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arxiv 1710.03866 v1 pith:7FS2MFWV submitted 2017-10-11 stat.AP

An Empirical Bayes Approach to Regularization Using Previously Published Models

classification stat.AP
keywords bayesempiricalcoefficientsinvolvesmethodmodelmodelsprediction
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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This manuscript proposes a novel empirical Bayes technique for regularizing regression coefficients in predictive models. When predictions from a previously published model are available, this empirical Bayes method provides a natural mathematical framework for shrinking coefficients toward the estimates implied by the body of existing research rather than the shrinkage toward zero provided by traditional L1 and L2 penalization schemes. The method is applied to two different prediction problems. The first involves the construction of a model for predicting whether a single nucleotide polymorphism (SNP) of the KCNQ1 gene will result in dysfunction of the corresponding voltage gated ion channel. The second involves the prediction of preoperative serum creatinine change in patients undergoing cardiac surgery.

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