What this module builds
Complexity with control.
Complexity needs control
Flexible models can fit richer patterns, but they can also chase noise. This module teaches how regularisation and validation control complexity.
Regularisation stabilises prediction
Ridge, lasso and elastic net add penalties to reduce unstable coefficients, manage collinearity and improve performance on unseen patients.
Ensembles combine many weak patterns
Random forests and boosting use many trees to improve prediction, but their outputs must still be validated and interpreted cautiously.
Tuning can overfit too
Choosing hyperparameters using the wrong data can leak information and make model performance look better than it really is.
The best model is not only the highest AUC
Clinical model comparison should consider calibration, sensitivity, specificity, uncertainty, complexity, explainability and clinical usefulness.
