TY - JOUR
T1 - A novel cross-validation strategy for artificial neural networks using distributed-lag environmental factors
AU - Guo, Chao Yu
AU - Liu, Tse Wei
AU - Chen, Yi Hau
N1 - Publisher Copyright:
© 2021 Guo et al. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
PY - 2021/1
Y1 - 2021/1
N2 - In recent years, machine learning methods have been applied to various prediction scenarios in time-series data. However, some processing procedures such as cross-validation (CV) that rearrange the order of the longitudinal data might ruin the seriality and lead to a potentially biased outcome. Regarding this issue, a recent study investigated how different types of CV methods influence the predictive errors in conventional time-series data. Here, we examine a more complex distributed lag nonlinear model (DLNM), which has been widely used to assess the cumulative impacts of past exposures on the current health outcome. This research extends the DLNM into an artificial neural network (ANN) and investigates how the ANN model reacts to various CV schemes that result in different predictive biases. We also propose a newly designed permutation ratio to evaluate the performance of the CV in the ANN. This ratio mimics the concept of the R-square in conventional statistical regression models. The results show that as the complexity of the ANN increases, the predicted outcome becomes more stable, and the bias shows a decreasing trend. Among the different settings of hyperparameters, the novel strategy, Leave One Block Out Cross-Validation (LOBO-CV), demonstrated much better results, and the lowest mean square error was observed. The hyperparameters of the ANN trained by the LOBO-CV yielded the minimum number of prediction errors. The newly proposed permutation ratio indicates that LOBO-CV can contribute up to 34% of the prediction accuracy.
AB - In recent years, machine learning methods have been applied to various prediction scenarios in time-series data. However, some processing procedures such as cross-validation (CV) that rearrange the order of the longitudinal data might ruin the seriality and lead to a potentially biased outcome. Regarding this issue, a recent study investigated how different types of CV methods influence the predictive errors in conventional time-series data. Here, we examine a more complex distributed lag nonlinear model (DLNM), which has been widely used to assess the cumulative impacts of past exposures on the current health outcome. This research extends the DLNM into an artificial neural network (ANN) and investigates how the ANN model reacts to various CV schemes that result in different predictive biases. We also propose a newly designed permutation ratio to evaluate the performance of the CV in the ANN. This ratio mimics the concept of the R-square in conventional statistical regression models. The results show that as the complexity of the ANN increases, the predicted outcome becomes more stable, and the bias shows a decreasing trend. Among the different settings of hyperparameters, the novel strategy, Leave One Block Out Cross-Validation (LOBO-CV), demonstrated much better results, and the lowest mean square error was observed. The hyperparameters of the ANN trained by the LOBO-CV yielded the minimum number of prediction errors. The newly proposed permutation ratio indicates that LOBO-CV can contribute up to 34% of the prediction accuracy.
UR - http://www.scopus.com/inward/record.url?scp=85099451079&partnerID=8YFLogxK
U2 - 10.1371/journal.pone.0244094
DO - 10.1371/journal.pone.0244094
M3 - Article
C2 - 33411794
AN - SCOPUS:85099451079
SN - 1932-6203
VL - 16
JO - PLoS ONE
JF - PLoS ONE
IS - 1 January
M1 - e0244094
ER -