Abstract: The validation of predictive algorithms is gaining importance with the increasing use of AI. Traditional validation of software seeking, for example, clinical certification involves correlation or Bland-Altman analysis comparing differences between predicted and reference values. However, such approaches are subject to simplifying assumptions on the algorithmic errors: normality of their distribution, homogeneity of variance, and independence from external factors. Our study - motivated by the sleep medicine use-case - proposes an in-depth quantification of systematic algorithmic error (bias) using the flexible statistical tool GAMLSS. Our approach allows the estimation of the bias distribution, identification of bias-generating factors, and extrapolation of various quantities assessing prediction validity.
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