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Class probability estimation for medical studies
1Biometric Research Branch, National Cancer Institute, 9609 Medical Park Drive, Rockville, MD, 20892-9735, USA.
Abstract:
I provide a commentary on two papers "Probability estimation with machine learning methods for dichotomous and multicategory outcome: Theory" by Jochen Kruppa, Yufeng Liu, Gérard Biau, Michael Kohler, Inke R. König, James D. Malley, and Andreas Ziegler; and "Probability estimation with machine learning methods for dichotomous and multicategory outcome: Applications" by Jochen Kruppa, Yufeng Liu, Hans-Christian Diener, Theresa Holste, Christian Weimar, Inke R. König, and Andreas Ziegler. Those papers provide an up-to-date review of some popular machine learning methods for class probability estimation and compare those methods to logistic regression modeling in real and simulated datasets.
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