A Generative Modeling Approach to Calibrated Predictions: A Use Case on Menstrual Cycle Length Prediction.

We explore how to quantify uncertainty when designing predictive models for healthcare to provide well-calibrated results. Uncertainty quantification and calibration are critical in medicine, as one must not only accommodate the variability of the underlying physiology, but adjust to the uncertain data collection and reporting process. This occurs not only on the context of electronic health records (i.e., the clinical documentation process), but on mobile health as well (i.e., user specific self-tracking patterns must be accounted for). In this work, we show that accurate uncertainty estimation is directly relevant to an important health application: the prediction of menstrual cycle length, based on self-tracked information. We take advantage of a flexible generative model that accommodates under-dispersed distributions via two degrees of freedom to fit the mean and variance of the observed cycle lengths. From a machine learning perspective, our work showcases how flexible generative models can not only provide state-of-the art predictive accuracy, but enable well-calibrated predictions. From a healthcare perspective, we demonstrate that with flexible generative models, not only can we accommodate the idiosyncrasies of mobile health data, but we can also adjust the predictive uncertainty to per-user cycle length patterns. We evaluate the proposed model in real-world cycle length data collected by one of the most popular menstrual trackers worldwide, and demonstrate how the proposed generative model provides accurate and well-calibrated cycle length predictions. Providing meaningful, less uncertain cycle length predictions is beneficial for menstrual health researchers, mobile health users and developers, as it may help design more usable mobile health solutions.