Optimizing Individual-Level Models for Group-Level Predictions.
Part 2 — The Median of a Sum of Independent Identically Distributed

Introduction In Part 1 — An Analysis of Bias I explored bias in group-level predictions coming from individual-level models. There I used the following theorem by Peter Hall (“On the Limiting Behaviour of the Mode and Median of a Sum of Independent Variables”¹): But why is that true? I found Hall’s paper to be somewhat difficult to read more…

Photo with Title: Optimizing Individual-Level Models for Group-Level Predictions. Part 1 — An Analysis of Bias

Optimizing Individual-Level Models for Group-Level Predictions
Part 1 — An Analysis of Bias

Introduction The goal of this post is to present some of my thoughts about a very common, yet scantily addressed, problem in machine learning at large (and healthcare in particular): how do you construct group-level predictions given only individual-level data in a way that optimizes a pre-determined loss function (e.g., MAE or MSE)? If you read more…