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Research Group Anne-Laure Boulesteix

Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Principal Investigator

Biometry in Molecular Medicine

Anne-Laure Boulesteix

is Professor for Biometry in Molecular Medicine at LMU Munich.

Her working group focuses on developing advanced biostatistical methods for prediction modeling and high-dimensional data analysis, with applications in biomedical research, especially omics data. Additionally, they engage in metascience, examining research practices to improve study reliability and address issues like selective reporting and researchers’ degrees of freedom.

Team members @MCML

Link to Moritz Herrmann

Moritz Herrmann

Dr.

Transfer Coordinator

Biometry in Molecular Medicine

Link to Christina Sauer (née Nießl)

Christina Sauer (née Nießl)

Biometry in Molecular Medicine

Link to Hannah Schulz-Kümpel

Hannah Schulz-Kümpel

Biometry in Molecular Medicine

Publications @MCML

2024


[27]
C. Sauer, A.-L. Boulesteix, L. Hanßum, F. Hodiamont, C. Bausewein and T. Ullmann.
Beyond algorithm hyperparameters: on preprocessing hyperparameters and associated pitfalls in machine learning applications.
Preprint (Dec. 2024). arXiv
Abstract

Adequately generating and evaluating prediction models based on supervised machine learning (ML) is often challenging, especially for less experienced users in applied research areas. Special attention is required in settings where the model generation process involves hyperparameter tuning, i.e. data-driven optimization of different types of hyperparameters to improve the predictive performance of the resulting model. Discussions about tuning typically focus on the hyperparameters of the ML algorithm (e.g., the minimum number of observations in each terminal node for a tree-based algorithm). In this context, it is often neglected that hyperparameters also exist for the preprocessing steps that are applied to the data before it is provided to the algorithm (e.g., how to handle missing feature values in the data). As a consequence, users experimenting with different preprocessing options to improve model performance may be unaware that this constitutes a form of hyperparameter tuning - albeit informal and unsystematic - and thus may fail to report or account for this optimization. To illuminate this issue, this paper reviews and empirically illustrates different procedures for generating and evaluating prediction models, explicitly addressing the different ways algorithm and preprocessing hyperparameters are typically handled by applied ML users. By highlighting potential pitfalls, especially those that may lead to exaggerated performance claims, this review aims to further improve the quality of predictive modeling in ML applications.

MCML Authors
Link to Christina Sauer (née Nießl)

Christina Sauer (née Nießl)

Biometry in Molecular Medicine

Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine

Theresa Ullmann

Theresa Ullmann

Dr.

Biometry in Molecular Medicine


[26]
H. Schulz-Kümpel, S. Fischer, T. Nagler, A.-L. Boulesteix, B. Bischl and R. Hornung.
Constructing Confidence Intervals for 'the' Generalization Error – a Comprehensive Benchmark Study.
Preprint (Sep. 2024). arXiv
Abstract

When assessing the quality of prediction models in machine learning, confidence intervals (CIs) for the generalization error, which measures predictive performance, are a crucial tool. Luckily, there exist many methods for computing such CIs and new promising approaches are continuously being proposed. Typically, these methods combine various resampling procedures, most popular among them cross-validation and bootstrapping, with different variance estimation techniques. Unfortunately, however, there is currently no consensus on when any of these combinations may be most reliably employed and how they generally compare. In this work, we conduct the first large-scale study comparing CIs for the generalization error - empirically evaluating 13 different methods on a total of 18 tabular regression and classification problems, using four different inducers and a total of eight loss functions. We give an overview of the methodological foundations and inherent challenges of constructing CIs for the generalization error and provide a concise review of all 13 methods in a unified framework. Finally, the CI methods are evaluated in terms of their relative coverage frequency, width, and runtime. Based on these findings, we are able to identify a subset of methods that we would recommend. We also publish the datasets as a benchmarking suite on OpenML and our code on GitHub to serve as a basis for further studies.

MCML Authors
Link to Hannah Schulz-Kümpel

Hannah Schulz-Kümpel

Biometry in Molecular Medicine

Link to Sebastian Fischer

Sebastian Fischer

Statistical Learning & Data Science

Link to Thomas Nagler

Thomas Nagler

Prof. Dr.

Computational Statistics & Data Science

Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine

Link to Bernd Bischl

Bernd Bischl

Prof. Dr.

Statistical Learning & Data Science


[25]
M. Herrmann, F. J. D. Lange, K. Eggensperger, G. Casalicchio, M. Wever, M. Feurer, D. Rügamer, E. Hüllermeier, A.-L. Boulesteix and B. Bischl.
Position: Why We Must Rethink Empirical Research in Machine Learning.
ICML 2024 - 41st International Conference on Machine Learning. Vienna, Austria, Jul 21-27, 2024. URL
Abstract

We warn against a common but incomplete understanding of empirical research in machine learning (ML) that leads to non-replicable results, makes findings unreliable, and threatens to undermine progress in the field. To overcome this alarming situation, we call for more awareness of the plurality of ways of gaining knowledge experimentally but also of some epistemic limitations. In particular, we argue most current empirical ML research is fashioned as confirmatory research while it should rather be considered exploratory.

MCML Authors
Link to Moritz Herrmann

Moritz Herrmann

Dr.

Transfer Coordinator

Biometry in Molecular Medicine

Link to Giuseppe Casalicchio

Giuseppe Casalicchio

Dr.

Statistical Learning & Data Science

Link to Matthias Feurer

Matthias Feurer

Prof. Dr.

Statistical Learning & Data Science

Link to David Rügamer

David Rügamer

Prof. Dr.

Data Science Group

Link to Eyke Hüllermeier

Eyke Hüllermeier

Prof. Dr.

Artificial Intelligence & Machine Learning

Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine

Link to Bernd Bischl

Bernd Bischl

Prof. Dr.

Statistical Learning & Data Science


[24]
M. M. Mandl, S. Hoffmann, S. Bieringer, A. E. Jacob, M. Kraft, S. Lemster and A.-L. Boulesteix.
Raising awareness of uncertain choices in empirical data analysis: A teaching concept towards replicable research practices.
PLOS Computational Biology 20.3 (2024). DOI
Abstract

Throughout their education and when reading the scientific literature, students may get the impression that there is a unique and correct analysis strategy for every data analysis task and that this analysis strategy will always yield a significant and noteworthy result. This expectation conflicts with a growing realization that there is a multiplicity of possible analysis strategies in empirical research, which will lead to overoptimism and nonreplicable research findings if it is combined with result-dependent selective reporting. Here, we argue that students are often ill-equipped for real-world data analysis tasks and unprepared for the dangers of selectively reporting the most promising results. We present a seminar course intended for advanced undergraduates and beginning graduate students of data analysis fields such as statistics, data science, or bioinformatics that aims to increase the awareness of uncertain choices in the analysis of empirical data and present ways to deal with these choices through theoretical modules and practical hands-on sessions.

MCML Authors
Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine


[23]
Z. S. Dunias, B. Van Calster, D. Timmerman, A.-L. Boulesteix and M. van Smeden.
A comparison of hyperparameter tuning procedures for clinical prediction models: A simulation study.
Statistics in Medicine (Jan. 2024). DOI
Abstract

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 (discrimination, calibration, and overall prediction error) of risk prediction models developed using Ridge, Lasso, Elastic Net, or Random Forest. The influence of sample size, number of predictors and events fraction on performance of the hyperparameter tuning procedures was studied using extensive simulations. The results indicate important differences between tuning procedures in calibration performance, while generally showing similar discriminative performance. The one-standard-error rule for tuning applied to cross-validation (1SE CV) often resulted in severe miscalibration. Standard non-repeated and repeated cross-validation (both 5-fold and 10-fold) performed similarly well and outperformed the other tuning procedures. Bootstrap showed a slight tendency to more severe miscalibration than standard cross-validation-based tuning procedures. Differences between tuning procedures were larger for smaller sample sizes, lower events fractions and fewer predictors. These results imply that the choice of tuning procedure can have a profound influence on the predictive performance of prediction models. The results support the application of standard 5-fold or 10-fold cross-validation that minimizes out-of-sample prediction error. Despite an increased computational burden, we found no clear benefit of repeated over non-repeated cross-validation for hyperparameter tuning. We warn against the potentially detrimental effects on model calibration of the popular 1SE CV rule for tuning prediction models in low-dimensional settings.

MCML Authors
Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine


[22]
M. Wünsch, C. Sauer, P. Callahan, L. C. Hinske and A.-L. Boulesteix.
From RNA sequencing measurements to the final results: a practical guide to navigating the choices and uncertainties of gene set analysis.
Wiley Interdisciplinary Reviews: Computational Statistics 16.1 (Jan. 2024). DOI
Abstract

Gene set analysis (GSA), a popular approach for analyzing high-throughput gene expression data, aims to identify sets of related genes that show significantly enriched or depleted expression patterns between different conditions. In the last years, a multitude of methods have been developed for this task. However, clear guidance is lacking: choosing the right method is the first hurdle a researcher is confronted with. No less challenging than overcoming this so-called method uncertainty is the procedure of preprocessing, from knowing which steps are required to selecting a corresponding approach from the plethora of valid options to create the accepted input object (data preprocessing uncertainty), with clear guidance again being scarce. Here, we provide a practical guide through all steps required to conduct GSA, beginning with a concise overview of a selection of established methods, including Gene Set Enrichment Analysis and Database for Annotation, Visualization, and Integrated Discovery (DAVID). We thereby lay a special focus on reviewing and explaining the necessary preprocessing steps for each method under consideration (e.g., the necessity of a transformation of the RNA sequencing data)—an essential aspect that is typically paid only limited attention to in both existing reviews and applications. To raise awareness of the spectrum of uncertainties, our review is accompanied by an extensive overview of the literature on valid approaches for each step and illustrative R code demonstrating the complex analysis pipelines. It ends with a discussion and recommendations to both users and developers to ensure that the results of GSA are, despite the above-mentioned uncertainties, replicable and transparent.

MCML Authors
Link to Christina Sauer (née Nießl)

Christina Sauer (née Nießl)

Biometry in Molecular Medicine

Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine


[21]
M. M. Mandl, A. S. Becker-Pennrich, L. C. Hinske, S. Hoffmann and A.-L. Boulesteix.
Addressing researcher degrees of freedom through minP adjustment.
Preprint (Jan. 2024). arXiv
Abstract

When different researchers study the same research question using the same dataset they may obtain different and potentially even conflicting results. This is because there is often substantial flexibility in researchers’ analytical choices, an issue also referred to as ‘‘researcher degrees of freedom’’. Combined with selective reporting of the smallest p-value or largest effect, researcher degrees of freedom may lead to an increased rate of false positive and overoptimistic results. In this paper, we address this issue by formalizing the multiplicity of analysis strategies as a multiple testing problem. As the test statistics of different analysis strategies are usually highly dependent, a naive approach such as the Bonferroni correction is inappropriate because it leads to an unacceptable loss of power. Instead, we propose using the ‘‘minP’’ adjustment method, which takes potential test dependencies into account and approximates the underlying null distribution of the minimal p-value through a permutation-based procedure. This procedure is known to achieve more power than simpler approaches while ensuring a weak control of the family-wise error rate. We illustrate our approach for addressing researcher degrees of freedom by applying it to a study on the impact of perioperative paO2 on post-operative complications after neurosurgery. A total of 48 analysis strategies are considered and adjusted using the minP procedure. This approach allows to selectively report the result of the analysis strategy yielding the most convincing evidence, while controlling the type 1 error – and thus the risk of publishing false positive results that may not be replicable.

MCML Authors
Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine


2023


[20]
R. Hornung, M. Nalenz, L. Schneider, A. Bender, L. Bothmann, B. Bischl, T. Augustin and A.-L. Boulesteix.
Evaluating machine learning models in non-standard settings: An overview and new findings.
Preprint (Oct. 2023). arXiv
Abstract

Estimating the generalization error (GE) of machine learning models is fundamental, with resampling methods being the most common approach. However, in non-standard settings, particularly those where observations are not independently and identically distributed, resampling using simple random data divisions may lead to biased GE estimates. This paper strives to present well-grounded guidelines for GE estimation in various such non-standard settings: clustered data, spatial data, unequal sampling probabilities, concept drift, and hierarchically structured outcomes. Our overview combines well-established methodologies with other existing methods that, to our knowledge, have not been frequently considered in these particular settings. A unifying principle among these techniques is that the test data used in each iteration of the resampling procedure should reflect the new observations to which the model will be applied, while the training data should be representative of the entire data set used to obtain the final model. Beyond providing an overview, we address literature gaps by conducting simulation studies. These studies assess the necessity of using GE-estimation methods tailored to the respective setting. Our findings corroborate the concern that standard resampling methods often yield biased GE estimates in non-standard settings, underscoring the importance of tailored GE estimation.

MCML Authors
Link to Lennart Schneider

Lennart Schneider

Statistical Learning & Data Science

Link to Andreas Bender

Andreas Bender

Dr.

Machine Learning Consulting Unit (MLCU)

Link to Ludwig Bothmann

Ludwig Bothmann

Dr.

Statistical Learning & Data Science

Link to Bernd Bischl

Bernd Bischl

Prof. Dr.

Statistical Learning & Data Science

Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine


[19]
S. Hoffmann, F. Scheipl and A.-L. Boulesteix.
Reproduzierbare und replizierbare Forschung.
Moderne Verfahren der Angewandten Statistik (Sep. 2023). DOI
Abstract

In den letzten Jahren haben Berichte über die fehlende Replizierbarkeit und Reproduzierbarkeit von Forschungsergebnissen viel Aufmerksamkeit erhalten und dazu geführt, dass die Art und Weise, wie wissenschaftliche Studien geplant, analysiert und berichtet werden, hinterfragt wird. Bei der statistischen Planung und Auswertung wissenschaftlicher Studien muss eine Vielzahl von Entscheidungen getroffen werden, ohne dass es dabei eindeutig richtige oder falsche Wahlmöglichkeiten gäbe. Hier wird erläutert, wie diese Multiplizität an möglichen Analysestrategien, die durch Modell-, Datenaufbereitungs- und Methodenunsicherheit beschrieben werden kann, in Verbindung mit selektiver Berichterstattung zu Ergebnissen führen kann, die sich auf unabhängigen Daten nicht replizieren lassen. Zudem werden Lösungsstrategien vorgestellt, mit denen die Replizierbarkeit der Ergebnisse verbessert werden kann, und Praktiken und Hilfsmittel vorgestellt, mit denen durchgeführte Analysen reproduzierbar werden können.

MCML Authors
Link to Fabian Scheipl

Fabian Scheipl

PD Dr.

Functional Data Analysis

Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine


[18]
I. van Mechelen, A.-L. Boulesteix, R. Dangl, N. Dean, C. Hennig, F. Leisch, D. Steinley and M. J. Warrens.
A white paper on good research practices in benchmarking: The case of cluster analysis.
Wiley Interdisciplinary Reviews: Data Mining and Knowledge Discovery 13.6 (Jul. 2023). DOI
Abstract

To achieve scientific progress in terms of building a cumulative body of knowledge, careful attention to benchmarking is of the utmost importance, requiring that proposals of new methods are extensively and carefully compared with their best predecessors, and existing methods subjected to neutral comparison studies. Answers to benchmarking questions should be evidence-based, with the relevant evidence being collected through well-thought-out procedures, in reproducible and replicable ways. In the present paper, we review good research practices in benchmarking from the perspective of the area of cluster analysis. Discussion is given to the theoretical, conceptual underpinnings of benchmarking based on simulated and empirical data in this context. Subsequently, the practicalities of how to address benchmarking questions in clustering are dealt with, and foundational recommendations are made based on existing literature.

MCML Authors
Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine


[17]
R. Hornung, F. Ludwigs, J. Hagenberg and A.-L. Boulesteix.
Prediction approaches for partly missing multi-omics covariate data: A literature review and an empirical comparison study.
Wiley Interdisciplinary Reviews: Computational Statistics 16 (Jun. 2023). DOI
Abstract

As the availability of omics data has increased in the last few years, more multi-omics data have been generated, that is, high-dimensional molecular data consisting of several types such as genomic, transcriptomic, or proteomic data, all obtained from the same patients. Such data lend themselves to being used as covariates in automatic outcome prediction because each omics type may contribute unique information, possibly improving predictions compared to using only one omics data type. Frequently, however, in the training data and the data to which automatic prediction rules should be applied, the test data, the different omics data types are not available for all patients. We refer to this type of data as block-wise missing multi-omics data. First, we provide a literature review on existing prediction methods applicable to such data. Subsequently, using a collection of 13 publicly available multi-omics data sets, we compare the predictive performances of several of these approaches for different block-wise missingness patterns. Finally, we discuss the results of this empirical comparison study and draw some tentative conclusions.

MCML Authors
Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine


[16]
T. Ullmann, A. Beer, M. Hünemörder, T. Seidl and A.-L. Boulesteix.
Over-optimistic evaluation and reporting of novel cluster algorithms: An illustrative study.
Advances in Data Analysis and Classification 17 (Mar. 2023). DOI
Abstract

When researchers publish new cluster algorithms, they usually demonstrate the strengths of their novel approaches by comparing the algorithms’ performance with existing competitors. However, such studies are likely to be optimistically biased towards the new algorithms, as the authors have a vested interest in presenting their method as favorably as possible in order to increase their chances of getting published. Therefore, the superior performance of newly introduced cluster algorithms is over-optimistic and might not be confirmed in independent benchmark studies performed by neutral and unbiased authors. This problem is known among many researchers, but so far, the different mechanisms leading to over-optimism in cluster algorithm evaluation have never been systematically studied and discussed. Researchers are thus often not aware of the full extent of the problem. We present an illustrative study to illuminate the mechanisms by which authors—consciously or unconsciously—paint their cluster algorithm’s performance in an over-optimistic light. Using the recently published cluster algorithm Rock as an example, we demonstrate how optimization of the used datasets or data characteristics, of the algorithm’s parameters and of the choice of the competing cluster algorithms leads to Rock’s performance appearing better than it actually is. Our study is thus a cautionary tale that illustrates how easy it can be for researchers to claim apparent ‘superiority’ of a new cluster algorithm. This illuminates the vital importance of strategies for avoiding the problems of over-optimism (such as, e.g., neutral benchmark studies), which we also discuss in the article.

MCML Authors
Theresa Ullmann

Theresa Ullmann

Dr.

Biometry in Molecular Medicine

Link to Anna Beer

Anna Beer

Dr.

* Former member

Link to Thomas Seidl

Thomas Seidl

Prof. Dr.

Database Systems & Data Mining

Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine


[15]
C. Nießl, S. Hoffmann, T. Ullmann and A.-L. Boulesteix.
Explaining the optimistic performance evaluation of newly proposed methods: A cross-design validation experiment.
Biometrical Journal (Mar. 2023). DOI
Abstract

The constant development of new data analysis methods in many fields of research is accompanied by an increasing awareness that these new methods often perform better in their introductory paper than in subsequent comparison studies conducted by other researchers. We attempt to explain this discrepancy by conducting a systematic experiment that we call “cross-design validation of methods”. In the experiment, we select two methods designed for the same data analysis task, reproduce the results shown in each paper, and then reevaluate each method based on the study design (i.e., datasets, competing methods, and evaluation criteria) that was used to show the abilities of the other method. We conduct the experiment for two data analysis tasks, namely cancer subtyping using multiomic data and differential gene expression analysis. Three of the four methods included in the experiment indeed perform worse when they are evaluated on the new study design, which is mainly caused by the different datasets. Apart from illustrating the many degrees of freedom existing in the assessment of a method and their effect on its performance, our experiment suggests that the performance discrepancies between original and subsequent papers may not only be caused by the nonneutrality of the authors proposing the new method but also by differences regarding the level of expertise and field of application. Authors of new methods should thus focus not only on a transparent and extensive evaluation but also on comprehensive method documentation that enables the correct use of their methods in subsequent studies.

MCML Authors
Theresa Ullmann

Theresa Ullmann

Dr.

Biometry in Molecular Medicine

Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine


[14]
B. Bischl, M. Binder, M. Lang, T. Pielok, J. Richter, S. Coors, J. Thomas, T. Ullmann, M. Becker, A.-L. Boulesteix, D. Deng and M. Lindauer.
Hyperparameter optimization: Foundations, algorithms, best practices, and open challenges.
Wiley Interdisciplinary Reviews: Data Mining and Knowledge Discovery 13.2 (Mar. 2023). DOI
Abstract

Most machine learning algorithms are configured by a set of hyperparameters whose values must be carefully chosen and which often considerably impact performance. To avoid a time-consuming and irreproducible manual process of trial-and-error to find well-performing hyperparameter configurations, various automatic hyperparameter optimization (HPO) methods—for example, based on resampling error estimation for supervised machine learning—can be employed. After introducing HPO from a general perspective, this paper reviews important HPO methods, from simple techniques such as grid or random search to more advanced methods like evolution strategies, Bayesian optimization, Hyperband, and racing. This work gives practical recommendations regarding important choices to be made when conducting HPO, including the HPO algorithms themselves, performance evaluation, how to combine HPO with machine learning pipelines, runtime improvements, and parallelization.

MCML Authors
Link to Bernd Bischl

Bernd Bischl

Prof. Dr.

Statistical Learning & Data Science

Link to Martin Binder

Martin Binder

Statistical Learning & Data Science

Link to Tobias Pielok

Tobias Pielok

Statistical Learning & Data Science

Theresa Ullmann

Theresa Ullmann

Dr.

Biometry in Molecular Medicine

Link to Marc Becker

Marc Becker

Statistical Learning & Data Science

Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine


[13]
T. Ullmann.
Evaluation of clustering results and novel cluster algorithms: a metascientific perspective.
Dissertation 2023. DOI
Abstract

This dissertation addresses the reliability of clustering results and the evaluation of new clustering algorithms, particularly in light of the replication crisis in scientific research. The first contribution presents a framework for validating clustering results using validation data, ensuring the replicability and generalizability of findings. The second contribution quantifies over-optimistic bias in microbiome research by analyzing the effects of multiple analysis strategies on unsupervised tasks, while the third contribution highlights the over-optimism in evaluating new clustering algorithms, using the example of the ‘Rock’ algorithm, and advocates for more rigorous and neutral benchmarking methods. (Shortened.)

MCML Authors
Theresa Ullmann

Theresa Ullmann

Dr.

Biometry in Molecular Medicine


[12]
T. Ullmann, S. Peschel, P. Finger, C. L. Müller and A.-L. Boulesteix.
Over-optimism in unsupervised microbiome analysis: Insights from network learning and clustering.
PLOS Computational Biology 19.1 (Jan. 2023). DOI
Abstract

In recent years, unsupervised analysis of microbiome data, such as microbial network analysis and clustering, has increased in popularity. Many new statistical and computational methods have been proposed for these tasks. This multiplicity of analysis strategies poses a challenge for researchers, who are often unsure which method(s) to use and might be tempted to try different methods on their dataset to look for the “best” ones. However, if only the best results are selectively reported, this may cause over-optimism: the “best” method is overly fitted to the specific dataset, and the results might be non-replicable on validation data. Such effects will ultimately hinder research progress. Yet so far, these topics have been given little attention in the context of unsupervised microbiome analysis. In our illustrative study, we aim to quantify over-optimism effects in this context. We model the approach of a hypothetical microbiome researcher who undertakes four unsupervised research tasks: clustering of bacterial genera, hub detection in microbial networks, differential microbial network analysis, and clustering of samples. While these tasks are unsupervised, the researcher might still have certain expectations as to what constitutes interesting results. We translate these expectations into concrete evaluation criteria that the hypothetical researcher might want to optimize. We then randomly split an exemplary dataset from the American Gut Project into discovery and validation sets multiple times. For each research task, multiple method combinations (e.g., methods for data normalization, network generation, and/or clustering) are tried on the discovery data, and the combination that yields the best result according to the evaluation criterion is chosen. While the hypothetical researcher might only report this result, we also apply the “best” method combination to the validation dataset. The results are then compared between discovery and validation data. In all four research tasks, there are notable over-optimism effects; the results on the validation data set are worse compared to the discovery data, averaged over multiple random splits into discovery/validation data. Our study thus highlights the importance of validation and replication in microbiome analysis to obtain reliable results and demonstrates that the issue of over-optimism goes beyond the context of statistical testing and fishing for significance.

MCML Authors
Theresa Ullmann

Theresa Ullmann

Dr.

Biometry in Molecular Medicine

Link to Stefanie Peschel

Stefanie Peschel

Biomedical Statistics and Data Science

Link to Christian Müller

Christian Müller

Prof. Dr.

Biomedical Statistics and Data Science

Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine


2022


[11]
M. van Smeden, G. Heinze, B. Van Calster, F. W. Asselbergs, P. E. Vardas, N. Bruining, P. de Jaegere, J. H. Moore, S. Denaxas, A.-L. Boulesteix and K. G. M. Moons.
Critical appraisal of artificial intelligence-based prediction models for cardiovascular disease.
European Heart Journal 43.31 (Aug. 2022). DOI
Abstract

The medical field has seen a rapid increase in the development of artificial intelligence (AI)-based prediction models. With the introduction of such AI-based prediction model tools and software in cardiovascular patient care, the cardiovascular researcher and healthcare professional are challenged to understand the opportunities as well as the limitations of the AI-based predictions. In this article, we present 12 critical questions for cardiovascular health professionals to ask when confronted with an AI-based prediction model. We aim to support medical professionals to distinguish the AI-based prediction models that can add value to patient care from the AI that does not.

MCML Authors
Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine


[10]
T. Ullmann, C. Hennig and A.-L. Boulesteix.
Validation of cluster analysis results on validation data: A systematic framework.
Wiley Interdisciplinary Reviews: Data Mining and Knowledge Discovery 12.3 (May. 2022). DOI
Abstract

Cluster analysis refers to a wide range of data analytic techniques for class discovery and is popular in many application fields. To assess the quality of a clustering result, different cluster validation procedures have been proposed in the literature. While there is extensive work on classical validation techniques, such as internal and external validation, less attention has been given to validating and replicating a clustering result using a validation dataset. Such a dataset may be part of the original dataset, which is separated before analysis begins, or it could be an independently collected dataset. We present a systematic, structured review of the existing literature about this topic. For this purpose, we outline a formal framework that covers most existing approaches for validating clustering results on validation data. In particular, we review classical validation techniques such as internal and external validation, stability analysis, and visual validation, and show how they can be interpreted in terms of our framework. We define and formalize different types of validation of clustering results on a validation dataset, and give examples of how clustering studies from the applied literature that used a validation dataset can be seen as instances of our framework.

MCML Authors
Theresa Ullmann

Theresa Ullmann

Dr.

Biometry in Molecular Medicine

Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine


[9]
C. Nießl, M. Herrmann, C. Wiedemann, G. Casalicchio and A.-L. Boulesteix.
Over-optimism in benchmark studies and the multiplicity of design and analysis options when interpreting their results.
Wiley Interdisciplinary Reviews: Data Mining and Knowledge Discovery 12.2 (Mar. 2022). DOI
Abstract

In recent years, the need for neutral benchmark studies that focus on the comparison of methods coming from computational sciences has been increasingly recognized by the scientific community. While general advice on the design and analysis of neutral benchmark studies can be found in recent literature, a certain flexibility always exists. This includes the choice of data sets and performance measures, the handling of missing performance values, and the way the performance values are aggregated over the data sets. As a consequence of this flexibility, researchers may be concerned about how their choices affect the results or, in the worst case, may be tempted to engage in questionable research practices (e.g., the selective reporting of results or the post hoc modification of design or analysis components) to fit their expectations. To raise awareness for this issue, we use an example benchmark study to illustrate how variable benchmark results can be when all possible combinations of a range of design and analysis options are considered. We then demonstrate how the impact of each choice on the results can be assessed using multidimensional unfolding. In conclusion, based on previous literature and on our illustrative example, we claim that the multiplicity of design and analysis options combined with questionable research practices lead to biased interpretations of benchmark results and to over-optimistic conclusions. This issue should be considered by computational researchers when designing and analyzing their benchmark studies and by the scientific community in general in an effort towards more reliable benchmark results.

MCML Authors
Link to Moritz Herrmann

Moritz Herrmann

Dr.

Transfer Coordinator

Biometry in Molecular Medicine

Link to Giuseppe Casalicchio

Giuseppe Casalicchio

Dr.

Statistical Learning & Data Science

Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine


2021


[8]
H. Seibold, A. Charlton, A.-L. Boulesteix and S. Hoffmann.
Statisticians roll up your sleeves! There’s a crisis to be solved.
Significance 18.4 (Aug. 2021). DOI
Abstract

Statisticians play a key role in almost all scientific research. As such, they may be key to solving the reproducibility crisis. Heidi Seibold, Alethea Charlton, Anne-Laure Boulesteix and Sabine Hoffmann urge statisticians to take an active role in promoting more credible science.

MCML Authors
Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine


[7]
S. Klau, S. Hoffmann, C. J. Patel, J. P. A. Ioannidis and A.-L. Boulesteix.
Examining the robustness of observational associations to model, measurement and sampling uncertainty with the vibration of effects framework.
International Journal of Epidemiology 50.1 (Feb. 2021). DOI
Abstract

Uncertainty is a crucial issue in statistics which can be considered from different points of view. One type of uncertainty, typically referred to as sampling uncertainty, arises through the variability of results obtained when the same analysis strategy is applied to different samples. Another type of uncertainty arises through the variability of results obtained when using the same sample but different analysis strategies addressing the same research question. We denote this latter type of uncertainty as method uncertainty. It results from all the choices to be made for an analysis, for example, decisions related to data preparation, method choice, or model selection. In medical sciences, a large part of omics research is focused on the identification of molecular biomarkers, which can either be performed through ranking or by selection from among a large number of candidates. In this paper, we introduce a general resampling-based framework to quantify and compare sampling and method uncertainty. For illustration, we apply this framework to different scenarios related to the selection and ranking of omics biomarkers in the context of acute myeloid leukemia: variable selection in multivariable regression using different types of omics markers, the ranking of biomarkers according to their predictive performance, and the identification of differentially expressed genes from RNA-seq data. For all three scenarios, our findings suggest highly unstable results when the same analysis strategy is applied to two independent samples, indicating high sampling uncertainty and a comparatively smaller, but non-negligible method uncertainty, which strongly depends on the methods being compared.

MCML Authors
Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine


2020


[6]
A.-L. Boulesteix, S. Hoffmann, A. Charlton and H. Seibold.
A replication crisis in methodological research?.
Significance 17.5 (Oct. 2020). DOI
Abstract

Statisticians have been keen to critique statistical aspects of the enquote{replication crisis} in other scientific disciplines. But new statistical tools are often published and promoted without any thought to replicability. This needs to change, argue Anne-Laure Boulesteix, Sabine Hoffmann, Alethea Charlton and Heidi Seibold.

MCML Authors
Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine


[5]
M. Herrmann, P. Probst, R. Hornung, V. Jurinovic and A.-L. Boulesteix.
Large-scale benchmark study of survival prediction methods using multi-omics data.
Briefings in Bioinformatics (Aug. 2020). DOI
Abstract

Multi-omics data, that is, datasets containing different types of high-dimensional molecular variables, are increasingly often generated for the investigation of various diseases. Nevertheless, questions remain regarding the usefulness of multi-omics data for the prediction of disease outcomes such as survival time. It is also unclear which methods are most appropriate to derive such prediction models. We aim to give some answers to these questions through a large-scale benchmark study using real data. Different prediction methods from machine learning and statistics were applied on 18 multi-omics cancer datasets (35 to 1000 observations, up to 100 000 variables) from the database ‘The Cancer Genome Atlas’ (TCGA). The considered outcome was the (censored) survival time. Eleven methods based on boosting, penalized regression and random forest were compared, comprising both methods that do and that do not take the group structure of the omics variables into account. The Kaplan–Meier estimate and a Cox model using only clinical variables were used as reference methods. The methods were compared using several repetitions of 5-fold cross-validation. Uno’s C-index and the integrated Brier score served as performance metrics. The results indicate that methods taking into account the multi-omics structure have a slightly better prediction performance. Taking this structure into account can protect the predictive information in low-dimensional groups—especially clinical variables—from not being exploited during prediction. Moreover, only the block forest method outperformed the Cox model on average, and only slightly. This indicates, as a by-product of our study, that in the considered TCGA studies the utility of multi-omics data for prediction purposes was limited.

MCML Authors
Link to Moritz Herrmann

Moritz Herrmann

Dr.

Transfer Coordinator

Biometry in Molecular Medicine

Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine


[4]
N. Ellenbach, A.-L. Boulesteix, B. Bischl, K. Unger and R. Hornung.
Improved outcome prediction across data sources through robust parameter tuning.
Journal of Classification (Jul. 2020). DOI
Abstract

In many application areas, prediction rules trained based on high-dimensional data are subsequently applied to make predictions for observations from other sources, but they do not always perform well in this setting. This is because data sets from different sources can feature (slightly) differing distributions, even if they come from similar populations. In the context of high-dimensional data and beyond, most prediction methods involve one or several tuning parameters. Their values are commonly chosen by maximizing the cross-validated prediction performance on the training data. This procedure, however, implicitly presumes that the data to which the prediction rule will be ultimately applied, follow the same distribution as the training data. If this is not the case, less complex prediction rules that slightly underfit the training data may be preferable. Indeed, a tuning parameter does not only control the degree of adjustment of a prediction rule to the training data, but also, more generally, the degree of adjustment to the distribution of the training data. On the basis of this idea, in this paper we compare various approaches including new procedures for choosing tuning parameter values that lead to better generalizing prediction rules than those obtained based on cross-validation. Most of these approaches use an external validation data set. In our extensive comparison study based on a large collection of 15 transcriptomic data sets, tuning on external data and robust tuning with a tuned robustness parameter are the two approaches leading to better generalizing prediction rules.

MCML Authors
Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine

Link to Bernd Bischl

Bernd Bischl

Prof. Dr.

Statistical Learning & Data Science


[3]
S. Klau, M.-L. Martin-Magniette, A.-L. Boulesteix and S. Hoffmann.
Sampling uncertainty versus method uncertainty: a general framework with applications to omics biomarker selection.
Biometrical Journal 62.3 (May. 2020). DOI
Abstract

Uncertainty is a crucial issue in statistics which can be considered from different points of view. One type of uncertainty, typically referred to as sampling uncertainty, arises through the variability of results obtained when the same analysis strategy is applied to different samples. Another type of uncertainty arises through the variability of results obtained when using the same sample but different analysis strategies addressing the same research question. We denote this latter type of uncertainty as method uncertainty. It results from all the choices to be made for an analysis, for example, decisions related to data preparation, method choice, or model selection. In medical sciences, a large part of omics research is focused on the identification of molecular biomarkers, which can either be performed through ranking or by selection from among a large number of candidates. In this paper, we introduce a general resampling-based framework to quantify and compare sampling and method uncertainty. For illustration, we apply this framework to different scenarios related to the selection and ranking of omics biomarkers in the context of acute myeloid leukemia: variable selection in multivariable regression using different types of omics markers, the ranking of biomarkers according to their predictive performance, and the identification of differentially expressed genes from RNA-seq data. For all three scenarios, our findings suggest highly unstable results when the same analysis strategy is applied to two independent samples, indicating high sampling uncertainty and a comparatively smaller, but non-negligible method uncertainty, which strongly depends on the methods being compared.

MCML Authors
Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine


2019


[2]
P. Probst, A.-L. Boulesteix and B. Bischl.
Tunability: Importance of Hyperparameters of Machine Learning Algorithms.
Journal of Machine Learning Research 20 (Mar. 2019). PDF
Abstract

Modern supervised machine learning algorithms involve hyperparameters that have to be set before running them. Options for setting hyperparameters are default values from the software package, manual configuration by the user or configuring them for optimal predictive performance by a tuning procedure. The goal of this paper is two-fold. Firstly, we formalize the problem of tuning from a statistical point of view, define data-based defaults and suggest general measures quantifying the tunability of hyperparameters of algorithms. Secondly, we conduct a large-scale benchmarking study based on 38 datasets from the OpenML platform and six common machine learning algorithms. We apply our measures to assess the tunability of their parameters. Our results yield default values for hyperparameters and enable users to decide whether it is worth conducting a possibly time consuming tuning strategy, to focus on the most important hyperparameters and to choose adequate hyperparameter spaces for tuning.

MCML Authors
Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine

Link to Bernd Bischl

Bernd Bischl

Prof. Dr.

Statistical Learning & Data Science


[1]
P. Probst, M. N. Wright and A.-L. Boulesteix.
Hyperparameters and Tuning Strategies for Random Forest.
Wiley Interdisciplinary Reviews: Data Mining and Knowledge Discovery 9.3 (Jan. 2019). DOI
Abstract

The random forest (RF) algorithm has several hyperparameters that have to be set by the user, for example, the number of observations drawn randomly for each tree and whether they are drawn with or without replacement, the number of variables drawn randomly for each split, the splitting rule, the minimum number of samples that a node must contain, and the number of trees. In this paper, we first provide a literature review on the parameters’ influence on the prediction performance and on variable importance measures. It is well known that in most cases RF works reasonably well with the default values of the hyperparameters specified in software packages. Nevertheless, tuning the hyperparameters can improve the performance of RF. In the second part of this paper, after a presenting brief overview of tuning strategies, we demonstrate the application of one of the most established tuning strategies, model-based optimization (MBO). To make it easier to use, we provide the tuneRanger R package that tunes RF with MBO automatically. In a benchmark study on several datasets, we compare the prediction performance and runtime of tuneRanger with other tuning implementations in R and RF with default hyperparameters.

MCML Authors
Link to Anne-Laure Boulesteix

Anne-Laure Boulesteix

Prof. Dr.

Biometry in Molecular Medicine