Comparison of model feature importance statistics to identify covariates that contribute most to model accuracy in prediction of insomnia

Importance: Sleep is critical to a person’s physical and mental health and there is a need to create high performing machine learning models and critically understand how models rank covariates. Objective: The study aimed to compare how different model metrics rank the importance of various covariates. Design, setting, and participants: A cross-sectional cohort study was conducted retrospectively using the National Health and Nutrition Examination Survey (NHANES), which is publicly available. Methods: This study employed univariate logistic models to filter out strong, independent covariates associated with sleep disorder outcome, which were then used in machine-learning models, of which, the most optimal was chosen. The machine-learning model was used to rank model covariates based on gain, cover, and frequency to identify risk factors for sleep disorder and feature importance was evaluated using both univariable and multivariable t-statistics. A correlation matrix was created to determine the similarity of the importance of variables ranked by different model metrics. Results: The XGBoost model had the highest mean AUROC of 0.865 (SD = 0.010) with Accuracy of 0.762 (SD = 0.019), F1 of 0.875 (SD = 0.766), Sensitivity of 0.768 (SD = 0.023), Specificity of 0.782 (SD = 0.025), Positive Predictive Value of 0.806 (SD = 0.025), and Negative Predictive Value of 0.737 (SD = 0.034). The model metrics from the machine learning of gain and cover were strongly positively correlated with one another (r > 0.70). Model metrics from the multivariable model and univariable model were weakly negatively correlated with machine learning model metrics (R between -0.3 and 0). Conclusion: The ranking of important variables associated with sleep disorder in this cohort from the machine learning models were not related to those from regression models.