Avoiding C-hacking when evaluating survival distribution predictions with discrimination measures

Author:

Sonabend Raphael123ORCID,Bender Andreas4ORCID,Vollmer Sebastian156

Affiliation:

1. Department of Computer Science, Technische Universität Kaiserslautern , 67663 Kaiserslautern, Germany

2. Engineering Department, University of Cambridge , CB2 1PZ Cambridge, UK

3. MRC Centre for Global Infectious Disease Analysis, Jameel Institute, Imperial College London, School of Public Health , W2 1PG London, UK

4. Department of Statistics, LMU Munich , 80539 Bavaria, Germany

5. Data Science and its Application, Deutsches Forschungszentrum für Künstliche Intelligenz (DFKI) , 67663 Kaiserslautern, Germany

6. Mathematics Institute, University of Warwick , CV4 7AL Coventry, UK

Abstract

Abstract Motivation In this article, we consider how to evaluate survival distribution predictions with measures of discrimination. This is non-trivial as discrimination measures are the most commonly used in survival analysis and yet there is no clear method to derive a risk prediction from a distribution prediction. We survey methods proposed in literature and software and consider their respective advantages and disadvantages. Results Whilst distributions are frequently evaluated by discrimination measures, we find that the method for doing so is rarely described in the literature and often leads to unfair comparisons or ‘C-hacking’. We demonstrate by example how simple it can be to manipulate results and use this to argue for better reporting guidelines and transparency in the literature. We recommend that machine learning survival analysis software implements clear transformations between distribution and risk predictions in order to allow more transparent and accessible model evaluation. Availability and implementation The code used in the final experiment is available at https://github.com/RaphaelS1/distribution_discrimination.

Funder

German Federal Ministry of Education and Research

BMBF

Publisher

Oxford University Press (OUP)

Subject

Computational Mathematics,Computational Theory and Mathematics,Computer Science Applications,Molecular Biology,Biochemistry,Statistics and Probability

Reference50 articles.

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