Abstract

Standard practice for prediction often relies on parametric regression methods. Interesting new methods from the machine learning literature have been introduced in epidemiologic studies, such as random forest and neural networks. However, a priori, an investigator will not know which algorithm to select and may wish to try several. Here I apply the super learner, an ensembling machine learning approach that combines multiple algorithms into a single algorithm and returns a prediction function with the best cross-validated mean squared error. Super learning is a generalization of stacking methods. I used super learning in the Study of Physical Performance and Age-Related Changes in Sonomans (SPPARCS) to predict death among 2,066 residents of Sonoma, California, aged 54 years or more during the period 1993-1999. The super learner for predicting death (risk score) improved upon all single algorithms in the collection of algorithms, although its performance was similar to that of several algorithms. Super learner outperformed the worst algorithm (neural networks) by 44% with respect to estimated cross-validated mean squared error and had an R2 value of 0.201. The improvement of super learner over random forest with respect to R2 was approximately 2-fold. Alternatives for risk score prediction include the super learner, which can provide improved performance.

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