Stroke constitutes a significant public health concern due to its impact on mortality and morbidity. This study investigates the utility of machine learning algorithms in predicting stroke and identifying key risk factors using data from the Suita study, comprising 7,389 participants and 53 variables. Initially, unsupervised K-prototype clustering categorized participants into risk clusters, while five supervised models including Logistic Regression (LR), Random Forest (RF), Support Vector Machine (SVM), eXtreme Gradient Boosting (XGBoost), and Light Gradient Boosted Machine (Light-GBM) were employed to predict stroke outcomes. Stroke incidence disparities among identified risk clusters using the unsupervised K-prototype clustering method are substantial, according to the findings. Supervised learning, particularly RF was a preferable option because of the higher levels of performance metrics. The Shapley Additive Explanations (SHAP) method identified age, systolic blood pressure, hypertension, estimated glomerular filtration rate, metabolic syndrome, and blood glucose level as key predictors of stroke, aligning with findings from the unsupervised clustering approach in high-risk groups. Additionally, previously unidentified risk factors such as elbow joint thickness, fructosamine, hemoglobin, and calcium level demonstrate potential for stroke prediction. In conclusion, machine learning facilitated accurate stroke risk predictions and highlighted potential biomarkers, offering a data-driven framework for risk assessment and biomarker discovery.

This paper explores the application of machine learning (ML) algorithms in predicting trends in the fixed bond market, where traditional analytical methods have proven inadequate. Focusing on various ML techniques such as supervised and unsupervised learning, neural networks, and deep learning, the study evaluates their effectiveness in forecasting market movements. It details a series of experiments in which different ML models are rigorously trained and tested against historical bond market data. The findings reveal that models employing time series analysis and advanced deep learning show marked potential in accurately predicting bond market trends. Additionally, the paper delves into the challenges and limitations inherent in these ML approaches, including data requirements and the risk of model overfitting. Finally, it proposes directions for future research, emphasizing the integration of ML into broader financial market analysis.

This paper offers a comprehensive examination of the process involved in developing and automating supervised end-to-end machine learning workflows for forecasting and classification purposes. It offers a complete overview of the components (i.e. feature engineering, model selection, etc), principles (i.e. bias-variance decomposition, model complexity, overfitting, model sensitivity to feature assumptions and scaling, output interpretability, etc), models (i.e. neural networks, regression models, etc), methods (i.e. Cross-Validation, data augmentation, etc), metrics (i.e. Mean Squared Error, F1-score, etc) and tools that rule most supervised learning applications with numerical and categorical data, as well as their integration, automation, and deployment. The end goal and contribution of this paper is the education and guidance of the non-AI expert academic community over complete and rigorous machine learning pipelines and data science practices, from problem scoping to design and state-of-the-art automation tools, including basic principles and reasoning in the choice of methods. The paper delves into the critical stages of supervised machine learning workflow development, many of which are often omitted by researchers due to brevity, and covers foundational concepts essential for understanding and optimizing a functional machine learning workflow, thereby offering a holistic view of task-specific application development for applied researchers who are not AI experts.

This paper presents MADS (Multi-Agents for Data Science), an innovative and simple open-source multi-agent framework designed for systemic pipeline execution in applied supervised machine learning. By leveraging the capabilities of multi-agent systems (MAS), we introduce a universal approach to optimize and streamline machine learning pipelines. Our framework highlights the differences between various types of agents, such as reinforcement learning (RL) agents and large language model (LLM) agents, and their distinct contributions to the process. While we currently employ LLM agents to automate and enhance machine learning tasks, we acknowledge the potential of incorporating RL agents in future iterations to further improve performance and adaptability. The primary objective is to enhance the efficiency, scalability, and adaptability of supervised learning applications across various domains. This integration addresses the complexity and manual effort typically associated with machine learning workflows, paving the way for more automated, robust, and scalable solutions. Our approach demonstrates significant improvements in task automation, reduced human intervention, and enhanced model performance. The MADS framework, which will soon be available as an open-source implementation, represents a pivotal contribution to the field of machine learning, promising to facilitate broader adoption and collaborative advancement.