Table 3.
Logistic regression | RF | GBDT | XGBoost | |
---|---|---|---|---|
ICI | 0.070 (0.050 to 0.146) | 0.093 (0.053 to 0.168) | 0.072 (0.049 to 0.156) | 0.050 (0.038 to 0.122) |
E50 | 0.070 (0.027 to 0.127) | 0.109 (0.034 to 0.170) | 0.071 (0.035 to 0.138) | 0.046 (0.024 to 0.123) |
E90 | 0.111 (0.095 to 0.307) | 0.129 (0.107 to 0.303) | 0.114 (0.083 to 0.286) | 0.071 (0.064 to 0.257) |
H-L P value | 0.059 | 0.429 | 0.384 | 0.829 |
Each cell contains the appropriate calibration metric and its 95% confidence interval.
E50 and E90, the median and 90th percentile of the absolute difference between observed and predicted probabilities respectively; GBDT, gradient boosting decision tree; H-L, Hosmer-Lemeshow test; ICI, integrated calibration index (a measure of calibration, which could be interpreted as weighted difference between observed and predicted probabilities); RF, random forest; XGBoost, extreme gradient boosting.