Extensions of the External Validation for Checking Learned Model Interpretability and Generalizability.

Abstract

We discuss the validation of machine learning models, which is standard practice in determining model efficacy and generalizability. We argue that internal validation approaches, such as cross-validation and bootstrap, cannot guarantee the quality of a machine learning model due to potentially biased training data and the complexity of the validation procedure itself. For better evaluating the generalization ability of a learned model, we suggest leveraging on external data sources from elsewhere as validation datasets, namely external validation. Due to the lack of research attractions on external validation, especially a well-structured and comprehensive study, we discuss the necessity for external validation and propose two extensions of the external validation approach that may help reveal the true domain-relevant model from a candidate set. Moreover, we also suggest a procedure to check whether a set of validation datasets is valid and introduce statistical reference points for detecting external data problems.