doubly optimized calibrated support vector machine (doc-svm) an algorithm for joint optimization of discrimination and calibration双重优化校准支持向量机(doc-svm)歧视和校准的联合优化算法.pdfVIP

Doubly Optimized Calibrated Support Vector Machine (DOC-SVM): An Algorithm for Joint Optimization of Discrimination and Calibration 1 2 1 1 1 Xiaoqian Jiang *, Aditya Menon , Shuang Wang , Jihoon Kim , Lucila Ohno-Machado 1 Division of Biomedical Informatics, University California San Diego (UCSD), La Jolla, California, United States of America, 2 Deptartment of Computer Science and Engineering, University California San Diego (UCSD), La Jolla, California, United States of America, Abstract Historically, probabilistic models for decision support have focused on discrimination, e.g., minimizing the ranking error of predicted outcomes. Unfortunately, these models ignore another important aspect, calibration, which indicates the magnitude of correctness of model predictions. Using discrimination and calibration simultaneously can be helpful for many clinical decisions. We investigated tradeoffs between these goals, and developed a unified maximum-margin method to handle them jointly. Our approach called, Doubly Optimized Calibrated Support Vector Machine (DOC-SVM), concurrently optimizes two loss functions: the ridge regression loss and the hinge loss. Experiments using three breast cancer gene- expression datasets (i.e., GSE2034, GSE2990, and Chanrion’s datasets) showed that our model generated more calibrated outputs when compared to other state-of-the-art models like Support Vector Machine (p = 0.03, p = 0.13, and p ,0.001) and Logistic Regression (p = 0.006, p = 0.008, and p ,0.001). DOC-SVM also demonstrated better discrimination (i.e., higher AUCs) when compared to Support Vector Machine (p = 0.38, p = 0.29, and p = 0.047) and Logistic Regression (p = 0.38, p = 0.04, and p ,0.0001). D