Objective Prediction models are commonly trained using objectives such as Bernoulli negative log-likelihood (NLL), although downstream clinical decisions may depend on specific risk thresholds. We introduce Smooth Net Benefit (
σNB), a differentiable approximation of Net Benefit designed to align model training with threshold-specific clinical utility. Materials and Methods We evaluated
σNB as a training objective for logistic regression, generalized additive models (GAMs), and XGBoost with three Hessian implementations. Experiments used the Framingham cardiovascular risk dataset and 44 TabZilla datasets comprising 72 dataset-threshold combinations. Results
σNB training did not consistently improve Net Benefit in Framingham. Across the TabZilla benchmark, mean standardized Net Benefit for logistic regression increased from 0.5669 with NLL to 0.5765 with
σNB (mean difference 0.0096, 95% CI -0.0001 to 0.0193). For GAMs, mean standardized Net Benefit decreased from 0.5921 to 0.5625 (mean difference -0.0296, 95% CI -0.0721 to 0.0129). For XGBoost, NLL achieved 0.6745 compared with 0.6723--0.6735 across
σNB implementations. In logistic regression,
σNB gains were positively associated with the performance advantage of XGBoost over NLL-trained logistic regression. Discussion The effect of
σNB was context dependent, with modest gains concentrated in logistic regression and little benefit for more flexible model classes. This suggests that decision-focused optimization may be most useful when limited model flexibility leaves greater scope for improvement. Conclusion Our results do not support
σNB as a general replacement for NLL training, but support further investigation of decision-focused objectives in settings where conventional likelihood-based training may not adequately capture decision-relevant structure.
Koen M. F. Gorgels, Lasai Barreñada, Maarten van Smeden +3