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Main Authors: Das, Priyam, De, Debsurya, Maiti, Raju, Kamal, Mona, Hutcheson, Katherine A., Fuller, Clifton D., Chakraborty, Bibhas, Peterson, Christine B.
Format: Preprint
Published: 2019
Subjects:
Online Access:https://arxiv.org/abs/1909.04024
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author Das, Priyam
De, Debsurya
Maiti, Raju
Kamal, Mona
Hutcheson, Katherine A.
Fuller, Clifton D.
Chakraborty, Bibhas
Peterson, Christine B.
author_facet Das, Priyam
De, Debsurya
Maiti, Raju
Kamal, Mona
Hutcheson, Katherine A.
Fuller, Clifton D.
Chakraborty, Bibhas
Peterson, Christine B.
contents In the context of a binary classification problem, the optimal linear combination of continuous predictors can be estimated by maximizing an empirical estimate of the area under the receiver operating characteristic (ROC) curve (AUC). For multi-category responses, the optimal predictor combination can similarly be obtained by maximization of the empirical hypervolume under the manifold (HUM). This problem is particularly relevant to medical research, where it may be of interest to diagnose a disease with various subtypes or predict a multi-category outcome. Since the empirical HUM is discontinuous, non-differentiable, and possibly multi-modal, solving this maximization problem requires a global optimization technique. Estimation of the optimal coefficient vector using existing global optimization techniques is computationally expensive, becoming prohibitive as the number of predictors and the number of outcome categories increases. We propose an efficient derivative-free black-box optimization technique based on pattern search to solve this problem. Through extensive simulation studies, we demonstrate that the proposed method achieves better performance compared to existing methods including the step-down algorithm. Finally, we illustrate the proposed method to predict swallowing difficulty after radiation therapy for oropharyngeal cancer based on radiation dose to various structures in the head and neck.
format Preprint
id arxiv_https___arxiv_org_abs_1909_04024
institution arXiv
publishDate 2019
record_format arxiv
spellingShingle Estimating the Optimal Linear Combination of Biomarkers using Spherically Constrained Optimization
Das, Priyam
De, Debsurya
Maiti, Raju
Kamal, Mona
Hutcheson, Katherine A.
Fuller, Clifton D.
Chakraborty, Bibhas
Peterson, Christine B.
Methodology
Computation
In the context of a binary classification problem, the optimal linear combination of continuous predictors can be estimated by maximizing an empirical estimate of the area under the receiver operating characteristic (ROC) curve (AUC). For multi-category responses, the optimal predictor combination can similarly be obtained by maximization of the empirical hypervolume under the manifold (HUM). This problem is particularly relevant to medical research, where it may be of interest to diagnose a disease with various subtypes or predict a multi-category outcome. Since the empirical HUM is discontinuous, non-differentiable, and possibly multi-modal, solving this maximization problem requires a global optimization technique. Estimation of the optimal coefficient vector using existing global optimization techniques is computationally expensive, becoming prohibitive as the number of predictors and the number of outcome categories increases. We propose an efficient derivative-free black-box optimization technique based on pattern search to solve this problem. Through extensive simulation studies, we demonstrate that the proposed method achieves better performance compared to existing methods including the step-down algorithm. Finally, we illustrate the proposed method to predict swallowing difficulty after radiation therapy for oropharyngeal cancer based on radiation dose to various structures in the head and neck.
title Estimating the Optimal Linear Combination of Biomarkers using Spherically Constrained Optimization
topic Methodology
Computation
url https://arxiv.org/abs/1909.04024