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IEEE Trans Biomed Eng. Author manuscript; available in PMC 2010 December 1.

Published in final edited form as:

Published online 2010 September 27. doi: 10.1109/TBME.2010.2080679

PMCID: PMC2982883

NIHMSID: NIHMS241486

The publisher's final edited version of this article is available at IEEE Trans Biomed Eng

See other articles in PMC that cite the published article.

We present a method for supervised, automatic and reliable classification of healthy controls, patients with bipolar disorder and patients with schizophrenia using brain imaging data. The method uses four supervised classification learning machines trained with a stochastic gradient learning rule based on the minimization of Kullback-Leibler divergence and an optimal model complexity search through posterior probability estimation. Prior to classification, given the high dimensionality of functional magnetic resonance imaging data, a dimension reduction stage comprising of two steps is performed: first, a one sample univariate t-test mean difference *T*_{score} approach is used to reduce the number of significant discriminative functional activated voxels, and then singular value decomposition (SVD) is performed to further reduce the dimension of the input patterns to a number comparable to the limited number of subjects available for each of the three classes. Experimental results using functional brain imaging (fMRI) data include receiver operation characteristic (ROC) curves for the 3-way classifier with area under curve (AUC) values around 0.82, 0.89, and 0.90 for healthy control versus non-healthy, bipolar disorder versus non-bipolar and schizophrenia patients versus non-schizophrenia, binary problems respectively. The average 3-way correct classification rate is in the range of 70 − 72%, for the test set, remaining close to the estimated Bayesian optimal correct classification rate theoretical upper bound of about 80%, estimated from the performance of the 1-nearest neighbor classifier over the same data.

Given the limited accepted capability of genetics to diagnose schizophrenia [1]–[3], functional magnetic resonance imaging (fMRI) is gaining importance and becoming a more widely used innocuous technique with the potential to help diagnose schizophrenic patients, among other neurological illnesses. There is great potential in the development of methods based on fMRI as a biologically based aid for medical diagnosis, given that current diagnoses are based upon imprecise and time consuming subjective symptom assessment. In this work, we propose a machine learning method, to discriminate among three input classes, healthy controls (class 1, *HC*), bipolar disorder (class 2, *BI*) and schizophrenia patients (class 3, *SC*) using fMRI data collected while subjects are performing two runs of an auditory oddball task (AOD), a scanning procedure that lasted about sixteen minutes for each subject. Initial feature extraction is performed using group independent component analysis (ICA), which is a data-driven approach which extracts maps of regions that exhibit intrinsic functional connectivity (temporal coherence) [4]. Based upon previous studies, we selected two independent components on which to evaluate our approach: the default mode network (DMN) and the temporal lobe. Since our aim is to obtain the complete receiver operation characteristics (ROC), and not only a single point in the ROC curve in terms of specificity and sensitivity values, we use a pattern recognition system with soft output score values. Thus our approach is based on designing four different learning machines with effective generalization capabilities using the minimization of the cross entropy (CE) cost function (Kullback-Leibler divergence) [5], [6] with a generalized softmax perceptron (GSP) neural network (NN) [7]. We use a recently developed model selection algorithm based on the estimation of the posterior probabilities called the posterior probability model selection (PPMS), and three cross validation (CV) based exhaustive NN complexity model selection algorithms: called CV with weight decay, the Akaike's information criterion (AIC) [8], and the minimum description length (MDL),[9], [10]. Hence we present a methodology to automatically and objectively discriminate between healthy controls, bipolar disorder, and schizophrenia patients. The challenges one faces in the use of fMRI for classification are twofold: first one is the high dimensionality of the input feature space, and the second one is the reduced sample set size available. For the purpose of medical classification, it is especially desirable to use probabilistic Bayesian classifiers since they can provide a probabilistic estimate of the decision certainty one is making. Special emphasis is given to the methodological part of this study, aiming to present an automatic end to end system as complete as possible that enables one to obtain discriminative results for patients and controls. Thus, we opted for four soft output learning machines that enable us to compute ROC and AUC: PPMS, CV, AIC and MDL. The same data set has been previously used in [11] comprising 25 healthy controls (originally 26 but one removed since proved to be an outlier after the SVD dimensionality reduction step), 14 bipolar disorder patients and 21 schizophrenia patients. In order to obtain good generalization over the test set, there is need for a significant dimensionality reduction. We propose a two step dimension reduction procedure based on a first group mean functional activation level difference thresholded score procedure, followed by an SVD decomposition selecting the main singular values of input data matrix similar to conventional principal components analysis procedures. There are a number of differences between this paper and [11]:

- Here, a machine learning system is proposed, whereas in [11] a simple yet usually effective closest neighbor approach was used. Supervised machine learning based systems have the advantage of being fully automatic, among other advantages, and can perform incremental learning when new input samples are available for training.
- In this work, soft output classifiers are proposed rather than hard output decisions used in [11]. This way, one has the advantage of being able to properly estimate the ROC curves and AUC by varying soft decision threshold. In [11], only a particular point in the ROC curve was reported, giving both specificity and sensitivity values for the 3-way full classification. Nevertheless, in [11], a hard 3-way decision was used, and the threshold was on the intensity of the difference images and thus was continuous (not hard), although as previously noted only one single point in the ROC curve was reported.
- By using soft output learning machines, we are also able to estimate posterior probabilities with PPMS algorithm, and at the same time, can estimate optimal neural network size during the learning phase, by methods such as pruning, splitting and merging neurons.
- PPMS has advantages over other previous model selection approaches, such as CV, and the use of information theoretical criteria, as discussed in [7]. Specifically, PPMS does not require a cross validation step, thus significantly reducing the amount of time needed for validation and also leaving a higher number of input samples available for training and testing.
- Here, we report the complete 3-way classifier confusion matrices as hard output decisions, not given in [11] and from those matrices we draw a number of conclusions.
- Finally, in this paper, the input samples are divided into training, validation, and testing sets, with the exception of PPMS, which only needs training and testing sets as explained above, while in [11] a leave-three-out strategy was used. It is convenient to avoid the use of the leave-three-out strategy since the number of input samples is often not sufficiently large.

The remainder of the paper is organized as follows: in Section II, we describe the fMRI data we use. In Section III we give an end-to-end overview of our approach for the use of fMRI data to classify participants into healthy controls, those with bipolar disorder and schizophrenia, including the voxel selection procedure. In addition, in Section III, soft output probabilistic machine learning architecture and algorithms are introduced, as well as the supervised machine learning framework. In Section IV, we present both soft and hard output classification results, based on estimating the ROC curves with AUC and confusion matrices, including CCR as a particular case. Finally in Section V, we briefly discuss the results previously shown and conclude.

We used a real fMRI data set consisting of AOD scans collected from participants who provided written consent and were compensated for their participation. All subjects were scanned for sixteen minutes during two runs of the AOD protocol, [12]. The study of schizophrenia patients with fMRI is becoming widespread, see for instance [13] for a comprehensive review, and more recently [14], [12], among others. Participants in this study included 25 healthy controls, 14 with bipolar disorder, and 21 with schizophrenia (60 in total), using an fMRI compatible sound system (Magnacoustics) with a fiber-optic response device (Lightwave Medical, Vancouver, Canada), [11], [12]. Scans were acquired at Hartford Hospital, CT, US, with a General Electric 1.5 T scanner. Functional scans consisted in two runs of gradient-echo echo-planar scans, with TR=3 s, TE=40 ms, FOV=24 cm, matrix = 64 × 64, slice thickness = 5 mm, gap=0.5 mm, and with 29 2-dimensional slices, over an 8 min and 20 seconds period for a total of 167 scans per run.

The input to our system are the fMRI scans over time during the AOD task for each of the 60 subjects, each subject with two scanning sessions of about 6 minutes each over the GE scanner, and the outputs are the classification of subjects in one of the three possible classes, healthy controls (*HC*), those with bipolar disorder (*BI*) or schizophrenia (*SC*). It is worth noting that the fMRI slices had to go through a preprocessing stage, which we summarize next. Data were preprocessed using the SPM2 software (http://www.fil.ion.ucl.ac.uk/spm/software/spm2/). Data were motion corrected, spatially smoothed with a 10 mm^{3} full width at half-maximum Gaussian kernel, spatially normalized into the standard Montreal Neurological Institute space, and then coordinates were converted to the standard space of Talairach and Tournoux. During spatial normalization, the data acquired at 3.75 × 3.75 × 5.5 mm^{3} were resampled to 4 mm^{3}, resulting in 40 × 48 × 34 voxels. Dimension estimation, to determine the number of components, was performed using the minimum description length criteria (MDL), [9], [10] modified to account for spatial correlation [15]. Data from all subjects were then concatenated and this aggregate data set were reduced to 25 temporal dimensions using PCA, followed by an independent component estimation using the Infomax algorithm [16]. To gain some insight into the fMRI automatic schizophrenia classification system, in Fig. 1 we depict the system block diagram. Given that the number of subjects is rather limited (60 subjects), and since the number of manipulated variable is rather high, there is an absolute necessity to reduce the dimensionality of input data through a double data reduction step, including first an independent component analysis followed by a singular value decomposition step.

One of the most robust functional abnormalities in schizophrenia manifests as a decrease in temporal lobe amplitude of the oddball response in event-related potential (ERP) data [13], [17], [18]. Similar findings have been shown for fMRI data as well, again particularly in temporal regions [12]. In [19], authors replicated earlier work in schizophrenia patients, showing a lack of deactivation of superior temporal regions which was independent of memory-task performance, possibly reflecting a core abnormality of the condition. More recently, discriminating schizophrenia from healthy control subjects with 94% accuracy using coherent temporal lobe fMRI activity was reported [20]. Next, we define our input feature-space based on two independent brain components, believed to play a important role in discriminating schizophrenia: the temporal lobe and the default mode network (DMN). There has been evidence showing temporal lobe volume reductions in bipolar disorder, although the findings are less consistent in schizophrenia [3]. There is also work on ERP showing decreases in P300 amplitude during the auditory oddball task in bipolar disorder. In summary, the temporal lobe brain network appears robust, identifiable, and includes brain regions which are thought to be relevant to both disorders. Default mode network regions are proposed to participate in an organized, baseline default mode of brain function that is diminished during specific goal-directed behaviors [21]. The DMN network, on the other hand, has been implicated in self referential and reflective activity including episodic memory retrieval, inner speech, mental images, emotions, and planning future events [22] and recently in the level of connectivity and activity inside the brain neural network [23]. It is proposed that the default mode is involved in attending to internal versus external stimuli and is associated with the stream of consciousness, comprising a free flow of thought while the brain is not engaged in other tasks [24]. There has been evidence implicating parietal and cingulate regions that are believed to be part of the DMN in both bipolar disorder and schizophrenia [12] recently showing differences in the default mode in patients with schizophrenia [25]. The default mode network and temporal lobe brain components, both believed to be of importance when diagnosing schizophrenia, were extracted following a group spatial ICA procedure [26], [4] with the Group ICA of fMRI Toolbox (GIFT) (http://icatb.sourceforge.net/). The mean of both AOD session scans was performed. It is worth noting that the advantages of using an ICA approach in noisy fMRI scans have been widely studied in recent years, see for instance [4] and [27]–[29]

We selected fMRI voxels by thresholding the *T*_{score} differences of classes *X* and *Y* where *X* and *Y* included either healthy *HC*, bipolar *BI* or schizophrenia *SC*, classes:

$$\begin{array}{cc}\hfill {T}_{\text{score}}& =\frac{{\eta}_{X}-{\eta}_{Y}}{\sqrt{{\sigma}_{X}^{2}\u2215{n}_{X}+{\sigma}_{Y}^{2}\u2215{n}_{Y}}}\hfill \\ \hfill & X,Y\in \{HC,BI,SC\}\hfill \end{array}$$

(1)

where *η _{X}*, ${\sigma}_{X}^{2}$ and

Next, we show the resulting fMRI volumes for both DMN and temporal lobe brain ICs, for the three classes. In Fig. 2, we show the thresholded independent components for the DMN and the temporal lobe components, for healthy controls, those with bipolar disorder and schizophrenia, respectively, estimated using group ICA [26] in GIFT, (http://icatb.sourceforge.net/).

Under some circumstances, e.g, in ill conditioned problems, a singular value decomposition (SVD) for dimension reduction, may be more desirable than using PCA based on eigenvalues of the input data covariance matrix, ${\lambda}_{i}^{2}$, since in that case the dimension of **X** would always be much smaller than the dimension of the estimate of covariance matrix **X**^{T }**X**. If this is the case, the singular values of **X**, *λ _{i}*, can be better estimated than the corresponding eigenvalues ${\lambda}_{i}^{2}$. It can be shown that the SVD of input data fMRI matrix

$${\mathbf{X}}_{60\times v}={\mathbf{U}}_{60\times 60}\phantom{\rule{thickmathspace}{0ex}}{\mathbf{S}}_{60\times 60}\phantom{\rule{thickmathspace}{0ex}}{\mathbf{V}}_{60\times v}^{T}$$

(2)

where in our case the number of input database subjects is 60, *v* is the number of active voxels after the *T*_{score} step in (1), t-test difference thresholding procedure (typically for *T*_{score} = 4, *v* = 1400, which results from concatenating the features from the DMN and Temporal Lobe independent components), **U**_{60 × 60} is usually called the hangers matrix, **S**_{60 × 60} the stretchers diagonal matrix with the singular values *λ _{i}* in main diagonal elements, and

$${\mathbf{X}}_{60\times d}^{\prime}={\mathbf{X}}_{60\times v}\phantom{\rule{thickmathspace}{0ex}}{\mathbf{V}}_{v\times d}$$

(3)

where *d* is the desired reduced output dimensionality for each input subject, **V*** _{v × d}* an orthogonal base matrix; This way ${\mathbf{X}}_{60\times d}^{\prime}$ represents now the new input data components in that new orthogonal base up to the reduced economy new desired dimensionality

Consider the labeled input sample set with *N* samples, including both input vectors and labels for supervised learning $\mathcal{S}=\{({\mathbf{x}}^{n},{\mathbf{d}}^{n}),n=1,\dots ,N\}$ where ${\mathbf{x}}^{n}\in {\Re}^{d}$ is an observation vector and **d**^{n}*U _{L}* = {

In this paper, we use a neural architecture based on the soft-max nonlinearity, which guarantees that outputs satisfy probability constraints. In particular, output *y _{i}* corresponding to class

$${y}_{i}=\sum _{j=1}^{{M}_{i}}{y}_{ij}$$

(4)

where

$${y}_{ij}=\frac{\text{exp}\left({o}_{ij}\right)}{\sum _{k=1}^{L}\sum _{l=1}^{{M}_{k}}\text{exp}\left({o}_{kl}\right)}$$

(5)

and

$${o}_{ij}={\mathbf{w}}_{ij}^{T}\mathbf{x}$$

(6)

for *i* = 1,..., *L* and *j* = 1,..., *M _{i}*, where

In [31], it is shown that any cost function providing posterior probability estimates, called strict sense Bayesian (SSB), can be written in the form

$$C(\mathbf{y},\mathbf{d})=h\left(\mathbf{y}\right)+{(\mathbf{d}-\mathbf{y})}^{T}{\nabla}_{\mathbf{y}}h\left(\mathbf{y}\right)$$

(7)

where vector **d** includes the input sample desired hard outputs *d _{i}* (i.e., the class labels) belonging to the previously defined

$${C}_{\mathrm{CE}}\phantom{\rule{thickmathspace}{0ex}}(\mathbf{y},\mathbf{d})=-\sum _{i=1}^{L}{d}_{i}\phantom{\rule{thickmathspace}{0ex}}\text{log}\phantom{\rule{thickmathspace}{0ex}}{y}_{i}$$

(8)

obtained from (7) by using the definition of the Shannon entropy $h\left(\mathbf{y}\right)=-{\sum}_{i}{y}_{i}\phantom{\rule{thickmathspace}{0ex}}\text{log}\phantom{\rule{thickmathspace}{0ex}}{y}_{i}$ and the probability constraint ${\sum}_{i}{y}_{i}=1$, thus we can omit the term $-{\sum}_{i}({d}_{i}-{y}_{i})$. This choice is justified for two main reasons: first, the *−* CE has shown several advantages over other SSB cost functions, such us the square error (SE) cost function [32]–[34], and second, the minimization of the CE is equivalent to maximum likelihood (ML) estimation of the posterior class probabilities, [35]. Hence, large sample type arguments can be involved for steps such as order selection.

The problem of determining the optimal network size, also known as the optimal model selection problem, is in general difficult to solve [36]. The selected architecture must find a balance between the approximation power of large networks and the usually higher generalization capabilities of small networks. One can distinguish between pruning and growing algorithms, [37], or algorithms based on adding a complexity penalty-term to the objective function, for instance: weight decay (WD) [38], or the algorithms based on information theoretic criteria such as Akaikes information criterion (AIC)^{2} [8], [6], and the minimum description length (MDL), [9], [10] criteria. In all the approaches, complexity is evaluated upon minimizing a total cost function *C _{t}* which is composed of two distinctive terms: an error term plus an additional complexity penalizing term,

$${C}_{t}\phantom{\rule{thickmathspace}{0ex}}(\mathbf{w},\mathcal{S})=C\phantom{\rule{thickmathspace}{0ex}}(\mathbf{w},\mathcal{S})+\lambda {C}_{c}\phantom{\rule{thickmathspace}{0ex}}\left(\mathbf{w}\right)$$

(9)

where *C* is the standard error term or cost, e.g., the empirical risk based on SE, the CE or any SSB cost function in (7), **w** are the network weight vectors, and *C _{c}* is the complexity penalization term. Note that the dependency on network weights

The difference among model selection algorithms resides in the complexity penalizing term. In particular, the second term on the right hand side of (9) takes the following values for CV with weigh decay, AIC and MDL strategies, since PPMS does not need this complexity penalty term definition, [7], [42]:

$$\begin{array}{cc}\hfill {C}_{c,\mathrm{CV}}\left(\mathbf{w}\right)& ={\Vert \mathbf{w}\Vert}^{2}\hfill \\ \hfill {C}_{c,\mathrm{AIC}}\left(\mathbf{w}\right)& =\frac{\text{dim}\left(\mathcal{W}\right)}{\text{dim}\left(\mathcal{S}\right)}\hfill \\ \hfill {C}_{c,\mathrm{MDL}}\left(\mathbf{w}\right)& =\text{dim}\left(\mathcal{W}\right)\frac{\text{log}\left[\text{dim}\left(\mathcal{S}\right)\right]}{\text{dim}\left(\mathcal{S}\right)}\hfill \end{array}$$

(10)

where ${\Vert \Vert}^{2}$ stands for the 2-norm, $\text{dim}\left(\mathcal{W}\right)$ represents the dimension of parameter space $\mathcal{W}$ spanned by NN weight vectors **w**, i.e., the number of neural network weights roughly speaking, and $\text{dim}\left(\mathcal{S}\right)$ the dimension of input sample set space previously defined, $\mathcal{S}$, that is the number of input samples.

While, by hypothesis, the number of classes *L* is fixed and assumed known (*L* = 3 is the problem at hand) and class labels are available *a priori*, the number of subclasses *M _{i}* inside each class is unknown and must be estimated from samples during training. A high number of subclasses may lead to data over-fitting, a situation in which the cost averaged over the training set is small, but the cost averaged over a test set with new samples is high. In addition to the three above mentioned CV-based complexity search supervised learning algorithms, CV, AIC and MDL, we examine all possible network complexities starting from {

Next, we derive the gradient descent supervised learning rule for the cross entropy, cost function (8) in a GSP network architecture, which was used in obtaining all the classification results from the fMRI 3-class real database. The learning rule can be written as follows:

$$\begin{array}{cc}\hfill & {\mathbf{w}}_{ij}^{n+1}={\mathbf{w}}_{ij}^{n}+\rho \frac{{y}_{ij}}{{y}_{i}}\phantom{\rule{thickmathspace}{0ex}}({d}_{i}-{y}_{i})\phantom{\rule{thickmathspace}{0ex}}\mathbf{x}\hfill \\ \hfill & \phantom{\rule{1em}{0ex}}\phantom{\rule{1em}{0ex}}i=1,\dots ,L\phantom{\rule{1em}{0ex}}j=1,\dots ,{M}_{i}\hfill \end{array}$$

(11)

where *y _{ij}* is subclass

The experiments presented were carried out using Matlab on a general purpose machine running Linux. In our problem, *L* = 3, that is, we have three classes: healthy controls (*HC*, class 1), patients with bipolar disorder (*BI*, class 2) and schizophrenia patients (*SC*, class 3). The input data fMRI voxels were selected as indicated previously, using the difference t-test *T*_{score} = 4, (1), over the six mean difference pairwise images from the three existing classes, and for the two brain estimated group ICA independent components, DMN and temporal lobe. The SVD step is performed for dimension reduction, with an optimal number of SVD components set equal to *d* = 10, a value that provides a reasonable tradeoff for the input dimension of classifiers learn from the limited number of input subjects in this dataset, (3). Both the *T*_{score} and SVD output dimension *d* optimal values for this database were empirically cross validated.

The simulation parameters and details follow next. We separated the input data to three disjoint groups: training set, with *n*_{e} = 40 randomly chosen subjects, validation set with *n*_{val} = 10 random subjects (used only for CV-based approaches, that is, CV, AIC and MDL) and test set, with *n*_{test} = 10 random subjects, where all sets are disjunct and total 60 subjects. In order to reduce effects of noise in the data and to obtain statistically meaningful results, experiments where repeated *n*_{cic} = 200 times independently, and in each run, both the initial NN complexity estimate of PPMS and the NN weights of all supervised learning machines were randomly initialized as well as the members in the training, validation and test sets. Thus all ROC, AUC and confusion matrices results shown in this section comprise a total of 200 × 10 = 2000 test random samples, same samples for all 4 supervised (class labels available) learning machines over the 200 simulations repeated, randomly chosen in each simulation. The number of classes was set to *L* = 3, initial learning rate *ρ*_{0} = 0.995, see (11), learning rate reduction parameter with time (iteration number) *τ* = 25, thus implying a halving of the initial learning rate *ρ*_{0} each *τ* learning input patterns, number of runs to average in all 4 learning machines was set to *n*_{cic} = 200. For PPMS algorithm, the three prune, split and merge thresholds were initialized as follows: *μ*_{prune} = 0.09, *μ*_{split} = 0.25, *μ*_{merge} = 0.1 All these three thresholds were increased/decreased each time an split/prune operation took place, respectively, [7]. For cross validation based CV, AIC and MDL cases, Tikhonov regularization parameter was initially set to *λ*_{0} = 0.08, with a minimal CV-based network complexity number of subclasses of $\{n{f}_{1}^{\text{min}},n{f}_{2}^{\text{min}},n{f}_{3}^{\text{min}}\}=\{1,1,1\}$ and a maximal CV-based network complexity number of subclasses of $\{n{f}_{1}^{\text{max}},n{f}_{2}^{\text{max}},n{f}_{3}^{\text{max}}\}=\{4,4,4\}$. The *n*_{val} = 10 validation sample set was used to select among the CV exhaustive NN optimal complexity starting from complexity {1, 1, 1} up to {4, 4, 4}, thus running 64 repeated CV runs each time, being not that case under PPMS algorithm as previously mentioned. The average complexity for the four algorithms studied are as follows: *C _{PPMS}* = {4.16, 2.43, 3.11},

To provide a general performance metric that yields a single specificity-sensitivity value for each binary problem, we plot and compute both the ROC curves and AUC values for each set of binary problems, where in the latter case, an optimal classifier is easily identified as one in which its AUC is the unit value. Note that no training was carried out for the 2-way classifier, hence the classifier is always a true 3-way classifier although binary ROC analysis only involves two different classes at a time. To do so, we need to have the soft output classifier scores. The way to compute the ROC is quite straightforward for the NN classifier. Once we have the soft outputs in the range {0,1} as estimates of the posterior class probabilities for each of the three classes (healthy, bipolar and schizo), we vary the output classifier decision threshold for each input sample in the test set. The decision threshold should be varied in the range {0,1} so as to move from the point (0,0) to the point (1,1) in the false positive ratio (FPR), true positive ratio (TPR) plane, (FPR, TPR), or equivalently moving from point (1,0) to point (0,1) in the (1-specificity, sensitivity) plane. Thus, in our case this is a straightforward procedure since we record also the soft classifier outputs (score) just before the winner takes all (WTA) hard decisions. This way, moving through the ROC curve in the (1-specificity, sensitivity) plane, we can report various specificity-sensitivity values of the classifiers rather than a single pair. The test set for computing the confusion matrices is the same as the one already defined, consisting of *n*_{cic} = 200 independent runs after random initialization of networks weight (and initial complexity for the PPMS case) 10 randomly picked sample test sets, totaling 2000 test samples, were computed in order to obtain statistically significant results.

In Fig. 3, we display the healthy vs. non-healthy (class 1 vs. union of class 2 and 3) binary ROC and AUC values, for PPMS, CV, AIC and MDL, while the corresponding ROCs and AUC values for the bipolar vs. non-bipolar case are depicted in Fig. 4. The schizophrenia vs. non-schizophrenia comparison is given in Fig. 5. Taking into account both the rather simple voxel selection procedure, and the extremely high dimensionality of each input sample, together with the fact that the number of subjects in each class is rather limited, the results can be considered to be very encouraging for the discrimination task. In addition, the AUC values in test set for 200 (*n*_{cic}) independent runs each with 10 test samples, totaling 2000 test samples, for each of the 3 binary classification problems *HC, BI, SC* and for all 4 learning machines, PPMS, CV, AIC and MDL, can be found in Table IV-A.

3-way classifier Receiver Operation Characteristics and AUC for the healthy vs. non healthy controls (*HC*) binary problem (test set) for *n*_{cic} = 200 independent random runs with 10 samples in test set, totaling 2000 test samples.

3-way classifier Receiver Operation Characteristics and AUC for the bipolar vs. non bipolar disorder (*BI*) binary problem (test set) for *n*_{cic} = 200 independent random runs with 10 samples in test set, totaling 2000 test samples.

3-way classifier Receiver Operation Characteristics and AUC for the schizophrenia vs. non schizophrenia patients (*SC*) binary problem (test set) for *n*_{cic} = 200 independent random runs with 10 samples in test set, totaling 2000 test samples.

It looks clear that the greatest discriminative power is obtained in the schizophrenia vs. non-schizophrenia binary paradigm (AUC* ^{SC}* in the range of 0.90, Fig. 5), with some advantage over the second discriminative power in the bipolar vs. non-bipolar problem (AUC

The best average performance in terms of AUC values corresponds to the MDL classifier, closely followed by the AIC classifier and then followed by the CV one. The worst classifier is the PPMS although by a narrow margin, and also one has to take into account that the first three above mentioned learning schemes performed an exhaustive CV-based search for the optimal NN complexity, while PPMS finds the optimal model selection automatically while in the learning phase and from the estimates of the posterior class probabilities at output, thus being much less computationally expensive. As seen from the three binary classification tasks, the differences in the classifiers are not significant.

In addition to ROC and AUC analysis shown above, we also compute the correct classification rate (CCR) for the particular classifier decision threshold obtained after training phase, over the test set. To that end, we compute the 3 × 3 confusion matrices for each of the four classifiers, PPMS, CV, AIC and MDL, which includes also the external row and column CCR as a particular case. The test set for computing the confusion matrices is the same as the one already defined, consisting of *n*_{cic} = 200 independent runs after random initialization of networks weight (and initial complexity for the PPMS case) 10 randomly selected sample test sets, totaling 2000 test samples.

In Fig. 6(a), we show the confusion matrix for the PPMS algorithm over the test set, being again the worst one in average terms, but by a narrow margin. In Figs. 6(b), 6(c) and 6(d) we show the confusion matrices for the CV, AIC, and MDL algorithms, respectively, over the test set. An initial conclusion upon observing the four confusion matrices is that despite the small differences among the performance of the classifiers, there is a general tendency in the four classifiers to behave consistently, all achieving a CCR slightly above 70% in the 3-way classification, and in terms of the CCR the best performer is AIC, closely followed by MDL, then CV and finally PPMS continues to be the worst classifier though a direct comparison using the ROC curves cannot be done for the reasons already explained.

3-way classifier learning machines 3 × 3 confusion matrix including CCR, computed over 2000 test samples: (a) PPMS, (b) CV, (c) AIC and (d) MDL. The estimated class is given in rows and the true class in columns; *class 1* healthy controls (*HC*), **...**

Next, we use the 1-nearest neighbor (nn) classifier to estimate the upper bound CCR for the optimal classifier given the intrinsic entropy of input data. Let us follow equations number (4.39) and (4.52) in [43], where authors define *P* as the probability of classification error for the k-nearest neighbor classifier, and *P** as the probability of classification error for the optimal Bayesian classifier. Given the fact that the correct classification probability (CCR/100) for the k-nearest neighbor classifier can only be estimated as 1 − *P* since we always have a finite number of samples in real experiments, and also given that usually the minimum error achievable by the optimal Bayesian classifier *P** is small, we can omit the higher order term in the equations given in [43]. Thus, the bounds for optimal *P** will be given by:

$$\begin{array}{cc}\hfill 1-{r}_{\mathrm{opt}}\le & 1-{r}_{nn}\le 2(1-{r}_{\mathrm{opt}})\hfill \\ \hfill & {r}_{nn}\le {r}_{\mathrm{opt}}\le \frac{1+{r}_{nn}}{2}\hfill \end{array}$$

(12)

where *nn* subindex stands for the simple 1-nearest neighbor classifier, opt subindex stands for the optimal classifier, *r* = CCR/100 is the mean correct classification normalized to unity, thus 1 − *r* = (100 − CCR)/100 is the normalized classification error. For our ${\mathbf{X}}_{60\times d}^{\prime}$ fMRI input data, we estimate 1 − *P* = *r _{nn}* = 0.602 so following the upper bound equation in (12) we end up with an estimate for the upper bound optimal Bayesian classifier correct classification value of 0.602 ≤

It is also worth noting that, looking at the elements of the confusion matrix in positions (row,column) = (1,2) is particularly meaningful in relative terms, as well as (3,1), in absolute terms (taking into account the total number of input samples in each class), since a relatively high number of bipolar subjects are being classified as healthy ones, and in absolute terms a high number of healthy subjects are being classified as schizophrenic, consistently for the four classifiers. This is clearly the reason for the poor performance in the binary healthy vs. non-healthy paradigm classification results, by far the worst ones, and should be taken into account in future studies to further improve the classification accuracy. Finally, the opposite situation holds in elements (2,3) and (3,2) of the four confusion matrices, meaning that the classifiers accurately discriminate between the bipolar and schizophrenic subjects, and in relative terms also between healthy and schizophrenic subjects. The fact that the automatic classifications are accurate between bipolar and schizophrenia subjects is worth emphasizing, since it is difficult to physicians to clinically differentiate bipolar and schizophrenia as these two might have overlapping symptoms. In summary, PPMS should be preferable when low computational cost is desired, whereas MDL (or AIC) should be the one to choose especially when a high number of input samples are available.

We have proposed a machine learning based system, fully automatic and potentially able to perform incremental learning by defining three disjoint training, validation and test sets, including soft output posterior probability estimates and model complexity selection. The method allows one to provide full 3-way classification confusion matrices (CCR and errors among the three classes) from hard decisions and ROC and AUC values from soft outputs. PPMS has several advantages over its partners, such as the possibility of estimating the optimal network size while learning phase (no need to define an arbitrary *C _{c}* penalty term in the cost function). It also does not need a validation set since no cross validation phase is needed, thus it is computationally more attractive and can achieve a similar performance in terms of CCR and AUC, only slightly below those of CV, AIC, and MDL. Through the experiments proposed over the real brain imaging data, we have shown the promising generalization capabilities of the four objective and automatic learning machines to 3-way classify between healthy controls, those with bipolar disorder and schizophrenia. The mean AUC values were near 0.9 and CCR over 70% for 200 independent runs including 2000 test samples to reduce noise and for statistical significance purposes. CCR values are in turn close to the estimated optimal correct classification (CCR

Dr. Juan I. Arribas wishes to thank Pedro Rodriguez, Univ. Maryland Baltimore County, MD, USA for the help in preprocessing the fMRI data and Dr. Xi-Lin Li, Univ. Maryland Baltimore County, MD, USA, for enlightening discussions.

We derive the gradient descent learning rule applied to CE, see (8), cost function in the GSP architecture. The adaptation rule is based on computing the gradient of an SSB cost function with respect to the weight vector:

$$\begin{array}{cc}\hfill {\mathbf{w}}_{ij}^{n+1}\phantom{\rule{1em}{0ex}}=\phantom{\rule{1em}{0ex}}& {\mathbf{w}}_{ij}^{n}-\rho {\nabla}_{{\mathbf{w}}_{ij}}C=\hfill \\ \hfill =\phantom{\rule{1em}{0ex}}& {\mathbf{w}}_{ij}^{n}-\rho \sum _{m=1}^{L}\frac{\partial C}{\partial {y}_{m}}{\nabla}_{{\mathbf{w}}_{ij}}{y}_{m}\hfill \\ \hfill & i=1,\dots ,L,\phantom{\rule{1em}{0ex}}j=1,\dots ,{M}_{i}\hfill \end{array}$$

(13)

where **w*** _{ij}* is the weight vector belonging to subclass

When we define the GSP nonlinearity using (4), we have

$${\nabla}_{{\mathbf{w}}_{ij}}{y}_{m}=\sum _{p=1}^{{M}_{m}}{\nabla}_{{\mathbf{w}}_{ij}}{y}_{mp}$$

(14)

Using the chain rule

$${\nabla}_{{\mathbf{w}}_{ij}}{y}_{mn}=\sum _{k=1}^{L}\sum _{l=1}^{{M}_{k}}\frac{\partial {y}_{mp}}{{o}_{kl}}{\nabla}_{{\mathbf{w}}_{ij}}{o}_{kl}$$

(15)

Using (6),

$${\nabla}_{{\mathbf{w}}_{ij}}{o}_{kl}={\delta}_{k-i}{\delta}_{l-j}\mathbf{x}$$

(16)

where *δ _{k−i}* represents Kronecker delta function, equal to 1 if and only if

$${\nabla}_{{\mathbf{w}}_{ij}}{y}_{mn}=\frac{\partial {y}_{mp}}{{o}_{ij}}\mathbf{x}$$

(17)

Using (5), partial derivatives can be computed as follows,

$$\begin{array}{cc}\hfill \frac{\partial {y}_{mp}}{\partial {o}_{ij}}\phantom{\rule{1em}{0ex}}& =\phantom{\rule{1em}{0ex}}\frac{\partial}{\partial {o}_{ij}}\frac{\text{exp}\left({o}_{mp}\right)}{\sum _{k=1}^{L}\sum _{l=1}^{{M}_{k}}\text{exp}\left({o}_{kl}\right)}=\hfill \\ \hfill & =\phantom{\rule{1em}{0ex}}\frac{1}{\sum _{k=1}^{L}\sum _{l=1}^{{M}_{k}}\text{exp}\left({o}_{kl}\right)}\text{exp}\left({o}_{mp}\right){\delta}_{m-i}{\delta}_{p-j}\phantom{\rule{thickmathspace}{0ex}}-\hfill \\ \hfill & -\phantom{\rule{1em}{0ex}}\frac{\text{exp}\left({o}_{mp}\right)}{{\left(\sum _{k=1}^{L}\sum _{l=1}^{{M}_{k}}\text{exp}\left({o}_{kl}\right)\right)}^{2}}\text{exp}\left({o}_{ij}\right)=\hfill \\ \hfill & =\phantom{\rule{1em}{0ex}}{y}_{mp}{\delta}_{m-i}{\delta}_{p-j}-{y}_{mp}{y}_{ij}\hfill \end{array}$$

(18)

Using (14), (17) and (18), (13) becomes

$$\begin{array}{cc}\hfill {\mathbf{w}}_{ij}^{n+1}\phantom{\rule{1em}{0ex}}& =\phantom{\rule{1em}{0ex}}{\mathbf{w}}_{ij}^{n}\phantom{\rule{thickmathspace}{0ex}}-\hfill \\ \hfill & -\phantom{\rule{1em}{0ex}}\rho \sum _{m=1}^{L}\frac{\partial C}{\partial {y}_{m}}\sum _{p=1}^{\partial {y}_{m}}{y}_{mp}({\delta}_{m-i}{\delta}_{p-j}-{y}_{ij})\mathbf{x}=\hfill \\ \hfill & =\phantom{\rule{1em}{0ex}}{\mathbf{w}}_{ij}^{n}-\rho \sum _{m=1}^{L}\frac{\partial C}{\partial {y}_{m}}({y}_{mj}{\delta}_{m-i}-{y}_{ij}{y}_{m})\mathbf{x}\hfill \end{array}$$

(19)

Using the *C*_{CE} definition given in (8) we have

$$\frac{\partial C}{\partial {y}_{m}}=-\frac{{d}_{m}}{{y}_{m}}$$

(20)

and, thus, the learning rule becomes:

$$\begin{array}{cc}\hfill {\mathbf{w}}_{ij}^{n+1}\phantom{\rule{1em}{0ex}}=\phantom{\rule{1em}{0ex}}& {\mathbf{w}}_{ij}^{n}+\rho \sum _{m=1}^{L}\frac{{d}_{m}}{{y}_{m}}({y}_{mj}{\delta}_{m-i}-{y}_{ij}{y}_{m})\mathbf{x}=\hfill \\ \hfill =\phantom{\rule{1em}{0ex}}& {\mathbf{w}}_{ij}^{n}+\rho \frac{{y}_{ij}}{{y}_{i}}({d}_{i}-{y}_{i})\mathbf{x}\hfill \\ \hfill & i=1,\dots ,L,\phantom{\rule{1em}{0ex}}j=1,\dots ,{M}_{i}\hfill \end{array}$$

(21)

where remember that *d _{i}* is the i-th component of input sample label vector

$$\begin{array}{cc}\hfill {\mathbf{w}}_{i}^{n+1}=& {\mathbf{w}}_{i}^{n}+\rho ({d}_{i}-{y}_{i})\mathbf{x}\hfill \\ \hfill & i=1,\dots ,L\hfill \end{array}$$

(22)

^{1}A part of multinomial logit model for statisticians, which in turn are a special case of the generalized linear models introduced by McCullagh. After the soft decision we would eventually have a hard decision based on a WTA structure, so the winner class obtains an activated output set to 1, and the other classes get a deactivated output 0.

^{2}AIC was originally developed by Akaike for linear systems, but there exist new versions for nonlinear approaches, such as the network information criterion (NIC), see [39], [40] and [5].

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