Deep Learning: a Heuristic Three-stage Mechanism for Grid Searches to Optimize the Future Risk Prediction of Breast Cancer Metastasis Using EHR-based Clinical Data

A grid search, at the cost of training and testing a large number of models, is an effective way to optimize the prediction performance of deep learning models. A challenging task concerning grid search is the time management. Without a good time management scheme, a grid search can easily be set off as a mission that will not finish in our lifetime. In this study, we introduce a heuristic three-stage mechanism for managing the running time of low-budget grid searches, and the sweet-spot grid search (SSGS) and randomized grid search (RGS) strategies for improving model prediction performance, in predicting the 5-year, 10-year, and 15-year risk of breast cancer metastasis. We develop deep feedforward neural network (DFNN) models and optimize them through grid searches. We conduct eight cycles of grid searches by applying our three-stage mechanism and SSGS and RGS strategies. We conduct various SHAP analyses including unique ones that interpret the importance of the DFNN-model hyperparameters. Our results show that grid search can greatly improve model prediction. The grid searches we conducted improved the risk prediction of 5-year, 10-year, and 15-year breast cancer metastasis by 18.6%, 16.3%, and 17.3% respectively, over the average performance of all corresponding models we trained using the RGS strategy. We not only demonstrate best model performance but also characterize grid searches from various aspects such as their capabilities of discovering decent models and the unit grid search time. The three-stage mechanism worked effectively. It made our low-budget grid searches feasible and manageable, and in the meantime helped improve model prediction performance. Our SHAP analyses identified both clinical risk factors important for the prediction of future risk of breast cancer metastasis, and DFNN-model hyperparameters important to the prediction of performance scores.