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