Estimating real-world performance of a predictive model: a case-study in predicting mortality.

The routine care of patients stands to benefit greatly from assistive technologies, including data-driven risk assessment. Already, many different machine learning and artificial intelligence applications are being developed from complex electronic health record data. To overcome challenges that arise from such data, researchers often start with simple experimental approaches to test their work. One key component is how patients (and their healthcare visits) are selected for the study from the pool of all patients seen. Another is how the group of patients used to create the risk estimator differs from the group used to evaluate how well it works. These choices complicate how the experimental setting compares to the real-world application to patients. For example, different selection approaches that depend on each patient's future outcome can simplify the experiment but are impractical upon implementation as these data are unavailable. We show that this kind of "backwards" experiment optimistically estimates how well the model performs. Instead, our results advocate for experiments that select patients in a "forwards" manner and "temporal" validation that approximates training on past data and implementing on future data. More robust results help gauge the clinical utility of recent works and aid decision-making before implementation into practice.