Linear Models, Variable Selection, Artificial Intelligence

We revisit Cox's proportional hazards model to improve variable selection in survival analysis. A square-root transformation of the partial likelihood renders the selection of the regularization parameter pivotal, free of the unknown baseline hazard and censoring mechanism. The resulting criterion borrows from information criteria such as BIC and from penalized regression methods such as the lasso, taking the best of both. On simulated and real data, our method substantially improves upon state-of-the-art approaches used daily in support recovery.

Selection bias is a common and often unavoidable aspect of real-world data that challenges the generalizability of machine learning models. When models trained on biased data are deployed in the broader target population, poor model generalization may lead to real harm, particularly in high-risk settings such as healthcare. This risk highlights the need for practitioners to reliably assess model generalizability prior to deployment. However, existing methods for predicting model performance rely on unrealistic access to the target distribution or knowledge of the selection mechanism causing bias. To address these limitations, we propose a novel upper bound on the worst-case model performance on the target population under the realistic setting where the selection mechanism and the target population data are only partially observed. We demonstrate the validity and practical utility of our method through experiments on fully synthetic data, semi-synthetic data derived from the All of Us Research Program, and real-world selection bias in MIMIC-IV. Our work offers a principled and practical tool to estimate the impact of selection bias in an otherwise intractable setting, thereby enabling practitioners to build safer and more generalizable models in healthcare and beyond.

Predictive modelling is important for health data analysis and data-driven clinical decision-making. However, predictive studies are challenging to design optimally by hand when tens or even hundreds of features require selection, transformation, or interaction modelling. While complex machine learning models offer high performance, their "black-box" nature limits the clinical trust, transparency, and interpretability required for decision-making. We developed and evaluated an Exploratory AI Recommender that provides data-driven recommendations to improve predictive performance of existing interpretable statistical models. The developed framework uses flexible AI modelling to capture complex data patterns and explainable AI techniques to translate the patterns into three recommendation types: feature exclusion, non-linear terms, and feature interactions. We evaluated the framework by comparing predictive performance of a baseline (i.e., no interactions or non-linear terms) Cox Proportional Hazards (CPH) model against an augmented CPH incorporating recommendations suggested by our method. The primary analysis predicts the time to the first occurrence of a fall or related injury in 245,614 patients. Our method recommended excluding 23 features, including non-linear terms for two features, and including 221 suggested feature interactions. The C-index improved from 0.805 (95% CI 0.798-0.812) to 0.815 (95% CI 0.809-0.822), and so did calibration (intercept: -0.006 to 0.003; slope: 1.063 to 0.950). All recommendations were supported by existing literature. The method also proved effective on two additional public datasets, demonstrating wider applicability. The proposed Exploratory AI Recommender demonstrates the potential of explainable AI and data-driven study design to improve the process of developing, and the performance of high-dimensional transparent predictive models.