Table 2.
Performance of the methods used for Simulations III and IV, and the two case studies. The table reports AUC for inference under the SIGN approximation, (standard implementation of) PPMx, BART, RF, LR and SVM. Numerical errors (as standard deviations over repeat simulation) are given within the parentheses.
| Simulation III | Simulation IV | EHR | Bank | |
|---|---|---|---|---|
| SIGN | 0.808 (0.067) | 0.838 (0.067) | 0.880 | 0.825 |
| PPMx | 0.824 (0.060) | 0.841 (0.063) | - | - |
| BART | 0.755 (0.062) | 0.866 (0.050) | 0.867 | 0.792 |
| RF | 0.793 (0.059) | 0.838 (0.067) | 0.869 | 0.786 |
| LR | 0.600 (0.091) | 0.524 (0.073) | 0.856 | 0.781 |
| SVM | 0.622 (0.077) | 0.585 (0.077) | 0.856 | 0.761 |