Mixed Effects Mixture of Experts: Modeling Double Heterogeneous Trajectories

Abstract

Linear mixed-effects model (LMM) is a cornerstone of longitudinal data analysis, but is limited to adeptly make heterogeneous analyses predictable under both group-specific fixed effects and subject-specific random effects. To address this challenge, we propose a novel statistical framework by using a large model prototype: a mixed effects mixture of experts model (MEMoE). This framework integrates the divide-and-conquer paradigm of Mixture of Experts Models with classical mixed-effect modeling. In the proposed MEMoE, each expert is a full LMM dedicated to capturing the longitudinal trajectory of a specific latent subpopulation, while another model gating function learns to route subjects to the most appropriate expert in a data-driven manner based on baseline covariates. We develop a robust inferential procedure for parameter estimation based on the Laplace Expectation-Maximization algorithm, with standard errors calibrated using robust sandwich estimators to account for potential model misspecification. Extensive simulation studies and an empirical application demonstrate that MEMoE outperforms both traditional single-population LMM and conventional Mixture of Experts models in terms of parameter recovery, classification accuracy, and overall model fit.