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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Bayesian logistic regression for online recalibration and...
Jean Feng, Alexej Gossmann, Berkman Sahiner, Romain Pirracchio · 2021-10-14 · via stat.ML updates on arXiv.org

After deploying a clinical prediction model, subsequently collected data can be used to fine-tune its predictions and adapt to temporal shifts. Because model updating carries risks of over-updating/fitting, we study online methods with performance guarantees. We introduce two procedures for continual recalibration or revision of an underlying prediction model: Bayesian logistic regression (BLR) and a Markov variant that explicitly models distribution shifts (MarBLR). We perform empirical evaluation via simulations and a real-world study predicting COPD risk. We derive "Type I and II" regret bounds, which guarantee the procedures are non-inferior to a static model and competitive with an oracle logistic reviser in terms of the average loss. Both procedures consistently outperformed the static model and other online logistic revision methods. In simulations, the average estimated calibration index (aECI) of the original model was 0.828 (95%CI 0.818-0.938). Online recalibration using BLR and MarBLR improved the aECI, attaining 0.265 (95%CI 0.230-0.300) and 0.241 (95%CI 0.216-0.266), respectively. When performing more extensive logistic model revisions, BLR and MarBLR increased the average AUC (aAUC) from 0.767 (95%CI 0.765-0.769) to 0.800 (95%CI 0.798-0.802) and 0.799 (95%CI 0.797-0.801), respectively, in stationary settings and protected against substantial model decay. In the COPD study, BLR and MarBLR dynamically combined the original model with a continually-refitted gradient boosted tree to achieve aAUCs of 0.924 (95%CI 0.913-0.935) and 0.925 (95%CI 0.914-0.935), compared to the static model's aAUC of 0.904 (95%CI 0.892-0.916). Despite its simplicity, BLR is highly competitive with MarBLR. MarBLR outperforms BLR when its prior better reflects the data. BLR and MarBLR can improve the transportability of clinical prediction models and maintain their performance over time.