Random forests for high-dimensional longitudinal data (1901.11279v1)

Abstract: Random forests is a state-of-the-art supervised machine learning method which behaves well in high-dimensional settings although some limitations may happen when $p$, the number of predictors, is much larger than the number of observations $n$. Repeated measurements can help by offering additional information but no approach has been proposed for high-dimensional longitudinal data. Random forests have been adapted to standard (i.e., $n > p$) longitudinal data by using a semi-parametric mixed-effects model, in which the non-parametric part is estimated using random forests. We first propose a stochastic extension of the model which allows the covariance structure to vary over time. Furthermore, we develop a new method which takes intra-individual covariance into consideration to build the forest. Simulations reveal the superiority of our approach compared to existing ones. The method has been applied to an HIV vaccine trial including 17 HIV infected patients with 10 repeated measurements of 20000 gene transcripts and the blood concentration of human immunodeficiency virus RNA at the time of antiretroviral interruption. The approach selected 21 gene transcripts for which the association with HIV viral load was fully relevant and consistent with results observed during primary infection.