A Novel Personalized Random Forest Algorithm for Clinical Outcome Prediction.

Machine learning algorithms that derive predictive models are useful in predicting patient outcomes under uncertainty. These are often "population" algorithms which optimize a static model to predict well on average for individuals in the population; however, population models may predict poorly for individuals that differ from the average. Personalized machine learning algorithms seek to optimize predictive performance for every patient by tailoring a patient-specific model to each individual. Ensembles of decision trees often outperform single decision tree models, but ensembles of personalized models like decision paths have received little investigation. We present a novel personalized ensemble, called Lazy Random Forest (LazyRF), which consists of bagged randomized decision paths optimized for the individual for whom a prediction will be made. LazyRF outperformed single and bagged decision paths and demonstrated comparable predictive performance to a population random forest method in terms of discrimination on clinical and genomic data while also producing simpler models than the population random forest.