Abstract:Prediction models are popular in medical research and practice. By predicting an outcome of interest for specific patients, these models may help inform difficult treatment decisions, and are often hailed as the poster children for personalized, data-driven healthcare. We show however, that using prediction models for decision making can lead to harmful decisions, even when the predictions exhibit good discrimination after deployment. These models are harmful self-fulfilling prophecies: their deployment harms a group of patients but the worse outcome of these patients does not invalidate the predictive power of the model. Our main result is a formal characterization of a set of such prediction models. Next we show that models that are well calibrated before and after deployment are useless for decision making as they made no change in the data distribution. These results point to the need to revise standard practices for validation, deployment and evaluation of prediction models that are used in medical decisions.
Abstract:Despite their success, Machine Learning (ML) models do not generalize effectively to data not originating from the training distribution. To reliably employ ML models in real-world healthcare systems and avoid inaccurate predictions on out-of-distribution (OOD) data, it is crucial to detect OOD samples. Numerous OOD detection approaches have been suggested in other fields - especially in computer vision - but it remains unclear whether the challenge is resolved when dealing with medical tabular data. To answer this pressing need, we propose an extensive reproducible benchmark to compare different methods across a suite of tests including both near and far OODs. Our benchmark leverages the latest versions of eICU and MIMIC-IV, two public datasets encompassing tens of thousands of ICU patients in several hospitals. We consider a wide array of density-based methods and SOTA post-hoc detectors across diverse predictive architectures, including MLP, ResNet, and Transformer. Our findings show that i) the problem appears to be solved for far-OODs, but remains open for near-OODs; ii) post-hoc methods alone perform poorly, but improve substantially when coupled with distance-based mechanisms; iii) the transformer architecture is far less overconfident compared to MLP and ResNet.