Journal
METHODS OF INFORMATION IN MEDICINE
Volume 51, Issue 1, Pages 74-81Publisher
GEORG THIEME VERLAG KG
DOI: 10.3414/ME00-01-0052
Keywords
Brier score; consistency; random forest; k nearest neighbor; logistic regression; probability estimation
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Funding
- European Union (ENGAGE) [201413]
- German Ministry of Research and Education [01GS0831]
- intramural funding of the University of Lubeck
- National Institute of Arthritis and Musculoskeletal and Skin Diseases
- Center for Information Technology, National Institutes of Health, USA
- CENTER FOR INFORMATION TECHNOLOGY [ZIACT000268, ZIACT000271] Funding Source: NIH RePORTER
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Background: Most machine learning approaches only provide a classification for binary responses. However, probabilities are required for risk estimation using individual patient characteristics. It has been shown recently that every statistical learning machine known to be consistent for a nonparametric regression problem is a probability machine that is provably consistent for this estimation problem. Objectives: The aim of this paper is to show how random forests and nearest neighbors can be used for consistent estimation of individual probabilities. Methods: Two random forest algorithms and two nearest neighbor algorithms are described in detail for estimation of individual probabilities. We discuss the consistency of random forests, nearest neighbors and other learning machines in detail. We conduct a simulation study to illustrate the validity of the methods. We exemplify the algorithms by analyzing two well-known data sets on the diagnosis of appendicitis and the diagnosis of diabetes in Pima Indians. Results: Simulations demonstrate the validity of the method. With the real data application, we show the accuracy and practicality of this approach. We provide sample code from R packages in which the probability estimation is already available. This means that all calculations can be performed using existing software. Conclusions: Random forest algorithms as well as nearest neighbor approaches are valid machine learning methods for estimating individual probabilities for binary responses. Freely available implementations are available in R and may be used for applications.
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