Modern modelling techniques are data hungry: a simulation study for predicting dichotomous endpoints

BMC Med Res Methodol. 2014 Dec 22:14:137. doi: 10.1186/1471-2288-14-137.

Abstract

Background: Modern modelling techniques may potentially provide more accurate predictions of binary outcomes than classical techniques. We aimed to study the predictive performance of different modelling techniques in relation to the effective sample size ("data hungriness").

Methods: We performed simulation studies based on three clinical cohorts: 1282 patients with head and neck cancer (with 46.9% 5 year survival), 1731 patients with traumatic brain injury (22.3% 6 month mortality) and 3181 patients with minor head injury (7.6% with CT scan abnormalities). We compared three relatively modern modelling techniques: support vector machines (SVM), neural nets (NN), and random forests (RF) and two classical techniques: logistic regression (LR) and classification and regression trees (CART). We created three large artificial databases with 20 fold, 10 fold and 6 fold replication of subjects, where we generated dichotomous outcomes according to different underlying models. We applied each modelling technique to increasingly larger development parts (100 repetitions). The area under the ROC-curve (AUC) indicated the performance of each model in the development part and in an independent validation part. Data hungriness was defined by plateauing of AUC and small optimism (difference between the mean apparent AUC and the mean validated AUC <0.01).

Results: We found that a stable AUC was reached by LR at approximately 20 to 50 events per variable, followed by CART, SVM, NN and RF models. Optimism decreased with increasing sample sizes and the same ranking of techniques. The RF, SVM and NN models showed instability and a high optimism even with >200 events per variable.

Conclusions: Modern modelling techniques such as SVM, NN and RF may need over 10 times as many events per variable to achieve a stable AUC and a small optimism than classical modelling techniques such as LR. This implies that such modern techniques should only be used in medical prediction problems if very large data sets are available.

MeSH terms

  • Brain Injuries / therapy
  • Data Interpretation, Statistical*
  • Databases, Factual
  • Endpoint Determination
  • Head Injuries, Closed / therapy
  • Head and Neck Neoplasms / therapy
  • Humans
  • Models, Statistical*
  • ROC Curve
  • Support Vector Machine
  • Treatment Outcome*