Extraction of Interpretable Multivariate Patterns for Early Diagnostics

Leveraging temporal observations to predict a patient´s health state at a future period is a very challenging task. Providing such a prediction early and accurately allows for designing a more successful treatment that starts before a disease completely develops. Information for this kind of early diagnosis could be extracted by use of temporal data mining methods for handling complex multivariate time series. However, physicians usually prefer to use interpretable models that can be easily explained, rather than relying on more complex black-box approaches. In this study, a temporal data mining method is proposed for extracting interpretable patterns from multivariate time series data, which can be used to assist in providing interpretable early diagnosis. The problem is formulated as an optimization based binary classification task addressed in three steps. First, the time series data is transformed into a binary matrix representation suitable for application of classification methods. Second, a novel convex-concave optimization problem is defined to extract multivariate patterns from the constructed binary matrix. Then, a mixed integer discrete optimization formulation is provided to reduce the dimensionality and extract interpretable multivariate patterns. Finally, those interpretable multivariate patterns are used for early classification in challenging clinical applications. In the conducted experiments on two human viral infection datasets and a larger myocardial infarction dataset, the proposed method was more accurate and provided classifications earlier than three alternative state-of-the-art methods.