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AMIA Jt Summits Transl Sci Proc. 2012;2012:39-46. Epub 2012 Mar 19.

I-spline Smoothing for Calibrating Predictive Models.

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  • 1Division of Biomedical Informatics, University of California at San Diego, La Jolla, California 92093.

Abstract

We proposed the I-spline Smoothing approach for calibrating predictive models by solving a nonlinear monotone regression problem. We took advantage of I-spline properties to obtain globally optimal solutions while keeping the computational cost low. Numerical studies based on three data sets showed the empirical evidences of I-spline Smoothing in improving calibration (i.e.,1.6x, 1.4x, and 1.4x on the three datasets compared to the average of competitors-Binning, Platt Scaling, Isotonic Regression, Monotone Spline Smoothing, Smooth Isotonic Regression) without deterioration of discrimination.

PMID:
22779048
[PubMed]
PMCID:
PMC3392066
Free PMC Article
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