The performance metrics chosen for prediction tools, and for Machine Learning in particular, have significant implications for health care and a penetrating understanding of the AUROC will lead to better methods, greater ML value, and ultimately, benefit patients.
This article elaborates on Frank Harrell's post providing guidance in choosing between machine learning and statistical modeling for a prediction project.
This article provides general guidance to help researchers choose between machine learning and statistical modeling for a prediction project.
Deep learning and other forms of machine learning are getting a lot of press in medicine. The reality doesn't match the hype, and interpretable statistical models still have a lot to offer.
It is easy to compute the sample size N1 needed to reliably estimate how one predictor relates to an outcome. It is next to impossible for a machine learning algorithm entertaining hundreds of features to yield reliable answers when the sample size 1.
I discussed the many advantages or probability estimation over classification. Here I discuss a particular problem related to classification, namely the harm done by using improper accuracy scoring rules. Accuracy scores are used to drive feature selection, parameter estimation, and for measuring predictive performance on models derived using any optimization algorithm.
It is important to distinguish prediction and classification. In many decisionmaking contexts, classification represents a premature decision, because classification combines prediction and decision making and usurps the decision maker in specifying costs of wrong decisions.