Subject-specific Deep Neural Networks for Count Data with High-cardinality Categorical Features

Hangbin Lee, IL DO HA, Changha Hwang, Youngjo Lee

Keywords: subject-specific prediction, random effect, high-cardinality categorical feature, count data, clustered data, hierarchical likelihood, deep learning

TL;DR: We introduce a novel hierarchical likelihood learning framework designed for subject-specific prediction of count data with high-cardinality categorical features.

Abstract: There is a growing interest in subject-specific predictions using deep neural networks (DNNs) because real-world data often exhibit correlations, which has been typically overlooked in traditional DNN frameworks. In this paper, we propose a novel hierarchical likelihood learning framework for introducing gamma random effects into the Poisson DNN, so as to improve the prediction performance by capturing both nonlinear effects of input variables and subject-specific cluster effects. The proposed method simultaneously yields maximum likelihood estimators for fixed parameters and best unbiased predictors for random effects by optimizing a single objective function. This approach enables a fast end-to-end algorithm for handling clustered count data, which often involve high-cardinality categorical features. Furthermore, state-of-the-art network architectures can be easily implemented into the proposed h-likelihood framework. As an example, we introduce multi-head attention layer and a sparsemax function, which allows feature selection in high-dimensional settings. To enhance practical performance and learning efficiency, we present an adjustment procedure for prediction of random parameters and a method-of-moments estimator for pretraining of variance component. Various experiential studies and real data analyses confirm the advantages of our proposed methods.

Primary Area: learning theory

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Submission Number: 9157