Class probability estimation for medical studies

Authors


Abstract

I provide a commentary on two papers “Probability estimation with machine learning methods for dichotomous and multicategory outcome: Theory” by Jochen Kruppa, Yufeng Liu, Gérard Biau, Michael Kohler, Inke R. König, James D. Malley, and Andreas Ziegler; and “Probability estimation with machine learning methods for dichotomous and multicategory outcome: Applications” by Jochen Kruppa, Yufeng Liu, Hans-Christian Diener, Theresa Holste, Christian Weimar, Inke R. König, and Andreas Ziegler. Those papers provide an up-to-date review of some popular machine learning methods for class probability estimation and compare those methods to logistic regression modeling in real and simulated datasets.

Ancillary