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In this paper, we study a generalization of a recently developed strategy for generating conformal predictor ensembles: out-of-bag calibration. The ensemble strategy is evaluated, both theoretically and empirically, against a commonly used alternative ensemble strategy, bootstrap conformal prediction, as well as common non-ensemble strategies. A thorough analysis is provided of out-of-bag calibration, with respect to theoretical validity, empirical validity (error rate), efficiency (prediction region size) and p-value stability (the degree of variance observed over multiple predictions for the same object). Empirical results show that out-of-bag calibration displays favorable characteristics with regard to these criteria, and we propose that out-of-bag calibration be adopted as a standard method for constructing conformal predictor ensembles.

Iterative screening has emerged as a promising approach to increase the efficiency of high-throughput screening (HTS) campaigns in drug discovery. By learning from a subset of the compound library, inferences on what compounds to screen next can be made by predictive models. One of the challenges of iterative screening is to decide how many iterations to perform. This is mainly related to difficulties in estimating the prospective hit rate in any given iteration. In this article, a novel method based on Venn - ABERS predictors is proposed. The method provides accurate estimates of the number of hits retrieved in any given iteration during an HTS campaign. The estimates provide the necessary information to support the decision on the number of iterations needed to maximize the screening outcome. Thus, this method offers a prospective screening strategy for early-stage drug discovery.

Conformal prediction is a learning framework that produces models that associate with each of their predictions a measure of statistically valid confidence. These models are typically constructed on top of traditional machine learning algorithms. An important result of conformal prediction theory is that the models produced are provably valid under relatively weak assumptions—in particular, their validity is independent of the specific underlying learning algorithm on which they are based. Since validity is automatic, much research on conformal predictors has been focused on improving their informational and computational efficiency. As part of the efforts in constructing efficient conformal predictors, aggregated conformal predictors were developed, drawing inspiration from the field of classification and regression ensembles. Unlike early definitions of conformal prediction procedures, the validity of aggregated conformal predictors is not fully understood—while it has been shown that they might attain empirical exact validity under certain circumstances, their theoretical validity is conditional on additional assumptions that require further clarification. In this paper, we show why validity is not automatic for aggregated conformal predictors, and provide a revised definition of aggregated conformal predictors that gains approximate validity conditional on properties of the underlying learning algorithm., QC 20180327

Conformal prediction (CP) is a relatively new framework in which predictive models output sets of predictions with a bound on the error rate, i.e., the probability of making an erroneous prediction is guaranteed to be equal to or less than a predefined significance level. Label-conditional conformal prediction (LCCP) is a specialization of the framework which gives a bound on the error rate for each individual class. For datasets with class imbalance, many learning algorithms have a tendency to predict the majority class more often than the expected relative frequency, i.e., they are biased in favor of the majority class. In this study, the class bias of standard and label-conditional conformal predictors is investigated. An empirical investigation on 32 publicly available datasets with varying degrees of class imbalance is presented. The experimental results show that CP is highly biased towards the majority class on imbalanced datasets, i.e., it can be expected to make a majority of its errors on the minority class. LCCP, on the other hand, is not biased towards the majority class. Instead, the errors are distributed between the classes almost in accordance with the prior class distribution., QC 20180119

This study introduces the conformal prediction framework to the task of predicting the presence of adverse drug events in electronic health records with an associated measure of statistically valid confidence. The imbalanced nature of the problem was addressed both by evaluating different machine learning algorithms, and by comparing different types of conformal predictors. A novel solution was also evaluated, where different underlying models, each model optimized towards one particular class, were combined into a single conformal predictor. This novel solution proved to be superior to previously existing approaches.

Online predictive modeling of streaming data is a key task for big data analytics. In this paper, a novel approach for efficient online learning of regression trees is proposed, which continuously updates, rather than retrains, the tree as more labeled data become available. A conformal predictor outputs prediction sets instead of point predictions; which for regression translates into prediction intervals. The key property of a conformal predictor is that it is always valid, i.e., the error rate, on novel data, is bounded by a preset significance level. Here, we suggest applying Mondrian conformal prediction on top of the resulting models, in order to obtain regression trees where not only the tree, but also each and every rule, corresponding to a path from the root node to a leaf, is valid. Using Mondrian conformal prediction, it becomes possible to analyze and explore the different rules separately, knowing that their accuracy, in the long run, will not be below the preset significance level. An empirical investigation, using 17 publicly available data sets, confirms that the resulting rules are independently valid, but also shows that the prediction intervals are smaller, on average, than when only the global model is required to be valid. All-in-all, the suggested method provides a data miner or a decision maker with highly informative predictive models of streaming data., Sponsorship:This work was supported by the Swedish Foundation for StrategicResearch through the project High-Performance Data Mining for Drug EffectDetection (IIS11-0053), the Swedish Retail and Wholesale DevelopmentCouncil through the project Innovative Business Intelligence Tools (2013:5)and the Knowledge Foundation through the project Big Data Analytics byOnline Ensemble Learning (20120192).QC 20180209

In silico experimentation is the process of using computational and statistical models to predict medicinal properties in chemicals; as a means of reducing lab work and increasing success rate this process has become an important part of modern drug development. There are various ways of representing molecules - the problem that motivated this paper derives from collecting substructures of the chemical into what is known as fractional representations. Assembling large sets of molecules represented in this way will result in sparse data, where a large portion of the set is null values. This consumes an excessive amount of computer memory which inhibits the size of data sets that can be used when constructing predictive models.In this study, we suggest a set of criteria for evaluation of random forest implementations to be used for in silico predictive modeling on sparse data sets, with regard to computer memory usage, model construction time and predictive accuracy.A novel random forest system was implemented to meet the suggested criteria, and experiments were made to compare our implementation to existing machine learning algorithms to establish our implementation‟s correctness. Experimental results show that our random forest implementation can create accurate prediction models on sparse datasets, with lower memory usage overhead than implementations using a common matrix representation, and in less time than existing random forest implementations evaluated against. We highlight design choices made to accommodate for sparse data structures and data sets in the random forest ensemble technique, and therein present potential improvements to feature selection in sparse data sets., Program: Systemarkitekturutbildningen