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未处罚和处罚的逻辑回归和基于集群的机器学习方法的相对数据饥饿:校准的情况
Peter C Austin1,2,3, Douglas S Lee4,5, Bo Wang6,7,8,9
1ICES, V106, 2075 Bayview Avenue, Toronto, ON, M4N 3M5, Canada. peter.austin@ices.on.ca.
处罚后勤回归表现出最小的乐观情绪,并且需要比机器学习方法更少的数据来预测临床结果. 像随机森林这样的机器学习模型更需要数据,需要更大的样本大小.
科学领域:
- 生物统计学 生物统计学
- 医疗保健中的机器学习
- 临床预测建模临床预测建模
背景情况:
- 机器学习越来越多地用于临床结果预测.
- 乐观度量化了模型推导和验证样本之间的性能差异.
- 数据饥饿性是指预测模型所需的样本大小,其乐观性最小.
研究的目的:
- 为了比较统计和机器学习方法的相对数据饥饿性.
- 用模型校准作为评估指标来评估方法.
主要方法:
- 蒙特卡洛模拟用于评估六种学习方法:未处罚的后勤回归,回归,拉索回归,袋装分类树,随机森林和随机梯度增强机器.
- 对两个大型心血管数据集 (急性心肌梗塞和心力衰竭) 进行了模拟,并采用了独立的导出和验证样本.
- 模型校准使用集成校准指数,校准截止和校准斜率进行评估,每个变量 (EPV) 的事件数量从10到200不等.
主要成果:
- 处罚后勤回归表现出非常低的乐观情绪,即使每个变量 (EPV) 的事件数量很少.
- 随机森林和包装树木表现出最高的乐观情绪,最需要数据.
- 这些发现适用于12种场景,涉及2种疾病和6种数据生成过程.
结论:
- 当通过校准评估时,惩罚后勤回归的数据需求比机器学习方法少得多.
- 对于临床结果预测,处罚回归模型提供了一个比许多机器学习技术更有效的数据方法.
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