Deep learning for small and big data in psychiatry

Psychiatry today must gain a better understanding of the common and distinct pathophysiological mechanisms underlying psychiatric disorders in order to deliver more effective, person-tailored treatments. To this end, it appears that the analysis of 'small' experimental samples using conventional statistical approaches has largely failed to capture the heterogeneity underlying psychiatric phenotypes. Modern algorithms and approaches from machine learning, particularly deep learning, provide new hope to address these issues given their outstanding prediction performance in other disciplines. The strength of deep learning algorithms is that they can implement very complicated, and in principle arbitrary predictor-response mappings efficiently. This power comes at a cost, the need for large training (and test) samples to infer the (sometimes over millions of) model parameters. This appears to be at odds with the as yet rather 'small' samples available in psychiatric human research to date (n < 10,000), and the ambition of predicting treatment at the single subject level (n = 1). Here, we aim at giving a comprehensive overview on how we can yet use such models for prediction in psychiatry. We review how machine learning approaches compare to more traditional statistical hypothesis-driven approaches, how their complexity relates to the need of large sample sizes, and what we can do to optimally use these powerful techniques in psychiatric neuroscience.