Feature selection integrating Shapley values and mutual information in reinforcement learning: An application in the prediction of post-operative outcomes in patients with end-stage renal disease

Background:

In predicting post-operative outcomes for patients with end-stage renal disease, our study faced challenges related to class imbalance and a high-dimensional feature space. Therefore, with a focus on overcoming class imbalance and improving interpretability, we propose a novel feature selection approach using multi-agent reinforcement learning.

Methods:

We proposed a multi-agent feature selection model based on a comprehensive reward function that combines classification model performance, Shapley additive explanations values, and the mutual information. The definition of rewards in reinforcement learning is crucial for model convergence and performance improvement. Initially, we set a deterministic reward based on the mutual information between variables and the target class, selecting variables that are highly dependent on the class, thus accelerating convergence. We then prioritized variables that influence the minority class on a sample basis and introduced a dynamic reward distribution strategy using Shapley additive explanations values to improve interpretability and solve the class imbalance problem.

Results:

Involving the integration of electronic medical records, anesthesia records, operating room vital signs, and pre-operative anesthesia evaluations, our approach effectively mitigated class imbalance and demonstrated superior performance in ablation analysis. Our model achieved a 16% increase in the minority class F1 score and an 8.2% increase in the overall F1 score compared to the baseline model without feature selection.

Conclusion:

This study contributes important research findings that show that the multi-agent-based feature selection method can be a promising approach for solving the class imbalance problem.