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arXiv 2112.04828stat.MLcs.LGmath.STstat.MEstat.TH
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在使用区分度量评估生存分布预测时避免C-hacking

Avoiding C-hacking when evaluating survival distribution predictions with discrimination measures

Imperial College London(伦敦帝国理工学院);Technische Universität Kaiserslautern(凯泽斯劳滕工业大学);LMU Munich(慕尼黑大学);Deutsches Forschungszentrum für Künstliche Intelligenz(德国人工智能研究中心);University of Warwick(华威大学)

Raphael Sonabend, Andreas Bender, Sebastian Vollmer

摘要:

在本文中,我们考虑如何评估生存分布预测的歧视措施。这是一个重要的问题,因为区分措施是生存分析中最常用的,但还没有明确的方法来从分布预测中得出风险预测。我们调查文献和软件中提出的方法,并考虑各自的优点和缺点。虽然经常通过歧视措施来评估分布,但我们发现这样做的方法很少在文献中描述,并且经常导致不公平的比较。我们发现,将分布降低到风险的最稳健方法是对预测的累积风险求和。我们建议机器学习生存分析软件在分布和风险预测之间实现明确的转换,以便进行更透明和更易于访问的模型评估。最后一个实验中使用的代码可以在https://github.com/RaphaelS1/distribution_discrimination上找到。

英文摘要:

In this paper we consider how to evaluate survival distribution predictions with measures of discrimination. This is a non-trivial problem as discrimination measures are the most commonly used in survival analysis and yet there is no clear method to derive a risk prediction from a distribution prediction. We survey methods proposed in literature and software and consider their respective advantages and disadvantages. Whilst distributions are frequently evaluated by discrimination measures, we find that the method for doing so is rarely described in the literature and often leads to unfair comparisons. We find that the most robust method of reducing a distribution to a risk is to sum over the predicted cumulative hazard. We recommend that machine learning survival analysis software implements clear transformations between distribution and risk predictions in order to allow more transparent and accessible model evaluation. The code used in the final experiment is available at https://github.com/RaphaelS1/distribution_discrimination.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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