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Modern modelling techniques such as SVM, NN and RF may need over 10 times as many events per variable to achieve a stable AUC and a small optimism than classical modelling techniques such as LR. This implies that such modern techniques should only be used in medical prediction problems if very large data sets are available.
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Tjeerd van der Ploeg
Peter C. Austin
Ewout W. Steyerberg
BMC Medical Research Methodology
University of Toronto
Erasmus MC
Medisch Centrum Alkmaar
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Ploeg et al. (Mon,) studied this question.
www.synapsesocial.com/papers/69daa19a387cf706986870e0 — DOI: https://doi.org/10.1186/1471-2288-14-137
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