title: A framework for parameter estimation and model selection in kernel deep stacking networks.
abstract: Kernel deep stacking networks (KDSNs) are a novel method for supervised learning in biomedical research. Belonging to the class of deep learning techniques, KDSNs are based on artificial neural network architectures that involve multiple nonlinear transformations of the input data. Unlike traditional artificial neural networks, KDSNs do not rely on backpropagation algorithms but on an efficient fitting procedure that is based on a series of kernel ridge regression models with closed-form solutions. Although being computationally advantageous, KDSN modeling remains a challenging task, as it requires the specification of a large number of tuning parameters.
  
  
  
  We propose a new data-driven framework for parameter estimation, hyperparameter tuning, and model selection in KDSNs. The proposed methodology is based on a combination of model-based optimization and hill climbing approaches that do not require the pre-specification of any of the KDSN tuning parameters. We demonstrate the performance of KDSNs by analyzing three medical data sets on hospital readmission of diabetes patients, coronary artery disease, and hospital costs.
  
  
  
  Our numerical studies show that the run-time of the proposed KDSN methodology is significantly shorter than the respective run-time of grid search strategies for hyperparameter tuning. They also show that KDSN modeling is competitive in terms of prediction accuracy with other state-of-the-art techniques for statistical learning.
  
  
  
  KDSNs are a computationally efficient approximation of backpropagation-based artificial neural network techniques. Application of the proposed methodology results in a fast tuning procedure that generates KDSN fits having a similar prediction accuracy as other techniques in the field of deep learning.
authors.affiliation: Department of Medical Biometry, Informatics and Epidemiology, Rheinische Friedrich-Wilhelms-Universität Bonn, Sigmund-Freud-Str. 25, 53127 Bonn, Germany. Electronic address: welchow@imbie.meb.uni-bonn.de.
authors.forename: Thomas
authors.initials: T
authors.lastname: Welchowski
authors.affiliation: Department of Medical Biometry, Informatics and Epidemiology, Rheinische Friedrich-Wilhelms-Universität Bonn, Sigmund-Freud-Str. 25, 53127 Bonn, Germany. Electronic address: schmid@imbie.meb.uni-bonn.de.
authors.forename: Matthias
authors.initials: M
authors.lastname: Schmid
mesh_terms: D000465:Algorithms; D003324:Coronary Artery Disease; D003920:Diabetes Mellitus; D017721:Hospital Costs / Q000706:statistics & numerical data; D006801:Humans; D000069550:Machine Learning; D016571:Neural Networks, Computer
keywords: Artificial neural networks; Deep learning; Kernel regression; Model-based optimization