Foetal Weight Estimation by Support Vector Regression
Fernando Sereno* , J.P. Marques de Sá* , Ana Matos † , João Bernardes ††
*
FEUP – Faculdade de Engenharia da Universidade do Porto, Portugal
E-mail: fsereno@fe.up.pt
†
HSJ – Hospital de S. João, Dep. Ginecologia e Obstectrícia, Porto, Portugal
††
FMUP - Faculdade de Medicina da Universidade do Porto, Portugal
INEB - Instituto de Engenharia Biomédica, Porto, Portugal
Abstract
Foetal weight estimation based on echographic
measurements has paramount importance. This
paper reports some results using data taken from a
dataset of four Portuguese hospitals that
participated in the collection of clinical and
echographic data (414 cases) during 1998-99.
Firstly, it revises some theoretical concepts from
Statistical Learning Theory. Then, reports some
results using Support Vector regression to predict
foetal weigh in lower and higher bands. Finally, it
concludes that the error given by the SVR methods
are better than traditional formulas and can be
improved further.
1 Introduction
Foetal weight estimation based on echographic
measurements has paramount importance in
delivery risk assessment [1,2].
The research objective is to know to what extent
SV machines can improve over the 15% error of
FW estimation performed by prediction formulas in
current day clinical use [3].
Four Portuguese hospitals participated in the
collection of clinical and echographic data (414
cases) during 1998-99, according to a protocol.
Each case consists of foetal weight (FW) at birth,
and five echographic measurements, taken one
week before birth. These are: biparietal diameter,
cephalic circumference, abdominal circumference,
femur length and umbilical artery resistance index..
2 Statistical inference
Parametric statistics aims to create simple
statistical methods of inference that can be used to
solve real-life problems and is based in the
assumption that the investigator knows the
problem, the function to be found up to a finite
number of parameters.
Using information about the statistical law and the
maximum likelihood method applied to the data
one finds the target function and estimates its
parameters, which is the essence of classical
Fisherean inference.
When one does not have reliable a priori
information about the statistical law underlying the
problem or about the class of functions and the
conditions under which one can get better
approximations with an increasing number of
examples, one is in the general inference approach,
a development that was started by Glivenko,
Cantelli and Kolmogorov.
In the last 40 years of research this approach
culminated in inductive methods, a different type
of inference which is more general and more
powerful than parametric inference [4,5].
3 Minimizing the risk functional
from empirical data
The basic problem is to formulate a constructive
criterion for choosing from parametric sets of
functions one function that minimizes the
mathematical expectation
R(α ) = ∫Q( z, α )dF ( z ) , α ∈ Λ, (1)
where Q(z,α) is called the loss function, z is a
variable that represents random independent
observations z1 ,… , z l , obtained according to
unknown distribution F(z), α is a parameter from a
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set Λ, arbitrary, it can be a set of scalar quantities, a
set of vectors or a set of abstract elements, and the
integral is Lebesgue-Stieltjes for a bounded
nonnegative function [4].
4 The problem of regression
estimation
Estimating the stochastic dependence based on
empirical data pairs ( y1 , x1 ), K , ( y l , x l ), taken
randomly and independently from a joint
distribution function F(x,y), means estimating the
conditional distribution function F(y|x). This is
often an ill-posed problem [4,5,6], that can
however be determined by the mathematical
expectation
r ( x) = ∫ydF ( y x) (2)
called regression function. It can be shown that this
function can be estimated for sets of functions
f(x,α) in the metric L2(P), by minimizing the
functional
R(α ) = ∫( y − f ( x, α ) ) dF ( x, y )
2
(3)
5 Principle of Empirical Risk
Minimization
One cannot minimize the functional (3) directly
since one ignores the probability distribution
function F(x,y) that defines the risk. Instead one
can use the classical induction principle, that
consists in minimizing the empirical risk functional
2 empirical risk and capacity [4,5,7].
1 l
Remp = ∑ ( y i − f ( x i , α )) , α ∈ Λ (4)
l i=1
on the base of empirical data pairs
( y1 , x1 ),K , ( y l , x l ).
It can be shown that under particular conditions
there is uniform convergence to the mathematical
expectation (3) of an empirical measure estimator,
e.g. the functional (4), therefore
sup R(α ) − Remp (α )  → 0, as l → ∞ (5)
P
α∈Λ
which means that the principle of minimizing the
empirical risk provides a sequence of functions that
converges in probability to the best solution.
The distance between empirical and expected risk,
involving the number of examples l , and the
capacity h of the function space, a quantity
measuring the “complexity” of the space can be
bounded by a probabilistic measure [4,5].
6 SVR Method
In the Support Vector approach the basic problem
is to formulate a constructive criterion for choosing
from parametric sets of functions one function that
minimizes the expected risk (1). One cannot
minimize this functional directly since one ignores
the probability distribution function F(z). Instead
one can use the classical induction principle based
on empirical data pairs ( y1 , x1 ), K , ( yl , xl ), that
consists in minimizing an empirical risk functional,
for example (4). There are probabilistic bounds on
the distance between empirical and expected risks
involving the number of examples l and the
capacity h of the function space, a quantity
measuring the “complexity” of the space.
The solution of learning f(x,α) is found by solving
for each constant Am, related to hypothesis spaces,
an optimization problem:
2
1 l
min f ∑ Q( y , f ( x ) + λ f (6)
l i =1 i i K'
subject to
f K
≤ Am , (7)
and choosing among the solutions found for each
Am, the one with the best trade off between
The regularization parameter λpenalizes functions
with high capacity. In Support Vector Regression
(SVR) we used the loss function :
Q( yi , f ( xi )) = yi − f ( xi ) ε (8)
where the function |.|ε , is called ε-insensitive loss.
The function given has the general form:
f ( x ) = ∑ i=1 ci K ( x, x i )
l
(9)
The data points xi associated with nonzero ci are
called support vectors and they represent the most
informative data points and compress the
information contained in the training set.
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7 Experimental results
The SVR training algorithm [8] has been tested on
two subsets of our Foetal weight (FW) data set,
each one corresponding to the inferior and superior
tails of the FW distribution function, as shown in
figures 1 and 2. The central and most frequent
cases will not belong to our sub-sets. The
experiment consists in the performance
determination in a test separate set.
The predicted FW (FWpred) was computed from
two echographic features abdominal circumference
(AC) and femur length (FL), in two different
portions of the distribution function, with almost
the same number of examples. The polynomial
kernels used in this experiment were of order ≤ 7.
The ε-insensitive loss function used values of
ε >0.05. The number of support vectors returned by
our algorithm was SVinf=90.5% and SVsup=96.5%,
respectively in the inferior and superior tails of the
FW distribution function.
Finally, the error rates we got were Einf=11.2%
Esup= 10.0%, in the inferior and superior tails of the
FW distribution function, respectively.
SVR prediction LOW values of FW
4500
4000
FW (blue) - Estimated FW (red)
3500
3000
2500
2000
1500
1000
5 10
#case
Figure 1 – Support Vector Regression (SVR)
predicted Low foetal weights (FW) (inferior tail of
the distribution function). Graphical representation
of a sample of 30 real and estimated FW, using a
SVR with polynomial kernel of the 7th grade, a
10% ε-insensitive loss function, regularization
parameter λ= 1000, trained with a separate sub-set
of 60 cases. The real foetal weights are ordered
increasingly and represented by dots, and the
corresponding estimated values are represented by
circles (the lines connecting these circles are for
visualization purposes only)
8 Conclusions
SVR is equivalent to maximizing the margin
between training examples and the regression
function. It is an alternative to other neural
networks with training methods that optimize cost
functions such as the mean square error, therefore
it can be applied to FW estimation.
SVR is motivated by the statistical learning theory,
which characterizes the performance of SVR
learning using bounds on their ability to predict
future data.
The training consists in solving a constrained
quadratic optimization problem [4,5,9]. Among
others, this implies that there is a unique optimal
solution for each choice of the SVR parameters.
This is unlike other learning machines, such as
standard Neural Networks trained using
backpropagation.
SVR prediction HIGH values of FW
4500
4000
FW (blue) - Estimated FW (red)
3500
3000
2500
2000
1500
15 20 25 30 1000
5 10 15 20 25 30 35
#case
Figure 2 – Support Vector Regression (SVR)
predicted High foetal weights (FW) (superior tail
of the distribution function). Graphical
representation of a sample of 38 real and estimated
FW, using a SVR with polynomial kernel of the 7th
grade, a 10% ε-insensitive loss function,
regularization parameter λ = 1000, trained with a
separate sub-set of 66 cases. The real foetal
weights are ordered increasingly and represented
by dots, and the corresponding estimated values are
represented by circles (the lines connecting these
circles are for visualization purposes only)
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Acknowledgement
The authors would like to thank to Steve Gunn and
the Image Speech & Intelligent Systems Group,
University of Southampton, United Kingdom, for
letting us experiment the Matlab software
developed for Support Vector Machines for
Classification and Regression.

References
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