A novel interpretable machine learning system to generate clinical risk scores: An application for predicting early mortality or unplanned readmission in a retrospective cohort study.

Risk scores are widely used for clinical decision making and commonly generated from logistic regression models. Machine-learning-based methods may work well for identifying important predictors to create parsimonious scores, but such 'black box' variable selection limits interpretability, and variable importance evaluated from a single model can be biased. We propose a robust and interpretable variable selection approach using the recently developed Shapley variable importance cloud (ShapleyVIC) that accounts for variability in variable importance across models. Our approach evaluates and visualizes overall variable contributions for in-depth inference and transparent variable selection, and filters out non-significant contributors to simplify model building steps. We derive an ensemble variable ranking from variable contributions across models, which is easily integrated with an automated and modularized risk score generator, AutoScore, for convenient implementation. In a study of early death or unplanned readmission after hospital discharge, ShapleyVIC selected 6 variables from 41 candidates to create a well-performing risk score, which had similar performance to a 16-variable model from machine-learning-based ranking. Our work contributes to the recent emphasis on interpretability of prediction models for high-stakes decision making, providing a disciplined solution to detailed assessment of variable importance and transparent development of parsimonious clinical risk scores.