Distributed non-disclosive validation of predictive models by a modified ROC-GLM.

backgroundDistributed statistical analyses provide a promising approach for privacy protection when analyzing data distributed over several databases. Instead of directly operating on data, the analyst receives anonymous summary statistics, which are combined into an aggregated result. Further, in discrimination model (prognosis, diagnosis, etc.) development, it is key to evaluate a trained model w.r.t. to its prognostic or predictive performance on new independent data. For binary classification, quantifying discrimination uses the receiver operating characteristics (ROC) and its area under the curve (AUC) as aggregation measure. We are interested to calculate both as well as basic indicators of calibration-in-the-large for a binary classification task using a distributed and privacy-preserving approach.

methodsWe employ DataSHIELD as the technology to carry out distributed analyses, and we use a newly developed algorithm to validate the prediction score by conducting distributed and privacy-preserving ROC analysis. Calibration curves are constructed from mean values over sites. The determination of ROC and its AUC is based on a generalized linear model (GLM) approximation of the true ROC curve, the ROC-GLM, as well as on ideas of differential privacy (DP). DP adds noise (quantified by the

resultsIn our simulation scenario, the true and distributed AUC measures differ by

conclusionsThe applicability of our algorithms depends on the