AUC-Maximizing Ensembles through Metalearning.

Area Under the ROC Curve (AUC) is often used to measure the performance of an estimator in binary classification problems. An AUC-maximizing classifier can have significant advantages in cases where ranking correctness is valued or if the outcome is rare. In a Super Learner ensemble, maximization of the AUC can be achieved by the use of an AUC-maximining metalearning algorithm. We discuss an implementation of an AUC-maximization technique that is formulated as a nonlinear optimization problem. We also evaluate the effectiveness of a large number of different nonlinear optimization algorithms to maximize the cross-validated AUC of the ensemble fit. The results provide evidence that AUC-maximizing metalearners can, and often do, out-perform non-AUC-maximizing metalearning methods, with respect to ensemble AUC. The results also demonstrate that as the level of imbalance in the training data increases, the Super Learner ensemble outperforms the top base algorithm by a larger degree.

Computationally efficient confidence intervals for cross-validated area under the ROC curve estimates.

In binary classification problems, the area under the ROC curve (AUC) is commonly used to evaluate the performance of a prediction model. Often, it is combined with cross-validation in order to assess how the results will generalize to an independent data set. In order to evaluate the quality of an estimate for cross-validated AUC, we obtain an estimate of its variance. For massive data sets, the process of generating a single performance estimate can be computationally expensive. Additionally, when using a complex prediction method, the process of cross-validating a predictive model on even a relatively small data set can still require a large amount of computation time. Thus, in many practical settings, the bootstrap is a computationally intractable approach to variance estimation. As an alternative to the bootstrap, we demonstrate a computationally efficient influence curve based approach to obtaining a variance estimate for cross-validated AUC.

Super Learner Analysis of Electronic Adherence Data Improves Viral Prediction and May Provide Strategies for Selective HIV RNA Monitoring.

OBJECTIVE: Regular HIV RNA testing for all HIV-positive patients on antiretroviral therapy (ART) is expensive and has low yield since most tests are undetectable. Selective testing of those at higher risk of failure may improve efficiency. We investigated whether a novel analysis of adherence data could correctly classify virological failure and potentially inform a selective testing strategy. DESIGN: Multisite prospective cohort consortium. METHODS: We evaluated longitudinal data on 1478 adult patients treated with ART and monitored using the Medication Event Monitoring System (MEMS) in 16 US cohorts contributing to the MACH14 consortium. Because the relationship between adherence and virological failure is complex and heterogeneous, we applied a machine-learning algorithm (Super Learner) to build a model for classifying failure and evaluated its performance using cross-validation. RESULTS: Application of the Super Learner algorithm to MEMS data, combined with data on CD4 T-cell counts and ART regimen, significantly improved classification of virological failure over a single MEMS adherence measure. Area under the receiver operating characteristic curve, evaluated on data not used in model fitting, was 0.78 (95% confidence interval: 0.75 to 0.80) and 0.79 (95% confidence interval: 0.76 to 0.81) for failure defined as single HIV RNA level >1000 copies per milliliter or >400 copies per milliliter, respectively. Our results suggest that 25%-31% of viral load tests could be avoided while maintaining sensitivity for failure detection at or above 95%, for a cost savings of $16-$29 per person-month. CONCLUSIONS: Our findings provide initial proof of concept for the potential use of electronic medication adherence data to reduce costs through behavior-driven HIV RNA testing.