# .2.5 Commonly used Algorithms

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This section briefly presents the theory underlying some of the most widely used algorithms in predictive modelling, which will also be applied throughout this thesis.

Given a data set D={X,y}whereX={xi}ni=1is the set of compound descriptors, and y={yi}ni=1 is the vector of observed bioactivities, the aim of supervised learning is to find the function (model) underlying D, which can be then used to predict the bioactivity for new data-points, xnew. In the following subsections we briefly summarize the theory behind the algorithms explored in this study.

Kernel Methods

Kernel functions, statistic covariances [Genton (2002)], or simply kernels permit the computation of the dot product between two vectors, xX, in a higher dimen-sional space,F (potentially of infinite dimension), without explicitly computing the coordinates of these vectors inF:

hφ(x), φ(x’)i=K(x,x’) (.2.1)

whereφ() is a mapping function fromX toF, φ :X → F. This is known as the kernel trick [Scholkopf, Koji, and Vert (2004)]. Thus the value of the kernel applied on the input vectors is equivalent to their dot product inF. In practice, this permits to apply linear methods based on dot products,e.g. SVM, in Fwhile usingXin the calculations (thus, not requiring to compute the coordinates of the input data inF).

This is computationally less expensive than the explicit calculation of the coordinates ofXinF, which in some cases might not even be possible. The linear relationships learnt inFare non-linear in the input space. Moreover, kernel methods are extremely versatile, as the same linear method, e.g. SVM, can learn diverse complex non-linear functions in the input space because the functional form is controlled by the kernel, which in turn can be adapted to the data by the user.

The formulae for the kernels used throughout this thesis are:

Bessel Kernel K(x,x0) = ||x−xJv+10||−n(v+1)||x−x0||)

Laplacian Kernel K(x,x0) =e−σ||x−x||

Normalized Polynomial Kernel K(x,x0) = (scalexTx0+offset)degree

xxTx0x0T

Polynomial Kernel K(x,x0) = (scale xTx0+offset)degree

PUKKernel K(x,x0) = 1

[1+(

2 s

||x−x0||2 r

2(1 ω)−1 σ )2]ω

0||2 2l2

Table .2.2:Covariance functions (kernels) formula.

where||xx0||is the Euclidean distance, Jthe Bessel function of first kind, and xT the transpose ofx.

1. Gaussian Process (GP) In Bayesian inference [MacKay (2003)], the experimental data is used to update thea prioriknowledge assumed for a certain problem. In the context of supervised learning, wea prioriassume a distribution over the functions candidate to model the data,i.e. thepriordistribution. The prioris then updated with the training examples, which yields the posterior probability distribution:

P(GP(x)|D)∝P(y|GP(x),X)P(GP(x)) (.2.2) where: (i)P(GP(x)|D)is theposteriorprobability distribution giving the bioactiv-ity predictions; (ii) the likelihood P(y|GP(x),X)is the probability of the observations, y, given the training set,Xand the modelGP(x); and (iii)P(GP(x))is theprior.

GP [Rasmussen and Ws (2006)] are a stochastic process that, similar to a multi-variate Gaussian distribution, defined by its mean value and covariance matrix, is fully specified by its mean function, µ, (usually the zero function) and its covariance function, CX:

GP(x)∼N(µ, CX2dδ(xi,xj)) (i,j∈i, . . . , n) (.2.3) where δ(xj,xk) is the Kronecker delta function and σ2d is the noise of the input data, which is assumed to be normally distributed with mean zero. CX is obtained by applying a positive definite kernel function to X, CX = Cov(X). The function values for any set of input vectors follow a multidimensional normal distribution, and, therefore, the bioactivity value, ynew, for a new input vector, xnew, will also follow a Gaussian distribution defined by MacKay (2003); Puntanen and Styan (2005):

P(ynew)∼N(µynew =kTC−1X y, σ2ynew =m−kTC−1X k) (.2.4) where the best estimate for the bioactivity of xnew is the average value of ynew, µynew =hP(ynew)i.

As it will be seen in Eq. .3.5, those input vectors inXsimilar toxnew, contribute more to the prediction of ynew, as y is weighted by kT. The predicted variance, σ2ynew, corresponds to the difference between the a priori knowledge about xnew: m =Cov(xnew,xTnew), and what can be inferred aboutxnewfrom similar input vectors:

kTC−1X k.

2. Support Vector Machines (SVM) SVM [Ben-Hur et al. (2008); Cortes and Vapnik (1995)] fit a linear model in a higher dimensional dot product feature space,F, of the form:

f(x|w) =hwTφ(x)i+ α0 (.2.5) wherewis a vector of weights ∈F. The kernel trick can be applied if wcan be expressed as a linear combination of the training examples, namelyw=Pn

i=1αiφ(xi).

Given the definition of kernel given above, Eq..2.5can be rewritten as:

f(x) = The optimization of theαi values is usually performed by applying Lagrangian multipliers (dual formulation): penalizes for incorrect predictions during training. Thus, the larger the value ofC, the larger this penalty.

3. Relevant Vector Machines (RVM) RVM [Tipping (2000)] follow a similar formu-lation to SVM with the exception that the weights are inferred from the data in a Bayesian framework by defining an explicity prior probability distribution, normally Gaussian, on the parametersαi:

f(x|α) = Xn

i=1

αiyiK(xi,x) + α0 (.2.8) This formulation leads to sparse models as a large fraction of the weights are sharply distributed around zero. Thus, only a small fraction of the examples fromX (the Relevance Vectors) are used when making predictions using Eq..2.8.

Ensemble Methods

Ensemble methods use multiple weak simple models (base learners) to get a meta-model attaining a predictive power higher than that of the meta-models used individually.

Thus, building a model ensemble consists of (i) training individual models on (subsets) of the training examples, and (ii) integrating them to generate a combined prediction.

Although it is possible to build model ensembles using different machine learning algorithms as base learners,e.g. model stacking [Cortes-Ciriano et al. (2015); Hastie, Tibshirani, and Friedman (2001)], decision tree-based ensembles are predominant in the literature. The following subsection briefly presents the ensemble methods used in this study.

1. Bagging: Bagged CART Regression Trees (Tree bag) Bootstrap aggregating or Bagging is a technique that averages the prediction of a set of high-variance base learners (normally regression trees, e.g. CART) [Breiman et al. (1984)], each trained on a bootstrap sample, b, drawn with replacement from the training data. Thus,

bagging leads to higher stability and predictive power with respect to the individual base learners, and reduces overfitting [Hastie, Tibshirani, and Friedman (2001)]. In practice, high-variance and low-bias algorithms, such as regression trees, have proved to be very well suited for bagging [Hastie, Tibshirani, and Friedman (ibid.)]. The model can be formulated as:

f(x) = 1 B

XB

b=i

Tb(x) (.2.9)

where Tb(x) corresponds to the tree base learner trained on the b-th bootstrap sample.

2. Boosting: Gradient Boosting Machines (GBM) Boosting [Breiman (1998); Hastie, Tibshirani, and Friedman (2001); Natekin and Knoll (2013)] differs from bagging in that the base learners, here regression trees, are trained and combined sequentially.

At each iteration, a new base-learner is trained on theb-th bootstrap sample,Gb, and added to the ensemble trying to minimize the loss function associated to the whole ensemble. The loss function, Ψ, can be e.g. the squared error loss,i.e. the average of the square of the training residuals: Ψ(y, f) = n1 Pn

i=1(yi−f(xi))2. The final model is given by:

f(x) = XB

b=i

wbGb(x) (.2.10) where Gb(x) is the base learner trained on the b-th bootstrap sample, wb its weight, andBthe total number of iterations and trees. The weight for a base learner, wb, is, thus, proportional to its prediction accuracy. The update rule for the model can be written as:

fb(x) =fb−1(x) +ν wb Gb(x);0 < ν >1 (.2.11) wherefb(x)corresponds to the ensemble at iteration b, andνto the learning rate (see below). Deepest gradient descent is applied at each iteration to optimize the weight for the new base learner as follows:

wb =min

w

Xn

i=1

Ψ(yi, fb−1(x) +Gb(x)) (.2.12)

To minimize the risk of overfitting of GBM, several procedures have been proposed.

The first one consists of training the individual base learners on bootstrap samples of smaller size than the training set. The relative size of these samples with respect

to that of the training set is controlled by the parameterbag fraction orη. A second procedure is to reduce the impact of the last tree added to the ensemble on the minimization of the loss function by adding a regularization parameter, shrinkage or learning rate (ν). The underlying rationale is that sequential improvement by small steps is better than improving the performance substantially in a single step. Likewise, the effect of an inaccurate learner on the whole ensemble is thus reduced. Another way to reduce overfitting is to control the complexity of the trees by setting the maximum number of nodes of the base learners with the parameter tree complexity (tc). Finally, the number of iterations, i.e. number of trees in the ensemble (ntrees), also needs to be controlled. The training error decreases with the number of trees, although a high number of iterations might lead to overfitting [Natekin and Knoll (2013)].

3. Random Forest (RF) Like in bagging, RF [Breiman (2001)] build an ensemble (forest) of regression tress and average their predictions:

f(x) = 1 B

XB

b=i

T Fb(x) (.2.13) whereT Fb(x)corresponds to the tree base learner in the forest trained on theb-th bootstrap sample. The difference with bagging is that the node splitting is performed using only a subset of descriptors randomly chosen. This additional level of random-ization decorrelates the trees in the forest leading, in practice, to a predictive power comparable to boosting [Hastie, Tibshirani, and Friedman (2001)].

In QSAR, RF have been shown to be robust with respect to the parameter values.

In practice, a suitable choice of the number of trees (ntrees) was shown to be100, as higher values do not generally lead to significantly higher predictive power [Sheridan (2012, 2013)].

Partial Least Squares Regression (PLS)

Partial least squares or projection to latent structures [Wold, Sjöström, and Eriksson (2001)], is a multivariate modeling technique capable to extract quantitative rela-tionships from data sets where the numbers of descriptors,P, is much larger than the number of training examples, N. Multiple linear regression fails to model this type of data sets since for small (N/P) ratios,X is not a full rank matrix and it will be probably collinear (the "small N large P problem") [Abdi (2010)]. In Principal Components Regression (PCR), the principal components ofXare taken as predictors, thus reducingP (dimensionality reduction) and the problem of multicollinearity. PLS extends this idea by simultaneously projecting bothXandyto latent variables, with

the constraint of maximizing the covariance of the projections of X and y. Subse-quently, the response variable is obtained on the latent vectors obtained onX. We refer the reader to Abdi and Williams [Abdi and Williams (2010)] for further details on PLS.

k-Nearest Neighbours (k-NN)

Thek-NN algorithm averages the response value over the k closest neighbours to estimate the response value for a data-point as:

f(x) = 1 k

Xk

i=1

yi (.2.14)

The Euclidean distance is used to find thekclosest neighbours.

Dans le document The DART-Europe E-theses Portal (Page 106-112)