Risk prediction with machine learning and regression methods

This is a discussion of issues in risk prediction based on the following papers: Probability estimation with machine learning methods for dichotomous and multicategory outcome: Theory by Jochen Kruppa, Yufeng Liu, Gerard Biau, Michael Kohler, Inke R. Konig, James D. Malley, and Andreas Ziegler; and Probability estimation with machine learning methods for dichotomous and multicategory outcome: Applications by Jochen Kruppa, Yufeng Liu, Hans-Christian Diener, Theresa Holste, Christian Weimar, Inke R. Konig, and Andreas Ziegler.