A framework for mixed-type multi-outcome prediction with applications in healthcare

Health analysis often involves prediction of multiple outcomes of mixed-type. Existing work is restrictive to either a limited number or specific outcome types. We propose a framework for mixed-type multi-outcome prediction. Our proposed framework proposes a cumulative loss function composed of a specific loss function for each outcome type - as an example, least square (continuous outcome), hinge (binary outcome), poisson (count outcome) and exponential (non-negative outcome). Tomodel these outcomes jointly, we impose a commonality across the prediction parameters through a common matrix-Normal prior. The framework is formulated as iterative optimization problems and solved using an efficient Block coordinate descent method (BCD). We empirically demonstrate both scalability and convergence. We apply the proposed model to a synthetic dataset and then on two real-world cohorts: a Cancer cohort and an Acute Myocardial Infarction cohort collected over a two year period. We predict multiple emergency related outcomes - as example, future emergency presentations (binary), emergency admissions (count), emergency length-of-stay-days (non-negative) and emergency time-to-next-admission-day (non-negative). Weshow that the predictive performance of the proposed model is better than several state-of-the-art baselines.