Biomarker DiscoveryAnalysis[生物标志物DiscoveryAnalysis](PPT-43).pptVIP

Biomarker DiscoveryAnalysis  Targeted Maximum Likelihood Cathy Tuglus, UC Berkeley Biostatistics November 7th-9th 2007 BASS XIV Workshop with Mark van der Laan Overview Motivation Common methods for biomarker discovery Linear Regression RandomForest LARS/Multiple Regression Variable importance measure Estimation using tMLE Inference Extensions Issues Two-stage multiple testing Simulations comparing methods Causal Story Possible Methods Linear Regression Variable Reduction Methods Random Forest tMLE Variable Importance Common Approach Common Issues: Have a large number of input variables - Which variables to include??? risk of over-fitting May want to try alternative functional forms of the input variables What is the form of f1, f 2 , f 3, . . .?? Improper Bias-Variance trade-off for estimating a single parameter of interest Estimation for all B bias the estimate of b1 Classification and Regression Algorithm Seeks to estimate E[Y|A,W], i.e. the prediction of Y given a set of covariates {A,W} Bootstrap Aggregation of classification trees Attempt to reduce bias of single tree Cross-Validation to assess misclassification rates Out-of-bag (oob) error rate The Algorithm Bootstrap sample of data Using 2/3 of the sample, fit a tree to its greatest depth determining the split at each node through minimizing the loss function considering a random sample of covariates (size is user specified) For each tree. . Predict classification of the leftover 1/3 using the tree, and calculate the misclassification rate = out of bag error rate. For each variable in the tree, permute the variables values and compute the out-of-bag error, compare to the original oob error, the increase is a indication of the variable’s importance Aggregate oob error and importance measures from all trees to determine overall oob error rate and Variable Importance measure. Oob Error Rate: Calculate the overall percentage of misclassification Variable Importance: Average increase in oob error