Development and validation of a meta-learner for combining statistical and machine learning prediction models in...

The debate of whether machine learning models offer advantages over standard statistical methods when making predictions is ongoing. We discuss the use of a meta-learner model combining both approaches as an alternative.

To illustrate the development of a meta-learner, we used a dataset of 187,757 people with depression. Using 31 variables, we aimed to predict two outcomes measured 60 days after initiation of antidepressant treatment: severity of depressive symptoms (continuous) and all-cause dropouts (binary). We fitted a ridge regression and a multi-layer perceptron (MLP) deep neural network as two separate prediction models ("base-learners"). We then developed two "meta-learners", combining predictions from the two base-learners. To compare the performance across the different methods, we calculated mean absolute error (MAE, for continuous outcome) and the area under the receiver operating characteristic curve (AUC, for binary outcome) using bootstrapping.

Compared to the best performing base-learner (MLP base-learner, MAE at 4.63, AUC at 0.59), the best performing meta-learner showed a 2.49% decrease in MAE at 4.52 for the continuous outcome and a 6.47% increase in AUC at 0.60 for the binary outcome.

A meta-learner approach may effectively combine multiple prediction models. Choosing between statistical and machine learning models may not be necessary in practice.