Confound-leakage: Confound Removal in Machine Learning Leads to Leakage

Machine learning (ML) approaches to data analysis are now widely adopted in many fields including epidemiology and medicine. To apply these approaches, confounds must first be removed as is commonly done by featurewise removal of their variance by linear regression before applying ML. Here, we show this common approach to confound removal biases ML models, leading to misleading results. Specifically, this common deconfounding approach can leak information such that what are null or moderate effects become amplified to near-perfect prediction when nonlinear ML approaches are subsequently applied. We identify and evaluate possible mechanisms for such confound-leakage and provide practical guidance to mitigate its negative impact. We demonstrate the real-world importance of confound-leakage by analyzing a clinical dataset where accuracy is overestimated for predicting attention deficit hyperactivity disorder (ADHD) with depression as a confound. Our results have wide-reaching implications for implementation and deployment of ML workflows and beg caution against na\"ive use of standard confound removal approaches.

Predictive Data Calibration for Linear Correlation Significance Testing

Inferring linear relationships lies at the heart of many empirical investigations. A measure of linear dependence should correctly evaluate the strength of the relationship as well as qualify whether it is meaningful for the population. Pearson's correlation coefficient (PCC), the \textit{de-facto} measure for bivariate relationships, is known to lack in both regards. The estimated strength $r$ maybe wrong due to limited sample size, and nonnormality of data. In the context of statistical significance testing, erroneous interpretation of a $p$-value as posterior probability leads to Type I errors -- a general issue with significance testing that extends to PCC. Such errors are exacerbated when testing multiple hypotheses simultaneously. To tackle these issues, we propose a machine-learning-based predictive data calibration method which essentially conditions the data samples on the expected linear relationship. Calculating PCC using calibrated data yields a calibrated $p$-value that can be interpreted as posterior probability together with a calibrated $r$ estimate, a desired outcome not provided by other methods. Furthermore, the ensuing independent interpretation of each test might eliminate the need for multiple testing correction. We provide empirical evidence favouring the proposed method using several simulations and application to real-world data.

Deep neural network heatmaps capture Alzheimer's disease patterns reported in a large meta-analysis of neuroimaging studies

Deep neural networks currently provide the most advanced and accurate machine learning models to distinguish between structural MRI scans of subjects with Alzheimer's disease and healthy controls. Unfortunately, the subtle brain alterations captured by these models are difficult to interpret because of the complexity of these multi-layer and non-linear models. Several heatmap methods have been proposed to address this issue and analyze the imaging patterns extracted from the deep neural networks, but no quantitative comparison between these methods has been carried out so far. In this work, we explore these questions by deriving heatmaps from Convolutional Neural Networks (CNN) trained using T1 MRI scans of the ADNI data set, and by comparing these heatmaps with brain maps corresponding to Support Vector Machines (SVM) coefficients. Three prominent heatmap methods are studied: Layer-wise Relevance Propagation (LRP), Integrated Gradients (IG), and Guided Grad-CAM (GGC). Contrary to prior studies where the quality of heatmaps was visually or qualitatively assessed, we obtained precise quantitative measures by computing overlap with a ground-truth map from a large meta-analysis that combined 77 voxel-based morphometry (VBM) studies independently from ADNI. Our results indicate that all three heatmap methods were able to capture brain regions covering the meta-analysis map and achieved better results than SVM coefficients. Among them, IG produced the heatmaps with the best overlap with the independent meta-analysis.

Systematic Overestimation of Machine Learning Performance in Neuroimaging Studies of Depression

We currently observe a disconcerting phenomenon in machine learning studies in psychiatry: While we would expect larger samples to yield better results due to the availability of more data, larger machine learning studies consistently show much weaker performance than the numerous small-scale studies. Here, we systematically investigated this effect focusing on one of the most heavily studied questions in the field, namely the classification of patients suffering from Major Depressive Disorder (MDD) and healthy controls. Drawing upon a balanced sample of $N = 1,868$ MDD patients and healthy controls from our recent international Predictive Analytics Competition (PAC), we first trained and tested a classification model on the full dataset which yielded an accuracy of 61%. Next, we mimicked the process by which researchers would draw samples of various sizes ($N=4$ to $N=150$) from the population and showed a strong risk of overestimation. Specifically, for small sample sizes ($N=20$), we observe accuracies of up to 95%. For medium sample sizes ($N=100$) accuracies up to 75% were found. Importantly, further investigation showed that sufficiently large test sets effectively protect against performance overestimation whereas larger datasets per se do not. While these results question the validity of a substantial part of the current literature, we outline the relatively low-cost remedy of larger test sets.