arXiv Statistics ML

Cost-based variable selection for prediction models

The article introduces a decision‑analytic variable selection algorithm that optimizes clinical prediction models by balancing predictive performance against the costs and harms of measuring variables. It exhaustively compares net benefit across all predictor combinations, with a backward‑elimination extension for high‑dimensional data, and selects variables only when their added predictive value outweighs their measurement costs. The method, implemented in the R package NBvarsel, was demonstrated on simulated data and three real case studies, producing parsimonious models that maintained discrimination and calibration while reducing unnecessary clinical burden.

arXiv Machine Learning
Sep 14

Optimizing for the decision not the prediction: an exploration of Smooth Net Benefit as a training objective

The study introduces Smooth Net Benefit (σNB), a differentiable approximation of Net Benefit, as a training objective aimed at aligning predictive models with threshold‑specific clinical decisions. Experiments on the Framingham cardiovascular risk dataset and 44 TabZilla datasets show that σNB training yields modest improvements for logistic regression but little to no benefit for more flexible models such as GAMs and XGBoost. The authors conclude that σNB is not a universal replacement for negative log‑likelihood training, though it may be worth exploring in contexts where model flexibility is limited.

By Koen M. F. Gorgels, Lasai Barre\~nada, Maarten van Smeden, Ben Van Calster, Ewout W. Steyerberg, Wouter A. C. van Amsterdam
arXiv AI
Jun 8

REMEDI: A Benchmark for Retention and Unlearning Evaluation in Multi-label Clinical Disease Inference

arXiv:2606. 07141v1 Announce Type: cross Abstract: Language models trained for clinical disease inference are trained on patient data, which may include sensitive and private information, and data owners may request the removal of their data from a trained model due to privacy or copyright concerns.

By Anurag Sharma, Sai Teja Chunchu, Prasenjit Mitra, Sandipan Sikdar, Koustav Rudra
arXiv Machine Learning
Sep 16

Splitting the Difference: Interpretable Causal Forests for Treatment Effect Heterogeneity and Bias

The paper introduces a new algorithm that uses decision trees and random forests to estimate individual treatment effects while providing interpretability. It modifies the standard random forest splitting criterion by combining a heterogeneity-focused criterion with a bias-correction criterion, enabling the model to handle observational studies with varying treatment propensities without separately estimating propensity scores. The resulting tree structure directly reveals which features drive treatment effect differences, and simulation studies show the method matches or surpasses existing approaches in prediction accuracy while improving interpretability.

By Nicolas Alexander Ihlo, Merle Behr