Abstract:Machine Learning (ML) research has increased substantially in recent years, due to the success of predictive modeling across diverse application domains. However, well-known barriers exist when attempting to deploy ML models in high-stakes, clinical settings, including lack of model transparency (or the inability to audit the inference process), large training data requirements with siloed data sources, and complicated metrics for measuring model utility. In this work, we show empirically that including stronger baseline models in healthcare ML evaluations has important downstream effects that aid practitioners in addressing these challenges. Through a series of case studies, we find that the common practice of omitting baselines or comparing against a weak baseline model (e.g. a linear model with no optimization) obscures the value of ML methods proposed in the research literature. Using these insights, we propose some best practices that will enable practitioners to more effectively study and deploy ML models in clinical settings.
Abstract:MinMax sampling is a technique for downsampling a real-valued vector which minimizes the maximum variance over all vector components. This approach is useful for reducing the amount of data that must be sent over a constrained network link (e.g. in the wide-area). MinMax can provide unbiased estimates of the vector elements, along with unbiased estimates of aggregates when vectors are combined from multiple locations. In this work, we propose a biased MinMax estimation scheme, B-MinMax, which trades an increase in estimator bias for a reduction in variance. We prove that when no aggregation is performed, B-MinMax obtains a strictly lower MSE compared to the unbiased MinMax estimator. When aggregation is required, B-MinMax is preferable when sample sizes are small or the number of aggregated vectors is limited. Our experiments show that this approach can substantially reduce the MSE for MinMax sampling in many practical settings.