A comparison of hyperparameter tuning procedures for clinical prediction models: A simulation study
A comparison of hyperparameter tuning procedures for clinical prediction models: A simulation study
Tuning hyperparameters, such as the regularization parameter in Ridge or Lasso regression, is often aimed at improving the predictive performance of risk prediction models. In this study, various hyperparameter tuning procedures for clinical prediction models were systematically compared and evaluated in low‐dimensional data. The focus was on out‐of‐sample predictive performance …