arXiv:2607.21817stat.MEcs.LG2026-07

用随机森林建模稀疏不规则随访数据的个体轨迹,兼顾异质性与非线性关系。

Longitudinal Random Forests for Sparse and Irregular Response Trajectories

论文配图:Longitudinal Random Forests for Sparse and Irregular Response Trajectories
图 1 · 摘自论文原文
  • 基于轨迹分割的树模型,自适应拟合每个节点的个体响应变化
  • 在严重稀疏条件下仍优于现有方法,可预测新旧受试者未来轨迹
  • 适合临床研究中复杂纵向数据,支持变量重要性与交互分析

纵向研究常在稀疏、不规则且不等间距的时间点采集数据,此类异质性通常由受试者特异性协变量驱动,但现有方法仅关注单一时点终点值,完全忽略了潜在的响应轨迹。本文提出一种新型纵向随机森林(LRF)框架,利用基于树的集成机器学习方法,结合自适应节点级纵向轨迹估计。该框架实现五项方法论创新:捕捉每位受试者的个体响应轨迹,同时处理节点内相关性、节点间异质性及非线性和交互协变量效应;引入基于轨迹分离的新型分裂准则,结合大小加权惩罚;提供两种变体——基于非参数平滑器的主成分条件期望(LRF-PACE)与基于半参数平滑器的自适应线性混合效应模型(LRF-adaptiveLMM),以数据驱动方式学习协变量影响;提供轨迹基置换变量重要性度量(PVIM)与新提出的有限交互频次计数,用于全面解释协变量;不仅能预测新受试者完整轨迹,还可对未来轨迹进行预报。大量模拟研究表明,即使在极端稀疏条件下,LRF仍显著优于多种竞争方法。其实际意义在于解决五个关键临床问题。

原文摘要 · Abstract (English)

Longitudinal studies often collect data at sparse, irregular, and unequally spaced time points. Such heterogeneity is often driven by subject-specific covariates, yet existing methods have been restricted to a scalar endpoint value, completely neglecting the underlying response trajectories. We propose a novel Longitudinal Random Forest (LRF) framework that leverages tree-based ensemble machine learning with adaptive node-wise longitudinal trajectory estimation. The LRF framework makes five methodological contributions. it captures each subject's individual response trajectory while simultaneously accommodating within-node correlation, between-node heterogeneity, and nonlinear and interactive covariate effects. It introduces a novel trajectory-based splitting criterion that maximizes trajectory separation while incorporating a size-weighted penalty; it provides two variants, Principal Analysis by Conditional Expectation (LRF-PACE) and adaptive linear mixed-effects models (LRF-adaptiveLMM), which employ nonparametric and semiparametric node-wise smoothers, respectively, while learning covariate effects in a data-driven manner. It provides a comprehensive interpretation of covariates using both the classical trajectory-based permutation variable importance measure (PVIM) and a newly proposed finite-way interaction frequency count, and it not only predicts entire trajectories for new subjects but also forecasts future trajectories for existing subjects. Extensive simulation studies demonstrate that LRF achieves superior performance over several competing methods, even under severe sparsity. The practical significance of the LRF framework lies in its ability to address five important clinical questions.

纵向数据随机森林轨迹建模临床研究

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