Predictive performance of machine and statistical learning methods: Impact of data-generating processes on external validity in the “large N, small p” setting
Bibliographic record
Abstract
Machine learning approaches are increasingly suggested as tools to improve prediction of clinical outcomes. We aimed to identify when machine learning methods perform better than a classical learning method. We hereto examined the impact of the data-generating process on the relative predictive accuracy of six machine and statistical learning methods: bagged classification trees, stochastic gradient boosting machines using trees as the base learners, random forests, the lasso, ridge regression, and unpenalized logistic regression. We performed simulations in two large cardiovascular datasets which each comprised an independent derivation and validation sample collected from temporally distinct periods: patients hospitalized with acute myocardial infarction (AMI, n = 9484 vs. n = 7000) and patients hospitalized with congestive heart failure (CHF, n = 8240 vs. n = 7608). We used six data-generating processes based on each of the six learning methods to simulate outcomes in the derivation and validation samples based on 33 and 28 predictors in the AMI and CHF data sets, respectively. We applied six prediction methods in each of the simulated derivation samples and evaluated performance in the simulated validation samples according to c-statistic, generalized R2, Brier score, and calibration. While no method had uniformly superior performance across all six data-generating process and eight performance metrics, (un)penalized logistic regression and boosted trees tended to have superior performance to the other methods across a range of data-generating processes and performance metrics. This study confirms that classical statistical learning methods perform well in low-dimensional settings with large data sets.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.145 | 0.357 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.001 | 0.002 |
| Bibliometrics | 0.001 | 0.001 |
| Science and technology studies | 0.001 | 0.006 |
| Scholarly communication | 0.003 | 0.004 |
| Open science | 0.002 | 0.003 |
| Research integrity | 0.002 | 0.004 |
| Insufficient payload (model declined to judge) | 0.001 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".