Publications & Credits¶
We catalogue every algorithm implemented or re-implemented in Sklong and credit the original research and contributors. Each entry links to the paper, the API reference when available, and highlights who built or adapted the implementation.
Official Library Paper
Scikit-Longitudinal: A Machine Learning Library for Longitudinal Classification in Python is the paper introducing the library, the longitudinal challenges it tackles, and how Sklong integrates with the scikit-learn ecosystem.
It was published in the Journal of Open Source Software (JOSS).
Algorithm Credits and Ongoing Development¶
This section keeps track of the research papers behind the implemented primitives, along with the algorithms currently under active exploration for future releases.
Implemented in Sklong¶
Lexicographical Random Forest (Lex-RF)
Paper: Ribeiro, C. and Freitas, A.A. (2024). Lexicographical random forests for longitudinal data classification. Artificial Intelligence Review. Read the paper
API Reference: Lexicographical Random Forest
Credits: Original authors: C. Ribeiro & A.A. Freitas. Implementation: Sklong team.
Extended in Sklong: Lexicographical Decision Tree Classifier (Lex-DT), Lexicographical Deep Forest (Lex-DF), and Lexicographical Gradient Boosting (Lex-GB).
Abstract
Standard supervised machine learning methods often ignore the temporal information represented in longitudinal data, but that information can lead to more precise predictions in classification tasks. Data preprocessing techniques and classification algorithms can be adapted to cope directly with longitudinal data inputs, making use of temporal information such as the time-index of features and previous measurements of the class variable. In this article, we propose two changes to the classification task of predicting age-related diseases in a real-world dataset created from the English Longitudinal Study of Ageing. First, we explore the addition of previous measurements of the class variable, and estimating the missing data in those added features using intermediate classifiers. Second, we propose a new split-feature selection procedure for a random forest's decision trees, which considers the candidate features' time-indexes, in addition to the information gain ratio. Our experiments compared the proposed approaches to baseline approaches, in 3 prediction scenarios, varying the “time gap” for the prediction - how many years in advance the class (occurrence of an age-related disease) is predicted. The experiments were performed on 10 datasets varying the class variable, and showed that the proposed approaches increased the random forest's predictive accuracy.
Separate Waves (SepWav)
Paper: Provost, S. and Freitas, A.A. (2025). A New Longitudinal Classification Method Based on Stacking Predictions for Separate Time Points. In AI-2025 (pp. 165–178). Read the paper (DOI). Dataset source: ELSA.
API Reference: Separate Waves (SepWav)
Credits: Original authors: Sklong research team. Implementation: Sklong team and community contributors.
Abstract
Biomedical research often uses longitudinal data with repeated measurements of variables across time (e.g. cholesterol measured across time), which is challenging for standard machine learning algorithms due to intrinsic temporal dependencies. The Separate Waves (SepWav) data-transformation method trains a base classifier for each time point (“wave”) and aggregates their predictions via voting. However, the simplicity of the voting mechanism may not be enough to capture complex patterns of time-dependent interactions involving the base classifiers’ predictions. Hence, we propose a novel SepWav method where the simple voting mechanism is replaced by a stacking-based meta-classifier that integrates the base classifiers’ wave-specific predictions into a final predicted class label, aiming at improving predictive performance. Experiments with 20 datasets of ageing-related diseases have shown that, overall, the proposed Stacking-based SepWav method achieved significantly better predictive performance than two other methods for longitudinal classification in most cases, when using class-weight adjustment as a class-balancing method.
Nested Trees
Paper: Ovchinnik, S., Otero, F., & Freitas, A.A. (2022). Nested trees for longitudinal classification. In ACM SAC (pp. 441–444). Read the paper
API Reference: Nested Trees
Credits: Original authors: S. Ovchinnik, F. Otero & A.A. Freitas. Implementation: Sklong team.
Abstract
Longitudinal datasets contain repeated measurements of the same variables at different points in time. Longitudinal data mining algorithms aim to utilize such datasets to extract interesting knowledge and produce useful models. Many existing longitudinal classification methods either dismiss the longitudinal aspect of the data during model construction or produce complex models that are scarcely interpretable. We propose a new longitudinal classification algorithm based on decision trees, named Nested Trees. It utilizes a unique longitudinal model construction method that is fully aware of the longitudinal aspect of the predictive attributes (variables) and constructs tree nodes that make decisions based on a longitudinal attribute as a whole, considering measurements of that attribute across multiple time points. The algorithm was evaluated using 10 classification tasks based on the English Longitudinal Study of Ageing (ELSA) data.
Correlation Feature Selection Per Group (CFS-Per-Group)
Paper: Pomsuwan, T. and Freitas, A.A. (2017). Feature selection for the classification of longitudinal human ageing data. In ICDMW (pp. 739–746). Read the paper and Pomsuwan, T. and Freitas, A.A. (2018). Master's thesis, University of Kent. Read the thesis
API Reference: Correlation Feature Selection Per Group
Credits: Original authors: T. Pomsuwan & A.A. Freitas. Implementation: Sklong team.
Abstract
We propose a new variant of the Correlation-based Feature Selection (CFS) method for coping with longitudinal data - where variables are repeatedly measured across different time points. The proposed CFS variant is evaluated on ten datasets created using data from the English Longitudinal Study of Ageing (ELSA), with different age-related diseases used as the class variables to be predicted. The results show that, overall, the proposed CFS variant leads to better predictive performance than the standard CFS and the baseline approach of no feature selection, when using Naïve Bayes and J48 decision tree induction as classification algorithms (although the difference in performance is very small in the results for J4.8). We also report the most relevant features selected by J48 across the datasets.
Time-penalised Trees (TpT)
Papers:
- Valla, M. (2024). Time-penalised trees (TpT): introducing a new tree-based data mining algorithm for time-varying covariates. Annals of Mathematics and Artificial Intelligence 92, 1609–1661. Read the paper (DOI)
- Valla, M., Milhaud, X. (2026). Consistent Time-Aware Trees for Longitudinal Data: The Time-Penalized Tree. ⟨hal-05022929v2⟩. Read the preprint
API Reference: TpT Decision Tree Classifier, TpT Decision Tree Regressor
Credits: Original author: Mathias Valla. Implementation: Mathias Valla, Esteban Mauboussin, Alae Khidour, Berkehan Kocak, and Sonny Mupfuni, with the Sklong team.
Abstract
This article introduces a new decision tree algorithm that accounts for time-varying covariates in the decision-making process. Traditional decision tree algorithms assume that the covariates are static and do not change over time, which can lead to inaccurate predictions in dynamic environments. Other existing methods suggest workaround solutions such as the pseudo-subject approach. The proposed algorithm utilises a different structure and a time-penalised splitting criterion that allows a recursive partitioning of both the covariates space and time. Relevant historical trends are then inherently involved in the construction of a tree, and are visible and interpretable once it is fit. This approach allows for innovative and highly interpretable analysis in settings where the covariates are subject to change over time. The effectiveness of the algorithm is demonstrated through a real-world data application in life insurance. The results presented in this article can be seen as an introduction or proof-of-concept of the time-penalised approach, and the algorithm’s theoretical properties and comparison against existing approaches on datasets from various fields will be explored in forthcoming work.
In Active Development¶
Clustering-based KNN Regression for Longitudinal Data (CKNNRLD)
Paper: Boosting K-nearest neighbor regression performance for longitudinal data through a novel learning approach. Read the paper (DOI)
Status: Collaborative prototype under discussion.
Discussion: Issue #72
Credits: Original authors: Mohammad Sadegh Loeloe, Seyyed Mohammad Tabatabaei, Reyhane Sefidkar, Amir Houshang Mehrparvar & Sara Jambarsang. Implementation: collaborative prototype with the Sklong team.
Abstract
Longitudinal studies often require flexible methodologies for predicting response trajectories based on time-dependent and time-independent covariates. CKNNRLD first clusters data using the KML algorithm (K-means for longitudinal data), then searches for nearest neighbors within the relevant cluster rather than across the entire dataset. Simulation studies show improved prediction accuracy, shorter execution time, and reduced computational burden compared to standard KNN—e.g., execution time was roughly 3.7× faster for N=2000, T=5, D=2, C=4, E=1, R=1. This cluster-aware search scales better for larger longitudinal datasets where traditional KNN slows as sample counts grow.