LMLFM: Longitudinal multi-level factorization machine

Junjie Liang, Dongkuan Xu, Yiwei Sun, Vasant Honavar

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We consider the problem of learning predictive models from longitudinal data, consisting of irregularly repeated, sparse observations from a set of individuals over time. Such data often exhibit longitudinal correlation (LC) (correlations among observations for each individual over time), cluster correlation (CC) (correlations among individuals that have similar characteristics), or both. These correlations are often accounted for using mixed effects models that include fixed effects and random effects, where the fixed effects capture the regression parameters that are shared by all individuals, whereas random effects capture those parameters that vary across individuals. However, the current state-of-the-art methods are unable to select the most predictive fixed effects and random effects from a large number of variables, while accounting for complex correlation structure in the data and non-linear interactions among the variables. We propose Longitudinal Multi-Level Factorization Machine (LMLFM), to the best of our knowledge, the first model to address these challenges in learning predictive models from longitudinal data. We establish the convergence properties, and analyze the computational complexity, of LMLFM. We present results of experiments with both simulated and real-world longitudinal data which show that LMLFM outperforms the state-of-the-art methods in terms of predictive accuracy, variable selection ability, and scalability to data with large number of variables. The code and supplemental material is available at https://github.com/junjieliang672/LMLFM.

Original languageEnglish (US)
Title of host publicationAAAI 2020 - 34th AAAI Conference on Artificial Intelligence
PublisherAAAI press
Pages4811-4818
Number of pages8
ISBN (Electronic)9781577358350
StatePublished - 2020
Event34th AAAI Conference on Artificial Intelligence, AAAI 2020 - New York, United States
Duration: Feb 7 2020Feb 12 2020

Publication series

NameAAAI 2020 - 34th AAAI Conference on Artificial Intelligence

Conference

Conference34th AAAI Conference on Artificial Intelligence, AAAI 2020
Country/TerritoryUnited States
CityNew York
Period2/7/202/12/20

All Science Journal Classification (ASJC) codes

  • Artificial Intelligence

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