mlr3proba: an R package for machine learning in survival analysis.

SUMMARY: As machine learning has become increasingly popular over the last few decades, so too has the number of machine-learning interfaces for implementing these models. Whilst many R libraries exist for machine learning, very few offer extended support for survival analysis. This is problematic considering its importance in fields like medicine, bioinformatics, economics, engineering and more. mlr3proba provides a comprehensive machine-learning interface for survival analysis and connects with mlr3's general model tuning and benchmarking facilities to provide a systematic infrastructure for survival modelling and evaluation. AVAILABILITY AND IMPLEMENTATION: mlr3proba is available under an LGPL-3 licence on CRAN and at https://github.com/mlr-org/mlr3proba, with further documentation at https://mlr3book.mlr-org.com/survival.html.

Cost-Constrained feature selection in binary classification: adaptations for greedy forward selection and genetic algorithms.

BACKGROUND: With modern methods in biotechnology, the search for biomarkers has advanced to a challenging statistical task exploring high dimensional data sets. Feature selection is a widely researched preprocessing step to handle huge numbers of biomarker candidates and has special importance for the analysis of biomedical data. Such data sets often include many input features not related to the diagnostic or therapeutic target variable. A less researched, but also relevant aspect for medical applications are costs of different biomarker candidates. These costs are often financial costs, but can also refer to other aspects, for example the decision between a painful biopsy marker and a simple urine test. In this paper, we propose extensions to two feature selection methods to control the total amount of such costs: greedy forward selection and genetic algorithms. In comprehensive simulation studies of binary classification tasks, we compare the predictive performance, the run-time and the detection rate of relevant features for the new proposed methods and five baseline alternatives to handle budget constraints. RESULTS: In simulations with a predefined budget constraint, our proposed methods outperform the baseline alternatives, with just minor differences between them. Only in the scenario without an actual budget constraint, our adapted greedy forward selection approach showed a clear drop in performance compared to the other methods. However, introducing a hyperparameter to adapt the benefit-cost trade-off in this method could overcome this weakness. CONCLUSIONS: In feature cost scenarios, where a total budget has to be met, common feature selection algorithms are often not suitable to identify well performing subsets for a modelling task. Adaptations of these algorithms such as the ones proposed in this paper can help to tackle this problem.

A Multicriteria Approach to Find Predictive and Sparse Models with Stable Feature Selection for High-Dimensional Data.

Finding a good predictive model for a high-dimensional data set can be challenging. For genetic data, it is not only important to find a model with high predictive accuracy, but it is also important that this model uses only few features and that the selection of these features is stable. This is because, in bioinformatics, the models are used not only for prediction but also for drawing biological conclusions which makes the interpretability and reliability of the model crucial. We suggest using three target criteria when fitting a predictive model to a high-dimensional data set: the classification accuracy, the stability of the feature selection, and the number of chosen features. As it is unclear which measure is best for evaluating the stability, we first compare a variety of stability measures. We conclude that the Pearson correlation has the best theoretical and empirical properties. Also, we find that for the stability assessment behaviour it is most important that a measure contains a correction for chance or large numbers of chosen features. Then, we analyse Pareto fronts and conclude that it is possible to find models with a stable selection of few features without losing much predictive accuracy.

Robust selection of cancer survival signatures from high-throughput genomic data using two-fold subsampling.

Identifying relevant signatures for clinical patient outcome is a fundamental task in high-throughput studies. Signatures, composed of features such as mRNAs, miRNAs, SNPs or other molecular variables, are often non-overlapping, even though they have been identified from similar experiments considering samples with the same type of disease. The lack of a consensus is mostly due to the fact that sample sizes are far smaller than the numbers of candidate features to be considered, and therefore signature selection suffers from large variation. We propose a robust signature selection method that enhances the selection stability of penalized regression algorithms for predicting survival risk. Our method is based on an aggregation of multiple, possibly unstable, signatures obtained with the preconditioned lasso algorithm applied to random (internal) subsamples of a given cohort data, where the aggregated signature is shrunken by a simple thresholding strategy. The resulting method, RS-PL, is conceptually simple and easy to apply, relying on parameters automatically tuned by cross validation. Robust signature selection using RS-PL operates within an (external) subsampling framework to estimate the selection probabilities of features in multiple trials of RS-PL. These probabilities are used for identifying reliable features to be included in a signature. Our method was evaluated on microarray data sets from neuroblastoma, lung adenocarcinoma, and breast cancer patients, extracting robust and relevant signatures for predicting survival risk. Signatures obtained by our method achieved high prediction performance and robustness, consistently over the three data sets. Genes with high selection probability in our robust signatures have been reported as cancer-relevant. The ordering of predictor coefficients associated with signatures was well-preserved across multiple trials of RS-PL, demonstrating the capability of our method for identifying a transferable consensus signature. The software is available as an R package rsig at CRAN (http://cran.r-project.org).

Survival models with preclustered gene groups as covariates.

BACKGROUND: An important application of high dimensional gene expression measurements is the risk prediction and the interpretation of the variables in the resulting survival models. A major problem in this context is the typically large number of genes compared to the number of observations (individuals). Feature selection procedures can generate predictive models with high prediction accuracy and at the same time low model complexity. However, interpretability of the resulting models is still limited due to little knowledge on many of the remaining selected genes. Thus, we summarize genes as gene groups defined by the hierarchically structured Gene Ontology (GO) and include these gene groups as covariates in the hazard regression models. Since expression profiles within GO groups are often heterogeneous, we present a new method to obtain subgroups with coherent patterns. We apply preclustering to genes within GO groups according to the correlation of their gene expression measurements. RESULTS: We compare Cox models for modeling disease free survival times of breast cancer patients. Besides classical clinical covariates we consider genes, GO groups and preclustered GO groups as additional genomic covariates. Survival models with preclustered gene groups as covariates have similar prediction accuracy as models built only with single genes or GO groups. CONCLUSIONS: The preclustering information enables a more detailed analysis of the biological meaning of covariates selected in the final models. Compared to models built only with single genes there is additional functional information contained in the GO annotation, and compared to models using GO groups as covariates the preclustering yields coherent representative gene expression profiles.