Voodoo Machine Learning for Clinical Predictions

Abstract The availability of smartphone and wearable sensor technology is leading to a rapid accumulation of human subject data, and machine learning is emerging as a technique to map that data into clinical predictions. As machine learning algorithms are increasingly used to support clinical decision making, it is important to reliably quantify their prediction accuracy. Cross-validation is the standard approach for evaluating the accuracy of such algorithms; however, several cross-validations methods exist and only some of them are statistically meaningful. Here we compared two popular cross-validation methods: record-wise and subject-wise. Using both a publicly available dataset and a simulation, we found that record-wise cross-validation often massively overestimates the prediction accuracy of the algorithms. We also found that this erroneous method is used by almost half of the retrieved studies that…

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