Post-Analysis of Predictive Modeling with an Epidemiological Example.

Post-analysis of predictive models fosters their application in practice, as domain experts want to understand the logic behind them. In epidemiology, methods explaining sophisticated models facilitate the usage of up-to-date tools, especially in the high-dimensional predictor space. Investigating how model performance varies for subjects with different conditions is one of the important parts of post-analysis. This paper presents a model-independent approach for post-analysis, aiming to reveal those subjects' conditions that lead to low or high model performance, compared to the average level on the whole sample. Conditions of interest are presented in the form of rules generated by a multi-objective evolutionary algorithm (MOGA). In this study, Lasso logistic regression (LLR) was trained to predict cardiovascular death by 2016 using the data from the 1984-1989 examination within the Kuopio Ischemic Heart Disease Risk Factor Study (KIHD), which contained 2682 subjects and 950 preselected predictors. After 50 independent runs of five-fold cross-validation, the model performance collected for each subject was used to generate rules describing "easy" and "difficult" cases. LLR with 61 selected predictors, on average, achieved 72.53% accuracy on the whole sample. However, during post-analysis, three categories of subjects were discovered: "Easy" cases with an LLR accuracy of 95.84%, "difficult" cases with an LLR accuracy of 48.11%, and the remaining cases with an LLR accuracy of 71.00%. Moreover, the rule analysis showed that medication was one of the main confusing factors that led to lower model performance. The proposed approach provides insightful information about subjects' conditions that complicate predictive modeling.