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Published on: August 16, 2020
Widespread use of invalid statistical tests in biomedical machine learning
Tianchu Zeng1,2,3,4,5,6,7, Hetu Li1,3,4,5,6,7, Shaoshi Zhang1,2,3,4,5,6,7,8
1Centre for Sleep & Cognition & Centre for Translational Magnetic Resonance Research, Yong Loo Lin School of Medicine, National University of Singapore, Singapore.
Abstract:
Machine learning is accelerating biomedical research. Cross-validation is widely used to compare predictive performance - not only to benchmark algorithms, but also to inform scientific applications, such as ranking biomarkers. However, prediction performance estimates across cross-validation folds are not independent. Standard tests for comparing prediction performance (e.g., paired t-test) assume independence and can therefore inflate false positive rates. In a PRISMA-guided meta-analysis of 210 studies (impact factor ≥15, 1 June 2020 - 1 June 2025), we find that 97% ignored fold dependence when comparing prediction performance. This problem is ubiquitous across scientific fields and unaffected by impact factor, rigor-promoting policies, or open science practices. Simulations across 420 scenarios spanning four diverse datasets show that ignoring fold dependence leads to invalid false positive control in most settings. Repeated cross-validation further compounds this problem, with false positive rates rising toward 100% as the number of repetitions grows. Existing fold-dependence-aware tests rely on strong assumptions because the variance of fold-level statistics and the between-fold correlation cannot be disentangled under standard cross-validation. We therefore propose the SHARP (Split-HAlf RePeated) test, a simple modification to standard cross-validation that enables direct estimation of variance and correlation. Benchmarked against 12 tests, SHARP provides the best overall balance of false-positive control, statistical power, and confidence-interval calibration across simulation schemes. We conclude by providing best practices and reporting guidelines for valid model comparison inference in biomedical machine learning and beyond.
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