I have a problem where I need to make predictions for a binary target $y$ given a set of features $X$ where $X$ is naturally nested in the form of repeated measurements. The data is meant to describe the behavior of people in a game where every line of data $X_t$ is timestamped and represent a behavior at time $t$. A toy example of my data can be the following :
ID session X1 X2 y 1 1 0.5 a 0 1 2 0.12 b 0 1 3 1.1 d 1 2 1 5.2 c 1 2 2 4.1 a 0
I have treated this as a typical classification problem with each sample $X_t$ being an $iid$ and an
XGBoost classifier yields good enough results. However, many articles online state that this form of panel data (where we find repeated measurements per subject) is better handled with mixed effect models. This excellent blog post goes through mixed effect random forests (MERFs) for a regression problem but says that classification models are yet to be implemented (in $2017$ that is).
To this day, i know of no implementation for MERFs for classification problems. So my question is, did anyone come accross a similar classification task and solved it using mixed effect models? If yes is there any code implementation of such a model? (preferably
python but I can do with
R as well to test it).