A Statistical Framework for Data-Driven Discovery of Differential Performance in Clinical Risk Prediction Models

Abstract

Predictive models employing artificial intelligence (AI) and machine learning (ML) are increasingly being used for decision support in healthcare settings. These models may exhibit differential performance across population subgroups defined by race, age, sex, and other factors and cause disparate clinical impacts, leading to intensive recent study of what has been termed "model fairness". While many methods have been proposed to assess risk prediction model fairness, these techniques generally require that the end user pre-specify the groups across which fairness is to be evaluated. In real-world settings, however, important model performance disparities may arise in unknown subgroups defined by multiple intersecting characteristics. To address this problem, we propose the unfairness tree (utree), a data-driven recursive partitioning framework for identifying subgroups with differential model performance. In simulations, the utree exhibits nominal empirical type I error rates and good ability to detect, quantify, and characterize performance discrepancies defined by higher-order variable interactions. In six mortality risk models fit to the GUSTO-I acute myocardial infarction trial dataset, utrees identified subgroup-specific performance patterns, with age, sex, blood pressure, and Killip class consistently associated with differential model performance.