Joint Score-Threshold Optimization for Interpretable Risk Assessment

arXiv stat.ML / 4/20/2026

💬 OpinionIdeas & Deep AnalysisModels & Research

Key Points

  • The paper addresses how healthcare risk assessment systems convert EHR data into ordinal risk categories using score weights and category thresholds, and why standard supervised learning struggles in this setting.
  • It highlights two key obstacles: labels are often observed only for extreme risk groups due to intervention-censored outcomes, and the cost of mistakes is asymmetric and grows with distance between ordinal categories.
  • The authors propose a mixed-integer programming (MIP) framework that jointly optimizes scoring weights and thresholds while using constraints to avoid collapse of label-scarce categories.
  • The MIP objective is designed to be distance-aware and asymmetric, and the framework also supports governance constraints such as sign restrictions, sparsity, and limiting changes to existing tools for clinical deployability.
  • A continuous relaxation of the MIP is introduced to generate warm-start solutions, and the method is demonstrated via an inpatient falls risk assessment case study based on the Johns Hopkins Fall Risk Assessment Tool.

Abstract

Risk assessment tools in healthcare commonly employ point-based scoring systems that map patients to ordinal risk categories via thresholds. While electronic health record (EHR) data presents opportunities for data-driven optimization of these tools, two fundamental challenges impede standard supervised learning: (1) labels are often available only for extreme risk categories due to intervention-censored outcomes, and (2) misclassification cost is asymmetric and increases with ordinal distance. We propose a mixed-integer programming (MIP) framework that jointly optimizes scoring weights and category thresholds in the face of these challenges. Our approach prevents label-scarce category collapse via threshold constraints, and utilizes an asymmetric, distance-aware objective. The MIP framework supports governance constraints, including sign restrictions, sparsity, and minimal modifications to incumbent tools, ensuring practical deployability in clinical workflows. We further develop a continuous relaxation of the MIP problem to provide warm-start solutions for more efficient MIP optimization. We apply the proposed score optimization framework to a case study of inpatient falls risk assessment using the Johns Hopkins Fall Risk Assessment Tool.