Estimating Real World Performance of a Predictive Model: A Case-Study in Predicting End-of-Life

Autor: Vincent J. Major, Yindalon Aphinyanaphongs, Neil Jethani
Rok vydání: 2019
Předmět:
DOI: 10.1101/19008821
Popis: ObjectiveThe main criteria for choosing how models are built is the subsequent effect on future (estimated) model performance. In this work, we evaluate the effects of experimental design choices on both estimated and actual model performance.Materials and MethodsFour years of hospital admissions are used to develop a 1 year end-of-life prediction model. Two common methods to select appropriate prediction timepoints (backwards-from-outcome and forwards-from-admission) are introduced and combined with two ways of separating cohorts for training and testing (internal and temporal). Two models are trained in identical conditions, and their performances are compared. Finally, operating thresholds are selected in each test set and applied in a final, ‘real-world’ cohort consisting of one year of admissions.ResultsBackwards-from-outcome cohort selection discards 75% of candidate admissions (n=23,579), whereas forwards-from-admission selection includes many more (n=92,148). Both selection methods produce similar global performances when applied to an internal test set. However, when applied to the temporally defined ‘real-world’ set, forwards-from-admission yields higher areas under the ROC and precision recall curves (88.3 and 56.5% vs. 83.2 and 41.6%).DiscussionA backwards-from-outcome experiment effectively transforms the training data such that it no longer resembles real-world data. This results in optimistic estimates of test set performance, especially at high precision. In contrast, a forwards-from-admission experiment with a temporally separated test set consistently and conservatively estimates real-world performance.ConclusionExperimental design choices impose bias upon selected cohorts. A forwards-from-admission experiment, validated temporally, can conservatively estimate real-world performance.
Databáze: OpenAIRE