A comparative evaluation of the generalised predictive ability of eight machine learning algorithms across ten clinical metabolomics data sets for binary classification

INTRODUCTION: Metabolomics is increasingly being used in the clinical setting for disease diagnosis, prognosis and risk prediction. Machine learning algorithms are particularly important in the construction of multivariate metabolite prediction. Historically, partial least squares (PLS) regression has been the gold standard for binary classification. Nonlinear machine learning methods such as random forests (RF), kernel support vector machines (SVM) and artificial neural networks (ANN) may be more suited to modelling possible nonlinear metabolite covariance, and thus provide better predictive models. OBJECTIVES: We hypothesise that for binary classification using metabolomics data, non-linear machine learning methods will provide superior generalised predictive ability when compared to linear alternatives, in particular when compared with the current gold standard PLS discriminant analysis. METHODS: We compared the general predictive performance of eight archetypal machine learning algorithms across ten publicly available clinical metabolomics data sets. The algorithms were implemented in the Python programming language. All code and results have been made publicly available as Jupyter notebooks. RESULTS: There was only marginal improvement in predictive ability for SVM and ANN over PLS across all data sets. RF performance was comparatively poor. The use of out-of-bag bootstrap confidence intervals provided a measure of uncertainty of model prediction such that the quality of metabolomics data was observed to be a bigger influence on generalised performance than model choice. CONCLUSION: The size of the data set, and choice of performance metric, had a greater influence on generalised predictive performance than the choice of machine learning algorithm. ELECTRONIC SUPPLEMENTARY MATERIAL: The online version of this article (10.1007/s11306-019-1612-4) contains supplementary material, which is available to authorized users.