For interpretable ML, I really like what Cynthia Rudin's lab at Duke has been putting out. They have a great paper on building ML models that generate rules with integer scores for classification, like what doctors typically use (Arxiv).
I'm looking for advice on identifying clusters of people, each of whom has longitudinal data.
I have data structured as a multivariate time series of exactly 28 days for each of a large number of people. (The days themselves differ from person to person, but each person's days are always consecutive and a given person's Day D is the same day for every observation in the multivariate time series). Each person-day is associated with a bunch of nonnegative counts, many of which are 0.
For further clarification, a given person's data looks something like this, where Obs d corresponds to the observation of a given feature on Day d: "Feature A: [10, 9, 0, 2, 0, 0, ..., obs27a, 3], Feature B: [38, 12, 0, 3, 0, 0, ..., obs27b, 0], Feature C: [12, 6, 0, 10, 0, 0, ...obs27c, 13]".
What are some recommended approaches towards identifying clusters of people when the data is structured like this? I've considered mixture modeling with a random effect on person but it's not obvious how to fit one when there's no response variable. I've also looked into self-organizing maps but they look like they're for clustering time series, rather than individuals who have longitudinal data. I also recently discovered the Croston method for demand forecasting of intermittent time series, which is a modified EWMA, but it sounds like it's more useful for smoothing, and I'd still have to figure out how to cluster the smoothed time series'.
coffeecoffeecoffeee t1_j6o260e wrote
Reply to comment by qalis in [D] Have researchers given up on traditional machine learning methods? by fujidaiti
For interpretable ML, I really like what Cynthia Rudin's lab at Duke has been putting out. They have a great paper on building ML models that generate rules with integer scores for classification, like what doctors typically use (Arxiv).