Prediction models for network-linked data

Tianxi Li, Elizaveta Levina, Ji Zhu

Research output: Contribution to journalArticlepeer-review

33 Scopus citations

Abstract

Prediction algorithms typically assume the training data are independent samples, but in many modern applications samples come from individuals connected by a network. For example, in adolescent health studies of risktaking behaviors, information on the subjects’ social network is often available and plays an important role through network cohesion, the empirically observed phenomenon of friends behaving similarly. Taking cohesion into account in prediction models should allow us to improve their performance. Here we propose a network-based penalty on individual node effects to encourage similarity between predictions for linked nodes, and show that incorporating it into prediction leads to improvement over traditional models both theoretically and empirically when network cohesion is present. The penalty can be used with many loss-based prediction methods, such as regression, generalized linear models, and Cox’s proportional hazard model. Applications to predicting levels of recreational activity and marijuana usage among teenagers from the AddHealth study based on both demographic covariates and friendship networks are discussed in detail and show that our approach to taking friendships into account can significantly improve predictions of behavior while providing interpretable estimates of covariate effects.

Original languageEnglish (US)
Pages (from-to)132-164
Number of pages33
JournalAnnals of Applied Statistics
Volume13
Issue number1
DOIs
StatePublished - 2019
Externally publishedYes

Bibliographical note

Publisher Copyright:
© Institute of Mathematical Statistics, 2019.

Keywords

  • Network cohesion
  • Prediction
  • Regression

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