Evidence of Inflated Prediction Performance: A Commentary on Machine Learning and Suicide Research

The use of machine learning is increasing in clinical psychology, yet it is unclear whether these approaches enhance the prediction of clinical outcomes. Several studies show that machine-learning algorithms outperform traditional linear models. However, many studies that have found such an advantage use the same algorithm, random forests with the optimism-corrected bootstrap, for internal validation. Through both a simulation and empirical example, we demonstrate that the pairing of nonlinear, flexible machine-learning approaches, such as random forests with the optimism-corrected bootstrap, provide highly inflated prediction estimates. We find no advantage for properly validated machine-learning models over linear models.