SearcharxivSearch

arXiv subjects

Pakpoom Wongyikul

Publications and source records attributed to Pakpoom Wongyikul.

5 recordsLinked to original sources

Do stable performance metrics guarantee stable model predictions?: An empirical investigation using the GUSTO-1 dataset

Model validation is routinely used to quantify and correct for overfitting in performance estimates, but it does not fully address the stability of models developed from slightly different training samples. We investigated whether stable discrimination implies stable individual predictions and compared logistic regression (LR) with artificial neural networks (ANNs). Using data from 40,830 participants in the GUSTO-I trial, with 30-day mortality as the outcome, we created six sample-size scenarios with varying events per variable (EPV). In each scenario, LR and ANN models were developed using eight predictors, and 200 bootstrap resamples were used to assess stability in discrimination, mean absolute prediction error (MAPE), and the classification instability index (CII). For LR, discrimination stabilized at an EPV of 44.50, whereas MAPE and CII did not stabilize until an EPV of 89.12. ANN discrimination was more volatile, with optimism stabilizing only at an EPV of 178.25, and ANN predictions were severely miscalibrated at an EPV of 4.50. Overall, discrimination stabilized earlier than individual predictions for both approaches, with greater instability and larger sample-size requirements for ANN. Model developers should therefore assess and report prediction-level stability, because discrimination metrics alone may not reflect the reliability of individual predictions.

stat.ME

Comparing Imputation Methods for Clinical Prediction Model Development under Complex Missingness Scenarios: A Simulation Study Using Real-World Cardiac Data

Evidence remains limited on how missing-data strategies affect the stability of clinical prediction models across different predictor-outcome relationships and degrees of missingness. We conducted a simulation study using a fully observed real-world cardiac cohort of 8,245 patients, equally divided into development and external validation cohorts. Missing data were induced under a missing-at-random mechanism across 18 scenarios varying by variable type, predictor-outcome relationship, and missingness proportion. Five strategies were compared: complete case analysis, multiple imputation by chained equations with fully conditional specification, multiple imputation using predictive mean matching, missForest, and k-nearest neighbours. Logistic regression models were developed using backward stepwise elimination. Outcomes included optimism-corrected AUC, calibration slope, mean absolute prediction error, external validation performance, and computation time. When missingness involved isolated linear or categorical variables at 30%-60%, all methods maintained discrimination comparable to the complete-data model, with median AUCs of about 0.75. When missingness involved isolated non-linear variables or more complex patterns, predictive performance and calibration worsened as missingness increased, especially at 90%. In complex scenarios, multiple imputation showed greater prediction instability and overfitting, while missForest performed well internally but overfitted externally. k-nearest neighbours showed the most consistent performance, with stable predictions, better external validation results, and the shortest computation time. The optimal strategy may depend on the characteristics of variables with missing data. In sufficiently large development samples, k-nearest neighbours may provide a computationally efficient alternative.

stat.ME

A repeated k-fold cross-validation approach for evaluating the instability of clinical prediction models: an empirical comparison to the bootstrap approach

Bootstrap-based methods have been recommended for assessing prediction instability in clinical prediction models, but their performance relative to cross-validation (CV) remains unclear. We propose a CV-based approach for assessing prediction instability and compare it with a bootstrap-based approach in logistic regression and random forest models. We conducted a resampling-based empirical experiment using a clinical cohort of 19,418 emergency department patients. Development samples were generated under events-per-variable (EPV) scenarios of 10, 30, and 50, and results were compared with those from the full dataset. Models were evaluated using bootstrap validation and repeated 5-fold CV; nested CV was used for random forest tuning. Predictive performance was assessed using AUC, calibration slope, and calibration-in-the-large. Prediction instability was quantified using mean absolute prediction error (MAPE). For logistic regression, bootstrap validation and repeated 5-fold CV produced broadly similar discrimination and calibration, especially at higher EPV values. For random forest, apparent performance consistently overestimated empirical discrimination. Bootstrap validation and repeated 5-fold CV gave comparable discrimination, but repeated 5-fold CV produced calibration slope estimates closer to the empirical value. Prediction stability improved as EPV increased for both modelling approaches. At EPV 30, bootstrap-derived MAPE was higher than CV-derived MAPE for both logistic regression (median, 0.042 versus 0.020) and random forest (median, 0.077 versus 0.027). A CV-based approach can assess prediction instability while also providing internally validated performance. These findings support CV-based instability assessment as a practical alternative to bootstrap-based assessment, particularly when comparing instability across multiple modelling algorithms.

stat.ME

Class Imbalance Corrections Failed to Enhance Discrimination, Model Calibration, and Prediction Stability: An Empirical Simulation Study Based on Clinical Dataset

Class imbalance is common when developing clinical prediction models (CPMs) and is often assumed to lead to poor predictive performance. Several methods have been proposed to correct data imbalance during CPM development. However, it remains unclear whether correcting class imbalance improves or harms CPM performance. This study investigated how imbalance correction affects classification performance and prediction stability. We simulated the development and internal validation of CPMs using penalised logistic regression under different imbalance-correction strategies, including algorithm-level rebalancing, data-level rebalancing by oversampling, and combined over- and under-sampling. The simulation dataset was derived from the GUSTO-I trial, which included 40,830 patients and 2,851 events. All imbalance-correction strategies were evaluated across sample-size scenarios ranging from 500 to 40,830. Model performance and prediction stability were assessed using 200 bootstrap resamples, including discrimination, calibration, calibration stability, mean absolute prediction error (MAPE), and classification instability index (CII). Class imbalance correction did not meaningfully improve model discrimination. Both data-level and algorithm-level correction led to miscalibration, risk overestimation, and increased prediction instability, as shown by prediction stability, MAPE, and CII plots, compared with models developed without correction. These findings suggest that class imbalance correction does not necessarily improve CPM performance and may compromise calibration and prediction stability. Class imbalance should not be treated as a pathology that automatically requires correction. In clinical prediction modelling, routine imbalance correction by default is generally not advisable.

stat.ME

Influence of continuous predictor modelling methods on prediction stability in clinical prediction model development: an empirical comparison using real clinical data

Background and objective: Prediction stability is increasingly recognised as important for reliable clinical prediction model development, but the effect of continuous predictor modelling choices is unclear. This study examined how approaches to modelling continuous predictors influence prediction stability. Methods: We used a real clinical dataset of 19,418 emergency department patients to create five sample size scenarios ranging from 437 to 8,739 patients. Six methods were compared: dichotomisation at the median (DIC), tertile categorisation (TER), linear terms (LIN), quadratic terms (QUA), multivariable fractional polynomials (MFP), and extreme gradient boosting (XGB). Prediction stability was evaluated using a bootstrap-based framework. Optimism-corrected AUC and calibration were estimated through internal validation. A method was considered stable when at least 90% of individual predictions had a mean absolute prediction error (MAPE) <=5%. Results: Stability increased with sample size and varied by method. At n = 437, no method met the stability criterion; LIN was the most stable, followed by DIC. At n = 874, DIC and LIN achieved stable predictions with similar calibration, although DIC had lower AUC. At n = 1,748, QUA achieved stability, whereas MFP and XGB did not. At n = 3,496 and n = 8,739, all methods achieved stability. LIN, QUA, MFP, and XGB generally had higher AUCs than DIC and TER, while XGB showed the highest AUC but persistent miscalibration. Conclusion: Continuous predictor modelling methods appeared to influence prediction stability. LIN achieved stable predictions from the base sample size onwards, whereas QUA, MFP, and XGB required larger samples. Although XGB showed high discrimination, calibration concerns persisted. These findings suggest that, in smaller datasets, simpler approaches, particularly LIN, may provide more stable predictions.

stat.ME