SUSTain: Scalable Unsupervised Scoring for Tensors and its Application to Phenotyping

This paper presents a new method, which we call SUSTain, that extends real-valued matrix and tensor factorizations to data where values are integers. Such data are common when the values correspond to event counts or ordinal measures. The conventional approach is to treat integer data as real, and then apply real-valued factorizations. However, doing so fails to preserve important characteristics of the original data, thereby making it hard to interpret the results. Instead, our approach extracts factor values from integer datasets as scores that are constrained to take values from a small integer set. These scores are easy to interpret: a score of zero indicates no feature contribution and higher scores indicate distinct levels of feature importance. At its core, SUSTain relies on: a) a problem partitioning into integer-constrained subproblems, so that they can be optimally solved in an efficient manner; and b) organizing the order of the subproblems’ solution, to promote reuse of shared intermediate results. We propose two variants, SUSTain(M) and SUSTain(T), to handle both matrix and tensor inputs, respectively. We evaluate SUSTain against several state-of-the-art baselines on both synthetic and real Electronic Health Record (EHR) datasets. Comparing to those baselines, SUSTain shows either significantly better fit or orders of magnitude speedups that achieve a comparable fit (up to 425× faster). We apply SUSTain to EHR datasets to extract patient phenotypes (i.e., clinically meaningful patient clusters). Furthermore, 87% of them were validated as clinically meaningful phenotypes related to heart failure by a cardiologist.