Collapsibility of Performance Metrics in Clinical Predictive AI

Background: Population level assessments of predictive artificial intelligence (AI) can conceal performance disparities across subgroups. Fairness evaluations commonly rely on performance analyses across subgroups. However, some performance metrics are non-collapsible, meaning that the overall population performance value does not equal the weighted average of subgroup specific values. Objective: To examine the collapsibility properties of commonly reported performance metrics in predictive AI, with a focus on the area under the receiver operating characteristic curve (AUC, also known as c-statistic). Methods: We investigate the collapsibility of 15 performance metrics, either by expressing each metric as a linear combination of its stratum specific values or, where non-collapsible, by providing a counterexample inspired by Simpson's paradox as a formal disproof. Results: Five performance metrics (AUC, calibration intercept, calibration slope, expected calibration error, and Nagelkerke R^2) are shown to be non-collapsible, and ten (O:E ratio, logloss, Brier score, accuracy, F1-score, true positive rate, true negative rate, positive predictive value, negative predictive value, and net benefit) are shown to be collapsible. The AUC is shown to be non-collapsible because it decomposes into within- and cross-group AUC terms when subpopulations coexist, such that its overall value may fall outside the range of subgroup specific AUCs. Conclusions: Non-collapsibility of performance metrics has important consequences for reporting, model appraisal, and fairness evaluation. It can generate spurious differences between subgroup and overall performance, which may mislead fairness evaluations. Explicitly acknowledging and reporting the collapsibility properties of performance metrics improves both the interpretability and transparency of fairness assessments.

Two AI Metrics Diverged: Will it Make All the Difference?

As exponential compute scaling continues, will the capabilities of frontier AI models outstrip what is accessible to developers on a small fixed budget? Or will capabilities converge, with "meek models inheriting the earth"? Building on Gundlach et al. (2025b), we show that the answer depends on how we value and measure AI capabilities. We discuss conventional performance measures and show that, while validation loss shows a shrinking gap, on other metrics frontier models grow their lead forever. Classifying performance metrics by their functional forms in relation to training (and inference) compute, we provide tight mathematical conditions for determining which metrics favor meek models, and show that bounded performance metrics always do. But careful interpretation of performance metrics is essential: we show that many common bounded metrics have closely-related counterpart metrics that are unbounded (and vice versa). Determining the apt metric in a domain is a prerequisite for policy, since bounded and unbounded metrics may suggest opposing policy responses. If a particular capability -- like software engineering, synthetic biology, or rhetorical persuasiveness -- is unbounded when measured in the terms we care about, frontier-level capability will likely be concentrated in the hands of a few wealthy actors. Conversely, if that capability is instead bounded, frontier-level capabilities proliferate through meek models into the hands of the many.

Which Metric Reflects the Spelling Rate Accuracy in Event-Related Potential-Based Brain-Computer Interfaces?

For predictive models, the often-reported performance metrics are the loss and accuracy. In synchronous Brain- Computer Interface (BCI) systems, these metrics are informative for most BCI paradigms; however, for Event-Related Potential (ERP) applications the spelling rate, which measures the number of characters correctly selected is more important as it influences the estimation of information transfer rate (ITR) and any related metric measuring spelling performance. Moreover, ERP-based BCIs hold imbalanced data class distributions, which require reporting metrics that can handle the imbalance, such as the area under the receiver operating characteristic curve (ROC AUC). In this work, we study the correlation of the spelling rate with 13 metrics to identify which among them best reflect user spelling performance and how they are affected by trial repetition. The Results of two datasets (a private LARESI ERP dataset and the public OpenBMI ERP dataset) favor the Brier score, Matthews Correlation Coefficient (MCC), and the metrics that account for class imbalance in binary classification: ROC AUC, area under the Precision-Recall curve (PR AUC), Average Precision (AP), and partial AUC (pAUC). These findings encourage researchers and practitioners to report those metrics in ERP-based BCI experiments.

Estimating Uncertainty in Classifier Performance with Applications to Large Language Models and Nested Data

Researchers increasingly use text classification--supervised models or large language models--to measure constructs from natural language, providing metrics such as recall and precision as evidence of their validity. Yet, though these metrics are point estimates subject to sampling variation, measures of uncertainty are inconsistently reported alongside them. Further, when they are reported, they are often estimated with methods that are not appropriate when relevant labelled datasets are small or performance is high. To increase and improve confidence interval reporting in the field, this paper evaluates confidence interval methods for performance metrics under conditions typical of social science text classification: small to moderate sample sizes, infrequent constructs, and texts nested within individuals. Across simulations, default methods such as the Wald interval and the basic percentile bootstrap are the least accurate, with coverage sometimes far below the nominal 95% level. Accuracy is improved with the use of Agresti-Coull, Wilson, Clopper-Pearson, and a novel pseudo-count regularized bootstrap (which is particularly relevant to the calculation of F1). When texts are nested within individuals, we demonstrate that adjustment for both effective N and the appropriate degrees of freedom is necessary for producing accurate analytic intervals. Among bootstrap intervals, the hierarchical bootstrap is more accurate than the cluster bootstrap when individuals produce a moderate number of texts but overly conservative when individuals produce only a few. By providing guidance to the field on appropriate interval estimation, we aim to improve the transparency of machine learning applications, and to encourage greater attention to the validation sample size at the design stage.