prediction models

predictive models

Computer methods and programs in biomedicine

• External validation (EV) is necessary in Medical ML, to properly evaluate ML models. • We propose a lean meta-validation method to assess EV procedures. • We propose two diagrams to assess EV studies in light of data size and similarity. • We illustrate our methodology through the validation of a COVID-19 diagnostic model. • We provide guidelines and public scripts to aid the interpretation of EV results. Background and Objective Medical machine learning (ML) models tend to perform better on data from the same cohort than on new data, often due to overfitting, or co-variate shifts. For these reasons, external validation (EV) is a necessary practice in the evaluation of medical ML. However, there is still a gap in the literature on how to interpret EV results and hence assess the robustness of ML models. We fill this gap by proposing a meta-validation method, to assess the soundness of EV procedures. In doing so, we complement the usual way to assess EV by considering both dataset cardinality, and the similarity of the EV dataset with respect to the training set. We then investigate how the notions of cardinality and similarity can be used to inform on the reliability of a validation procedure, by integrating them into two summative data visualizations. We illustrate our methodology by applying it to the validation of a state-of-the-art COVID-19 diagnostic model on 8 EV sets, collected across 3 different continents. The model performance was moderately impacted by data similarity (Pearson ρ = 0.38, p < 0.001). In the EV, the validated model reported good AUC (average: 0.84), acceptable calibration (average: 0.17) and utility (average: 0.50). The validation datasets were adequate in terms of dataset cardinality and similarity, thus suggesting the soundness of the results. We also provide a qualitative guideline to evaluate the reliability of validation procedures, and we discuss the importance of proper external validation in light of the obtained results. In this paper, we propose a novel, lean methodology to: 1...

The importance of being external. methodological insights for the external validation of machine learning models in medicine