A comparison of hyperparameter tuning procedures for clinical prediction models: a simulation study

DOI10.1002/SIM.9932MaRDI QIDQ6630355zbMATH OpenFDO

Authors Zoë S. Dunias, Ben Van Calster, Dirk Timmerman, Anne-Laure Boulesteix, Maarten van Smeden

Publication date 31 October 2024

Published in Statistics in Medicine (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1002/SIM.9932

zbMATH Keywords

cross-validationhyperparameter tuningpenalized regressionprediction modelsrandom forest

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cites work

• Bootstrap choice of tuning parameters
• Extremely randomized trees
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Improved outcome prediction across data sources through robust parameter tuning
• Random forests
• Regression modeling strategies. With applications to linear models, logistic regression and survival analysis
• Regularization and Variable Selection Via the Elastic Net
• Ridge Estimators in Logistic Regression
• The Elements of Statistical Learning
• To tune or not to tune the number of trees in random forest
• Tunability: importance of hyperparameters of machine learning algorithms
• Tuning parameter selection in high dimensional penalized likelihood

Cited in

(4)

• Rethinking the handling of method failure in comparison studies
• Handling Missingness, Failures, and Non-Convergence in Simulation Studies: A Review of Current Practices and Recommendations
• LASSO-Based Survival Prediction Modeling with Multiply Imputed Data: A Case Study in Tuberculosis Mortality Prediction
• Backward stepwise ridge regression and the Lasso: how do they do as finders of true regressors and their coefficients?

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