Bayesian logistic regression for online recalibration and revision of risk prediction models with performance guarantees
| Autor: | Jean Feng, Alexej Gossmann, Berkman Sahiner, Romain Pirracchio |
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| Rok vydání: | 2021 |
| Předmět: |
FOS: Computer and information sciences
Chronic Obstructive Computer Science - Machine Learning Health Informatics Machine Learning (stat.ML) Research and Applications Medical and Health Sciences Statistics - Applications Machine Learning (cs.LG) Pulmonary Disease Pulmonary Disease Chronic Obstructive Engineering Models Statistics - Machine Learning Information and Computing Sciences Humans Applications (stat.AP) Models Statistical Prevention Bayes Theorem clinical prediction models Statistical Prognosis Logistic Models Bayesian model updating machine learning model recalibration Medical Informatics |
| Zdroj: | Journal of the American Medical Informatics Association : JAMIA, vol 29, iss 5 J Am Med Inform Assoc |
| DOI: | 10.48550/arxiv.2110.06866 |
| Popis: | Objective After deploying a clinical prediction model, subsequently collected data can be used to fine-tune its predictions and adapt to temporal shifts. Because model updating carries risks of over-updating/fitting, we study online methods with performance guarantees. Materials and Methods We introduce 2 procedures for continual recalibration or revision of an underlying prediction model: Bayesian logistic regression (BLR) and a Markov variant that explicitly models distribution shifts (MarBLR). We perform empirical evaluation via simulations and a real-world study predicting Chronic Obstructive Pulmonary Disease (COPD) risk. We derive “Type I and II” regret bounds, which guarantee the procedures are noninferior to a static model and competitive with an oracle logistic reviser in terms of the average loss. Results Both procedures consistently outperformed the static model and other online logistic revision methods. In simulations, the average estimated calibration index (aECI) of the original model was 0.828 (95%CI, 0.818–0.938). Online recalibration using BLR and MarBLR improved the aECI towards the ideal value of zero, attaining 0.265 (95%CI, 0.230–0.300) and 0.241 (95%CI, 0.216–0.266), respectively. When performing more extensive logistic model revisions, BLR and MarBLR increased the average area under the receiver-operating characteristic curve (aAUC) from 0.767 (95%CI, 0.765–0.769) to 0.800 (95%CI, 0.798–0.802) and 0.799 (95%CI, 0.797–0.801), respectively, in stationary settings and protected against substantial model decay. In the COPD study, BLR and MarBLR dynamically combined the original model with a continually refitted gradient boosted tree to achieve aAUCs of 0.924 (95%CI, 0.913–0.935) and 0.925 (95%CI, 0.914–0.935), compared to the static model’s aAUC of 0.904 (95%CI, 0.892–0.916). Discussion Despite its simplicity, BLR is highly competitive with MarBLR. MarBLR outperforms BLR when its prior better reflects the data. Conclusions BLR and MarBLR can improve the transportability of clinical prediction models and maintain their performance over time. |
| Databáze: | OpenAIRE |
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