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Aligning Evaluation with Clinical Priorities: Calibration, Label Shift, and Error Costs
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Proposes a clipped cross-entropy (bounded DCA log score) evaluation that averages cost-weighted, prior-adjusted net benefit over a logit-uniform range of deployment class prevalences, linking proper scoring rules (Schervish representation) to clinical cost asymmetry and label shift.
Problem
Standard clinical ML metrics (accuracy, AUC-ROC) ignore calibration, uncertainty in deployment class prevalence (label shift), and asymmetric error costs, so they misjudge which scoring functions are reliable for clinical decisions.
Approach
Derive an adjusted log score by using the Schervish representation of proper scoring rules, clipping the score to a bounded class-balance interval, and averaging cost-weighted net benefit uniformly in log-odds of prevalence, giving a closed-form calibration-based metric that accounts for label shift and cost asymmetry.
Key results
- Proposes a closed-form Bounded DCA Log Score averaging prior-adjusted net benefit over a logit-uniform prevalence range, usable with bootstrapped confidence intervals.
- Shows AUC-ROC equals an average of prior-adjusted maximum accuracy over an implicit prevalence distribution induced by the score, for calibrated scores.
- Illustrates on eICU APACHE IV mortality that racial subgroup gaps differ by class balance; the authors note the public subset lacks statistical power to generalize.
Surprising findings
- Accuracy and AUC-ROC can be misleading for clinical deployment because they depend on a fixed class balance or an implicit, model-dependent prevalence distribution.
Limitations
- Cost uncertainty extension yields dilogarithmic expressions that are analytically opaque and computationally intensive.
- Assumes known deployment class prevalence bounds; adaptive prevalence estimation not handled.
- Small public eICU subset lacks statistical power to generalize subgroup conclusions.
Experimental setup
Datasets: eICU (publicly available subset)
Benchmarks: eICU publicly available subset, in-hospital mortality with APACHE IV
Metrics: accuracy AUC-ROC DCA log score (clipped cross entropy) net benefit weighted accuracy
Baselines: accuracy AUC-ROC net benefit weighted accuracy balanced accuracy AUC-PR
Builds on: Schervish representation decision curve analysis prior-adjusted posterior (label shift) AUC-ROC weighted accuracy
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