Method and system for predicting multi-variable outcomes
First Claim
1. A method of generating a predictor model for predicting multivariable outcomes based upon multivariable inputs with consideration of nuisance variables, said method comprising the steps of:
- a) defining an initial model as Model Zero and inputting Model Zero as column one of a similarity matrix T;
b) performing an optimization procedure to solve for matrix values of an a matrix which is a transformation of outcome profiles associated with input profiles;
c) calculating a residual matrix E based on the difference between the actual outcome values and the predicted outcome values determined through a product of matrix T and matrix α
;
d) selecting a row of the a residual matrix e which contains an error value most closely matching a pre-defined error criterion;
e) identifying a row from a matrix of the multivariable inputs which corresponds to the selected row from the residual matrix ε
;
f) calculating similarity values between the identified row and each of the rows in the matrix of the multivariable inputs, including the identified row with itself, g) populating the next column of similarity matrix T with the calculated similarity values if it is determined that the identified row is not collinear or nearly collinear with any previously identified row the similarity values for which were used to populate a previous column of similarity matrix T; and
h) repeating steps b) through g) until a predefined stopping criterion has been reached.
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Abstract
Systems methods and recordable media for predicting multi-variable outcomes based on multivariable inputs. Additionally, the models described can be used to predict the multi-variable inputs themselves, based on the multi-variable inputs, providing a smoothing function, acting as a noise filter. Both multi-variable inputs and multi-variable outputs may be simultaneously predicted, based upon the multi-variable inputs. The models find a critical subset of data points, or “tent poles” to optimally model all outcome variables simultaneously to leverage communalities among outcomes.
65 Citations
35 Claims
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1. A method of generating a predictor model for predicting multivariable outcomes based upon multivariable inputs with consideration of nuisance variables, said method comprising the steps of:
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a) defining an initial model as Model Zero and inputting Model Zero as column one of a similarity matrix T;
b) performing an optimization procedure to solve for matrix values of an a matrix which is a transformation of outcome profiles associated with input profiles;
c) calculating a residual matrix E based on the difference between the actual outcome values and the predicted outcome values determined through a product of matrix T and matrix α
;
d) selecting a row of the a residual matrix e which contains an error value most closely matching a pre-defined error criterion;
e) identifying a row from a matrix of the multivariable inputs which corresponds to the selected row from the residual matrix ε
;
f) calculating similarity values between the identified row and each of the rows in the matrix of the multivariable inputs, including the identified row with itself, g) populating the next column of similarity matrix T with the calculated similarity values if it is determined that the identified row is not collinear or nearly collinear with any previously identified row the similarity values for which were used to populate a previous column of similarity matrix T; and
h) repeating steps b) through g) until a predefined stopping criterion has been reached. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26)
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27. A method of generating a predictor model for predicting multivariable outcomes (a matrix of rows of Y-profiles) based upon multivariable inputs (a matrix of rows of X-profiles) with consideration of nuisance variables, said method comprising the steps of:
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analyzing each X-profile row of multivariable inputs as an object;
calculating similarity among the objects;
selecting tent poles determined to be critical profiles in supporting a prediction function for predicting the Y-profiles;
optimizing the number of tent poles to minimize the error between the X-profiles and the Y-profiles.
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28. A system for predicting multivariable outcomes based upon multivariable inputs with consideration of nuisance variables, said system comprising:
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a) defining an initial model as Model Zero and inputting Model Zero as column one of a similarity matrix T;
means for performing an optimization procedure to solve for matrix values of an α
matrix which is a transformation of outcome profiles associated with input profiles;
means for calculating a residual matrix ε
based on the difference between the actual outcome values and the predicted outcome values determined through a product of a similarity matrix T and matrix α
,means for selecting a row of the residual matrix ε
which contains an error value most closely matching a pre-defined error criterion;
means for identifying a row from a matrix of the multivariable inputs which corresponds to the selected row from the residual matrix ε
;
means for calculating similarity values between the identified row and each of the rows in the matrix of the multivariable inputs, including the identified row with itself;
means for populating next columns of similarity matrix T with the calculated similarity values if it is determined that the identified row is not collinear or nearly collinear with any previously identified row the similarity values for which were used to populate a previous column of similarity matrix T; and
means for determining when to stop populating columns of similarity matrix T. - View Dependent Claims (29, 30, 31)
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32. A system for generating a predictor model for predicting multivariable outcomes (a matrix of rows of Y-profiles) based upon multivariable inputs (a matrix of rows of X-profiles) with consideration of nuisance variables, said system comprising:
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means for analyzing each X-profile row of multivariable inputs as an object;
means for calculating similarity among the objects;
means for selecting tent poles determined to be critical profiles in supporting a prediction function for predicting the Y-profiles; and
means for optimizing the number of tent poles to minimize the error between the X-profiles and the Y-profiles.
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33. A computer-readable medium carrying one or more sequences of instructions from a user of a computer system for predicting multivariable outcomes based upon multivariable inputs with consideration of nuisance variables, wherein the execution of the one or more sequences of instructions by one or more processors cause the one or more processors to perform the steps of:
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a) defining an initial model as Model Zero and inputting Model Zero as column one of a similarity matrix T;
b) performing an optimization procedure to solve for matrix values of an α
matrix which is a transformation of outcome profiles associated with input profiles;
c) calculating a residual matrix ε
based on the difference between the actual outcome values and the predicted outcome values determined through a product of matrix T and matrix α
,d) selecting a row of the a residual matrix ε
which contains an error value most closely matching a pre-defined error criterion;
e) identifying a row from a matrix of the multivariable inputs which corresponds to the selected row from the residual matrix ε
;
f) calculating similarity values between the identified row and each of the rows in the matrix of the multivariable inputs, including the identified row with itself;
g) populating the next column of similarity matrix T with the calculated similarity values if it is determined that the identified row is not collinear or nearly collinear with any previously identified row the similarity values for which were used to populate a previous column of similarity matrix T; and
h) repeating steps b) through g) until a predefined stopping criterion has been reached. - View Dependent Claims (34, 35)
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Specification