance of predictive models Explain some basic predictive models, such as logistic regression, decision tree, neural network etc Conduct retrospective clinical studies with appropriate predictive models Interpret results from predictive models Understand the future trend of predictive models 2
3 What are Predictive Models? To predict or to guess 3
4 What are Predictive Models? To predict or to guess 3
5 What are Predictive Models? To predict or to guess 3
6 What are Predictive Models? To predict or to guess 3
7 What are Predictive Models? To predict or to guess 3
8 What are Predictive Models? To predict or to guess 3
9 What are Predictive Models? 4
10 Classification (Supervised Learning) 5
11 Classification (Supervised Learning) 5
12 Classification (Supervised Learning) 5
13 Classification (Supervised Learning) 5
14 Classification (Supervised Learning) 5
15 Classification (Supervised Learning) 5
16 Classification (Supervised Learning) 5
17 Classification (Supervised Learning) 5
18 Assessment of Predictive Models 6
19 Assessment of Classification Models 7
20 Assessment of Classification Models Confusion Matrix 7
21 Assessment of Classification Models Confusion Matrix Predicted Yes Predicted No True Yes True No a True Position (TP) c False Positive (FP) b False Negative (FN) d True Negative (TN) 7
22 Assessment of Classification Models Confusion Matrix Predicted Yes Predicted No True Yes True No a True Position (TP) c False Positive (FP) b False Negative (FN) d True Negative (TN) 7
23 Assessment of Classification Models Confusion Matrix Predicted Yes Predicted No True Yes True No a True Position (TP) c False Positive (FP) b False Negative (FN) d True Negative (TN) 7
24 Assessment of Classification Models Confusion Matrix Predicted Yes Predicted No True Yes True No a True Position (TP) c False Positive (FP) b False Negative (FN) d True Negative (TN) 7
25 Assessment of Classification Models Confusion Matrix Predicted Yes Predicted No True Yes True No a True Position (TP) c False Positive (FP) b False Negative (FN) d True Negative (TN) 7
26 Assessment of Classification Models Confusion Matrix Predicted Yes Predicted No True Yes a True Position (TP) b False Negative (FN) True No c False Positive (FP) d True Negative (TN) Accuracy = Correct Predictions / All Predictions = (a+d)/(a+b+c+d) 7
27 Prediction Threshold 8
28 Limitations of Accuracy Hard to interpret Is 90% accuracy good? Is 20% accuracy bad? It depends! (on the base rate) Assume equal costs/weights on errors Again it depends on the problem and applications E.q. 9
29 Assessment of Classification Models 10
30 Assessment of Classification Models Error weights (costs) 10
31 Assessment of Classification Models Error weights (costs) Predicted Yes Predicted No True Yes a, w a True Position (TP) b,w b False Negative (FN) True No c, w c False Positive (FP) d, w d True Negative (TN) 10
32 Assessment of Classification Models Error weights (costs) Predicted Yes Predicted No True Yes a, w a True Position (TP) b,w b False Negative (FN) True No c, w c False Positive (FP) d, w d True Negative (TN) Error Costs = w b *b + w c *c 10
33 Error cost 11
34 Error cost 11
35 Assessment of Classification Models Lift Commonly used in targeted marketing Not interested in the entire population How much more accurate the model is compared to random guessing when we predicted x% to be true a / (a + b) (a + c) / (a + b + c + d) 12
36 Assessment of Classification Models Lift Commonly used in targeted marketing Not interested in the entire population How much more accurate the model is compared to random guessing when we predicted x% to be true Predicted Yes Predicted No True Yes a b True No c d a / (a + b) (a + c) / (a + b + c + d) 12
37 Assessment of Classification Models Lift Commonly used in targeted marketing Not interested in the entire population How much more accurate the model is compared to random guessing when we predicted x% to be true Predicted Yes Predicted No True Yes a b True No c d Given a threshold, Lift = a / (a + b) (a + c) / (a + b + c + d) 12
38 Lift 13
39 Assessment of Classification Models Precision, Recall, F-measure & Breakeven-Point 2 *(precision *recall) precision + recall 14
40 Assessment of Classification Models Precision, Recall, F-measure & Breakeven-Point Predicted Yes Predicted No True Yes a b True No c d 2 *(precision *recall) precision + recall 14
41 Assessment of Classification Models Precision, Recall, F-measure & Breakeven-Point Predicted Yes Predicted No True Yes a b True No c d Precision = Pr(True Predicted True) = a/(a+c) Recall = Pr(Predicted True True) = a/(a+b) F-measure = 2 *(precision *recall) precision + recall Breakeven Point: Precision = Recall 14
42 Precision & Recall 15
43 Assessment of Classification Models Sensitivity, Specificity and ROC 16
44 Assessment of Classification Models Sensitivity, Specificity and ROC Predicted Yes Predicted No True Yes a b True No c d 16
45 Assessment of Classification Models Sensitivity, Specificity and ROC Predicted Yes Predicted No True Yes a b True No c d Sensitivity = Pr(Predicted True True) = a/(a+b) Specificity = Pr(Predicted False False) = d/(c+d) Receiver Operator Characteristic (ROC) Curve Sensitivity vs (1-Specificity) 16
46 ROC curve 17
47 Assessment for Training Training and Testing Datasets n-fold Cross-Validation Jackknife Bootstrapping 18
48 Applications of Predictive Models 19
49 Outcome Predictions Applications Mortality, long-term outcome & quality of life Quality assessment, decision support, cost-effectiveness Clinical event predictions Early or timely intervention Adverse effect/risk assessment Treatment response Evidence generation: clinical studies 20
50 Case Study: Value of Echocardiogram for Critical Care Patients 21
51 The Question Whether Echocardiogram independently contribute to the improvement of critical care patients outcomes? Outcome: 28 days mortality Patient cohort: MICU and SICU Data: the MIMIC data How? 22
52 Causal Inference with Predictive Model Uni-variate Study 23
53 Co-founding Factors Demographics or admission info Age, Gender, Weight, BMI, Service Unit, Severity at admission, Day of Admission, Hour of Admission Co-morbidity (chronic) conditions CHF, Afib, Liver, Renal, COPD, Stroke, Cancer Vital Signs Blood pressure, Heart Rate, Respiration Rate, Temptation, Oxygen Saturation Lab tests: WBC, HGB, Creatinine, etc 24
54 Causal Inference with Predictive Model Multi-variate Study 25
55 Causal Inference with Predictive Model Propensity Score Study 26
56 Propensity Score Based Study Step 1: Build the predictive model to estimate the likelihood of intervention Step 2: Assess the performance of the predictive model Step 3: Match up patients based on the predicted Propensity Score Step 4: Evaluate the balancing after matching Step 5: Compare the matched cohort 27
57 Estimation of Propensity Score with Gradient Boosting Model (GBM) Gradient Boosting Model (GBM) An ensemble learning model based on decision tress 28
58 Decision Tress for Classification Echo 29 Non-echo
59 Decision Tress for Classification Age <=79 Echo 29 Non-echo
60 Decision Tress for Classification Age <=79 HR<=98 Echo 29 Non-echo
61 Decision Tress for Classification HR<=82 Age <=79 HR<=98 Echo 29 Non-echo
62 Decision Tress for Classification 30
63 Ensemble Learning 31
64 Ensemble Learning 31
65 Propensity Score Study with Gradient Boosting Model (GBM) 32
66 What is Trending in Machine Learning Deep Learning 33
67 What is Deep Learning? 34
68 What is Neural Network? 35
69 Success Stories 36
70 Success Stories 36
71 Success Stories 36
72 Success Stories 36
73 Success Stories 36
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