A mixed effects least squares support vector machine model for classification of longitudinal data

  • Authors:
  • Jan Luts;Geert Molenberghs;Geert Verbeke;Sabine Van Huffel;Johan A. K. Suykens

  • Affiliations:
  • Department of Electrical Engineering (ESAT), Research Division SCD, Katholieke Universiteit Leuven, Kasteelpark Arenberg 10, B-3001 Leuven, Belgium and IBBT-K.U. Leuven Future Health Department, L ...;I-BioStat, Universiteit Hasselt, Agoralaan 1, B-3590 Diepenbeek, Belgium and I-BioStat, Katholieke Universiteit Leuven, Kapucijnenvoer 35, B-3000 Leuven, Belgium;I-BioStat, Katholieke Universiteit Leuven, Kapucijnenvoer 35, B-3000 Leuven, Belgium;Department of Electrical Engineering (ESAT), Research Division SCD, Katholieke Universiteit Leuven, Kasteelpark Arenberg 10, B-3001 Leuven, Belgium and IBBT-K.U. Leuven Future Health Department, L ...;Department of Electrical Engineering (ESAT), Research Division SCD, Katholieke Universiteit Leuven, Kasteelpark Arenberg 10, B-3001 Leuven, Belgium and IBBT-K.U. Leuven Future Health Department, L ...

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2012

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Abstract

A mixed effects least squares support vector machine (LS-SVM) classifier is introduced to extend the standard LS-SVM classifier for handling longitudinal data. The mixed effects LS-SVM model contains a random intercept and allows to classify highly unbalanced data, in the sense that there is an unequal number of observations for each case at non-fixed time points. The methodology consists of a regression modeling and a classification step based on the obtained regression estimates. Regression and classification of new cases are performed in a straightforward manner by solving a linear system. It is demonstrated that the methodology can be generalized to deal with multi-class problems and can be extended to incorporate multiple random effects. The technique is illustrated on simulated data sets and real-life problems concerning human growth.