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. Author manuscript; available in PMC: 2020 Nov 6.
Published in final edited form as: Stat Med. 2020 Jun 24;39(23):3059–3073. doi: 10.1002/sim.8591

TABLE 6.

Cross-validated area under the receiver-operating curve (95% CI) for all algorithms based on Atrius 2016 data

Algorithm cv-AUC Algorithm cv-AUC Algorithm cv-AUC
ridge10,dev 0.915(0.884, 0.946) xgb50,4,25 0.862(0.824, 0.899) xgb20,4,10 0.805(0.762, 0.847)
ridge20,dev 0.909(0.877, 0.941) xgb20,2,10 0.858(0.820, 0.896) lasso20,pre,dev 0.803(0.761, 0.846)
lasso20,dev 0.905(0.873, 0.938) glmStep50 0.857(0.818, 0.895) lasso10,pre,dev 0.801(0.758, 0.844)
lasso20,auc 0.898(0.865, 0.932) nn50,5 0.855(0.817, 0.893) SL42 0.800(0.758, 0.843)
xgb20,4,50 0.895(0.861, 0.929) xgb10,2,10 0.855(0.816, 0.893) nn20,2 0.799(0.756, 0.841)
xgb20,2,50 0.895(0.861, 0.929) glm10,pre 0.848(0.809, 0.887) glm20,pre,wt 0.798(0.755, 0.841)
ridge20,auc 0.895(0.861, 0.929) glmStep50,pre 0.843(0.803, 0.882) lasso20,pre,auc 0.790(0.747, 0.834)
xgb50,2,50 0.893(0.859, 0.927) glm20 0.839(0.799, 0.879) svm50,pre 0.783(0.739, 0.827)
xgb50,4,50 0.893(0.859, 0.927) glm10,pre,wt 0.837(0.797, 0.877) glm20,wt 0.747(0.702, 0.793)
lasso10,dev 0.892(0.858, 0.926) glm50,pre,wt 0.836(0.796, 0.876) glm10 0.739(0.693, 0.785)
xgb10,2,50 0.890(0.856, 0.925) glm50,pre 0.834(0.794, 0.875) xgb10,4,10 0.735(0.689, 0.781)
lasso10,auc 0.890(0.856, 0.924) SL.xgboost 0.825(0.784, 0.866) glm20,pre 0.692(0.644, 0.739)
xgb10,4,50 0.890(0.855, 0.924) ridge20,pre,auc 0.823(0.782, 0.864) svm50 0.680(0.632, 0.728)
ridge10,auc 0.888(0.853, 0.922) ridge10,pre,auc 0.819(0.777, 0.860) rForest10 0.664(0.616, 0.712)
xgb50,2,25 0.882(0.847, 0.917) nn10,2 0.819(0.777, 0.860) rForest20 0.657(0.609, 0.706)
xgb20,2,25 0.880(0.845, 0.916) glm50 0.818(0.777, 0.860) rForest20,pre 0.643(0.594, 0.691)
xgb10,4,25 0.878(0.842, 0.914) nn10,1 0.817(0.776, 0.859) rForest10,pre 0.626(0.578, 0.674)
SL69 0.876(0.839, 0.912) nn20,5 0.817(0.776, 0.859) rForest50 0.569(0.521, 0.617)
nn50,2 0.873(0.836, 0.909) nn20,1 0.817(0.775, 0.858) rForest50,pre 0.569(0.520, 0.617)
xgb20,4,25 0.870(0.833, 0.907) lasso10,pre,auc 0.816(0.775, 0.858) glm10,wt 0.515(0.468, 0.562)
xgb50,2,10 0.867(0.830, 0.904) ridge20,pre,dev 0.815(0.773, 0.856) nnet10,5h,pre 0.500(0.453, 0.547)
nn50,1 0.864(0.827, 0.902) glm50,wt 0.812(0.770, 0.854) nnet10,10h,pre 0.500(0.453, 0.547)
xgb10,2,25 0.862(0.825, 0.900) nn10,5 0.810(0.768, 0.852) nnet20,5h,pre 0.500(0.453, 0.547)
ridge10,pre,dev 0.808(0.766, 0.850) nnet20,10h,pre 0.500(0.453, 0.547)

Subscript key: (50, 20,10): # controls per case, pre: 23 pre-selected covariates, auc: neg AUC loss.

dev: deviance loss, wt: weighted regression, 5h, 10h: # nodes in hidden layer.

xgb subscript key: (a, b, c): a = # controls per case, b=depth, c = min obs per node.

nn subscript key: (a, b): a = # controls per case, b= # nodes in hidden layer.

95% confidence interval method calculated using Hanley’s method.48 Method of LeDell et al (2015) is not applicable to single external validation set.