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预测模型内部验证方法的实证模拟:比较k-fold交叉验证与基于引导的乐观度纠正
Chao Zhang1, Ruohua Yan1, Xiaohang Liu1
1Center for Clinical Epidemiology and Evidence-based Medicine, Beijing Children's Hospital, Capital Medical University, National Center for Children's Health, Beijing, China.
Journal of clinical epidemiology
|December 14, 2025
概括
十倍交叉验证为统计和机器学习模型提供了强大的内部验证,优于引导式方法,特别是在复杂的模型中. 这种方法因其稳定性和易于在预测建模中实现而被推.
科学领域:
- 生物统计学 生物统计学
- 机器学习 机器学习
- 临床信息学 临床信息学
背景情况:
- 临床预测模型的内部验证至关重要,但方法仍在争论中.
- 通常会推k-fold交叉验证和引导方法,但它们在不同模型中的性能尚不清楚.
研究的目的:
- 系统地评估k-fold交叉验证和基于bootstrap的乐观度纠正,用于内部验证.
- 使用模拟的临床数据,在各种统计和机器学习模型中比较他们的表现.
主要方法:
- 模拟了239,415名住院患者的数据,使用后勤回归,SVM,随机森林等来开发急性损伤 (AKI) 的预测模型.
- 应用了2倍,5倍和10倍的交叉验证和引导估计器 (.632, .632+) 进行内部验证.
- 通过将1000个AUC估计与参考数据集AUC进行比较来评估准确性.
主要成果:
- 对于参数模型,0.632+估计器显示出高准确度,十倍交叉验证显示出最小的偏差.
- 不论样本大小,引导式方法对非参数模型的AUC大大高估计.
- 十倍交叉验证在所有模型类型和样本大小中显示出一致的,良好的性能.
结论:
- 引导方法的性能因模型复杂性而异; .632+对于参数模型是最好的.
- 十倍交叉验证更强大,更容易实施,并且在全球范围内表现良好.
- 优先考虑10倍交叉验证用于预测模型的内部验证.
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