# Introduction

This vignette describes how you can add your own custom algorithms in the Observational Health Data Sciencs and Informatics (OHDSI) PatientLevelPrediction package. This allows you to fully leverage the OHDSI PatientLevelPrediction framework for model development and validation. This vignette assumes you have read and are comfortable with building single patient level prediction models as described in the BuildingPredictiveModels vignette.

We invite you to share your new algorithms with the OHDSI community through our GitHub repository.

# Algorithm Code Structure

Each algorithm in the package should be implemented in its own <Name>.R file, e.g. KNN.R, containing a set<Name> function and a fit<Name> function. Furthermore, a corresponding predict function in predict.R is needed (if there isn’t one available that would work, see example at the end of the document). We will now describe each of these functions in more detail below.

## Set

The set<Name> is a function that takes as input the different hyper-parameter values to do a grid search when training. The output of the functions needs to be a list as class modelSettings containing:

• param - all the combinations of the hyper-parameter values input
• model - a string specifying what function to call to fit the model
• name - a string containing the name of the model.

For example, if you were adding a model called madeUp that has two hyper-parameters then the set function should be:

setMadeUp <- function(a=1, b=2, seed=NULL){

# now create list of all combinations:
result <- list(model='fitMadeUp', # this will be called to train the made up model
param= split(expand.grid(a=a,
b=b,
seed=ifelse(is.null(seed),'NULL', seed)),
1:(length(a)*length(b)  )),
)
class(result) <- 'modelSettings'

return(result)
}

## Fit

This function should train your custom model for each parameter entry, pick the best parameters and train a final model for that setting.

The fit<Model> should have as inputs:

• population - the study popualation the model is being developed on
• plpData - the plpData object
• param - the hyper-parameters as a list of all combinations
• quiet - T or F indicating whether to output progress
• outcomeId - the outcome id
• cohortId - the target population id

The fit function should return a list of class plpModel with the following objects:

• model - a trained model
• modelSettings - a list containing the model and input param
• trainCVAac - a value with the train AUC value
• hyperParamSearch - a dataframe with the hyperparameter grid and corresponding AUCs
• populationSettings - the settings used to create the population and define the time-at-risk
• outcomeId - the outcomeId being predicted
• cohortId - the cohortId corresponding to the target cohort
• varImp - a dataframe with the covaraites and a measure of importance
• trainingTime - how long it took to develop/evaluate the model
• covariateMap - if the plpData are converted to a matrix for model compatibility this tells us what covariate each row in the matrix correpsonds to and is need when implementing the model on new data

The plpModle returned by fit also has a type attribute, this points to the predict function, for example attr(result, 'type') <- 'madeup' means when the model is applied to new data, the ‘predict.madeup’ function in Predict.R is called. if this doesnt exist, then the model will fail. Another attribute is the predictionType attr(result, 'predictionType') <- 'binary' this is currently not needed but may be important in the future when we expand to regression or multiclass classification.

For example:

fitMadeUp <- function(population, plpData, param, quiet=F,
outcomeId, cohortId, ...){

# **************** code to train the model here
# trainedModel <- this code should apply each hyper-parameter using the cross validation
#                 then pick out the best hyper-parameter setting
#                 and finally fit a model on the whole train data using the
#                 optimal hyper-parameter settings
# ****************

# construct the standard output for a model:
result <- list(model = trainedModel,
trainCVAuc = NULL,
hyperParamSearch = hyperSummary,
metaData = plpData$metaData, populationSettings = attr(population, 'metaData'), outcomeId=outcomeId,# can use populationSettings$outcomeId?
cohortId=cohortId,
varImp = NULL,
trainingTime=comp,
covariateMap=result$map ) class(result) <- 'plpModel' attr(result, 'type') <- 'madeup' attr(result, 'predictionType') <- 'binary' return(result) } You could make the fitMadeUp function cleaner by adding helper function in the MadeUp.R file that are called by the fit function. As the end of the fit function specified attr(result, 'type') <- 'madeup' we also need to make sure there is a predict.madeup function in Predict.R: ## Predict The prediction function takes as input the plpModel returned by fit, a population and corresponding plpData. It returns a data.frame with the columns: • rowId - the id for each person in the population • value - the predicted risk from the plpModel If the population contains the columns outcomeCount and indexes, then these are also in the output. For example: predict.madeup <- function(plpModel,population, plpData, ...){ # ************* code to do prediction for each rowId in population # prediction <- code to do prediction here returning columns: rowId # and value (predicted risk) #************** prediction <- merge(population, prediction, by='rowId') prediction <- prediction[,colnames(prediction)%in%c('rowId','outcomeCount', 'indexes', 'value')] attr(prediction, "metaData") <- list(predictionType = "binary") return(prediction) } # Algorithm Example Below a fully functional algorithm example is given, however we highly recommend you to have a look at the available algorithms in the package. ## Set setMadeUp <- function(a=1, b=2, seed=NULL){ # check a is valid positive value if(missing(a)){ stop('a must be input') } if(!class(a)%in%c('numeric','integer'){ stop('a must be numeric') } if(a < 0){ stop('a must be positive') } # check b is numeric if(missing(b)){ stop('b must be input') } if(!class(b)%in%c('numeric','integer'){ stop('b must be numeric') } # now create list of all combinations: result <- list(model='fitMadeUp', param= split(expand.grid(a=a, b=b, seed=ifelse(is.null(seed),'NULL', seed)), 1:(length(a)*length(b) )), name='Made Up Algorithm' ) class(result) <- 'modelSettings' return(result) } ## Fit fitMadeUp <- function(population, plpData, param, quiet=F, outcomeId, cohortId, ...){ if(!quiet) writeLines('Training Made Up model') if(param[[1]]$seed!='NULL')
set.seed(param[[1]]$seed) # check plpData is coo format: if(!'ffdf'%in%class(plpData$covariates) )
stop('This algorithm requires plpData in coo format')

if(!is.null(population$indexes)) population <- population[population$indexes>0,]

# convert data into sparse R Matrix:
result <- toSparseM(plpData,population,map=NULL)
data <- result$data data <- data[population$rowId,]

# set test/train sets (for printing performance as it trains)
if(!quiet)
writeLines(paste0('Training made up model on train set containing ', nrow(population),
' people with ',sum(population$outcomeCount>0), ' outcomes')) start <- Sys.time() #============= STEP 1 ====================================== # pick the best hyper-params and then do final training on all data... writeLines('train') datas <- list(population=population, data=data) param.sel <- lapply(param, function(x) do.call(made_up_model, c(x,datas) )) hyperSummary <- do.call(rbind, lapply(param.sel, function(x) x$hyperSum))
hyperSummary <- as.data.frame(hyperSummary)
hyperSummary$auc <- unlist(lapply(param.sel, function(x) x$auc))
param.sel <- unlist(lapply(param.sel, function(x) x$auc)) param <- param[[which.max(param.sel)]] # set this so you do a final model train param$final=T

writeLines('final train')
trainedModel <- do.call(made_up_model, c(param,datas)  )$model comp <- Sys.time() - start if(!quiet) writeLines(paste0('Model Made Up trained - took:', format(comp, digits=3))) # construct the standard output for a model: result <- list(model = trainedModel, modelSettings = list(model='made_up', modelParameters=param), trainCVAuc = NULL, hyperParamSearch = hyperSummary, metaData = plpData$metaData,
outcomeId=outcomeId,# can use populationSettings$outcomeId? cohortId=cohortId, varImp = NULL, trainingTime=comp, covariateMap=result$map
)
class(result) <- 'plpModel'
attr(result, 'predictionType') <- 'binary'
return(result)

}

## Helpers

In the fit model a helper function made_up_model is called, this is the function that trains a model given the data and population (where the popualtion contains a column outcomeCount corresponding to the outcome). Both the data and population are ordered the same way:

made_up_model <- function(data, population,
a=1,b=1, final=F, ...){

writeLines(paste('Training Made Up model with ',length(unique(population$indexes)), ' fold CV')) if(!is.null(population$indexes) && final==F){
index_vect <- unique(population$indexes) perform <- c() # create prediction matrix to store all predictions predictionMat <- population predictionMat$value <- 0
attr(predictionMat, "metaData") <- list(predictionType = "binary")

for(index in 1:length(index_vect )){
writeLines(paste('Fold ',index, ' -- with ', sum(population$indexes!=index), 'train rows')) model <- madeup::model(x = data[population$indexes!=index,],
y= population$outcomeCount[population$indexes!=index],
a=a, b=b)

pred <- stats::predict(model, data[population$indexes==index,]) prediction <- population[population$indexes==index,]
prediction$value <- pred attr(prediction, "metaData") <- list(predictionType = "binary") aucVal <- computeAuc(prediction) perform <- c(perform,aucVal) # add the fold predictions and compute AUC after loop predictionMat$value[population$indexes==index] <- pred } ##auc <- mean(perform) # want overal rather than mean auc <- computeAuc(predictionMat) foldPerm <- perform } else { model <- madeup::model(x= data, y= population$outcomeCount,
a=a,b=b)

pred <- stats::predict(model, data)
prediction <- population
prediction$value <- pred attr(prediction, "metaData") <- list(predictionType = "binary") auc <- computeAuc(prediction) foldPerm <- auc } result <- list(model=model, auc=auc, hyperSum = unlist(list(a = a, b = b, fold_auc=foldPerm)) ) return(result) } ## Predict The final step is to create a predict function for the model. This gets added to the predict.R file. In the example above the type attr(result, 'type') <- 'madeup' was madeup, so a predict.madeup function is required to be added into the predict.R. The predict function needs to take as input the plpModel returned by the fit function, the population to apply the model on and the plpData specifying the covariates of the population. predict.madeup <- function(plpModel,population, plpData, ...){ result <- toSparseM(plpData, population, map=plpModel$covariateMap)
data <- result$data[population$rowId,]
prediction <- data.frame(rowId=population$rowId, value=stats::predict(plpModel$model, data)
)

prediction <- merge(population, prediction, by='rowId')
prediction <- prediction[,colnames(prediction)%in%
c('rowId','outcomeCount','indexes', 'value')] # need to fix no index issue
attr(prediction, "metaData") <- list(predictionType = "binary")
return(prediction)

}

As the madeup model uses the standard R prediction, it has the same prediction function as xgboost, so we could have not added a new prediction function and instead made the type of the result returned by fitMadeUpModel to attr(result, 'type') <- 'xgboost'.

# Acknowledgments

Considerable work has been dedicated to provide the PatientLevelPrediction package.

citation("PatientLevelPrediction")
##
## To cite PatientLevelPrediction in publications use:
##
## Reps JM, Schuemie MJ, Suchard MA, Ryan PB, Rijnbeek P (2018).
## "Design and implementation of a standardized framework to generate
## and evaluate patient-level prediction models using observational
## healthcare data." _Journal of the American Medical Informatics
## Association_, *25*(8), 969-975. <URL:
## https://doi.org/10.1093/jamia/ocy032>.
##
## A BibTeX entry for LaTeX users is
##
##   @Article{,
##     author = {J. M. Reps and M. J. Schuemie and M. A. Suchard and P. B. Ryan and P. Rijnbeek},
##     title = {Design and implementation of a standardized framework to generate and evaluate patient-level prediction models using observational healthcare data},
##     journal = {Journal of the American Medical Informatics Association},
##     volume = {25},
##     number = {8},
##     pages = {969-975},
##     year = {2018},
##     url = {https://doi.org/10.1093/jamia/ocy032},
##   }

Please reference this paper if you use the PLP Package in your work:

Reps JM, Schuemie MJ, Suchard MA, Ryan PB, Rijnbeek PR. Design and implementation of a standardized framework to generate and evaluate patient-level prediction models using observational healthcare data. J Am Med Inform Assoc. 2018;25(8):969-975.

This work is supported in part through the National Science Foundation grant IIS 1251151.