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Maarten van Smeden, PhD
Interdisciplinary Medical & Health
Seminar, Ghent University
30 Septemberl 2021
Algorithm based medicine: old statistics
wine in new machine learning bottles?
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
AI
100%
linear
models
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Terminology
In medical research, “artificial intelligence” usually
just means “machine learning” or “algorithm”
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
https://bit.ly/2CwW43A
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Reviewer #2
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
https://bit.ly/2TOdd0F
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Forsting, J Nuc Med, 2017, DOI: 10.2967/jnumed.117.190397
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
https://bit.ly/2v2aokk
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Tech company business model
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Tech company business model
https://bit.ly/2HSp8X5; https://bit.ly/2Z0Pfop; https://bit.ly/2KIcpHG; https://bit.ly/33IJhr9
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Other success stories
https://go.nature.com/2VG2hS7; https://bbc.in/2Z1drXQ; https://bit.ly/2TAfRIP
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
IBM Watson winning Jeopardy! (2011)
https://bbc.in/2TMvV8I
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
IBM Watson for oncology
https://bit.ly/2LxiWGj
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Machine learning everywhere
https://bit.ly/2ka0HLq; https://go.nature.com/33TQgO6; https://bit.ly/2kp6X23; https://bit.ly/2lZuKWt; https://bit.ly/2lI298g
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
“As of today, we have deployed the system in 16 hospitals, and
it is performing over 1,300 screenings per day”
MedRxiv pre-print only, 23 March 2020,
doi.org/10.1101/2020.03.19.20039354
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
FDA APPROVED
FDA APPROVED
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Living review (update 3)
doi: 10.1136/bmj.m1328
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Living review (update 3)
doi: 10.1136/bmj.m1328
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Living review (update 3)
Risk of bias assessment ursing PROBAST tool: https://www.probast.org/
doi: 10.1136/bmj.m1328
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Living review (update 3)
Risk of bias assessment ursing PROBAST tool: https://www.probast.org/
doi: 10.1136/bmj.m1328
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
what are these
machine learning methods?
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
https://bit.ly/38A1ng0
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
“Everything is an ML method”
https://bit.ly/2lEVn33
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
“ML methods come from computer science”
https://bit.ly/2zhbwPv; https://stanford.io/2TVp1xK; https://stanford.io/2ZfED0k
Leo Breiman Jerome H Friedman Trevor Hastie
CART, random forest Gradient boosting Elements of statistical learning
Education Physics/Math Physics Statistics
Job title Professor of Statistics Professor of Statistics Professor of Statistics
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
“ML methods for prediction, statistics for explaining”
1See further: Kreiff and Diaz Ordaz; https://bit.ly/2m1eYdK
ML and causal inference, small selection1
• Superlearner (e.g. van der Laan)
• High dimensional propensity scores (e.g. Schneeweiss)
• The book of why (Pearl)
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Two cultures
Breiman, Stat Sci, 2001, DOI: 10.1214/ss/1009213726
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Statistics Machine learning
Covariates Features
Outcome variable Target
Model Network, graphs
Parameters Weights
Model for discrete var. Classifier
Model for continuous var. Regression
Log-likelihood Cross-entropy loss
Multinomial regression Softmax
Measurement error Noise
Subject/observation Sample/instance
Dummy coding One-hot encoding
Measurement invariance Concept drift
Statistics Machine learning
Prediction Supervised learning
Latent variable modeling Unsupervised learning
Fitting Learning
Prediction error Error
Sensitivity Recall
Positive predictive value Precision
Contingency table Confusion matrix
Measurement error model Noise-aware ML
Structural equation model Gaussian Bayesian network
Gold standard Ground truth
Derivation–validation Training–test
Experiment A/B test
Adapted from Daniel Obserski: https://bit.ly/2YN12Xf and Robert Tibshirani: https://stanford.io/2zqEGfr
Language
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Robert Tibshirani: https://stanford.io/2zqEGfr
Machine learning: large grant = $1,000,000
Statistics: large grant = $50,000
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
ML refers to a culture, not to methods
Distinguishing between statistics and machine learning
• Substantial overlap methods used by both cultures
• Substantial overlap analysis goals
• Attempts to separate the two frequently result in disagreement
Pragmatic approach:
I’ll use “ML” to refer to models roughly outside of the traditional regression
types of analysis: decision trees (and descendants), SVMs, neural networks
(including Deep learning), boosting etc.
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Beam & Kohane, JAMA, 2018, doi : 10.1001/jama.2017.18391
Examples where
“ML” has done well
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Example: retinal disease
Gulshan et al, JAMA, 2016, 10.1001/jama.2016.17216; Picture retinopathy: https://bit.ly/2kB3X2w
Diabetic retinopathy
Deep learning (= Neural network)
• 128,000 images
• Transfer learning (preinitialization)
• Sensitivity and specificity > .90
• Estimated from training data
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Example: lymph node metastases
Bejnordi et al, JAMA, 2018, doi: 10.1001/jama.2017.14585. See our letter to the editor for a critical discussion: https://bit.ly/2kcYS0e
Deep learning competition
But:
• 390 teams signed up, 23 submitted
• “Only” 270 images for training
• Test AUC range: 0.56 to 0.99
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Primary outcome: time to TB treatment.
Time to TB treatment lowered from a median of 11 days in
standard of care to 1 day with computer aided X-ray screening
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
10.1016/j.cell.2020.01.021
Examples where
“ML” has done poorly
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Adversarial examples
https://bit.ly/2N4mQFo; https://bit.ly/2W7X9rF
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Recidivism Algorithm
Pro-publica (2016) https://bit.ly/1XMKh5R
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Skin cancer and rulers
Esteva et al., Nature, 2016, DOI: 10.1038/nature21056; https://bit.ly/2lE0vV0
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Predicting mortality – the conclusion
PlosOne, 2018, DOI: 10.1371/journal.pone.0202344
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Predicting mortality – the results
PlosOne, 2018, DOI: 10.1371/journal.pone.0202344
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Predicting mortality – the media
PlosOne, 2018, DOI: 10.1371/journal.pone.0202344; https://bit.ly/2Q6H41R; https://bit.ly/2m3RLrn
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
HYPE!
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Systematic review clinical prediction models
Christodoulou et al. Journal of Clinical Epidemiology, 2019, doi: 10.1016/j.jclinepi.2019.02.004
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Sources of prediction error
Y = 𝑓 𝑥 + 𝜀
For a model 𝑘 the expected test prediction error is:
σ!
+ bias! -
𝑓" 𝑥 + var -
𝑓" 𝑥
See equation 2.46 in Hastie et al., the elements of statistical learning, https://stanford.io/2voWjra
Irreducible error Mean squared prediction error
(with E 𝜀 = 0, var 𝜀 = 𝜎!
, values in 𝑥 are not random)
What we don’t model How we model
≈
≈
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Sources of prediction error
Y = 𝑓 𝑥 + 𝜀
For a model 𝑘 the expected test prediction error is:
σ!
+ bias! -
𝑓" 𝑥 + var -
𝑓" 𝑥
See equation 2.46 in Hastie et al., the elements of statistical learning, https://stanford.io/2voWjra
Irreducible error Mean squared prediction error
(with E 𝜀 = 0, var 𝜀 = 𝜎!
, values in 𝑥 are not random)
What we don’t model How we model
≈
≈
In words, two main components for error in predictions are:
• Mean squared predictor error
• Under control of the modeler
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Sources of prediction error
Y = 𝑓 𝑥 + 𝜀
For a model 𝑘 the expected test prediction error is:
σ!
+ bias! -
𝑓" 𝑥 + var -
𝑓" 𝑥
See equation 2.46 in Hastie et al., the elements of statistical learning, https://stanford.io/2voWjra
Irreducible error Mean squared prediction error
(with E 𝜀 = 0, var 𝜀 = 𝜎!
, values in 𝑥 are not random)
What we don’t model How we model
≈
≈
In words, two main components for error in predictions are:
• Mean squared predictor error
• Under control of the modeler
overfitting underfitting ”just right”
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Sources of prediction error
Y = 𝑓 𝑥 + 𝜀
For a model 𝑘 the expected test prediction error is:
σ!
+ bias! -
𝑓" 𝑥 + var -
𝑓" 𝑥
See equation 2.46 in Hastie et al., the elements of statistical learning, https://stanford.io/2voWjra
Irreducible error Mean squared prediction error
(with E 𝜀 = 0, var 𝜀 = 𝜎!
, values in 𝑥 are not random)
What we don’t model How we model
≈
≈
In words, two main components for error in predictions are:
• Mean squared predictor error
• Under control of the modeler
• Irreducible error
• Not under direct control of the modeler
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Bias-variance trade-off
Irreducible error
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Irreducible error is often large
• Health and lack thereof complex to measure (‘no gold standard’)
• Predictors of diseases are often imperfectly and partly
measured
• We often don’t know all the causal mechanisms at play
• much easier to predict if you know the causal mechanisms!
• “Prediction is very difficult, especially if it’s about the future!”
(Niels Bohr might have said this first)
Courtesy Cecile Janssens: https://bit.ly/2Jf5ft6
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
What can we do to reduce “irreducible” error?
• Changing the information
• Prognostication by text mining electronic health records
• e.g. predicting life expectancy
https://bit.ly/2k8Ao8e
• Analyzing social media posts
• e.g. pharmacovigilance, adverse events monitoring via Twitter posts
https://bit.ly/2m0KKrg
• Speech signal processing
• e.g. Parkinson‟s disease,
https://bit.ly/2v3ZdHR
• Medical imaging
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Bias-variance trade-off revisited: double descent
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
But…
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Flexible algorithms are data hungry
From slide deck Ben van Calster: https://bit.ly/38Aqmjs
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Flexible algorithms are energy hungry
The costs of running (cloud computing) the Transformer
algorithm are estimated at 1 to 3 million Dollars
https://bit.ly/33Dj38X
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Algorithm based medicine
• Algorithms are high maintenance
• Developed models need repeated testing and updating to
remain useful over time and place
• Many new barriers: black box proprietary algorithms,
computing costs
• Regulation and quality control of algorithms
• Algorithms need testing, preferably in experimental fashion
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
https://twitter.com/DrHughHarvey/status/1230218991026819077
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Old statistics wine in new machine learning bottles?
Lots of…
• Hype
• Rebranding traditional analysis as ML and AI
• Methodological reinventions
• Traditional issues such as low sample size, lack of adequate
validation, poor reporting
Also, real developments in…
• Methods and architectures, allowing for modeling (unstructured)
data that could previously not easily be used
• Software
• Computing power
• Clinical trials showing benefit of AI assistance
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Pipeline of algorithmic medicine failure
Ghent, 30 September 2021 Twitter: @MaartenvSmeden
Email: M.vanSmeden@umcutrecht.nl
Twitter: @MaartenvSmeden
Ghent, 30 September 2021 Twitter: @MaartenvSmeden

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Algorithm based medicine: old statistics wine in new machine learning bottles?

  • 1. Maarten van Smeden, PhD Interdisciplinary Medical & Health Seminar, Ghent University 30 Septemberl 2021 Algorithm based medicine: old statistics wine in new machine learning bottles?
  • 2. Ghent, 30 September 2021 Twitter: @MaartenvSmeden AI 100% linear models
  • 3. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Terminology In medical research, “artificial intelligence” usually just means “machine learning” or “algorithm”
  • 4. Ghent, 30 September 2021 Twitter: @MaartenvSmeden https://bit.ly/2CwW43A
  • 5. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Reviewer #2
  • 6. Ghent, 30 September 2021 Twitter: @MaartenvSmeden https://bit.ly/2TOdd0F
  • 7. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Forsting, J Nuc Med, 2017, DOI: 10.2967/jnumed.117.190397
  • 8. Ghent, 30 September 2021 Twitter: @MaartenvSmeden https://bit.ly/2v2aokk
  • 9. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Tech company business model
  • 10. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Tech company business model https://bit.ly/2HSp8X5; https://bit.ly/2Z0Pfop; https://bit.ly/2KIcpHG; https://bit.ly/33IJhr9
  • 11. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Other success stories https://go.nature.com/2VG2hS7; https://bbc.in/2Z1drXQ; https://bit.ly/2TAfRIP
  • 12. Ghent, 30 September 2021 Twitter: @MaartenvSmeden IBM Watson winning Jeopardy! (2011) https://bbc.in/2TMvV8I
  • 13. Ghent, 30 September 2021 Twitter: @MaartenvSmeden IBM Watson for oncology https://bit.ly/2LxiWGj
  • 14. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Machine learning everywhere https://bit.ly/2ka0HLq; https://go.nature.com/33TQgO6; https://bit.ly/2kp6X23; https://bit.ly/2lZuKWt; https://bit.ly/2lI298g
  • 15. Ghent, 30 September 2021 Twitter: @MaartenvSmeden
  • 16. Ghent, 30 September 2021 Twitter: @MaartenvSmeden “As of today, we have deployed the system in 16 hospitals, and it is performing over 1,300 screenings per day” MedRxiv pre-print only, 23 March 2020, doi.org/10.1101/2020.03.19.20039354
  • 17. Ghent, 30 September 2021 Twitter: @MaartenvSmeden FDA APPROVED FDA APPROVED
  • 18. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Living review (update 3) doi: 10.1136/bmj.m1328
  • 19. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Living review (update 3) doi: 10.1136/bmj.m1328
  • 20. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Living review (update 3) Risk of bias assessment ursing PROBAST tool: https://www.probast.org/ doi: 10.1136/bmj.m1328
  • 21. Ghent, 30 September 2021 Twitter: @MaartenvSmeden
  • 22. Ghent, 30 September 2021 Twitter: @MaartenvSmeden
  • 23. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Living review (update 3) Risk of bias assessment ursing PROBAST tool: https://www.probast.org/ doi: 10.1136/bmj.m1328
  • 24. Ghent, 30 September 2021 Twitter: @MaartenvSmeden
  • 25. what are these machine learning methods?
  • 26. Ghent, 30 September 2021 Twitter: @MaartenvSmeden https://bit.ly/38A1ng0
  • 27. Ghent, 30 September 2021 Twitter: @MaartenvSmeden “Everything is an ML method” https://bit.ly/2lEVn33
  • 28. Ghent, 30 September 2021 Twitter: @MaartenvSmeden “ML methods come from computer science” https://bit.ly/2zhbwPv; https://stanford.io/2TVp1xK; https://stanford.io/2ZfED0k Leo Breiman Jerome H Friedman Trevor Hastie CART, random forest Gradient boosting Elements of statistical learning Education Physics/Math Physics Statistics Job title Professor of Statistics Professor of Statistics Professor of Statistics
  • 29. Ghent, 30 September 2021 Twitter: @MaartenvSmeden “ML methods for prediction, statistics for explaining” 1See further: Kreiff and Diaz Ordaz; https://bit.ly/2m1eYdK ML and causal inference, small selection1 • Superlearner (e.g. van der Laan) • High dimensional propensity scores (e.g. Schneeweiss) • The book of why (Pearl)
  • 30. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Two cultures Breiman, Stat Sci, 2001, DOI: 10.1214/ss/1009213726
  • 31. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Statistics Machine learning Covariates Features Outcome variable Target Model Network, graphs Parameters Weights Model for discrete var. Classifier Model for continuous var. Regression Log-likelihood Cross-entropy loss Multinomial regression Softmax Measurement error Noise Subject/observation Sample/instance Dummy coding One-hot encoding Measurement invariance Concept drift Statistics Machine learning Prediction Supervised learning Latent variable modeling Unsupervised learning Fitting Learning Prediction error Error Sensitivity Recall Positive predictive value Precision Contingency table Confusion matrix Measurement error model Noise-aware ML Structural equation model Gaussian Bayesian network Gold standard Ground truth Derivation–validation Training–test Experiment A/B test Adapted from Daniel Obserski: https://bit.ly/2YN12Xf and Robert Tibshirani: https://stanford.io/2zqEGfr Language
  • 32. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Robert Tibshirani: https://stanford.io/2zqEGfr Machine learning: large grant = $1,000,000 Statistics: large grant = $50,000
  • 33. Ghent, 30 September 2021 Twitter: @MaartenvSmeden ML refers to a culture, not to methods Distinguishing between statistics and machine learning • Substantial overlap methods used by both cultures • Substantial overlap analysis goals • Attempts to separate the two frequently result in disagreement Pragmatic approach: I’ll use “ML” to refer to models roughly outside of the traditional regression types of analysis: decision trees (and descendants), SVMs, neural networks (including Deep learning), boosting etc.
  • 34. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Beam & Kohane, JAMA, 2018, doi : 10.1001/jama.2017.18391
  • 36. Ghent, 30 September 2021 Twitter: @MaartenvSmeden
  • 37. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Example: retinal disease Gulshan et al, JAMA, 2016, 10.1001/jama.2016.17216; Picture retinopathy: https://bit.ly/2kB3X2w Diabetic retinopathy Deep learning (= Neural network) • 128,000 images • Transfer learning (preinitialization) • Sensitivity and specificity > .90 • Estimated from training data
  • 38. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Example: lymph node metastases Bejnordi et al, JAMA, 2018, doi: 10.1001/jama.2017.14585. See our letter to the editor for a critical discussion: https://bit.ly/2kcYS0e Deep learning competition But: • 390 teams signed up, 23 submitted • “Only” 270 images for training • Test AUC range: 0.56 to 0.99
  • 39. Ghent, 30 September 2021 Twitter: @MaartenvSmeden
  • 40. Ghent, 30 September 2021 Twitter: @MaartenvSmeden
  • 41. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Primary outcome: time to TB treatment. Time to TB treatment lowered from a median of 11 days in standard of care to 1 day with computer aided X-ray screening
  • 42. Ghent, 30 September 2021 Twitter: @MaartenvSmeden
  • 43. Ghent, 30 September 2021 Twitter: @MaartenvSmeden 10.1016/j.cell.2020.01.021
  • 45. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Adversarial examples https://bit.ly/2N4mQFo; https://bit.ly/2W7X9rF
  • 46. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Recidivism Algorithm Pro-publica (2016) https://bit.ly/1XMKh5R
  • 47. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Skin cancer and rulers Esteva et al., Nature, 2016, DOI: 10.1038/nature21056; https://bit.ly/2lE0vV0
  • 48.
  • 49. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Predicting mortality – the conclusion PlosOne, 2018, DOI: 10.1371/journal.pone.0202344
  • 50. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Predicting mortality – the results PlosOne, 2018, DOI: 10.1371/journal.pone.0202344
  • 51. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Predicting mortality – the media PlosOne, 2018, DOI: 10.1371/journal.pone.0202344; https://bit.ly/2Q6H41R; https://bit.ly/2m3RLrn
  • 52. Ghent, 30 September 2021 Twitter: @MaartenvSmeden HYPE!
  • 53. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Systematic review clinical prediction models Christodoulou et al. Journal of Clinical Epidemiology, 2019, doi: 10.1016/j.jclinepi.2019.02.004
  • 54. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Sources of prediction error Y = 𝑓 𝑥 + 𝜀 For a model 𝑘 the expected test prediction error is: σ! + bias! - 𝑓" 𝑥 + var - 𝑓" 𝑥 See equation 2.46 in Hastie et al., the elements of statistical learning, https://stanford.io/2voWjra Irreducible error Mean squared prediction error (with E 𝜀 = 0, var 𝜀 = 𝜎! , values in 𝑥 are not random) What we don’t model How we model ≈ ≈
  • 55. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Sources of prediction error Y = 𝑓 𝑥 + 𝜀 For a model 𝑘 the expected test prediction error is: σ! + bias! - 𝑓" 𝑥 + var - 𝑓" 𝑥 See equation 2.46 in Hastie et al., the elements of statistical learning, https://stanford.io/2voWjra Irreducible error Mean squared prediction error (with E 𝜀 = 0, var 𝜀 = 𝜎! , values in 𝑥 are not random) What we don’t model How we model ≈ ≈ In words, two main components for error in predictions are: • Mean squared predictor error • Under control of the modeler
  • 56. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Sources of prediction error Y = 𝑓 𝑥 + 𝜀 For a model 𝑘 the expected test prediction error is: σ! + bias! - 𝑓" 𝑥 + var - 𝑓" 𝑥 See equation 2.46 in Hastie et al., the elements of statistical learning, https://stanford.io/2voWjra Irreducible error Mean squared prediction error (with E 𝜀 = 0, var 𝜀 = 𝜎! , values in 𝑥 are not random) What we don’t model How we model ≈ ≈ In words, two main components for error in predictions are: • Mean squared predictor error • Under control of the modeler overfitting underfitting ”just right”
  • 57. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Sources of prediction error Y = 𝑓 𝑥 + 𝜀 For a model 𝑘 the expected test prediction error is: σ! + bias! - 𝑓" 𝑥 + var - 𝑓" 𝑥 See equation 2.46 in Hastie et al., the elements of statistical learning, https://stanford.io/2voWjra Irreducible error Mean squared prediction error (with E 𝜀 = 0, var 𝜀 = 𝜎! , values in 𝑥 are not random) What we don’t model How we model ≈ ≈ In words, two main components for error in predictions are: • Mean squared predictor error • Under control of the modeler • Irreducible error • Not under direct control of the modeler
  • 58. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Bias-variance trade-off Irreducible error
  • 59. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Irreducible error is often large • Health and lack thereof complex to measure (‘no gold standard’) • Predictors of diseases are often imperfectly and partly measured • We often don’t know all the causal mechanisms at play • much easier to predict if you know the causal mechanisms! • “Prediction is very difficult, especially if it’s about the future!” (Niels Bohr might have said this first) Courtesy Cecile Janssens: https://bit.ly/2Jf5ft6
  • 60. Ghent, 30 September 2021 Twitter: @MaartenvSmeden What can we do to reduce “irreducible” error? • Changing the information • Prognostication by text mining electronic health records • e.g. predicting life expectancy https://bit.ly/2k8Ao8e • Analyzing social media posts • e.g. pharmacovigilance, adverse events monitoring via Twitter posts https://bit.ly/2m0KKrg • Speech signal processing • e.g. Parkinson‟s disease, https://bit.ly/2v3ZdHR • Medical imaging
  • 61. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Bias-variance trade-off revisited: double descent
  • 62. Ghent, 30 September 2021 Twitter: @MaartenvSmeden But…
  • 63. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Flexible algorithms are data hungry From slide deck Ben van Calster: https://bit.ly/38Aqmjs
  • 64. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Flexible algorithms are energy hungry The costs of running (cloud computing) the Transformer algorithm are estimated at 1 to 3 million Dollars https://bit.ly/33Dj38X
  • 65. Ghent, 30 September 2021 Twitter: @MaartenvSmeden
  • 66. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Algorithm based medicine • Algorithms are high maintenance • Developed models need repeated testing and updating to remain useful over time and place • Many new barriers: black box proprietary algorithms, computing costs • Regulation and quality control of algorithms • Algorithms need testing, preferably in experimental fashion
  • 67. Ghent, 30 September 2021 Twitter: @MaartenvSmeden https://twitter.com/DrHughHarvey/status/1230218991026819077
  • 68. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Old statistics wine in new machine learning bottles? Lots of… • Hype • Rebranding traditional analysis as ML and AI • Methodological reinventions • Traditional issues such as low sample size, lack of adequate validation, poor reporting Also, real developments in… • Methods and architectures, allowing for modeling (unstructured) data that could previously not easily be used • Software • Computing power • Clinical trials showing benefit of AI assistance
  • 69. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Pipeline of algorithmic medicine failure
  • 70. Ghent, 30 September 2021 Twitter: @MaartenvSmeden Email: M.vanSmeden@umcutrecht.nl Twitter: @MaartenvSmeden
  • 71. Ghent, 30 September 2021 Twitter: @MaartenvSmeden