The ability to perform accurate prognosis of patients is crucial for proactive clinical decision making, informed resource management and personalised care. Existing outcome prediction models suffer from a low recall of infrequent positive outcomes. We present a highly-scalable and robust machine learning framework to automatically predict adversity represented by mortality and ICU admission from time-series vital signs and laboratory results obtained within the first 24 hours of hospital admission. The stacked platform comprises two components: a) an unsupervised LSTM Autoencoder that learns an optimal representation of the time-series, using it to differentiate the less frequent patterns which conclude with an adverse event from the majority patterns that do not, and b) a gradient boosting model, which relies on the constructed representation to refine prediction, incorporating static features of demographics, admission details and clinical summaries. The model is used to assess a patient's risk of adversity over time and provides visual justifications of its prediction based on the patient's static features and dynamic signals. Results of three case studies for predicting mortality and ICU admission show that the model outperforms all existing outcome prediction models, achieving PR-AUC of 0.891 (95$%$ CI: 0.878 - 0.969) in predicting mortality in ICU and general ward settings and 0.908 (95$%$ CI: 0.870-0.935) in predicting ICU admission.
Outlier detection (OD) is a key machine learning (ML) task for identifying abnormal objects from general samples with numerous high-stake applications including fraud detection and intrusion detection. Due to the lack of ground truth labels, practitioners often have to build a large number of unsupervised, heterogeneous models (i.e., different algorithms with varying hyperparameters) for further combination and analysis, rather than relying on a single model. How to accelerate the training and scoring on new-coming samples by outlyingness (referred as prediction throughout the paper) with a large number of unsupervised, heterogeneous OD models? In this study, we propose a modular acceleration system, called SUOD, to address it. The proposed system focuses on three complementary acceleration aspects (data reduction for high-dimensional data, approximation for costly models, and taskload imbalance optimization for distributed environment), while maintaining performance accuracy. Extensive experiments on more than 20 benchmark datasets demonstrate SUOD's effectiveness in heterogeneous OD acceleration, along with a real-world deployment case on fraudulent claim analysis at IQVIA, a leading healthcare firm. We open-source SUOD for reproducibility and accessibility.
Selecting and combining the outlier scores of different base detectors used within outlier ensembles can be quite challenging in the absence of ground truth. In this paper, an unsupervised outlier detector combination framework called DCSO is proposed, demonstrated and assessed for the dynamic selection of most competent base detectors, with an emphasis on data locality. The proposed DCSO framework first defines the local region of a test instance by its k nearest neighbors and then identifies the top-performing base detectors within the local region. Experimental results on ten benchmark datasets demonstrate that DCSO provides consistent performance improvement over existing static combination approaches in mining outlying objects. To facilitate interpretability and reliability of the proposed method, DCSO is analyzed using both theoretical frameworks and visualization techniques, and presented alongside empirical parameter setting instructions that can be used to improve the overall performance.
PyOD is an open-source Python toolbox for performing scalable outlier detection on multivariate data. Uniquely, it provides access to a wide range of outlier detection algorithms, including established outlier ensembles and more recent neural network-based approaches, under a single, well-documented API designed for use by both practitioners and researchers. With robustness and scalability in mind, best practices such as unit testing, continuous integration, code coverage, maintainability checks, interactive examples and parallelization are emphasized as core components in the toolbox's development. PyOD is compatible with both Python 2 and 3 and can be installed through Python Package Index (PyPI) or https://github.com/yzhao062/pyod.
In unsupervised outlier ensembles, the absence of ground truth makes the combination of base outlier detectors a challenging task. Specifically, existing parallel outlier ensembles lack a reliable way of selecting competent base detectors, affecting accuracy and stability, during model combination. In this paper, we propose a framework---called Locally Selective Combination in Parallel Outlier Ensembles (LSCP)---which addresses the issue by defining a local region around a test instance using the consensus of its nearest neighbors in randomly selected feature subspaces. The top-performing base detectors in this local region are selected and combined as the model's final output. Four variants of the LSCP framework are compared with seven widely used parallel frameworks. Experimental results demonstrate that one of these variants, LSCP_AOM, consistently outperforms baselines on the majority of twenty real-world datasets.
Ensemble methods for classification and clustering have been effectively used for decades, while ensemble learning for outlier detection has only been studied recently. In this work, we design a new ensemble approach for outlier detection in multi-dimensional point data, which provides improved accuracy by reducing error through both bias and variance. Although classification and outlier detection appear as different problems, their theoretical underpinnings are quite similar in terms of the bias-variance trade-off [1], where outlier detection is considered as a binary classification task with unobserved labels but a similar bias-variance decomposition of error. In this paper, we propose a sequential ensemble approach called CARE that employs a two-phase aggregation of the intermediate results in each iteration to reach the final outcome. Unlike existing outlier ensembles which solely incorporate a parallel framework by aggregating the outcomes of independent base detectors to reduce variance, our ensemble incorporates both the parallel and sequential building blocks to reduce bias as well as variance by ($i$) successively eliminating outliers from the original dataset to build a better data model on which outlierness is estimated (sequentially), and ($ii$) combining the results from individual base detectors and across iterations (parallelly). Through extensive experiments on sixteen real-world datasets mainly from the UCI machine learning repository [2], we show that CARE performs significantly better than or at least similar to the individual baselines. We also compare CARE with the state-of-the-art outlier ensembles where it also provides significant improvement when it is the winner and remains close otherwise.
An ensemble technique is characterized by the mechanism that generates the components and by the mechanism that combines them. A common way to achieve the consensus is to enable each component to equally participate in the aggregation process. A problem with this approach is that poor components are likely to negatively affect the quality of the consensus result. To address this issue, alternatives have been explored in the literature to build selective classifier and cluster ensembles, where only a subset of the components contributes to the computation of the consensus. Of the family of ensemble methods, outlier ensembles are the least studied. Only recently, the selection problem for outlier ensembles has been discussed. In this work we define a new graph-based class of ranking selection methods. A method in this class is characterized by two main steps: (1) Mapping the rankings onto a graph structure; and (2) Mining the resulting graph to identify a subset of rankings. We define a specific instance of the graph-based ranking selection class. Specifically, we map the problem of selecting ensemble components onto a mining problem in a graph. An extensive evaluation was conducted on a variety of heterogeneous data and methods. Our empirical results show that our approach outperforms state-of-the-art selective outlier ensemble techniques.