Risk Scores Learned by Deep Restricted Boltzmann Machines with Trained Interval Quantization

A compact easily applicable and highly accurate classification model is of a big interest in decision making. A simple scoring system which stratifies patients efficiently can help a clinician in diagnostics or with the choice of treatment. Deep learning methods are becoming the preferred approach for various applications in artificial intelligence and machine learning, since they usually achieve the best accuracy. However, deep learning models are complex systems with non-linear data transformation, what makes it challenging to use them as scoring systems. The state-of-the-art deep models are sparse, in particular, deep models with ternary weights are reported to be efficient in image processing. However, the ternary models seem to be not expressive enough in many tasks. In this contribution, we introduce an interval quantization method which learns both the codebook index and the codebook values, and results in a compact but powerful model.